# EDGAR Filing Document

**Accession Number:** 0000798737
**File Stem:** 0001752724-23-018121
**Filing Date:** 2023-1
**Character Count:** 206922
**Document Hash:** f70177d8557b747cabca58336977d780
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-018121.hdr.sgml**: 20230130

**ACCESSION NUMBER**: 0001752724-23-018121

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230130

**DATE AS OF CHANGE**: 20230130

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB MUNICIPAL INCOME FUND, INC.
- **CENTRAL INDEX KEY:** 0000798737
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04791
- **FILM NUMBER:** 23567721

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN MUNICIPAL INCOME FUND INC
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE MUNICIPAL INCOME FUND INC/NY/
- **DATE OF NAME CHANGE:** 20010629

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE MUNICIPAL INCOME FUND INC/NY
- **DATE OF NAME CHANGE:** 20010629

## Series and Classes Contracts Data

### AB California Portfolio (Series ID: S000010348)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000028619 | Class A       | ALCAX           |
| C000028621 | Class C       | ACACX           |
| C000069624 | Advisor Class | ALCVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** AB MUNICIPAL INCOME FUND, INC.

- **b. Investment Company Act file number:** 811-04791

- **c. CIK number of Registrant:** 0000798737

- **d. LEI of Registrant:** 549300HSXPZXR4NTL020

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

  - **Telephone number:** 212-969-1000

**Item A.2. Information about the Series.**

- **a. Name of Series:** AB California Portfolio

- **b. EDGAR series identifier (if any):** S000010348

- **c. LEI of Series:** 549300XGLO3UZZ0SVM88

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $960953772.79

**Total Liabilities:** $29743988.54

**Net Assets:** $931209784.25

**Delayed Delivery Securities:** $26626701.60

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -56544.07000000 | **1-Year:** -54472.00000000 | **5-Year:** -141378.93000000 | **10-Year:** -158057.18000000 | **30-Year:** -158150.89000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -48967.51000000 | **1-Year:** -58724.16000000 | **5-Year:** -100266.00000000 | **10-Year:** -122292.32000000 | **30-Year:** -137760.42000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000028621 | -4.16%               | -1.20%               | 4.80%                |
| Class ID C000028619 | -4.10%               | -1.14%               | 4.87%                |
| Class ID C000069624 | -4.08%               | -1.12%               | 4.89%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3169974.74             | $-41244988.43                              |
| Month 2  | $-1934117.94             | $-12858153.01                              |
| Month 3  | $-3816510.41             | $47411978.26                               |

**Designated Index Information**

- **Index Name:** Bloomberg California Muni Index

- **Index Identifier:** I00767US

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| California Educational Facilities Authority                                     | CALIFORNIA ST EDUCTNL FACS AUTH REVENUE                                                                                        | CUSIP: 130179PK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6885000 | PA      | $7009882.20   | 0.75%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport    | SAN FRANCISCO CALIF CITY &CNTY ARPTS COMMN INTL ARPT REV                                                                       | CUSIP: 79766DKG3<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2046846.60   | 0.22%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority                                     | CALIFORNIA ST EDUCTNL FACS AUTH REVENUE                                                                                        | CUSIP: 130179UQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2544558.00   | 0.27%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH EDUCTNL REVENUE                                                                                    | CUSIP: 13049AAG8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1508691.15   | 0.16%             | 2046-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walnut Energy Center Authority                                                  | WALNUT CA ENERGY CENTER AUTH REVENUE                                                                                           | CUSIP: 93265PCU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3700000 | PA      | $3826580.33   | 0.41%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS281C9   IRS USD R V 12MUSCPI IS281D0 CCPINFLATIONZERO / Short: BS281C9   IRS USD P F  2.58500 IS281C9 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3175000 | OU      | $278363.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport    | SAN FRANCISCO CALIF CITY &CNTY ARPTS COMMN INTL ARPT REV                                                                       | CUSIP: 79766DUG2<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $8999706.00   | 0.97%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                            | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                          | CUSIP: 74526QPP1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $999507.90    | 0.11%             | 2031-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                          | LOS ANGELES CA UNIF SCH DIST                                                                                                   | CUSIP: 544647BT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4629190.05   | 0.50%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                                                                      | CUSIP: 13032UXB9<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2827490.10   | 0.30%             | 2040-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TRE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1775000 | PA      | $1653842.76   | 0.18%             | 2062-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                               | GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE                                                                                       | CUSIP: 40065NCR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2597316.60   | 0.28%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                           | CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE                                                                           | CUSIP: 13034ARP7<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1262238.45   | 0.14%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                           | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292BR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $668867.50    | 0.07%             | 2057-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                         | MUNI ELEC AUTH OF GEORGIA                                                                                                      | CUSIP: 6262072R4<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    215000 | PA      | $215551.26    | 0.02%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                                                                      | CUSIP: 13032UYR3<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |  13865000 | PA      | $13477934.95  | 1.45%             | 2046-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Guam Power Authority                                                            | GUAM PWR AUTH REVENUE                                                                                                          | CUSIP: 400653JJ1<br>LEI: 549300IPOV320QCKW060 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1334520.07   | 0.14%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA SCH FIN AUTH SCH FAC REVENUE                                                                                        | CUSIP: 13059TBD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $579168.69    | 0.06%             | 2034-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sierra Joint Community College District School Facilities District No 2         | SIERRA CA JT CMNTY CLG DIST SCH FACS IMPT DIST #2                                                                              | CUSIP: 826247BA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5485000 | PA      | $3935839.09   | 0.42%             | 2032-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Highway & Transportation Authority                                  | PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE                                                                         | CUSIP: 745190ZR2<br>LEI: 549300J6QBXVWJXB7Y41 | Long             | DBT              | MUN               | US        |   1020000 | PA      | $1009939.23   | 0.11%             | 2034-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority                                     | CALIFORNIA ST EDUCTNL FACS AUTH REVENUE                                                                                        | CUSIP: 130179UR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1009565.40   | 0.11%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Redevelopment Agency Successor Agency               | SAN FRANCISCO CITY & CNTY CA REDEV AGY SUCCESSOR AGY CMNTY                                                                     | CUSIP: 79772AAS6<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |   1310000 | PA      | $1311579.60   | 0.14%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                           | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292BJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $650084.40    | 0.07%             | 2058-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                                                                      | CUSIP: 13032UWY0<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   5165000 | PA      | $4950749.60   | 0.53%             | 2037-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Palomar Health                                                                  | PALOMAR HLTH CA REVENUE                                                                                                        | CUSIP: 697528AU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1006479.90   | 0.11%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Antonio B Won Pat International Airport Authority                               | GUAM INTERNATIONAL ARPT AUTH                                                                                                   | CUSIP: 40064REK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $586299.21    | 0.06%             | 2036-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                                                                      | CUSIP: 13032UWZ7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6652058.70   | 0.71%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| M-S-R Energy Authority                                                          | M-S-R CA ENERGY AUTH GAS REVENUE                                                                                               | CUSIP: 55374SAC4<br>LEI: 549300UEMSS1JTK5YB98 | Long             | DBT              | MUN               | US        |    830000 | PA      | $1005955.77   | 0.11%             | 2039-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048VVB1<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $941489.20    | 0.10%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Redevelopment Agency Successor Agency               | SAN FRANCISCO CITY & CNTY CA REDEV AGY SUCCESSOR AGY TAX                                                                       | CUSIP: 79770GCW4<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1053835.40   | 0.11%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside County Transportation Commission                                      | RIVERSIDE CNTY CA TRANSPRTN COMMISSION TOLL REVENUE                                                                            | CUSIP: 76912DAX6<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |   3330000 | PA      | $3176368.12   | 0.34%             | 2040-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                           | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292AS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $693923.50    | 0.07%             | 2056-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TGA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1363588.48   | 0.15%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                         | MUNI ELEC AUTH OF GEORGIA                                                                                                      | CUSIP: 626207Z23<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102675.59    | 0.01%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority                                     | CALIFORNIA ST EDUCTNL FACS AUTH REVENUE                                                                                        | CUSIP: 1301787W0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4415000 | PA      | $4549925.49   | 0.49%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS249F6   IRS USD R V 12MUSCPI IS249G7 CCPINFLATIONZERO / Short: BS249F6   IRS USD P F  1.71400 IS249F6 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    655000 | OU      | $101491.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                          | LOS ANGELES CA UNIF SCH DIST                                                                                                   | CUSIP: 544647BX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9000000 | PA      | $8889587.10   | 0.95%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA SCH FIN AUTH SCH FAC REVENUE                                                                                        | CUSIP: 13059THH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1734052.16   | 0.19%             | 2052-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                                                                      | CUSIP: 13032UNB0<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   1365000 | PA      | $1411335.88   | 0.15%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                     | WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE                                                                         | CUSIP: 939783YZ3<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |    130000 | PA      | $107135.96    | 0.01%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TEU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $638609.65    | 0.07%             | 2047-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                           | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292BG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2672094.00   | 0.29%             | 2057-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3E5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    282918 | PA      | $284109.42    | 0.03%             | 2023-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TKA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2988747.00   | 0.32%             | 2050-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                         | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                                                                      | CUSIP: 072024TB8<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   8500000 | PA      | $8575575.20   | 0.92%             | 2031-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                      | LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE                                                                                      | CUSIP: 544445MB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4045000 | PA      | $3768531.13   | 0.40%             | 2044-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lake Elsinore Public Financing Authority                                        | LAKE ELSINORE CA PUBLIC FING AUTH LOCAL AGY REVENUE                                                                            | CUSIP: 509632MZ5<br>LEI: 549300C5MCDOVNPOX172 | Long             | DBT              | MUN               | US        |   2690000 | PA      | $2775798.90   | 0.30%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                          | CALIFORNIA ST STWD CMNTYS DEV AUTH                                                                                             | CUSIP: 1309116Y1<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    205000 | PA      | $205000.00    | 0.02%             | 2035-08-01      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA                                                          | LOS ANGELES CA                                                                                                                 | CUSIP: 544351QM4<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |  30250000 | PA      | $30525005.78  | 3.28%             | 2023-06-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Community College Financing Authority                                | CALIFORNIA ST CMNTY CLG FING AUTH CLG HSG REVENUE                                                                              | CUSIP: 13012RAV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2685766.33   | 0.29%             | 2048-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                        | PUBLIC FIN AUTH WI REVENUE                                                                                                     | CUSIP: 74442PSF3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1799869.20   | 0.19%             | 2041-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Antelope Valley-East Kern Water Agency                                          | ANTELOPE VLY-E KERN CA WTR AGY COPS                                                                                            | CUSIP: 03672TCN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1125000.00   | 0.12%             | 2037-06-01      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| Antonio B Won Pat International Airport Authority                               | GUAM INTERNATIONAL ARPT AUTH                                                                                                   | CUSIP: 40064RFG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1050000 | PA      | $1006466.48   | 0.11%             | 2043-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Norman Y Mineta San Jose International Airport SJC                              | SAN JOSE CA ARPT REVENUE                                                                                                       | CUSIP: 798136VP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3622461.50   | 0.39%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Fairfield CA                                                            | FAIRFIELD CA COPS                                                                                                              | CUSIP: 304198GB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3700000 | PA      | $2254440.71   | 0.24%             | 2035-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                          | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                        | CUSIP: 13080SSJ4<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1875000 | PA      | $1880585.06   | 0.20%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guam Power Authority                                                            | GUAM PWR AUTH REVENUE                                                                                                          | CUSIP: 400653KK6<br>LEI: 549300IPOV320QCKW060 | Long             | DBT              | MUN               | US        |   3700000 | PA      | $3765945.84   | 0.40%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anaheim Housing & Public Improvements Authority                                 | ANAHEIM CA HSG & PUBLIC IMPT AUTH REVENUE                                                                                      | CUSIP: 032556JE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1040052.20   | 0.11%             | 2045-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH SENIOR LIVING REVENUE                                                                              | CUSIP: 13049RBQ8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    560000 | PA      | $458401.78    | 0.05%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Upland CA                                                               | UPLAND CA COPS                                                                                                                 | CUSIP: 915346FV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1052618.90   | 0.11%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| River Islands Public Financing Authority                                        | RIVER ISLANDS CA PUBLIC FING AUTH SPL TAX                                                                                      | CUSIP: 76827QHF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5200000 | PA      | $5084992.12   | 0.55%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside County Transportation Commission Sales Tax Revenue                    | RIVERSIDE CNTY CA TRANSPRTN COMMISSION SALES TAX REVENUE                                                                       | CUSIP: 769125EM3<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |   9165000 | PA      | $9292234.03   | 1.00%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency                                                     | CMFA SPL FIN AGY CA ESSENTIAL HSG REVENUE                                                                                      | CUSIP: 12574WAJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1533200.40   | 0.16%             | 2058-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Guam Power Authority                                                            | GUAM PWR AUTH REVENUE                                                                                                          | CUSIP: 400653JL6<br>LEI: 549300IPOV320QCKW060 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1019680.20   | 0.11%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palomar Health                                                                  | PALOMAR HLTH CA                                                                                                                | CUSIP: 697527AQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1374364.68   | 0.15%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rialto Redevelopment Agency                                                     | RIALTO CA REDEV AGY SUCCESSOR AGY TAX ALLOCATION                                                                               | CUSIP: 76246PCV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2235000 | PA      | $2389713.85   | 0.26%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                             | LOS ANGELES CNTY CA PUBLIC WKS FING AUTH LEASE REVENUE                                                                         | CUSIP: 54473EVN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5500000 | PA      | $5536540.90   | 0.59%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS2E1H2   IRS USD R V 00MSOFR IS2E1I3 CCPOIS / Short: BS2E1H2   IRS USD P F  1.61800 IS2E1H2 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8000000 | OU      | $1141631.05   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: SS2C596   IRS USD R F  3.46600 IS2C596 CCPINFLATIONZERO / Short: SS2C596   IRS USD P V 12MUSCPI IS2C5A7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $-337128.60   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Lake Elsinore Public Financing Authority                                        | LAKE ELSINORE CA PUBLIC FING AUTH LOCAL AGY REVENUE                                                                            | CUSIP: 509632NA9<br>LEI: 549300C5MCDOVNPOX172 | Long             | DBT              | MUN               | US        |   1835000 | PA      | $1881280.54   | 0.20%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                             | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 13013FAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3062230.80   | 0.33%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                        | UNIV OF CALIFORNIA CA REVENUES                                                                                                 | CUSIP: 91412HNR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5799830.00   | 0.62%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Los Angeles CA Community Facilities District No 2021-01               | LOS ANGELES CNTY CA CMNTY FACS DIST #2021-01 SPL TAX                                                                           | CUSIP: 54531MAT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2502580.50   | 0.27%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH STUDENT HSG REVENUE                                                                                | CUSIP: 13049YEC1<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1575000 | PA      | $1511700.59   | 0.16%             | 2052-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oakland Unified School District/Alameda County                                  | OAKLAND CA UNIF SCH DIST ALAMEDA CNTY                                                                                          | CUSIP: 672325XR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1592618.25   | 0.17%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California County Tobacco Securitization Agency                                 | CALIFORNIA CNTY CA TOBACCO SECURITIZATION AGY TOBACCO SETTLE                                                                   | CUSIP: 13016NEZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12155000 | PA      | $10461379.43  | 1.12%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Township Health Care District                                        | WASHINGTON TWP CA HLTH CARE DIST REVENUE                                                                                       | CUSIP: 940204EV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2050172.20   | 0.22%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Highway & Transportation Authority                                  | PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE                                                                         | CUSIP: 745190UR7<br>LEI: 549300J6QBXVWJXB7Y41 | Long             | DBT              | MUN               | US        |    725000 | PA      | $715860.94    | 0.08%             | 2041-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                          | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                              | CUSIP: 74529JRH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    980000 | PA      | $885352.09    | 0.10%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                          | LOS ANGELES CA UNIF SCH DIST                                                                                                   | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2115895.60   | 0.23%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Capistrano Unified School District School Facilities Improvement District No 1  | CAPISTRANO CA UNIF SCH DIST SCH FACS IMPT DIST #1                                                                              | CUSIP: 139707BR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4650000 | PA      | $4184039.78   | 0.45%             | 2025-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                          | CALIFORNIA ST STWD CMNTYS DEV AUTH CLG HSG REVENUE                                                                             | CUSIP: 13081CAC2<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   2295000 | PA      | $2099876.81   | 0.23%             | 2039-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Coast Community College District                                                | COAST CA CMNTY CLG DIST                                                                                                        | CUSIP: 190335JU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $779235.97    | 0.08%             | 2036-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   2300724 | PA      | $2353643.87   | 0.25%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TGD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1174576.92   | 0.13%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                         | MUNI ELEC AUTH OF GEORGIA                                                                                                      | CUSIP: 6262072T0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    220000 | PA      | $217614.10    | 0.02%             | 2059-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                      | LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE                                                                                      | CUSIP: 544445YG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1561932.00   | 0.17%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: SS2BYW9   IRS USD R F  2.90900 IS2BYW9 CCPINFLATIONZERO / Short: SS2BYW9   IRS USD P V 12MUSCPI IS2BYX0 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5250000 | OU      | $-236216.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                      | LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE                                                                                      | CUSIP: 544445YH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1532909.80   | 0.16%             | 2049-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                        | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                                                                    | CUSIP: 38122NZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3856575.50   | 0.41%             | 2038-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Tobacco Securitization Authority of Northern California                         | TOBACCO SECURITIZATION AUTH NTHRN CA TOBACCO SETTLEMENT REVE                                                                   | CUSIP: 888794CA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $1535404.00   | 0.16%             | 2060-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                          | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                        | CUSIP: 13080SER1<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2615678.00   | 0.28%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS283G7   IRS USD R V 12MUSCPI IS283H8 CCPINFLATIONZERO / Short: BS283G7   IRS USD P F  2.61250 IS283G7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3175000 | OU      | $274919.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                         | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                                                                      | CUSIP: 072024WZ1<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2502081.50   | 0.27%             | 2056-04-01      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                         | Freddie Mac Multifamily ML Certificates                                                                                        | CUSIP: 3137H9JM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1746831.60   | 0.19%             | 2036-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                           | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292BK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2092910.40   | 0.22%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048TYQ0<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5270330.50   | 0.57%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                          | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                              | CUSIP: 74529JPX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2650000 | PA      | $2507723.36   | 0.27%             | 2058-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Community Choice Financing Authority                                 | CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE                                                                    | CUSIP: 13013JBJ4<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |   3675000 | PA      | $3673825.10   | 0.39%             | 2053-05-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TFT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3800000 | PA      | $3761547.42   | 0.40%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    145247 | PA      | $148894.41    | 0.02%             | 2031-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                         | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                                                                      | CUSIP: 072024XT4<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1950257.40   | 0.21%             | 2056-04-01      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Redevelopment Agency Successor Agency               | SAN FRANCISCO CITY & CNTY CA REDEV AGY SUCCESSOR AGY TAX                                                                       | CUSIP: 79770GCU8<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1062024.10   | 0.11%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS2AU39   IRS USD R V 12MUSCPI IS2AU40 CCPINFLATIONZERO / Short: BS2AU39   IRS USD P F  2.68000 IS2AU39 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5700000 | OU      | $426589.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fremont Community Facilities District No 1                                      | FREMONT CA CMNTY FACS DIST #1                                                                                                  | CUSIP: 357129CH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4062209.20   | 0.44%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stockton Redevelopment Agency Successor Agency                                  | STOCKTON CA REDEV AGY SUCCESSOR AGY TAX ALLOCATION                                                                             | CUSIP: 861403AK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2992100.44   | 0.32%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: SS2C3Y7   IRS USD R F  3.33600 IS2C3Y7 CCPINFLATIONZERO / Short: SS2C3Y7   IRS USD P V 12MUSCPI IS2C3Z8 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  37160000 | OU      | $-1547390.71  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                               | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                               | CUSIP: 13033DAJ4<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |   1969885 | PA      | $1700985.68   | 0.18%             | 2036-08-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                         | MUNI ELEC AUTH OF GEORGIA                                                                                                      | CUSIP: 6262072N3<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102823.87    | 0.01%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Palo Alto CA                                                            | PALO ALTO CA IMPT BOND ACT 1915                                                                                                | CUSIP: 697373CZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    745000 | PA      | $748799.28    | 0.08%             | 2030-09-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048VWT1<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    965000 | PA      | $843876.00    | 0.09%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA SCH FIN AUTH SCH FAC REVENUE                                                                                        | CUSIP: 13059TEV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    935000 | PA      | $954019.21    | 0.10%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                                                                      | CUSIP: 13032UNC8<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3092943.00   | 0.33%             | 2036-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TEP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2552649.55   | 0.27%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Redevelopment Agency Successor Agency               | SAN FRANCISCO CITY & CNTY CA REDEV AGY SUCCESSOR AGY TAX                                                                       | CUSIP: 79770GDT0<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1053835.40   | 0.11%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento County Water Financing Authority                                     | SACRAMENTO CNTY CA WTR FING AUTH REVENUE                                                                                       | CUSIP: 78615RCU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1358065.51   | 0.15%             | 2034-06-01      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| American Samoa Economic Development Authority                                   | AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE                                                                                    | CUSIP: 02936TAG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1536106.41   | 0.16%             | 2038-09-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| City of Long Beach CA Marina System Revenue                                     | LONG BEACH CA MARINA REVENUE                                                                                                   | CUSIP: 542426DA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2275818.08   | 0.24%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Public Power Authority                                      | STHRN CA PUBLIC PWR AUTH REVENUE                                                                                               | CUSIP: 84247PHK0<br>LEI: 5493003B5TD5FWUKMD34 | Long             | DBT              | MUN               | US        |   3200000 | PA      | $3309977.92   | 0.36%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                                                                                  | CUSIP: 13063BT28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5021536.50   | 0.54%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara Valley Water District Safe Clean Water Revenue                      | SANTA CLARA VLY CA WTR DIST SAFE CLEAN WTR REVENUE                                                                             | CUSIP: 80168EAX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1210000 | PA      | $1333513.41   | 0.14%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                             | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 13013FAU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $327754.05    | 0.04%             | 2056-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Long Beach CA Marina System Revenue                                     | LONG BEACH CA MARINA REVENUE                                                                                                   | CUSIP: 542426CV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1130259.79   | 0.12%             | 2032-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                   | Long: IS1WUB4   IRS USD R V 01MMUNIP IS1WUC5 VANILLA / Short: IS1WUB4   IRS USD P F  1.12500 IS1WUB4 VANILLA                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  12620000 | OU      | $1415680.36   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                          | LOS ANGELES CA UNIF SCH DIST                                                                                                   | CUSIP: 544647BU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6128692.20   | 0.66%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Sacramento CA                                                         | SACRAMENTO CNTY CA SPL TAX                                                                                                     | CUSIP: 786153NU6<br>LEI: 549300OXI5MD45L13R20 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1269108.50   | 0.14%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                          | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                        | CUSIP: 13080SES9<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2092542.40   | 0.22%             | 2044-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento County Water Financing Authority                                     | SACRAMENTO CNTY CA WTR FING AUTH REVENUE                                                                                       | CUSIP: 78615RCV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5375000 | PA      | $4634964.63   | 0.50%             | 2039-06-01      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| California Public Finance Authority                                             | CALIFORNIA PUBLIC FIN AUTH REVENUE                                                                                             | CUSIP: 13057EAK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1022416.00   | 0.11%             | 2037-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Enterprise Development Authority                                     | CALIFORNIA ST ENTERPRISE DEV AUTH CHRT SCH REVENUE                                                                             | CUSIP: 13069AAK4<br>LEI: 549300544P6FSHU1HB46 | Long             | DBT              | MUN               | US        |    840000 | PA      | $587813.18    | 0.06%             | 2061-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Public Power Authority                                      | STHRN CA PUBLIC PWR AUTH REVENUE                                                                                               | CUSIP: 84247PHJ3<br>LEI: 5493003B5TD5FWUKMD34 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5172627.00   | 0.56%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA SCH FIN AUTH SCH FAC REVENUE                                                                                        | CUSIP: 13059TBE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1007221.70   | 0.11%             | 2044-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                               | GUAM GOVT LTD OBLG REVENUE                                                                                                     | CUSIP: 40065HDN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $426770.73    | 0.05%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oakland Unified School District/Alameda County                                  | OAKLAND CA UNIF SCH DIST ALAMEDA CNTY                                                                                          | CUSIP: 672325XQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1741262.62   | 0.19%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                        | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                                                                                 | CUSIP: 650116CQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    535000 | PA      | $497710.66    | 0.05%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048TSY0<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1295000 | PA      | $1019969.58   | 0.11%             | 2045-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048VBV9<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   5685000 | PA      | $5828256.88   | 0.63%             | 2036-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                                                                                  | CUSIP: 13062T4D3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5012.22      | 0.00%             | 2029-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alameda Corridor Transportation Authority                                       | ALAMEDA CA CORRIDOR TRANSPRTN AUTH REVENUE                                                                                     | CUSIP: 010869JM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  17955000 | PA      | $8653392.50   | 0.93%             | 2047-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| County of San Bernardino CA                                                     | SAN BERNARDINO CNTY CA MF REVENUE                                                                                              | CUSIP: 796900EA2<br>LEI: 254900RTS8DDNPA7MX91 | Long             | DBT              | MUN               | US        |   1245000 | PA      | $1245000.00   | 0.13%             | 2027-02-15      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                           | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292CP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1645000 | PA      | $777919.84    | 0.08%             | 2062-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Anaheim Housing & Public Improvements Authority                                 | ANAHEIM CA HSG & PUBLIC IMPT AUTH REVENUE                                                                                      | CUSIP: 032556HX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1560078.30   | 0.17%             | 2045-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                               | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                               | CUSIP: 13033DAH8<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |   2960801 | PA      | $168536.22    | 0.02%             | 2035-03-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH STUDENT HSG REVENUE                                                                                | CUSIP: 13049YDY4<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   4705000 | PA      | $4664441.96   | 0.50%             | 2042-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                     | SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE                                                                               | CUSIP: 79739GLB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2480105.00   | 0.27%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048TW66<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    625000 | PA      | $660235.25    | 0.07%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                     | SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE                                                                               | CUSIP: 79739GLC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1970214.80   | 0.21%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency                                                     | CMFA SPL FIN AGY CA ESSENTIAL HSG REVENUE                                                                                      | CUSIP: 12574WAD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1292346.20   | 0.14%             | 2056-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                              | MET WTR DIST OF STHRN CA WTRWKS REVENUE                                                                                        | CUSIP: 59266TNJ6<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |   2100000 | PA      | $2083049.22   | 0.22%             | 2037-07-01      | Floating      | 2.04%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue              | SAN FRANCISCO CA CITY & CNTY PUB UTILS COMMN WTR REVENUE                                                                       | CUSIP: 79771FAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4890000 | PA      | $3635865.61   | 0.39%             | 2041-11-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                     | WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE                                                                         | CUSIP: 939783ZB5<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |    410000 | PA      | $318066.93    | 0.03%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Irvine CA                                                               | IRVINE CA IMPT BOND ACT 1915                                                                                                   | CUSIP: 46360RPY7<br>LEI: 549300PJ9FL2XGFR8J79 | Long             | DBT              | MUN               | US        |   1110000 | PA      | $1127383.49   | 0.12%             | 2029-09-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                        | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                                                                    | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4506206.50   | 0.48%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                               | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                               | CUSIP: 13033DAE5<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |   7171148 | PA      | $6466854.38   | 0.69%             | 2035-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                         | MUNI ELEC AUTH OF GEORGIA                                                                                                      | CUSIP: 626207Z56<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    655000 | PA      | $656695.53    | 0.07%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TRD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    995000 | PA      | $928567.73    | 0.10%             | 2056-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                     | SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE                                                                               | CUSIP: 79739GKD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $525461.55    | 0.06%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Detroit MI                                                              | DETROIT MI                                                                                                                     | CUSIP: 2510933Q1<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    305000 | PA      | $310768.68    | 0.03%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guam Government Waterworks Authority                                            | GUAM GOVT WTRWKS AUTH WTR & WSTWTR SYS REVENUE                                                                                 | CUSIP: 40065FCH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1335000 | PA      | $1340240.14   | 0.14%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                     | SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE                                                                               | CUSIP: 79739GKC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $685742.79    | 0.07%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                         | MUNI ELEC AUTH OF GEORGIA                                                                                                      | CUSIP: 6262072P8<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102487.62    | 0.01%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                            | SAN DIEGO CA UNIF SCH DIST                                                                                                     | CUSIP: 797355U36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3180000 | PA      | $3227449.73   | 0.35%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anaheim Housing & Public Improvements Authority                                 | ANAHEIM CA HSG & PUBLIC IMPT AUTH REVENUE                                                                                      | CUSIP: 032556GY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4172818.00   | 0.45%             | 2032-10-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| California County Tobacco Securitization Agency                                 | CALIFORNIA CNTY CA TOBACCO SECURITIZATION AGY TOBACCO SETTLE                                                                   | CUSIP: 13016NEY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1365000 | PA      | $1255251.82   | 0.13%             | 2040-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA SCH FIN AUTH SCH FAC REVENUE                                                                                        | CUSIP: 13059TBF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    715000 | PA      | $721328.04    | 0.08%             | 2049-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth | PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC                                                                   | CUSIP: 74527JAC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1900000 | PA      | $1968147.68   | 0.21%             | 2026-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                               | California Housing Finance Agency                                                                                              | CUSIP: 13033DAK1<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |   2610097 | PA      | $160386.04    | 0.02%             | 2036-08-20      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH EDUCTNL REVENUE                                                                                    | CUSIP: 13049AAF0<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1900000 | PA      | $1939452.36   | 0.21%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Enterprise Development Authority                                     | CALIFORNIA ST ENTERPRISE DEV AUTH STUDENT HSG REVENUE                                                                          | CUSIP: 13069BAP1<br>LEI: 549300544P6FSHU1HB46 | Long             | DBT              | MUN               | US        |   1030000 | PA      | $1018753.74   | 0.11%             | 2050-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                     | WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE                                                                         | CUSIP: 939783ZA7<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |    100000 | PA      | $79687.40     | 0.01%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walnut Energy Center Authority                                                  | WALNUT CA ENERGY CENTER AUTH REVENUE                                                                                           | CUSIP: 93265PCT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4137472.40   | 0.44%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                      | LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE                                                                                      | CUSIP: 544445F53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9251384.00   | 0.99%             | 2047-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Highway & Transportation Authority                                  | PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE                                                                         | CUSIP: 745190ZS0<br>LEI: 549300J6QBXVWJXB7Y41 | Long             | DBT              | MUN               | US        |   1070000 | PA      | $1058464.54   | 0.11%             | 2036-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                          | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                              | CUSIP: 74529JRJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $76790.74     | 0.01%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Highway & Transportation Authority                                  | PUERTO RICO HIGHWAY & TRANSPRTN AUTH HIGHWAY REVENUE                                                                           | CUSIP: 745181F85<br>LEI: 549300J6QBXVWJXB7Y41 | Long             | DBT              | MUN               | US        |    140000 | PA      | $142326.84    | 0.02%             | 2031-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Irvine CA                                                               | IRVINE CA IMPT BOND ACT 1915                                                                                                   | CUSIP: 46360RQL4<br>LEI: 549300PJ9FL2XGFR8J79 | Long             | DBT              | MUN               | US        |    650000 | PA      | $660415.21    | 0.07%             | 2027-09-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                          | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                        | CUSIP: 13080SML5<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1690518.25   | 0.18%             | 2056-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                           | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292AH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1896551.50   | 0.20%             | 2056-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                          | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                              | CUSIP: 74529JPV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $83594.74     | 0.01%             | 2040-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Redevelopment Agency Successor Agency               | SAN FRANCISCO CITY & CNTY CA REDEV AGY SUCCESSOR AGY TAX                                                                       | CUSIP: 79770GER3<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |    775000 | PA      | $812374.69    | 0.09%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                        | UNIV OF CALIFORNIA CA REVENUES                                                                                                 | CUSIP: 91412HNS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5746211.50   | 0.62%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Garden Grove Unified School District                                            | GARDEN GROVE CA UNIF SCH DIST                                                                                                  | CUSIP: 365298P36<br>LEI: 5493003B67I0BLYG4P22 | Long             | DBT              | MUN               | US        |   2535000 | PA      | $2577822.23   | 0.28%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TGP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $414953.27    | 0.04%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                     | SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE                                                                               | CUSIP: 79739GKH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $258752.50    | 0.03%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside County Transportation Commission                                      | RIVERSIDE CNTY CA TRANSPRTN COMMISSION TOLL REVENUE                                                                            | CUSIP: 76912DAY4<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |   1765000 | PA      | $1671437.35   | 0.18%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                               | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                               | CUSIP: 13033DAC9<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |   7859354 | PA      | $7628556.57   | 0.82%             | 2033-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA SCH FIN AUTH SCH FAC REVENUE                                                                                        | CUSIP: 13059TFU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2006547.40   | 0.22%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coast Community College District                                                | COAST CA CMNTY CLG DIST                                                                                                        | CUSIP: 190335JV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    940000 | PA      | $844476.35    | 0.09%             | 2037-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Irvine Unified School District                                                  | IRVINE CA UNIF SCH DIST SPL TAX                                                                                                | CUSIP: 463612JZ5<br>LEI: 549300BNIP4XNVC0X742 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1015609.40   | 0.11%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048TNC3<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   2730000 | PA      | $54600.00     | 0.01%             | 2032-12-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| California Pollution Control Financing Authority                                | CALIFORNIA ST POLL CONTROL FING AUTH WTR FURNISHING REVENUE                                                                    | CUSIP: 13054WAQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8000000 | PA      | $7345062.40   | 0.79%             | 2045-11-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                          | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                        | CUSIP: 13080SDC5<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1516776.84   | 0.16%             | 2044-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                           | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292AY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $948709.05    | 0.10%             | 2056-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS21YN0   IRS USD R V 12MUSCPI IS21YO1 CCPINFLATIONZERO / Short: BS21YN0   IRS USD P F  1.23000 IS21YN0 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  20520000 | OU      | $3629811.32   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Long Beach CA Marina System Revenue                                     | LONG BEACH CA MARINA REVENUE                                                                                                   | CUSIP: 542426CZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2279957.18   | 0.24%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                           | CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE                                                                           | CUSIP: 13034AQ45<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |   6300000 | PA      | $6206475.87   | 0.67%             | 2047-08-01      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Tobacco Securitization Authority of Southern California                         | TOBACCO SECURITIZATION AUTH STHRN CA TOBACCO SETTLEMENT REVE                                                                   | CUSIP: 888804CT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4825000 | PA      | $4867504.87   | 0.52%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3Q8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    445249 | PA      | $408971.80    | 0.04%             | 2024-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                      | CHICAGO IL BRD OF EDU                                                                                                          | CUSIP: 167505UX2<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2016346.60   | 0.22%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048VF37<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10702013.00  | 1.15%             | 2053-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TDR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2910000 | PA      | $2547137.55   | 0.27%             | 2051-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | Long: SS2FOL0   IRS USD R F  2.71900 IS2FOL0 CCPOIS / Short: SS2FOL0   IRS USD P V 00MSOFR IS2FOM1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  14000000 | OU      | $-462397.23   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                           | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292BT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $638235.50    | 0.07%             | 2056-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: SS2B560   IRS USD R F  2.74800 IS2B560 CCPINFLATIONZERO / Short: SS2B560   IRS USD P V 12MUSCPI IS2B571 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1120000 | OU      | $-69553.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH STUDENT HSG REVENUE                                                                                | CUSIP: 13049YDX6<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   3470000 | PA      | $3449238.99   | 0.37%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                                                                                  | CUSIP: 13063CJA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2048400.20   | 0.22%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048TTR4<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   2960000 | PA      | $2965598.84   | 0.32%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Poway Unified School District Public Financing Authority                        | POWAY CA UNIF SCH DIST PUBLIC FING AUTH SPL TAX REVENUE                                                                        | CUSIP: 73885QGE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    995000 | PA      | $1022746.37   | 0.11%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                     | SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE                                                                               | CUSIP: 79739GKG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $265054.75    | 0.03%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH STUDENT HSG REVENUE                                                                                | CUSIP: 13049YEB3<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4352483.25   | 0.47%             | 2049-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA SCH FIN AUTH SCH FAC REVENUE                                                                                        | CUSIP: 13059TBU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4675000 | PA      | $4698423.15   | 0.50%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TCQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $958311.00    | 0.10%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Menifee Union School District                                                   | MENIFEE CA UNION SCH DIST SPL TAX                                                                                              | CUSIP: 586810E66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1215000 | PA      | $1230276.07   | 0.13%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of San Bernardino CA                                                     | SAN BERNARDINO CNTY CA MF REVENUE                                                                                              | CUSIP: 796900EB0<br>LEI: 254900RTS8DDNPA7MX91 | Long             | DBT              | MUN               | US        |    275000 | PA      | $275000.00    | 0.03%             | 2027-02-15      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| County of Sacramento CA Airport System Revenue                                  | SACRAMENTO CNTY CA ARPT SYS REVENUE                                                                                            | CUSIP: 786107PE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1755000 | PA      | $1844154.70   | 0.20%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of San Bernardino CA                                                     | SAN BERNARDINO CNTY CA MF REVENUE                                                                                              | CUSIP: 796900EA2<br>LEI: 254900RTS8DDNPA7MX91 | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2300000.00   | 0.25%             | 2027-02-15      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TKV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1052689.38   | 0.11%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TGY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4770000 | PA      | $4665980.13   | 0.50%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Redding Joint Powers Financing Authority                                        | REDDING CA JT PWRS FING AUTH ELEC SYS REVENUE                                                                                  | CUSIP: 75728LBG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1431362.34   | 0.15%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency VIII                                                | CMFA SPL FIN AGY VIII CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 12574VAB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $757837.90    | 0.08%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hastings Campus Housing Finance Authority                                       | HASTINGS CAMPUS HSG FIN AUTH CA CAMPUS HSG REVENUE                                                                             | CUSIP: 418338AA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4363423.50   | 0.47%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Pollution Control Financing Authority                                | CALIFORNIA ST POLL CONTROL FING AUTH WTR FURNISHING REVENUE                                                                    | CUSIP: 13054WAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9740000 | PA      | $9275296.81   | 1.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                               | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                               | CUSIP: 13033DAG0<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |   6415070 | PA      | $6296171.72   | 0.68%             | 2035-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| California Public Finance Authority                                             | CALIFORNIA PUBLIC FIN AUTH SENIOR LIVING REVENUE                                                                               | CUSIP: 13057GAG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2321123.00   | 0.25%             | 2027-11-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                     | SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE                                                                               | CUSIP: 79739GNB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4750000 | PA      | $4359353.83   | 0.47%             | 2056-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | Long: SS2FOJ8   IRS USD R F  2.65400 IS2FOJ8 CCPOIS / Short: SS2FOJ8   IRS USD P V 00MSOFR IS2FOK9 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4500000 | OU      | $-402528.51   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Norman Y Mineta San Jose International Airport SJC                              | SAN JOSE CA ARPT REVENUE                                                                                                       | CUSIP: 798136VM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1148522.87   | 0.12%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |      7496 | PA      | $6245.24      | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                           | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292AP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $1827099.36   | 0.20%             | 2056-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency                                | SAN JOAQUIN HILLS CA TRANSPRTN CORRIDOR AGY TOLL ROAD REV                                                                      | CUSIP: 798111AY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  25000000 | PA      | $24947302.50  | 2.68%             | 2023-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                           | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292AM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3660609.50   | 0.39%             | 2056-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                                                                                  | CUSIP: 13063BCS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6600000 | PA      | $6600000.00   | 0.71%             | 2033-05-01      | Floating      | 1.35%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | Long: BS2D7L5   IRS USD R V 00MSOFR IS2D7M6 CCPOIS / Short: BS2D7L5   IRS USD P F  1.28350 IS2D7L5 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  13900000 | OU      | $2382691.55   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                          | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                              | CUSIP: 74529JQD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    847000 | PA      | $615139.00    | 0.07%             | 2029-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rialto Redevelopment Agency                                                     | RIALTO CA REDEV AGY SUCCESSOR AGY TAX ALLOCATION                                                                               | CUSIP: 76246PCT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $547291.90    | 0.06%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                         | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                                                                      | CUSIP: 072024XU1<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9710021.00   | 1.04%             | 2056-04-01      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                    | LOS ANGELES CA DEPT OF WTR & PWR WTRWKS REVENUE                                                                                | CUSIP: 544525A32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1381520.13   | 0.15%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                          | CALIFORNIA ST STWD CMNTYS DEVAUTH STUDENT HSG REVENUE                                                                          | CUSIP: 13078RHC7<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1531137.00   | 0.16%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                         | Freddie Mac Multifamily ML Certificates                                                                                        | CUSIP: 3137H9JP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5600000 | PA      | $325821.44    | 0.03%             | 2036-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| City of Riverside CA Sewer Revenue                                              | RIVERSIDE CA SWR REVENUE                                                                                                       | CUSIP: 769047HU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10090000 | PA      | $10644577.68  | 1.14%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                           | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292BU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $657809.00    | 0.07%             | 2058-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                          | CALIFORNIA ST STWD CMNTYS DEV AUTH                                                                                             | CUSIP: 1309116Y1<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |  11110000 | PA      | $11110000.00  | 1.19%             | 2035-08-01      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| Oxnard Financing Authority                                                      | OXNARD CA FING AUTH WSTWTR REVENUE                                                                                             | CUSIP: 691878BU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5250000 | PA      | $5410564.43   | 0.58%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA SCH FIN AUTH SCH FAC REVENUE                                                                                        | CUSIP: 13059TAQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $607256.22    | 0.07%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                          | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                        | CUSIP: 13080SMH4<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5009511.00   | 0.54%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS20V36   IRS USD R V 12MUSCPI IS20V47 CCPINFLATIONZERO / Short: BS20V36   IRS USD P F   .73500 IS20V36 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  16260000 | OU      | $3451677.84   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                             | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 13013FBB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1302565.80   | 0.14%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| California Public Finance Authority                                             | CALIFORNIA PUBLIC FIN AUTH REVENUE                                                                                             | CUSIP: 13057EAL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2665000 | PA      | $2690185.05   | 0.29%             | 2047-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Earthquake Authority                                                 | CALIFORNIA ST EARTHQUAKE AUTH                                                                                                  | CUSIP: 13017HAP1<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2011653.20   | 0.22%             | 2027-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency VIII                                                | CMFA SPL FIN AGY VIII CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 12574VAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2566858.80   | 0.28%             | 2056-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA Wastewater System Revenue                                | LOS ANGELES CA WSTWTR SYS REVENUE                                                                                              | CUSIP: 53945CBK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5061034.00   | 0.54%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Enterprise Development Authority                                     | CALIFORNIA ST ENTERPRISE DEV AUTH CHRT SCH REVENUE                                                                             | CUSIP: 13069AAT5<br>LEI: 549300544P6FSHU1HB46 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $789465.10    | 0.08%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rialto Redevelopment Agency                                                     | RIALTO CA REDEV AGY SUCCESSOR AGY TAX ALLOCATION                                                                               | CUSIP: 76246PCU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $544215.10    | 0.06%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA SCH FIN AUTH SCH FAC REVENUE                                                                                        | CUSIP: 13059THA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $681209.03    | 0.07%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority                                     | CALIFORNIA ST EDUCTNL FACS AUTH REVENUE                                                                                        | CUSIP: 1301786W1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2099788.60   | 0.23%             | 2031-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                        | UNIV OF CALIFORNIA CA REVENUES                                                                                                 | CUSIP: 91412HNQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1740000 | PA      | $2033681.38   | 0.22%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                     | SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE                                                                               | CUSIP: 79739GKF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $260876.05    | 0.03%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                          | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                        | CUSIP: 13080SM84<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2111175.80   | 0.23%             | 2057-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048VCA4<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4335801.00   | 0.47%             | 2047-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Pollution Control Financing Authority                                | CALIFORNIA ST POLL CONTROL FIN AUTH SOL WST DISP REVENUE                                                                       | CUSIP: 130536RG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2200000 | PA      | $1443899.60   | 0.16%             | 2040-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS249D4   IRS USD R V 12MUSCPI IS249E5 CCPINFLATIONZERO / Short: BS249D4   IRS USD P F  1.73100 IS249D4 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    655000 | OU      | $100471.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    715550 | PA      | $732280.35    | 0.08%             | 2029-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA SCH FIN AUTH SCH FAC REVENUE                                                                                        | CUSIP: 13059TEW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2485000 | PA      | $2494147.53   | 0.27%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Irvine CA                                                               | IRVINE CA SPL TAX                                                                                                              | CUSIP: 46360TFV0<br>LEI: 549300PJ9FL2XGFR8J79 | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2462104.56   | 0.26%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                           | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292AR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $651952.80    | 0.07%             | 2056-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     10192 | PA      | $8161.61      | 0.00%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Palo Alto CA                                                            | PALO ALTO CA IMPT BOND ACT 1915                                                                                                | CUSIP: 697373CX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    530000 | PA      | $532789.39    | 0.06%             | 2028-09-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     64028 | PA      | $29132.83     | 0.00%             | 2043-11-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                           | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292CM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $801205.60    | 0.09%             | 2059-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Stockton Redevelopment Agency Successor Agency                                  | STOCKTON CA REDEV AGY SUCCESSOR AGY TAX ALLOCATION                                                                             | CUSIP: 861403AL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1066788.70   | 0.11%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TQC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1947893.40   | 0.21%             | 2061-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | Long: BS2H803   IRS USD R V 00MSOFR IS2H814 CCPOIS / Short: BS2H803   IRS USD P F  2.45500 IS2H803 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  14500000 | OU      | $1091063.76   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| California Public Finance Authority                                             | CALIFORNIA PUBLIC FIN AUTH REVENUE                                                                                             | CUSIP: 13057EDH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2141120.60   | 0.23%             | 2054-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Redevelopment Agency Successor Agency               | SAN FRANCISCO CITY & CNTY CA REDEV AGY SUCCESSOR AGY TAX                                                                       | CUSIP: 79770GEM4<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1091486.11   | 0.12%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA SCH FIN AUTH SCH FAC REVENUE                                                                                        | CUSIP: 13059TDF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2527044.00   | 0.27%             | 2052-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                           | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292BN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1385538.60   | 0.15%             | 2057-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport    | SAN FRANCISCO CALIF CITY &CNTY ARPTS COMMN INTL ARPT REV                                                                       | CUSIP: 79766DUV9<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2416560.30   | 0.26%             | 2036-05-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                             | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 13013FAL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1625149.40   | 0.17%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048VWU8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1021053.96   | 0.11%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA SCH FIN AUTH SCH FAC REVENUE                                                                                        | CUSIP: 13059TCD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001422.80   | 0.11%             | 2045-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Sacramento CA                                                         | SACRAMENTO CNTY CA SPL TAX                                                                                                     | CUSIP: 786153NT9<br>LEI: 549300OXI5MD45L13R20 | Long             | DBT              | MUN               | US        |    990000 | PA      | $1010583.19   | 0.11%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     10600 | PA      | $8152.99      | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048TW58<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    565000 | PA      | $598259.06    | 0.06%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                             | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                  | CUSIP: 97712D4D5<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    115000 | PA      | $93470.93     | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Menifee Union School District                                                   | MENIFEE CA UNION SCH DIST SPL TAX                                                                                              | CUSIP: 586810E58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1019784.10   | 0.11%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of San Bernardino CA                                                     | SAN BERNARDINO CNTY CA MF REVENUE                                                                                              | CUSIP: 796900CZ9<br>LEI: 254900RTS8DDNPA7MX91 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000000.00   | 0.11%             | 2029-05-15      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: SS2DII9   IRS USD R F  3.06350 IS2DII9 CCPINFLATIONZERO / Short: SS2DII9   IRS USD P V 12MUSCPI IS2DIJ0 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5120000 | OU      | $-163435.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048TX32<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2081383.20   | 0.22%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                               | GUAM GOVT                                                                                                                      | CUSIP: 40065BCQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $272581.70    | 0.03%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH SENIOR LIVING REVENUE                                                                              | CUSIP: 13049RBS4<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1685000 | PA      | $1248951.66   | 0.13%             | 2056-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Atwater CA Wastewater Revenue                                           | ATWATER CA WSTWTR REVENUE                                                                                                      | CUSIP: 050002AW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1057879.80   | 0.11%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TRC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2255000 | PA      | $2104538.96   | 0.23%             | 2052-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Roseville CA                                                            | ROSEVILLE CA SPL TAX                                                                                                           | CUSIP: 777870XV3<br>LEI: 549300OH100KESVPND17 | Long             | DBT              | MUN               | US        |   1315000 | PA      | $1378954.89   | 0.15%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TDQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2325000 | PA      | $2071609.41   | 0.22%             | 2046-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                       | LOS ANGELES CA CMNTY CLG DIST                                                                                                  | CUSIP: 54438CYA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2538208.25   | 0.27%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                     | SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE                                                                               | CUSIP: 79739GNT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3010000 | PA      | $2828053.63   | 0.30%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS23W54   IRS USD R V 12MUSCPI IS23W65 CCPINFLATIONZERO / Short: BS23W54   IRS USD P F  1.58700 IS23W54 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6300000 | OU      | $1048981.56   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| M-S-R Energy Authority                                                          | M-S-R CA ENERGY AUTH GAS REVENUE                                                                                               | CUSIP: 55374SAF7<br>LEI: 549300UEMSS1JTK5YB98 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $12119949.00  | 1.30%             | 2039-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TGE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1565000 | PA      | $1464375.51   | 0.16%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Irvine CA                                                               | IRVINE CA SPL TAX                                                                                                              | CUSIP: 46360TFW8<br>LEI: 549300PJ9FL2XGFR8J79 | Long             | DBT              | MUN               | US        |   4250000 | PA      | $4333410.93   | 0.47%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Redevelopment Agency Successor Agency               | SAN FRANCISCO CITY & CNTY CA REDEV AGY SUCCESSOR AGY TAX                                                                       | CUSIP: 79770GEP7<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |   1105000 | PA      | $1169751.12   | 0.13%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                        | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                                                                    | CUSIP: 38122NB84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $1072070.00   | 0.12%             | 2066-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mission Economic Development Corp                                               | MISSION TX ECON DEV CORP REVENUE                                                                                               | CUSIP: 605156AC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1805000 | PA      | $1745777.23   | 0.19%             | 2031-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                         | Freddie Mac Multifamily ML Certificates                                                                                        | CUSIP: 35833JAK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3671410 | PA      | $2789403.28   | 0.30%             | 2038-01-25      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS2DIG7   IRS USD R V 12MUSCPI IS2DIH8 CCPINFLATIONZERO / Short: BS2DIG7   IRS USD P F  4.02750 IS2DIG7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3340000 | OU      | $98852.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                          | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                        | CUSIP: 13080SYR9<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1070908.60   | 0.12%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                          | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                        | CUSIP: 13080SWP5<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   3165000 | PA      | $2854639.78   | 0.31%             | 2051-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS23XF1   IRS USD R V 12MUSCPI IS23XG2 CCPINFLATIONZERO / Short: BS23XF1   IRS USD P F  1.57200 IS23XF1 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6300000 | OU      | $1057526.38   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| California Enterprise Development Authority                                     | CALIFORNIA ST ENTERPRISE DEV AUTH CHRT SCH REVENUE                                                                             | CUSIP: 13069AAJ7<br>LEI: 549300544P6FSHU1HB46 | Long             | DBT              | MUN               | US        |    625000 | PA      | $462111.75    | 0.05%             | 2051-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                    | LOS ANGELES CA DEPT OF WTR & PWR WTRWKS REVENUE                                                                                | CUSIP: 544525M21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8750000 | PA      | $9818450.25   | 1.05%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                     | CALIFORNIA ST UNIV REVENUE                                                                                                     | CUSIP: 13077DQM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $4574573.40   | 0.49%             | 2033-11-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                               | GUAM GOVT LTD OBLG REVENUE                                                                                                     | CUSIP: 40065HDQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $465997.35    | 0.05%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Antonio B Won Pat International Airport Authority                               | GUAM INTERNATIONAL ARPT AUTH                                                                                                   | CUSIP: 40064RFF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $240865.53    | 0.03%             | 2040-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oakland Unified School District/Alameda County                                  | OAKLAND CA UNIF SCH DIST ALAMEDA CNTY                                                                                          | CUSIP: 672325XS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2200000 | PA      | $2335840.10   | 0.25%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Atwater CA Wastewater Revenue                                           | ATWATER CA WSTWTR REVENUE                                                                                                      | CUSIP: 050002AX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1051925.80   | 0.11%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norman Y Mineta San Jose International Airport SJC                              | SAN JOSE CA ARPT REVENUE                                                                                                       | CUSIP: 798136VR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1852357.14   | 0.20%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange County Water District                                                    | ORANGE CNTY CA WTR DIST REVENUE                                                                                                | CUSIP: 68442CCR5<br>LEI: 549300KBQTX6CMJ3U708 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1313519.50   | 0.14%             | 2034-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS2BFX7   IRS USD R V 12MUSCPI IS2BFY8 CCPINFLATIONZERO / Short: BS2BFX7   IRS USD P F  2.78200 IS2BFX7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6200000 | OU      | $402709.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048TW82<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    600000 | PA      | $629181.78    | 0.07%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                          | LOS ANGELES CA UNIF SCH DIST                                                                                                   | CUSIP: 544647BS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5172105.50   | 0.56%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS2FXI0   IRS USD R V 00MSOFR IS2FXJ1 CCPOIS / Short: BS2FXI0   IRS USD P F  2.89050 IS2FXI0 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15000000 | OU      | $528556.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Upland Unified School District                                                  | UPLAND CA UNIF SCH DIST                                                                                                        | CUSIP: 91537PFA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1020000 | PA      | $618259.13    | 0.07%             | 2035-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Roseville CA                                                            | ROSEVILLE CA SPL TAX                                                                                                           | CUSIP: 777870WE2<br>LEI: 549300OH100KESVPND17 | Long             | DBT              | MUN               | US        |    640000 | PA      | $660750.72    | 0.07%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                           | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292BE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2142728.70   | 0.23%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Securitization Authority of Southern California                         | TOBACCO SECURITIZATION AUTH STHRN CA TOBACCO SETTLEMENT REVE                                                                   | CUSIP: 888804CR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9000000 | PA      | $9186306.30   | 0.99%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol Industrial Development Board                                            | BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE                                                                                   | CUSIP: 11023PAB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $943488.87    | 0.10%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                     | SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE                                                                               | CUSIP: 79739GNV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2282746.25   | 0.25%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                                                                      | CUSIP: 13032UNE4<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2030880.20   | 0.22%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048VBW7<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4089100.00   | 0.44%             | 2037-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS2D7J3   IRS USD R V 00MSOFR IS2D7K4 CCPOIS / Short: BS2D7J3   IRS USD P F  1.28000 IS2D7J3 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  17000000 | OU      | $2919190.50   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                                                                      | CUSIP: 13033LY27<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5071698.00   | 0.54%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048TTS2<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2905315.50   | 0.31%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Redevelopment Agency Successor Agency               | SAN FRANCISCO CITY & CNTY CA REDEV AGY SUCCESSOR AGY TAX                                                                       | CUSIP: 79770GEQ5<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |    595000 | PA      | $627032.06    | 0.07%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048TVW0<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1380000 | PA      | $1451509.67   | 0.16%             | 2046-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency                                                     | CMFA SPL FIN AGY CA ESSENTIAL HSG REVENUE                                                                                      | CUSIP: 12574WAA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2434543.20   | 0.26%             | 2056-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transbay Joint Powers Authority                                                 | TRANSBAY JT POWERS AUTH CA                                                                                                     | CUSIP: 89356CAU0<br>LEI: 549300WC0UP8WU8GYU95 | Long             | DBT              | MUN               | US        |   2200000 | PA      | $2233517.88   | 0.24%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority                                     | CALIFORNIA ST EDUCTNL FACS AUTH REVENUE                                                                                        | CUSIP: 130179PH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1301760.90   | 0.14%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Calleguas-Las Virgenes Public Financing Authority                               | CALLEGUAS-LAS VIRGENES CA PUBLIC FING AUTH                                                                                     | CUSIP: 13124CEC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1805000 | PA      | $1805000.00   | 0.19%             | 2037-07-01      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Poway Unified School District Public Financing Authority                        | POWAY CA UNIF SCH DIST PUBLIC FING AUTH SPL TAX REVENUE                                                                        | CUSIP: 73885QGD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1544579.40   | 0.17%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                        | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                                                                    | CUSIP: 38122ND74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1175000 | PA      | $1156329.02   | 0.12%             | 2031-06-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    409717 | PA      | $356111.43    | 0.04%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: SS2EQS8   IRS USD R F  3.73500 IS2EQS8 CCPINFLATIONZERO / Short: SS2EQS8   IRS USD P V 12MUSCPI IS2EQT9 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  16830000 | OU      | $111182.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| County of Los Angeles CA Community Facilities District No 2021-01               | LOS ANGELES CNTY CA CMNTY FACS DIST #2021-01 SPL TAX                                                                           | CUSIP: 54531MAS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2771269.05   | 0.30%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                           | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292AF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $661036.60    | 0.07%             | 2056-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                          | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                        | CUSIP: 13080SNM2<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $970396.20    | 0.10%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS281O1   IRS USD R V 12MUSCPI IS281P2 CCPINFLATIONZERO / Short: BS281O1   IRS USD P F  2.56500 IS281O1 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6350000 | OU      | $561731.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| American Samoa Economic Development Authority                                   | AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE                                                                                    | CUSIP: 02936TAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $451481.73    | 0.05%             | 2035-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TFR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1502493.00   | 0.16%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH SPL FAC REVENUE                                                                                    | CUSIP: 13050RAA0<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4844640.00   | 0.52%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                          | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                        | CUSIP: 13080SSH8<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1135000 | PA      | $1163244.59   | 0.12%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TCR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2248102.50   | 0.24%             | 2046-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Securitization Authority of Southern California                         | TOBACCO SECURITIZATION AUTH STHRN CA TOBACCO SETTLEMENT REVE                                                                   | CUSIP: 888804CN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1046216.80   | 0.11%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coast Community College District                                                | COAST CA CMNTY CLG DIST                                                                                                        | CUSIP: 190335JW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2175000 | PA      | $1925181.89   | 0.21%             | 2038-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                                              | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                               | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |  10537576 | NS      | $10537576.31  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tobacco Securitization Authority of Northern California                         | TOBACCO SECURITIZATION AUTH NTHRN CA TOBACCO SETTLEMENT REVE                                                                   | CUSIP: 888794BD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1169179.54   | 0.13%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TFY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $342521.35    | 0.04%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS2E5H0   IRS USD R V 00MSOFR IS2E5I1 CCPOIS / Short: BS2E5H0   IRS USD P F  1.72850 IS2E5H0 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9000000 | OU      | $1198969.14   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                             | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 13013FAS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $796801.20    | 0.09%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                               | GUAM GOVT LTD OBLG REVENUE                                                                                                     | CUSIP: 40065HDM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3805000 | PA      | $3915710.66   | 0.42%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                          | CALIFORNIA ST STWD CMNTYS DEVAUTH STUDENT HSG REVENUE                                                                          | CUSIP: 13078RHA1<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1024407.00   | 0.11%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                          | CALIFORNIA ST STWD CMNTYS DEV AUTH CLG HSG REVENUE                                                                             | CUSIP: 13081CAD0<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   2675000 | PA      | $2314748.92   | 0.25%             | 2049-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Redevelopment Agency Successor Agency               | SAN FRANCISCO CITY & CNTY CA REDEV AGY                                                                                         | CUSIP: 79765TCA1<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |   1050000 | PA      | $1050000.00   | 0.11%             | 2035-06-15      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                          | CALIFORNIA ST STWD CMNTYS DEV AUTH CLG HSG REVENUE                                                                             | CUSIP: 13081CAE8<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1565000 | PA      | $1338315.07   | 0.14%             | 2052-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Palomar Health                                                                  | PALOMAR HLTH CA REVENUE                                                                                                        | CUSIP: 697528AR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5085799.50   | 0.55%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Transbay Joint Powers Authority                                                 | TRANSBAY JT POWERS AUTH CA                                                                                                     | CUSIP: 89356CAS5<br>LEI: 549300WC0UP8WU8GYU95 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1041626.30   | 0.11%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TRB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1860000 | PA      | $1753520.02   | 0.19%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                          | CALIFORNIA ST STWD CMNTYS DEVAUTH STUDENT HSG REVENUE                                                                          | CUSIP: 13078RHB9<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1440981.37   | 0.15%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                     | CALIFORNIA ST UNIV REVENUE                                                                                                     | CUSIP: 13077DMP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1249478.25   | 0.13%             | 2028-11-01      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                           | CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE                                                                           | CUSIP: 13034AV56<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |   7500000 | PA      | $7463865.75   | 0.80%             | 2050-01-01      | Floating      | 0.85%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Redevelopment Agency Successor Agency               | SAN FRANCISCO CITY & CNTY CA REDEV AGY SUCCESSOR AGY TAX                                                                       | CUSIP: 79770GDQ6<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1065578.80   | 0.11%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Parish of St James LA                                                           | SAINT JAMES PARISH LA REVENUE                                                                                                  | CUSIP: 790103AV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $213745.94    | 0.02%             | 2040-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                          | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                        | CUSIP: 13080SMJ0<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1315000 | PA      | $1314542.51   | 0.14%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Community Choice Financing Authority                                 | CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE                                                                    | CUSIP: 13013JAP1<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3946361.60   | 0.42%             | 2052-02-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                          | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                        | CUSIP: 13080SDD3<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2097479.75   | 0.23%             | 2049-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048TW90<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1203021.67   | 0.13%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Community College Financing Authority                                | CALIFORNIA ST CMNTY CLG FING AUTH CLG HSG REVENUE                                                                              | CUSIP: 13012RAU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3600000 | PA      | $3568584.96   | 0.38%             | 2043-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Roseville CA                                                            | ROSEVILLE CA SPL TAX                                                                                                           | CUSIP: 777870XW1<br>LEI: 549300OH100KESVPND17 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1044234.00   | 0.11%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Calleguas-Las Virgenes Public Financing Authority                               | CALLEGUAS-LAS VIRGENES CA PUBLIC FING AUTH                                                                                     | CUSIP: 13124CEC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $550000.00    | 0.06%             | 2037-07-01      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Transbay Joint Powers Authority                                                 | TRANSBAY JT POWERS AUTH CA                                                                                                     | CUSIP: 89356CAT3<br>LEI: 549300WC0UP8WU8GYU95 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2059262.00   | 0.22%             | 2045-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Township Health Care District                                        | WASHINGTON TWP CA HLTH CARE DIST REVENUE                                                                                       | CUSIP: 940204EW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1534061.85   | 0.16%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 91 Express Lanes Toll Road                                                      | ORANGE CNTY CA TRANSPRTN AUTH TOLL ROAD REVENUE                                                                                | CUSIP: 68441MAY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2360000 | PA      | $2397713.04   | 0.26%             | 2029-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                     | SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE                                                                               | CUSIP: 79739GKE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $261660.28    | 0.03%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue           | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                                                                           | CUSIP: 913366KN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $11070706.00  | 1.19%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048TW74<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    570000 | PA      | $599994.43    | 0.06%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: SS2CNE7   IRS USD R F  3.40800 IS2CNE7 CCPINFLATIONZERO / Short: SS2CNE7   IRS USD P V 12MUSCPI IS2CNF8 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3150000 | OU      | $-64480.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1237505 | PA      | $677200.11    | 0.07%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| County of San Bernardino CA                                                     | SAN BERNARDINO CNTY CA MF REVENUE                                                                                              | CUSIP: 796900EB0<br>LEI: 254900RTS8DDNPA7MX91 | Long             | DBT              | MUN               | US        |   1875000 | PA      | $1875000.00   | 0.20%             | 2027-02-15      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA SCH FIN AUTH SCH FAC REVENUE                                                                                        | CUSIP: 13059THF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $783245.40    | 0.08%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                                                                                  | CUSIP: 13063DU89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7885591.00   | 0.85%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guam Power Authority                                                            | GUAM PWR AUTH REVENUE                                                                                                          | CUSIP: 400653JH5<br>LEI: 549300IPOV320QCKW060 | Long             | DBT              | MUN               | US        |   2940000 | PA      | $3023413.39   | 0.32%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048VCD8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |  10005000 | PA      | $10058602.79  | 1.08%             | 2047-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TRN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2340120.97   | 0.25%             | 2062-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH SENIOR LIVING REVENUE                                                                              | CUSIP: 13049RBR6<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   3605000 | PA      | $2750535.33   | 0.30%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Norman Y Mineta San Jose International Airport SJC                              | SAN JOSE CA ARPT REVENUE                                                                                                       | CUSIP: 798136VN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2081862.00   | 0.22%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                             | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TJM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $559466.25    | 0.06%             | 2058-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                         | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                                                                      | CUSIP: 072024TD4<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   4200000 | PA      | $4237343.04   | 0.46%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3F2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    520822 | PA      | $527962.16    | 0.06%             | 2025-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Long: BS2IZD8   IRS USD R V 00MSOFR IS2IZE9 CCPOIS / Short: BS2IZD8   IRS USD P F  3.61900 IS2IZD8 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $-190090.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |      8735 | PA      | $7428.14      | 0.00%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Upland CA                                                               | UPLAND CA COPS                                                                                                                 | CUSIP: 915346GB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2795706.38   | 0.30%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Palo Alto CA                                                            | PALO ALTO CA IMPT BOND ACT 1915                                                                                                | CUSIP: 697373CU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1685000 | PA      | $1694749.75   | 0.18%             | 2025-09-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                                                                      | CUSIP: 13032UNG9<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1009169.50   | 0.11%             | 2047-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority                                     | CALIFORNIA ST EDUCTNL FACS AUTH REVENUE                                                                                        | CUSIP: 130179JF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4191707.60   | 0.45%             | 2047-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                             | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 13013FAR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $812574.70    | 0.09%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048TX24<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2088501.60   | 0.22%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** AB MUNICIPAL INCOME FUND, INC.

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer