# EDGAR Filing Document

**Accession Number:** 0001273878
**File Stem:** 0001273878-26-000025
**Filing Date:** 2026-4
**Character Count:** 139383
**Document Hash:** 44fa69acba87907e53ec4b09e7ac8c7a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001273878-26-000025.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001273878-26-000025

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260427

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD CMT FUNDS
- **CENTRAL INDEX KEY:** 0001273878

**ORGANIZATION NAME:**
- **EIN:** 200961006

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21478
- **FILM NUMBER:** 26902843

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** MALVERN
- **STATE:** PA
- **ZIP:** 19355
- **BUSINESS PHONE:** 610-669-1000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** MALVERN
- **STATE:** PA
- **ZIP:** 19355

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD CASH MANAGEMENT TRUST
- **DATE OF NAME CHANGE:** 20031218

## Series and Classes Contracts Data

### Vanguard Municipal Low Duration Fund (Series ID: S000002576)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000007079 | Vanguard Municipal Low Duration Fund |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD CMT FUNDS

- **b. Investment Company Act file number:** 811-21478

- **c. CIK number of Registrant:** 0001273878

- **d. LEI of Registrant:** 549300RWH3WKT24ASW12

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD MUNICIPAL LOW DURATION FUND

- **b. EDGAR series identifier (if any):** S000002576

- **c. LEI of Series:** VVKMFR2VC8EHEF9DKR84

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $6702119472.80

**Total Liabilities:** $167146951.64

**Net Assets:** $6534972521.16

**Delayed Delivery Securities:** $10849611.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -22980.32891467 | **1-Year:** -6112.02948655 | **5-Year:** -3608.71480753 | **10-Year:** -21129.00344212 | **30-Year:** -54976.80787272

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007079 | 0.24%                | 0.12%                | 0.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $54324.43                                  |
| Month 2  | $51685.90                | $331304.30                                 |
| Month 3  | $0.00                    | $-17146.76                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Alamo Community College District                                            | ALAMO CCD-REF         | CUSIP: 011415UK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3615000 | PA      | $3662010.18   | 0.06%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alaska Housing Finance Corp                                                 | AK HFC VAR-SER A      | CUSIP: 01170PDV5<br>LEI: 549300HJ8NOJNYW6ER36 | Long             | DBT              | MUN               | US        |  51700000 | PA      | $51700000.00  | 0.79%             | 2040-12-01      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Alaska Housing Finance Corp                                                 | AK HSG-VAR-A-GOVTL PU | CUSIP: 0118326M9<br>LEI: 549300HJ8NOJNYW6ER36 | Long             | DBT              | MUN               | US        |  13900000 | PA      | $13900000.00  | 0.21%             | 2030-12-01      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Allegheny County Higher Education Building Authority                        | ALLEGHENY HGR ED-RF-C | CUSIP: 01728RES4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19130000 | PA      | $19130000.00  | 0.29%             | 2037-12-01      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Allegheny County Industrial Development Authority                           | ALLEGHENY IDA-VAR-EDU | CUSIP: 017292UB7<br>LEI: 5493001680EYSTWFLS08 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1400000.00   | 0.02%             | 2031-05-01      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| City of Aurora IL                                                           | AURURA ECO DEV REV    | CUSIP: 051648BJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5000000.00   | 0.08%             | 2049-03-01      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Public Building Authority of Blount County Tennessee/The                    | BLOUNT CNTY-D-3-A     | CUSIP: 095175VQ5<br>LEI: 549300RHIJ2ZP4C8W404 | Long             | DBT              | MUN               | US        |    900000 | PA      | $900000.00    | 0.01%             | 2034-06-01      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Burlington County Bridge Commission                                         | BURLINGTON CO-D       | CUSIP: 121651QW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10126109.00  | 0.15%             | 2026-12-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Butler County General Authority                                             | BUTLER GEN AUTH-VAR   | CUSIP: 123574BR5<br>LEI: 549300TSJ3NDU9FG0667 | Long             | DBT              | MUN               | US        |   3760000 | PA      | $3760000.00   | 0.06%             | 2027-05-01      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority                                 | TNDR OPT-FLTR-XM0051  | CUSIP: 1301784A1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8000000 | PA      | $8000000.00   | 0.12%             | 2038-11-01      | Variable      | 1.89%                 | Yes           |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority/The                                | CHARLOTTE HOSP-REF-C  | CUSIP: 160853MS3<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |  13000000 | PA      | $13000000.00  | 0.20%             | 2037-01-15      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority/The                                | CHARLOTTE HOSP-H      | CUSIP: 160853UN5<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |   7900000 | PA      | $7900000.00   | 0.12%             | 2048-01-15      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority/The                                | CHARLOTTE ETC HLTH-E  | CUSIP: 160853VA2<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |  24925000 | PA      | $24925000.00  | 0.38%             | 2042-01-15      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| City of Charlotte NC                                                        | CHARLOTTE-B-REF       | CUSIP: 161035MS6<br>LEI: 5493001QNY6JJFWHQ568 | Long             | DBT              | MUN               | US        |   1180000 | PA      | $1191287.29   | 0.02%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Clark NV                                                          | CLARK ECON-OPPTY VLG  | CUSIP: 180858AW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10000000.00  | 0.15%             | 2037-01-01      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                      | CLARK ARPT-D-2A-VAR   | CUSIP: 18085PMX9<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1450000.00   | 0.02%             | 2040-07-01      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                        | COLORADO ST HLTH FACS | CUSIP: 19648FPT5<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |  16310000 | PA      | $16310000.00  | 0.25%             | 2052-12-01      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| City of Colorado Springs CO Utilities System Revenue                        | CO SPR UTILS VAR-A    | CUSIP: 196632CH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5105000 | PA      | $5105000.00   | 0.08%             | 2038-11-01      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Colorado State Education Loan Program                                       | COLORADO ST-A-TRANS   | CUSIP: 19672MDG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  39380000 | PA      | $39725382.29  | 0.61%             | 2026-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                        | CONNECTICUT ST-C      | CUSIP: 20772KE39<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |   3995000 | PA      | $4047406.81   | 0.06%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                        | CONNECTICUT ST-D-REF  | CUSIP: 20772KG78<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |  12045000 | PA      | $12203007.52  | 0.19%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                    | CONNECTICUT ST-A-REF  | CUSIP: 207758X99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5200000 | PA      | $5249410.40   | 0.08%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Housing Finance Authority                                       | CONNECTICUT ST HSG    | CUSIP: 20775C4M3<br>LEI: 5493003DXX0NRJKSH186 | Long             | DBT              | MUN               | US        |  13000000 | PA      | $13000000.00  | 0.20%             | 2049-11-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Connecticut Housing Finance Authority                                       | CT HSG FIN AUTH-A3    | CUSIP: 20775CEB6<br>LEI: 5493003DXX0NRJKSH186 | Long             | DBT              | MUN               | US        |  30300000 | PA      | $30300000.00  | 0.46%             | 2045-11-15      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                 | CT HLTH&EDU FACS AUTH | CUSIP: 20775DTS1<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |  98175000 | PA      | $98175000.00  | 1.50%             | 2042-07-01      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                 | CONNECTICUT ST HLTH   | CUSIP: 20775DTT9<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |  50090000 | PA      | $50090000.00  | 0.77%             | 2042-07-01      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                 | CT HLTH&EDU FACS AUTH | CUSIP: 20775DTU6<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |  16150000 | PA      | $16150000.00  | 0.25%             | 2042-07-01      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                 | CT ST HLTH & EDU-A-4  | CUSIP: 20775DZL9<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |  50255000 | PA      | $50255000.00  | 0.77%             | 2049-07-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Delaware Valley Regional Finance Authority                                  | DELAWARE VLY REG-B    | CUSIP: 246579LZ7<br>LEI: 549300HGYP3NW885TT18 | Long             | DBT              | MUN               | US        |   4785000 | PA      | $4785000.00   | 0.07%             | 2059-09-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Spears/Lifers Trust                                           | DEUTSCHE-SPEARS-8236  | CUSIP: 25156SPV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  21815000 | PA      | $21815000.00  | 0.33%             | 2027-11-01      | Variable      | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Spears/Lifers Trust                                           | DEUTSCHE-SPEARS-8237  | CUSIP: 25156SPY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13845000 | PA      | $13845000.00  | 0.21%             | 2028-01-01      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Spears/Lifers Trust                                           | DEUTSCHE-SPEARS-8238  | CUSIP: 25156SQB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9195000 | PA      | $9195000.00   | 0.14%             | 2035-03-01      | Variable      | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Spears/Lifers Trust                                           | DEUTSCHE-SPEARS-8240  | CUSIP: 25156SQH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3500000.00   | 0.05%             | 2056-02-15      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| District of Columbia                                                        | DC REV-VAR-A-THE PEW  | CUSIP: 2548392M4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |  20655000 | PA      | $20655000.00  | 0.32%             | 2038-04-01      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                | DC WTR SWR AUTH-B-2   | CUSIP: 254845UF5<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |  10650000 | PA      | $10650000.00  | 0.16%             | 2054-10-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                | DT OF COLUMBIA-C-2    | CUSIP: 254845VW7<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |   2215000 | PA      | $2215000.00   | 0.03%             | 2060-10-01      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Douglas County Hospital Authority No 2                                      | DOUGLAS HOSP-VAR-RF-A | CUSIP: 259230KT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13790000 | PA      | $13790000.00  | 0.21%             | 2032-08-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| East Baton Rouge Parish Industrial Development Board Inc                    | E BATON ROUGE INDL-A  | CUSIP: 270777AC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  71430000 | PA      | $71430000.00  | 1.09%             | 2035-08-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| East Baton Rouge Parish Industrial Development Board Inc                    | E BATON ROUGE INDL-B  | CUSIP: 270777AD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  41545000 | PA      | $41545000.00  | 0.64%             | 2040-12-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| East Baton Rouge Parish Industrial Development Board Inc                    | E BATON ROUGE IDB     | CUSIP: 270777AE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7918000 | PA      | $7918000.00   | 0.12%             | 2051-12-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Eastern Michigan University                                                 | EASTRN MI UNIV-B      | CUSIP: 276731F50<br>LEI: 549300K3C21R17LKDU63 | Long             | DBT              | MUN               | US        |  39000000 | PA      | $39000000.00  | 0.60%             | 2052-03-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Essex County Improvement Authority                                          | ESSEX CO IMPT AUTH    | CUSIP: 296807MM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5375000 | PA      | $5380311.04   | 0.08%             | 2026-03-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily VRD Certificates                                          | FHLB-MFH-A-M027       | CUSIP: 31350ABB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8000000 | PA      | $8000000.00   | 0.12%             | 2029-10-15      | Variable      | 1.90%                 | Yes           |                  2 | On Loan: No      |
| City of Gainesville FL Utilities System Revenue                             | GAINESVILLE UTILS-C   | CUSIP: 362848US0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6600000 | PA      | $6600000.00   | 0.10%             | 2047-10-01      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                            | TNDR OPT-FLTR-EAGLE20 | CUSIP: 373385PA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9375000 | PA      | $9375000.00   | 0.14%             | 2029-07-01      | Variable      | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Gulf Coast Industrial Development Authority                                 | GULF COAST INDL DEV   | CUSIP: 402207AD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        | 109610000 | PA      | $109610000.00 | 1.68%             | 2041-11-01      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Sanitation District                                           | HAMPTON SAN DIST-A    | CUSIP: 409327MW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9190000 | PA      | $9286674.21   | 0.14%             | 2026-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp                    | HARRIS CO CULT EDU-2  | CUSIP: 414009KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13890000 | PA      | $13890000.00  | 0.21%             | 2045-10-01      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp                    | HARRIS CO CULTURAL-B  | CUSIP: 414009TK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  32295000 | PA      | $32295000.00  | 0.49%             | 2060-12-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp                    | HARRIS CO CULTURAL-D  | CUSIP: 414009TS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19980000 | PA      | $19980000.00  | 0.31%             | 2060-12-01      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Hawaii Housing Finance & Development Corp                                   | HI MFH VAR-LOKAHI KAU | CUSIP: 41981PAJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9250000 | PA      | $9250000.00   | 0.14%             | 2041-12-01      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| County of Hennepin MN                                                       | HENNEPIN CO-B         | CUSIP: 425507FE5<br>LEI: 254900YDNULMQREFAU43 | Long             | DBT              | MUN               | US        |  44525000 | PA      | $44525000.00  | 0.68%             | 2041-12-01      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Highlands County Health Facilities Authority                                | HIGHLANDS FACS-C      | CUSIP: 431022UN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  45665000 | PA      | $45665000.00  | 0.70%             | 2060-11-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Highlands County Health Facilities Authority                                | HIGHLANDS FACS-D      | CUSIP: 431022UP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  33080000 | PA      | $33080000.00  | 0.51%             | 2060-11-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Hillsborough County Industrial Development Authority                        | HILLSBOROUGH INDL-D   | CUSIP: 43233KAE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9760000 | PA      | $9760000.00   | 0.15%             | 2042-11-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| City & County of Honolulu HI                                                | HONOLULU CITY & CO-D  | CUSIP: 438687JW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3100000 | PA      | $3137316.25   | 0.05%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                          | HOUSTON UTIL-REF-B2   | CUSIP: 442435XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9665000 | PA      | $9665000.00   | 0.15%             | 2034-05-15      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                          | HOUSTON UTIL-REF-B3   | CUSIP: 442435XN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  41700000 | PA      | $41700000.00  | 0.64%             | 2034-05-15      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                          | HOUSTON UTIL-REF-B6   | CUSIP: 442435XR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  18800000 | PA      | $18800000.00  | 0.29%             | 2034-05-15      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Idaho Health Facilities Authority                                           | ID HLTH FACS-D        | CUSIP: 451295E47<br>LEI: 549300X43KY1C2WW0J97 | Long             | DBT              | MUN               | US        |   8500000 | PA      | $8500000.00   | 0.13%             | 2060-03-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                  | IL FIN VAR-CHICAGO    | CUSIP: 45200BXS2<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |  35700000 | PA      | $35700000.00  | 0.55%             | 2036-01-01      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                  | IL FIN VAR-REF-A-LITT | CUSIP: 45200FFV6<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |  21530000 | PA      | $21530000.00  | 0.33%             | 2035-08-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                  | IL FIN VAR-D1-UNV CHI | CUSIP: 45200FZR3<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   3525000 | PA      | $3525000.00   | 0.05%             | 2043-08-01      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                  | IL FIN VAR-D2         | CUSIP: 45200FZT9<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |  15350000 | PA      | $15350000.00  | 0.23%             | 2043-08-01      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority                                      | IL MFH VAR-B-LAKESHOR | CUSIP: 45201LUQ6<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |   5985000 | PA      | $5985000.00   | 0.09%             | 2027-07-01      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                  | IL FIN AUTH-SUBSER D  | CUSIP: 45203HYX4<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |  72690000 | PA      | $72690000.00  | 1.11%             | 2046-12-01      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority                                      | ILLINOIS ST HSG DE-F  | CUSIP: 45203MGY1<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |  31400000 | PA      | $31400000.00  | 0.48%             | 2045-04-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority                                      | IL ST HSG DEV AUTH-P  | CUSIP: 45203MTE1<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |  39110000 | PA      | $39110000.00  | 0.60%             | 2049-04-01      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                  | IL FIN AUTH-C-REF-VAR | CUSIP: 45204EM54<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |  34825000 | PA      | $34825000.00  | 0.53%             | 2037-11-15      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                  | IL ST FIN AUTH-B      | CUSIP: 45204FAG0<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |  22500000 | PA      | $22500000.00  | 0.34%             | 2049-08-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                  | IL FIN AUTH-B-REF     | CUSIP: 45204FME2<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |  49450000 | PA      | $49450000.00  | 0.76%             | 2055-07-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                   | IN ENVIR VAR-ISPAT IN | CUSIP: 455054AC0<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   8340000 | PA      | $8340000.00   | 0.13%             | 2035-06-01      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                      | IOWA FIN AUTH-H       | CUSIP: 462467Y70<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |   9165000 | PA      | $9165000.00   | 0.14%             | 2052-01-01      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Putters/Drivers Trust                                        | JPM-PUTTERS-JPM-3014  | CUSIP: 46640K2F0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  47405000 | PA      | $47405000.00  | 0.73%             | 2027-06-10      | Variable      | 1.90%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Putters/Drivers Trust                                        | JPM-PUTTERS-5101      | CUSIP: 46640K2V5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14095000 | PA      | $14095000.00  | 0.22%             | 2027-04-04      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Putters/Drivers Trust                                        | JPM-PUTTERS-5103      | CUSIP: 46640K3A0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7155000 | PA      | $7155000.00   | 0.11%             | 2033-01-22      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Putters/Drivers Trust                                        | JPM-PUTTERS-JPM-3005  | CUSIP: 46640KE34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  39010000 | PA      | $39010000.00  | 0.60%             | 2049-06-28      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Putters/Drivers Trust                                        | JPM-PUTTER-5053       | CUSIP: 46640KE91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  68605000 | PA      | $68605000.00  | 1.05%             | 2047-05-01      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Putters/Drivers Trust                                        | JPM-PUTTERS-5077      | CUSIP: 46640KP40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  28000000 | PA      | $28000000.00  | 0.43%             | 2029-11-13      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Putters/Drivers Trust                                        | JPM-PUTTERS-5078      | CUSIP: 46640KP73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  98254000 | PA      | $98254000.00  | 1.50%             | 2031-12-15      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Putters/Drivers Trust                                        | JPM-PUTTERS-5082      | CUSIP: 46640KQ64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13980000 | PA      | $13980000.00  | 0.21%             | 2026-03-14      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Putters/Drivers Trust                                        | JPM-PUTTERS-5083      | CUSIP: 46640KQ80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  91185000 | PA      | $91185000.00  | 1.40%             | 2026-03-26      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Putters/Drivers Trust                                        | JPM-PUTTERS-5090      | CUSIP: 46640KT46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12645000 | PA      | $12645000.00  | 0.19%             | 2041-05-15      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Putters/Drivers Trust                                        | JPM-PUTTERS-5093      | CUSIP: 46640KT87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  42050000 | PA      | $42050000.00  | 0.64%             | 2040-07-01      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Putters/Drivers Trust                                        | JPM-PUTTERS-5094      | CUSIP: 46640KU36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  47450000 | PA      | $47450000.00  | 0.73%             | 2032-08-21      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| City of Kansas City MO                                                      | KS SPL OBLG VAR-E     | CUSIP: 485106CP1<br>LEI: 549300EGAE3I3XU7XE19 | Long             | DBT              | MUN               | US        |   2390000 | PA      | $2390000.00   | 0.04%             | 2034-04-15      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| County of King WA Sewer Revenue                                             | KING CNTY-REF         | CUSIP: 495290ET1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6100000 | PA      | $6100000.00   | 0.09%             | 2042-01-01      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| County of King WA Sewer Revenue                                             | KING CNTY WA          | CUSIP: 495290GV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  57490000 | PA      | $57490000.00  | 0.88%             | 2065-01-01      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Lancaster Industrial Development Authority                                  | LANCASTER INDL-ADJ-A  | CUSIP: 514349CB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8240000 | PA      | $8240000.00   | 0.13%             | 2039-12-01      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| County of Lincoln WY                                                        | LINCOLN CO POLL-REF   | CUSIP: 533485BB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7000000.00   | 0.11%             | 2044-10-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Loudoun County Economic Development Authority                               | LOUDOUN IDA VAR-E-HOW | CUSIP: 545910AJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7600000 | PA      | $7600000.00   | 0.12%             | 2038-02-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Loudoun County Economic Development Authority                               | LOUDOUN IDA VAR-F-HOW | CUSIP: 545910AK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7590000 | PA      | $7590000.00   | 0.12%             | 2038-02-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Loudoun County Economic Development Authority                               | LOUDOUN IDA VAR-B-HOW | CUSIP: 545910AM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  58535000 | PA      | $58535000.00  | 0.90%             | 2038-02-15      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Loudoun County Economic Development Authority                               | LOUDOUN IDA-VAR-B-HOW | CUSIP: 545910AP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3210000 | PA      | $3210000.00   | 0.05%             | 2039-10-01      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| State of Louisiana Gasoline & Fuels Tax Revenue                             | LOUISIANA GAS & FUEL  | CUSIP: 546475VV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  54370000 | PA      | $54370000.00  | 0.83%             | 2043-05-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| State of Louisiana Gasoline & Fuels Tax Revenue                             | LOUISIANA ST-C        | CUSIP: 546475XL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  30000000 | PA      | $30000000.00  | 0.46%             | 2043-05-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                           | MARYLAND ST-C-REF     | CUSIP: 574193UX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1250000.00   | 0.02%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                           | MARYLAND ST-B-REF     | CUSIP: 574193XM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6510000 | PA      | $6589042.47   | 0.10%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland Department of Transportation                              | MD DEPT TRANSPRTN-C   | CUSIP: 574204Y49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20210000 | PA      | $20600372.32  | 0.32%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                          | MD ECON-VAR-A-HOWARD  | CUSIP: 574205FY1<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |  18300000 | PA      | $18300000.00  | 0.28%             | 2043-02-15      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | MA ST DEPT TRANSPRTN  | CUSIP: 57563CFN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19700000 | PA      | $19700000.00  | 0.30%             | 2039-01-01      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-U-1   | CUSIP: 57584Y8H5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  10285000 | PA      | $10285000.00  | 0.16%             | 2048-03-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-U-2   | CUSIP: 57584Y8K8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1700000.00   | 0.03%             | 2048-03-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E VAR-MUSEUM-A1  | CUSIP: 57586CV69<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |  66560000 | PA      | $66560000.00  | 1.02%             | 2037-12-01      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MA WTR-B-MULTI-MODAL  | CUSIP: 576049RU6<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2300000.00   | 0.04%             | 2028-08-01      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| County of Mercer NJ                                                         | MERCER CO-A-BANS      | CUSIP: 587839U58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15534952 | PA      | $15555111.71  | 0.24%             | 2026-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                    | MET TRANSPRTN AUTH-A2 | CUSIP: 59260XBE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    775000 | PA      | $775000.00    | 0.01%             | 2026-11-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                       | MET TRANS AUTH NY-G3  | CUSIP: 59261A3W5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   4590000 | PA      | $4590000.00   | 0.07%             | 2031-11-01      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                       | METROPOLITAN TRANSIT  | CUSIP: 59261AB22<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |  24490000 | PA      | $24490000.00  | 0.37%             | 2032-11-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Michigan State Housing Development Authority                                | MI HSG-VAR-C          | CUSIP: 5946533J4<br>LEI: 549300NSWW1HVXE93T03 | Long             | DBT              | MUN               | US        |  30210000 | PA      | $30210000.00  | 0.46%             | 2035-12-01      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Michigan State Housing Development Authority                                | MI HSG DEV AUTH-D     | CUSIP: 5946534W4<br>LEI: 549300NSWW1HVXE93T03 | Long             | DBT              | MUN               | US        |   8965000 | PA      | $8965000.00   | 0.14%             | 2030-06-01      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Michigan State Housing Development Authority                                | MICHIGAN ST HSG DEV-B | CUSIP: 59465PCH9<br>LEI: 549300NSWW1HVXE93T03 | Long             | DBT              | MUN               | US        |  19080000 | PA      | $19080000.00  | 0.29%             | 2062-04-01      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                          | MINNESOTA ST-D-REF    | CUSIP: 60412A2J1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20100000 | PA      | $20342371.83  | 0.31%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                          | MINNESOTA ST-A-GRP-1  | CUSIP: 60412AU84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10105000 | PA      | $10226849.12  | 0.16%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                            | MN HSG FIN AGY-D-REF  | CUSIP: 60416SYR5<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |   6540000 | PA      | $6540000.00   | 0.10%             | 2045-01-01      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Mississippi Business Finance Corp                                           | MS BUS FIN-VAR-A-CHEV | CUSIP: 60528AAS3<br>LEI: 549300DYV074JUDKBQ77 | Long             | DBT              | MUN               | US        |  54110000 | PA      | $54110000.00  | 0.83%             | 2030-12-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Mississippi Business Finance Corp                                           | MS BUS FIN-VAR-D-CHEV | CUSIP: 60528AAV6<br>LEI: 549300DYV074JUDKBQ77 | Long             | DBT              | MUN               | US        |  18250000 | PA      | $18250000.00  | 0.28%             | 2030-12-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Mississippi Business Finance Corp                                           | MS BUS-VAR-E-CHEVRON  | CUSIP: 60528ABM5<br>LEI: 549300DYV074JUDKBQ77 | Long             | DBT              | MUN               | US        |   3115000 | PA      | $3115000.00   | 0.05%             | 2030-12-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Mississippi Business Finance Corp                                           | MS BUS FIN-VAR-A-CHEV | CUSIP: 60528ABS2<br>LEI: 549300DYV074JUDKBQ77 | Long             | DBT              | MUN               | US        |  10615000 | PA      | $10615000.00  | 0.16%             | 2030-12-01      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Mississippi Business Finance Corp                                           | MS BUS FIN-VAR-C-CHEV | CUSIP: 60528ABT0<br>LEI: 549300DYV074JUDKBQ77 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10000000.00  | 0.15%             | 2030-12-01      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Mississippi Business Finance Corp                                           | MS BUS FIN-G-CHEVRON  | CUSIP: 60528ABX1<br>LEI: 549300DYV074JUDKBQ77 | Long             | DBT              | MUN               | US        |  39895000 | PA      | $39895000.00  | 0.61%             | 2035-11-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Mississippi Business Finance Corp                                           | MS BUS FIN-VAR-H-CHEV | CUSIP: 60528ABY9<br>LEI: 549300DYV074JUDKBQ77 | Long             | DBT              | MUN               | US        |  16260000 | PA      | $16260000.00  | 0.25%             | 2035-11-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Mississippi Business Finance Corp                                           | MS BUS FIN-VAR-J-CHEV | CUSIP: 60528ACA0<br>LEI: 549300DYV074JUDKBQ77 | Long             | DBT              | MUN               | US        |  40910000 | PA      | $40910000.00  | 0.63%             | 2035-11-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Mississippi Business Finance Corp                                           | MS BUS FIN-VAR-K-CHEV | CUSIP: 60528ACB8<br>LEI: 549300DYV074JUDKBQ77 | Long             | DBT              | MUN               | US        |  29135000 | PA      | $29135000.00  | 0.45%             | 2035-11-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Mississippi Business Finance Corp                                           | MS BUS FIN COMMSN-E   | CUSIP: 60528ACH5<br>LEI: 549300DYV074JUDKBQ77 | Long             | DBT              | MUN               | US        |  17100000 | PA      | $17100000.00  | 0.26%             | 2035-11-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Mississippi Business Finance Corp                                           | MS BUS FIN COMMSN-F   | CUSIP: 60528ACJ1<br>LEI: 549300DYV074JUDKBQ77 | Long             | DBT              | MUN               | US        |  12000000 | PA      | $12000000.00  | 0.18%             | 2035-11-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Missouri Development Finance Board                                          | MO DEV FIN-VAR-A      | CUSIP: 606037AS8<br>LEI: 549300JD8BCNBV9D3830 | Long             | DBT              | MUN               | US        |  28600000 | PA      | $28600000.00  | 0.44%             | 2033-12-01      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri          | MO HLTH & EDU-F       | CUSIP: 60637AFM9<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |  10225000 | PA      | $10225000.00  | 0.16%             | 2044-06-01      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri          | MO HLTH & EDU-G       | CUSIP: 60637AFN7<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |  28540000 | PA      | $28540000.00  | 0.44%             | 2044-06-01      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri          | MO H/E-ST LOUIS-B-1   | CUSIP: 6069014N3<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |   5260000 | PA      | $5260000.00   | 0.08%             | 2035-10-01      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri          | MO H/E VAR-C-WA UNIV  | CUSIP: 606901WT9<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |  30700000 | PA      | $30700000.00  | 0.47%             | 2040-03-01      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Mizuho Floater/Residual Trust                                               | JPM-PUTTERS-MIZ9131   | CUSIP: 60700HRE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  58100000 | PA      | $58100000.00  | 0.89%             | 2051-02-01      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Floater/Residual Trust                                               | JPM-PUTTERS-MIZ9200   | CUSIP: 60700HZW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11470000 | PA      | $11470000.00  | 0.18%             | 2050-06-09      | Variable      | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Monmouth County Improvement Authority/The                                   | MONMOUTH CO IMPT AUTH | CUSIP: 60956PV41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10665000 | PA      | $10850532.61  | 0.17%             | 2027-03-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Montgomery County Housing Opportunities Commission                          | MONTGOMERY CO HSG COM | CUSIP: 613347RK1<br>LEI: 549300HDL0LLRHMDL092 | Long             | DBT              | MUN               | US        |  23075000 | PA      | $23075000.00  | 0.35%             | 2063-01-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| County of Montgomery MD                                                     | MONTGOMERY CO -A      | CUSIP: 61334PFF5<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2023941.40   | 0.03%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                     | MUNI ELEC-VAR-B       | CUSIP: 626207VS0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   6275000 | PA      | $6275000.00   | 0.10%             | 2048-01-01      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Nebraska Investment Finance Authority                                       | NE INVESTMENT FIN AUT | CUSIP: 63968MC23<br>LEI: 549300OIIXIM3SRZWK33 | Long             | DBT              | MUN               | US        |  10520000 | PA      | $10520000.00  | 0.16%             | 2049-03-01      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| Nebraska Investment Finance Authority                                       | NE INVSTMNT FIN-C     | CUSIP: 63968MSK6<br>LEI: 549300OIIXIM3SRZWK33 | Long             | DBT              | MUN               | US        |   8400000 | PA      | $8400000.00   | 0.13%             | 2049-09-01      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| New Hampshire Health and Education Facilities Authority Act                 | NH H/E VAR-B-DARTMOUT | CUSIP: 644614RZ4<br>LEI: 549300CNCK7OT82W5653 | Long             | DBT              | MUN               | US        |   5250000 | PA      | $5250000.00   | 0.08%             | 2041-06-01      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| New Jersey Health Care Facilities Financing Authority                       | NJ HLT VAR HSP CAP B  | CUSIP: 645793BK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15240000 | PA      | $15240000.00  | 0.23%             | 2035-07-01      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| State of New Mexico                                                         | NEW MEXICO ST         | CUSIP: 647293TA7<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |  20090000 | PA      | $20090000.00  | 0.31%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                         | NYC VAR-SUBSER L-4    | CUSIP: 64966G4P4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |  28445000 | PA      | $28445000.00  | 0.44%             | 2038-04-01      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                         | NEW YORK CITY-A7-ADJ  | CUSIP: 64966MFW4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   3575000 | PA      | $3575000.00   | 0.05%             | 2044-08-01      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                         | NYC-D4                | CUSIP: 64966ML98<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |  18000000 | PA      | $18000000.00  | 0.28%             | 2047-12-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                         | NY CITY-B5-VAR        | CUSIP: 64966MSD2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2555000 | PA      | $2555000.00   | 0.04%             | 2046-10-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                         | NEW YORK-E5           | CUSIP: 64966QAA8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2500000.00   | 0.04%             | 2048-03-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                         | NEW YORK NY           | CUSIP: 64966QYJ3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2330000 | PA      | $2357940.43   | 0.04%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                         | NEW YORK-D-3          | CUSIP: 64966QZZ6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |  30350000 | PA      | $30350000.00  | 0.46%             | 2052-05-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                         | NYC GEN OBLIG-A-4     | CUSIP: 64966SMP8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |  71460000 | PA      | $71460000.00  | 1.09%             | 2044-08-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                         | NEW YORK-I-3          | CUSIP: 64966SMQ6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |  57050000 | PA      | $57050000.00  | 0.87%             | 2044-03-01      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue     | NYC TRAN FIN-VAR-C5   | CUSIP: 64971QQ63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4000000.00   | 0.06%             | 2041-11-01      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue     | NYC TRAN FIN AUTH-C-4 | CUSIP: 64971QV26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8850000 | PA      | $8850000.00   | 0.14%             | 2036-11-01      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue     | NYC TRANS-SUBSER A-4  | CUSIP: 64971QZA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4000000.00   | 0.06%             | 2039-08-01      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue     | NYC TRAN FIN AUTH-D3  | CUSIP: 64971WEY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20000000 | PA      | $20000000.00  | 0.31%             | 2044-02-01      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue     | NYC TRANSTNL-A-3      | CUSIP: 64971WGW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7995000 | PA      | $7995000.00   | 0.12%             | 2043-08-01      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue     | NYC TRANSTNL FIN-E3   | CUSIP: 64971WUK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8550000 | PA      | $8550000.00   | 0.13%             | 2045-02-01      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue     | NYC TRANS FIN AUTH-A4 | CUSIP: 64971XFY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15400000 | PA      | $15400000.00  | 0.24%             | 2045-08-01      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue     | NYC TRANS FIN AUTH-B4 | CUSIP: 64971XHT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  34820000 | PA      | $34820000.00  | 0.53%             | 2042-08-01      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue     | NYC TRANS FIN AUTH-B5 | CUSIP: 64971XHV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  18525000 | PA      | $18525000.00  | 0.28%             | 2042-08-01      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue     | NYC TRANSITIONAL-A4   | CUSIP: 64971XKU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  28600000 | PA      | $28600000.00  | 0.44%             | 2039-08-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue     | NEW YORK TRANSITIONAL | CUSIP: 64971XY44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  58000000 | PA      | $58000000.00  | 0.89%             | 2052-08-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp                                      | NYC HSG DEV CORP-F-3  | CUSIP: 64972E2F5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |  44340000 | PA      | $44340000.00  | 0.68%             | 2062-05-01      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp                                      | NEW YORK CITY HSG DEV | CUSIP: 64972E5K1<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |  19990000 | PA      | $19990000.00  | 0.31%             | 2054-05-01      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                             | NYC W/S ADJ-2ND-CC-2  | CUSIP: 64972FHJ8<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   5225000 | PA      | $5225000.00   | 0.08%             | 2038-06-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                             | NYC WTR-ADJ-CC        | CUSIP: 64972FK62<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |  44075000 | PA      | $44075000.00  | 0.67%             | 2041-06-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                             | NYC WTR-DD-3A-2ND GEN | CUSIP: 64972FX43<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |  15610000 | PA      | $15610000.00  | 0.24%             | 2043-06-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                             | NYC WTR-DD-3B-2ND GEN | CUSIP: 64972FX50<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |  20525000 | PA      | $20525000.00  | 0.31%             | 2043-06-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                             | NYC MUNI WTR FIN-BB   | CUSIP: 64972GC44<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |  33870000 | PA      | $33870000.00  | 0.52%             | 2044-06-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                             | NYC MUNI WTR FIN-BB-2 | CUSIP: 64972GC85<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   3100000 | PA      | $3100000.00   | 0.05%             | 2053-06-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                             | NYC MUNI WTR-AA2-ADJ  | CUSIP: 64972GCN2<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   8440000 | PA      | $8440000.00   | 0.13%             | 2050-06-15      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                             | NYC MUNI WTR-AA3-ADJ  | CUSIP: 64972GCR3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |  12200000 | PA      | $12200000.00  | 0.19%             | 2049-06-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                             | NYC WTR-ADJ-DD-2      | CUSIP: 64972GDC5<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |  10810000 | PA      | $10810000.00  | 0.17%             | 2043-06-15      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                             | NYC MUNI WTR-BB-VAR   | CUSIP: 64972GMJ0<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |  19900000 | PA      | $19900000.00  | 0.30%             | 2049-06-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                             | NYC MUNI WTR FIN-BB4  | CUSIP: 64972GRG1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1200000.00   | 0.02%             | 2050-06-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                             | NYC MUNI WTR FIN AUTH | CUSIP: 64972GYZ1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |  25615000 | PA      | $25615000.00  | 0.39%             | 2045-06-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                             | NYC MUNI WTR FIN AUTH | CUSIP: 64972GZB3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |  49860000 | PA      | $49860000.00  | 0.76%             | 2045-06-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue     | NEW YORK CITY TRANS-C | CUSIP: 64972JHF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9100000 | PA      | $9100000.00   | 0.14%             | 2047-05-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue     | NYC TRANSITIONAL-H-2  | CUSIP: 64972JSE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20800000 | PA      | $20800000.00  | 0.32%             | 2054-11-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| New York State Housing Finance Agency                                       | NY ST HSG FIN AGY-VAR | CUSIP: 64986UA72<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |  58305000 | PA      | $58305000.00  | 0.89%             | 2046-11-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| New York State Housing Finance Agency                                       | NY HSG FIN AGY-A      | CUSIP: 64986UR25<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |  24215000 | PA      | $24215000.00  | 0.37%             | 2046-11-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| New York State Housing Finance Agency                                       | NY HSG FIN-A-REMK     | CUSIP: 64986UXS1<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |   7250000 | PA      | $7250000.00   | 0.11%             | 2044-11-01      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| New York State Housing Finance Agency                                       | NY HSG FIN AGY-A      | CUSIP: 64987DUL6<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |   8530000 | PA      | $8530000.00   | 0.13%             | 2044-11-01      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| New York State Housing Finance Agency                                       | NY ST HSG FIN AGY-B-3 | CUSIP: 64987J3G4<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |  40405000 | PA      | $40405000.00  | 0.62%             | 2064-11-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| New York State Housing Finance Agency                                       | NY ST HSG FIN AGY-B-4 | CUSIP: 64987J3J8<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2000000.00   | 0.03%             | 2064-11-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| State of New York Mortgage Agency Homeowner Mortgage Revenue                | NYS MTGE AGY-247-VAR  | CUSIP: 64988YQY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13985000 | PA      | $13985000.00  | 0.21%             | 2052-10-01      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                               | NEW YORK ST URBAN DEV | CUSIP: 650036BM7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |  11985000 | PA      | $11997590.24  | 0.18%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Medical Care Commission                                      | NC MED CARE COMM-C    | CUSIP: 65821DZX2<br>LEI: 549300FH6KOXGCHQYG81 | Long             | DBT              | MUN               | US        |  24220000 | PA      | $24220000.00  | 0.37%             | 2055-06-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| North Carolina Housing Finance Agency                                       | NC HSG FIN AGY-59-B   | CUSIP: 65821FLB0<br>LEI: EC4EE0PS5OP5O69B5C39 | Long             | DBT              | MUN               | US        |  40000000 | PA      | $40000000.00  | 0.61%             | 2057-01-01      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                     | NORTH CAROLINA ST     | CUSIP: 658268DX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2500000.00   | 0.04%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                     | ST NC DPT ST-B        | CUSIP: 65829QGA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2600000 | PA      | $2612136.80   | 0.04%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of North Hempstead NY                                                  | N HEMPSTEAD TWN-B-BAN | CUSIP: 659667AA7<br>LEI: 549300HZGEMT3JR5XU82 | Long             | DBT              | MUN               | US        |  15000000 | PA      | $15121164.00  | 0.23%             | 2026-09-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nuveen New York AMT-Free Quality Municipal Income Fund                      | NUVEEN NY AMT-FREE-2  | CUSIP: 670656503<br>LEI: 549300V4X2BF3UXSCQ58 | Long             | DBT              | MUN               | US        |  35300000 | PA      | $35300000.00  | 0.54%             | 2040-08-01      | Variable      | 1.93%                 | Yes           |                  2 | On Loan: No      |
| Nuveen New York AMT-Free Quality Municipal Income Fund                      | NUVEEN NY AMT-FREE-3  | CUSIP: 670656602<br>LEI: 549300V4X2BF3UXSCQ58 | Long             | DBT              | MUN               | US        |  16700000 | PA      | $16700000.00  | 0.26%             | 2040-12-01      | Variable      | 1.93%                 | Yes           |                  2 | On Loan: No      |
| Nuveen AMT-Free Quality Municipal Income Fund                               | NUVEEN MUNI AMT-FR    | CUSIP: 670657824<br>LEI: 549300OTYQOOXS64NI63 | Long             | DBT              | MUN               | US        |  53500000 | PA      | $53500000.00  | 0.82%             | 2048-02-03      | Variable      | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Nuveen AMT-Free Quality Municipal Income Fund                               | NUVEEN-5-1000         | CUSIP: 670657832<br>LEI: 549300OTYQOOXS64NI63 | Long             | DBT              | MUN               | US        |  23000000 | PA      | $23000000.00  | 0.35%             | 2046-10-01      | Variable      | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Nuveen AMT-Free Quality Municipal Income Fund                               | NUVEEN VRDP-4-4895    | CUSIP: 670657857<br>LEI: 549300OTYQOOXS64NI63 | Long             | DBT              | MUN               | US        |  13000000 | PA      | $13000000.00  | 0.20%             | 2026-09-11      | Variable      | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Nuveen AMT-Free Quality Municipal Income Fund                               | NUVEEN VRDP-3509-3    | CUSIP: 670657865<br>LEI: 549300OTYQOOXS64NI63 | Long             | DBT              | MUN               | US        |  34300000 | PA      | $34300000.00  | 0.52%             | 2040-03-01      | Variable      | 1.97%                 | Yes           |                  2 | On Loan: No      |
| Nuveen AMT-Free Municipal Credit Income Fund                                | NUVEEN PREMIUM INCOME | CUSIP: 67071L700<br>LEI: 549300LBMO1C0IG71T03 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3000000.00   | 0.05%             | 2043-12-01      | Variable      | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Nuveen AMT-Free Municipal Credit Income Fund                                | NUVEEN ENHANCED-2     | CUSIP: 67071L809<br>LEI: 549300LBMO1C0IG71T03 | Long             | DBT              | MUN               | US        |  92500000 | PA      | $92500000.00  | 1.42%             | 2040-12-01      | Variable      | 1.95%                 | Yes           |                  2 | On Loan: No      |
| State of Ohio                                                               | ST OHIO-B-REF         | CUSIP: 677523JW3<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |  13275000 | PA      | $13533193.44  | 0.21%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                               | OHIO STATE-A          | CUSIP: 677523MP4<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |   1660000 | PA      | $1684198.15   | 0.03%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                               | OHIO STATE-C          | CUSIP: 677523MZ2<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    750000 | PA      | $764587.20    | 0.01%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                               | OHIO STATE-D-REF      | CUSIP: 677523NV0<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |   2905000 | PA      | $2961501.09   | 0.05%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                               | OH HOSP FAC-E-VAR     | CUSIP: 677561LA8<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |  34780000 | PA      | $34780000.00  | 0.53%             | 2052-01-01      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                               | OH HOSP FAC-F-VAR     | CUSIP: 677561LD2<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |  43100000 | PA      | $43100000.00  | 0.66%             | 2052-01-01      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Ohio Higher Educational Facility Commission                                 | OH HGR EDL-B4-CLEVELA | CUSIP: 67756AH96<br>LEI: 5493007MQT6NGNN6BR81 | Long             | DBT              | MUN               | US        |   2090000 | PA      | $2090000.00   | 0.03%             | 2043-01-01      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                               | OHIO ST-C-REV         | CUSIP: 67756CGX0<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |  33220000 | PA      | $33220000.00  | 0.51%             | 2050-01-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Ohio Higher Educational Facility Commission                                 | OH HGR EDU-B-2        | CUSIP: 67756DBD7<br>LEI: 5493007MQT6NGNN6BR81 | Long             | DBT              | MUN               | US        |   2955000 | PA      | $2955000.00   | 0.05%             | 2039-01-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                   | OHIO ST UNIV-A-1-REF  | CUSIP: 677632P39<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |   9225000 | PA      | $9225000.00   | 0.14%             | 2043-06-01      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                   | OHIO ST UNIV-D-2-REF  | CUSIP: 677632R52<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |  30000000 | PA      | $30000000.00  | 0.46%             | 2039-12-01      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                   | OHIO ST UNIV-D-2-REF  | CUSIP: 677632R78<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |  39620000 | PA      | $39620000.00  | 0.61%             | 2044-12-01      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                   | OHIO ST UNIV-D-1-REF  | CUSIP: 677632R94<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |  10050000 | PA      | $10050000.00  | 0.15%             | 2035-06-01      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund          | OH WTR DEV AUTH-C     | CUSIP: 67766WQ21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  18125000 | PA      | $18125000.00  | 0.28%             | 2054-12-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| State of Oregon Housing & Community Services Department                     | OREGON ST HSG & CMNTY | CUSIP: 686087H75<br>LEI: 549300N3PYWYJ0Z8N757 | Long             | DBT              | MUN               | US        |   3900000 | PA      | $3900000.00   | 0.06%             | 2037-07-01      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Orlando Utilities Commission                                                | ORLANDO UTILS-VAR-1   | CUSIP: 686507DZ4<br>LEI: 549300EJR7JVMRXL5D66 | Long             | DBT              | MUN               | US        |  35120000 | PA      | $35120000.00  | 0.54%             | 2033-10-01      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Orlando Utilities Commission                                                | ORLANDO UTILS-B-REF   | CUSIP: 686507GL2<br>LEI: 549300EJR7JVMRXL5D66 | Long             | DBT              | MUN               | US        |  70165000 | PA      | $70165000.00  | 1.07%             | 2039-10-01      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                       | PA ECON-C2-MONTESSORI | CUSIP: 708684SC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $500000.00    | 0.01%             | 2030-08-01      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                | PENNSYLVANIA CMWLTH-A | CUSIP: 70914P4L3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13225000 | PA      | $13400896.47  | 0.21%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Educational Facilities Authority                        | PA HIGHER EDUCTNL-D-1 | CUSIP: 70917TSS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8600000 | PA      | $8600000.00   | 0.13%             | 2061-11-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                            | PENNSYLVANIA ST TPK   | CUSIP: 7092248P7<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |  28470000 | PA      | $28470000.00  | 0.44%             | 2039-12-01      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Philadelphia Gas Works Co                                                   | PHILADELPHIA-E-REF    | CUSIP: 7178235S3<br>LEI: 549300H8UJ7V5WU5IA90 | Long             | DBT              | MUN               | US        |   3900000 | PA      | $3900000.00   | 0.06%             | 2031-08-01      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Philadelphia Gas Works Co                                                   | PHILADELPHIA GAS VAR  | CUSIP: 71783MBB0<br>LEI: 549300H8UJ7V5WU5IA90 | Long             | DBT              | MUN               | US        |   4070000 | PA      | $4070000.00   | 0.06%             | 2031-08-01      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Port of Tacoma WA                                                           | PORT TACOMA-B-REMK    | CUSIP: 735439NE7<br>LEI: 549300MLYO8L64QKXV81 | Long             | DBT              | MUN               | US        |   1900000 | PA      | $1900000.00   | 0.03%             | 2044-12-01      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Private Colleges & Universities Authority                                   | PRIV CLGS & UNIV-B    | CUSIP: 74265L2L1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  52595000 | PA      | $52595000.00  | 0.80%             | 2052-09-01      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                    | TNDR OPT-A-VRS212     | CUSIP: 74448XBE1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |  16125000 | PA      | $16125000.00  | 0.25%             | 2055-02-01      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority                                                    | TNDT OPT FLTRS-VRS301 | CUSIP: 74448XBJ0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |  26950000 | PA      | $26950000.00  | 0.41%             | 2055-08-15      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority                                                    | TNDR OPT-A-VRS214     | CUSIP: 74448XBL5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |  33285000 | PA      | $33285000.00  | 0.51%             | 2055-12-01      | Variable      | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority                                                    | TNDR OPT-A-VRS215     | CUSIP: 74448XBN1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |  19300000 | PA      | $19300000.00  | 0.30%             | 2060-11-15      | Variable      | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority                                                    | TNDR OPT FLTRS-VRS302 | CUSIP: 74448XBQ4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |  26790000 | PA      | $26790000.00  | 0.41%             | 2054-02-01      | Variable      | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority                                                    | TNDR OPT-A-VRS216     | CUSIP: 74448XBS0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |  12475000 | PA      | $12475000.00  | 0.19%             | 2055-08-15      | Variable      | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority                                                    | TNDR OPT-A-VRS401     | CUSIP: 74448XBU5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |  40415000 | PA      | $40415000.00  | 0.62%             | 2047-08-15      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority                                                    | TNDR OPT-A-VRS303     | CUSIP: 74448XBY7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |  25630000 | PA      | $25630000.00  | 0.39%             | 2055-08-15      | Variable      | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority                                                    | TNDR OPT-A-VRS217     | CUSIP: 74448XCC4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |  16650000 | PA      | $16650000.00  | 0.25%             | 2065-07-01      | Variable      | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority                                                    | TNDR OPT-A-VRS219     | CUSIP: 74448XCE0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |  25000000 | PA      | $25000000.00  | 0.38%             | 2055-06-01      | Variable      | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority                                                    | TNDR OPT-A-VRS218     | CUSIP: 74448XCG5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |  14950000 | PA      | $14950000.00  | 0.23%             | 2048-01-15      | Variable      | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority                                                    | TNDR OPT-FLTRS-VRS223 | CUSIP: 74448XCS9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |  29975000 | PA      | $29975000.00  | 0.46%             | 2057-08-15      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority                                                    | TNDR OPT-FLTRS-VRS225 | CUSIP: 74448XCX8<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |  48750000 | PA      | $48750000.00  | 0.75%             | 2056-02-01      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| RBC Municipal Products Inc Trust                                            | TNDR OPT-FLTRS-E118   | CUSIP: 74926Y7L9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20500000 | PA      | $20500000.00  | 0.31%             | 2030-01-01      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| RBC Municipal Products Inc Trust                                            | TNDR OPT-FLTRS-E-166  | CUSIP: 74934R4D5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  22000000 | PA      | $22000000.00  | 0.34%             | 2029-08-01      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| RBC Municipal Products Inc Trust                                            | TNDR OPT FLTRS-C24    | CUSIP: 74934R4H6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15535000 | PA      | $15535000.00  | 0.24%             | 2041-11-01      | Variable      | 1.92%                 | Yes           |                  2 | On Loan: No      |
| RBC Municipal Products Inc Trust                                            | TNDR OPT-FLTRS-E-167  | CUSIP: 74934R4V5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19000000 | PA      | $19000000.00  | 0.29%             | 2029-12-01      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| RBC Municipal Products Inc Trust                                            | TNDR OPT-FLTRS-E-168  | CUSIP: 74934R5G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15400000 | PA      | $15400000.00  | 0.24%             | 2026-06-16      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| RBC Municipal Products Inc Trust                                            | TNDR OPT-FLTRS-E-169  | CUSIP: 74934R5M4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  45000000 | PA      | $45000000.00  | 0.69%             | 2027-12-01      | Variable      | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Red River Education Finance Corp                                            | RED RIVER ED-VAR-TX C | CUSIP: 756872CH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16650000 | PA      | $16650000.00  | 0.25%             | 2030-03-01      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Rib Floater Trust Various States                                            | TNDR-OPT-FLTRS-005    | CUSIP: 76252PH44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  35620000 | PA      | $35620000.00  | 0.55%             | 2049-08-01      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Rib Floater Trust Various States                                            | TNDR OPT-FLTR-006     | CUSIP: 76252PK81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  17025000 | PA      | $17025000.00  | 0.26%             | 2050-10-01      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Rib Floater Trust Various States                                            | TNDR OPT-FLTRS-1009   | CUSIP: 76252PM22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1905000 | PA      | $1905000.00   | 0.03%             | 2055-12-01      | Variable      | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Rib Floater Trust Various States                                            | TNDR OPT-FLTRS-009    | CUSIP: 76252PP37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  35545000 | PA      | $35545000.00  | 0.54%             | 2055-08-01      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Rib Floater Trust Various States                                            | TNDR OPT-FLTR-046     | CUSIP: 76252PXR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  38900000 | PA      | $38900000.00  | 0.60%             | 2058-03-01      | Variable      | 1.78%                 | Yes           |                  2 | On Loan: No      |
| Rib Floater Trust Various States                                            | TNDR OPT-FLTR-047     | CUSIP: 76252PXW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  22890000 | PA      | $22890000.00  | 0.35%             | 2045-12-01      | Variable      | 1.78%                 | Yes           |                  2 | On Loan: No      |
| Public Building Authority of Sevier County TN/The                           | SEVIER BLDG VAR-VI-K1 | CUSIP: 818200VF1<br>LEI: 549300W1TCZIAX7JRK58 | Long             | DBT              | MUN               | US        |  68800000 | PA      | $68800000.00  | 1.05%             | 2034-06-01      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| South Dakota Housing Development Authority                                  | SD HSG DEV AUTH-E     | CUSIP: 83756CLM5<br>LEI: 549300G853EK61667C18 | Long             | DBT              | MUN               | US        |  23700000 | PA      | $23700000.00  | 0.36%             | 2037-11-01      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Tarrant County Health Facilities Development Corp                           | TARRANT HLTH-VAR-B    | CUSIP: 875906NY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6815000 | PA      | $6815000.00   | 0.10%             | 2039-12-01      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                   | TARRANT ED FACS-VAR-B | CUSIP: 87638QBF5<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4500000.00   | 0.07%             | 2041-10-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | JPM-PUTTERS-XF1408    | CUSIP: 88035D4U6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1700000.00   | 0.03%             | 2044-06-01      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TDR OPT-FLTR-BAML5024 | CUSIP: 88035DWB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  38090000 | PA      | $38090000.00  | 0.58%             | 2036-09-01      | Variable      | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | JPM-PUTTERS-ZL0359    | CUSIP: 88035ECC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5000000.00   | 0.08%             | 2057-10-01      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-5027   | CUSIP: 88035EH22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19205000 | PA      | $19205000.00  | 0.29%             | 2036-07-01      | Variable      | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-5028   | CUSIP: 88035EH55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  21390000 | PA      | $21390000.00  | 0.33%             | 2036-08-15      | Variable      | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-8007   | CUSIP: 88035EM34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  35530000 | PA      | $35530000.00  | 0.54%             | 2045-02-01      | Variable      | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTR-ZF3179  | CUSIP: 88035GX94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4535000 | PA      | $4535000.00   | 0.07%             | 2048-05-01      | Variable      | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | JPM-PUTTERS-XM1157    | CUSIP: 88035H3L8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  23580000 | PA      | $23580000.00  | 0.36%             | 2031-07-01      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-XL0539 | CUSIP: 88035HA55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4950000 | PA      | $4950000.00   | 0.08%             | 2054-08-01      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-XG0544 | CUSIP: 88035HKK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6400000 | PA      | $6400000.00   | 0.10%             | 2053-12-01      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTR-6028    | CUSIP: 88035JDH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  36775000 | PA      | $36775000.00  | 0.56%             | 2064-07-01      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-BAML60 | CUSIP: 88035JHM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12000000 | PA      | $12000000.00  | 0.18%             | 2030-12-01      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-6040   | CUSIP: 88035JPZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5870000 | PA      | $5870000.00   | 0.09%             | 2041-12-01      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OP-FLTR-BAML6041 | CUSIP: 88035JQC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5000000.00   | 0.08%             | 2054-06-01      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-XF3293 | CUSIP: 88035MBK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11450000 | PA      | $11450000.00  | 0.18%             | 2055-02-15      | Variable      | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-XF3296 | CUSIP: 88035MCF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3750000 | PA      | $3750000.00   | 0.06%             | 2055-02-15      | Variable      | 1.78%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-ZF1829 | CUSIP: 88035MPD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4445000 | PA      | $4445000.00   | 0.07%             | 2050-12-01      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-7020   | CUSIP: 88035MSK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16275000 | PA      | $16275000.00  | 0.25%             | 2035-09-01      | Variable      | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-ZF1842 | CUSIP: 88035MTM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6510000 | PA      | $6510000.00   | 0.10%             | 2051-07-01      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTR-CF7037  | CUSIP: 88035P4C9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  26325000 | PA      | $26325000.00  | 0.40%             | 2041-01-01      | Variable      | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPR-FLTRS-XX1414 | CUSIP: 88035P4Y1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $15000000.00  | 0.23%             | 2050-07-15      | Variable      | 1.78%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTR-XX1416  | CUSIP: 88035P5C8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6300000 | PA      | $6300000.00   | 0.10%             | 2060-07-15      | Variable      | 1.78%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR-OPT-FLTRS-CF7039 | CUSIP: 88035P7H5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9500000 | PA      | $9500000.00   | 0.15%             | 2053-04-01      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR-OPT-FLTRS-CF7038 | CUSIP: 88035P7P7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5210000 | PA      | $5210000.00   | 0.08%             | 2053-08-01      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-CF7059 | CUSIP: 88035R5N0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4000000.00   | 0.06%             | 2045-11-15      | Variable      | 1.93%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-CF7060 | CUSIP: 88035R5T7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3500000.00   | 0.05%             | 2039-07-15      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-CF7052 | CUSIP: 88035RD43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  34220000 | PA      | $34220000.00  | 0.52%             | 2043-07-01      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-XX1422 | CUSIP: 88035RJD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $15000000.00  | 0.23%             | 2055-10-01      | Variable      | 1.78%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-CF7053 | CUSIP: 88035RS96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7770000 | PA      | $7770000.00   | 0.12%             | 2032-10-01      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTR-CF7046  | CUSIP: 88035RSM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8680000 | PA      | $8680000.00   | 0.13%             | 2040-06-01      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-CF7054 | CUSIP: 88035RT46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5400000 | PA      | $5400000.00   | 0.08%             | 2039-08-01      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-CF7056 | CUSIP: 88035RU28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7617419 | PA      | $7617419.00   | 0.12%             | 2041-07-01      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-CF7057 | CUSIP: 88035RV92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8355000 | PA      | $8355000.00   | 0.13%             | 2047-11-01      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-6046   | CUSIP: 88035RWJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10630000 | PA      | $10630000.00  | 0.16%             | 2065-05-01      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-5067   | CUSIP: 88035RWX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14700000 | PA      | $14700000.00  | 0.22%             | 2055-09-01      | Variable      | 1.93%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-CF7049 | CUSIP: 88035RXV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7250000 | PA      | $7250000.00   | 0.11%             | 2035-03-15      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-5068   | CUSIP: 88035RYY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11810000 | PA      | $11810000.00  | 0.18%             | 2055-04-01      | Variable      | 1.93%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-CF7065 | CUSIP: 88035TBR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2850000 | PA      | $2850000.00   | 0.04%             | 2047-02-15      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-XG0633 | CUSIP: 88035TFW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6500000 | PA      | $6500000.00   | 0.10%             | 2054-07-01      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-CF7068 | CUSIP: 88035TGB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10000000.00  | 0.15%             | 2038-06-01      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR-FLTRS-BAML6047   | CUSIP: 88035TLP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14215000 | PA      | $14215000.00  | 0.22%             | 2042-08-01      | Variable      | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-CF7072 | CUSIP: 88035TLY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6870309 | PA      | $6870309.00   | 0.11%             | 2055-04-01      | Variable      | 1.93%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-CF7073 | CUSIP: 88035TMB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8342500 | PA      | $8342500.00   | 0.13%             | 2054-02-01      | Variable      | 1.93%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-CF7074 | CUSIP: 88035TME7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10035000 | PA      | $10035000.00  | 0.15%             | 2032-09-01      | Variable      | 1.93%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-CF7075 | CUSIP: 88035TNF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2475000 | PA      | $2475000.00   | 0.04%             | 2037-08-15      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-CF7076 | CUSIP: 88035TNJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4260000 | PA      | $4260000.00   | 0.07%             | 2039-06-15      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTR-CF7080  | CUSIP: 88035TQM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1750000.00   | 0.03%             | 2035-06-15      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTR-CF7081  | CUSIP: 88035TQQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4610000 | PA      | $4610000.00   | 0.07%             | 2047-02-15      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTR-CF7077  | CUSIP: 88035TQY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2915000 | PA      | $2915000.00   | 0.04%             | 2038-10-01      | Variable      | 1.93%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-CF7078 | CUSIP: 88035TRB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3135000 | PA      | $3135000.00   | 0.05%             | 2054-09-01      | Variable      | 1.93%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTR-CF7079  | CUSIP: 88035TRE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3325000 | PA      | $3325000.00   | 0.05%             | 2038-10-01      | Variable      | 1.93%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTR-CF7082  | CUSIP: 88035TSZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3365000 | PA      | $3365000.00   | 0.05%             | 2055-05-01      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Texas A&M University                                                        | REGENTS BRD UNI SYS-A | CUSIP: 88213ATE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1445000 | PA      | $1453384.03   | 0.02%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                        | TX A&M UNIV-A-REV     | CUSIP: 88213AUB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3017406.30   | 0.05%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                              | TX ST-MULTI MODE-B    | CUSIP: 882721RM7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |  37035000 | PA      | $37035000.00  | 0.57%             | 2036-04-01      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                              | TEXAS ST-A-VAR-REMK   | CUSIP: 882723H51<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |  14590000 | PA      | $14590000.00  | 0.22%             | 2041-06-01      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                              | TEXAS ST-A-VAR-REMK   | CUSIP: 882723J34<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |  20590000 | PA      | $20590000.00  | 0.32%             | 2045-06-01      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                              | TEXAS ST-D-VAR        | CUSIP: 882723QF9<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |  13400000 | PA      | $13400000.00  | 0.21%             | 2045-06-01      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                              | TEXAS ST-B-VAR        | CUSIP: 882723YT0<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   6400000 | PA      | $6400000.00   | 0.10%             | 2046-06-01      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                              | TX TRANSPRTN COMM-REF | CUSIP: 8827242A4<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   3050000 | PA      | $3101182.35   | 0.05%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                              | TEXAS ST-B            | CUSIP: 8827242R7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |  29115000 | PA      | $29115000.00  | 0.45%             | 2055-12-01      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                              | TEXAS ST-VAR-VET      | CUSIP: 882724E78<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |  26265000 | PA      | $26265000.00  | 0.40%             | 2053-06-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                              | TEXAS ST-VAR-VETERANS | CUSIP: 882724QQ3<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |  40910000 | PA      | $40910000.00  | 0.63%             | 2050-12-01      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| Texas Department of Transportation State Highway Fund                       | TX TRANSPTRN-B-FLTG   | CUSIP: 88283LKY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19100000 | PA      | $19100000.00  | 0.29%             | 2032-04-01      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                        | TRIBOROUGH BRIDGE-4C  | CUSIP: 89602RFC4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |  21925000 | PA      | $21925000.00  | 0.34%             | 2031-01-01      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                        | TRIBOROUGH BRIDGE-B1  | CUSIP: 89602RHH1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |  59100000 | PA      | $59100000.00  | 0.90%             | 2033-01-01      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                        | TRIBOROUGH BRIDGE-B-3 | CUSIP: 89602RKE4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |  12755000 | PA      | $12755000.00  | 0.20%             | 2035-01-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                        | TRIBOROUGH BRIDGE-B2  | CUSIP: 89602RLG8<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   2585000 | PA      | $2585000.00   | 0.04%             | 2033-01-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                      | UNIV MI-VAR-GEN-B     | CUSIP: 914455HE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6605000 | PA      | $6605000.00   | 0.10%             | 2028-04-01      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| University of North Carolina at Chapel Hill                                 | UNIV HOSP-VAR-REF-A   | CUSIP: 91471FAY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1790000 | PA      | $1790000.00   | 0.03%             | 2029-02-01      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| University of Wisconsin Hospitals & Clinics                                 | UNIV WI HOSP CLINIC-C | CUSIP: 915260FV0<br>LEI: 549300O76DW14JGO7224 | Long             | DBT              | MUN               | US        |  18315000 | PA      | $18315000.00  | 0.28%             | 2054-04-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| County of Utah UT                                                           | UTAH CO HOSP REV-C    | CUSIP: 917393BK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  41460000 | PA      | $41460000.00  | 0.63%             | 2051-05-15      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Virginia Beach Development Authority                                        | VIRGINIA BEACH DEV-A  | CUSIP: 92774GNC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2410000 | PA      | $2418213.04   | 0.04%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Virginia                                                    | VIRGINIA ST-B-REF     | CUSIP: 928110DM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10071119.00  | 0.15%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                 | WA ST MFH-RF-CAMBRIDG | CUSIP: 93978PJT5<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |   6285000 | PA      | $6285000.00   | 0.10%             | 2044-12-15      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                 | WA ST MFH-RF-NEW HAVE | CUSIP: 93978PJU2<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |  15005000 | PA      | $15005000.00  | 0.23%             | 2044-12-15      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                 | WA HSG FIN COMMN-1NMM | CUSIP: 93978TZN2<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |  15000000 | PA      | $15000000.00  | 0.23%             | 2048-12-01      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Wisconsin Housing & Economic Development Authority Home Ownership Revenue   | WI HSG & ECON DEV-C   | CUSIP: 97689QHM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9395000 | PA      | $9395000.00   | 0.14%             | 2039-03-01      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Wisconsin Housing & Economic Development Authority Home Ownership Revenue   | WI HSG & ECON DEV-B   | CUSIP: 97689QJS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7125000 | PA      | $7125000.00   | 0.11%             | 2043-03-01      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Wisconsin Housing & Economic Development Authority Home Ownership Revenue   | WISCONSIN HSG-C       | CUSIP: 97689QWE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9000000 | PA      | $9000000.00   | 0.14%             | 2050-09-01      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Wisconsin Housing & Economic Development Authority                          | WI HSG-VAR-A-MFH      | CUSIP: 97689RAG9<br>LEI: 549300AT0SEG8YQT2K79 | Long             | DBT              | MUN               | US        |   7495000 | PA      | $7495000.00   | 0.11%             | 2046-04-01      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Wisconsin Housing & Economic Development Authority Housing Revenue          | WI HSG & ECON-B       | CUSIP: 976904UV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10435000 | PA      | $10435000.00  | 0.16%             | 2055-05-01      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                          | WISCONSIN-B           | CUSIP: 97705MC86<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   1890000 | PA      | $1898854.08   | 0.03%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                          | WISCONSIN ST-A        | CUSIP: 97705MF42<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   2660000 | PA      | $2672461.30   | 0.04%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                          | WISCONSIN-REF         | CUSIP: 97705MGQ2<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2038364.40   | 0.03%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                          | WISCONSIN ST-2-REF    | CUSIP: 97705ML45<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   2110000 | PA      | $2119884.72   | 0.03%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                          | WISCONSIN ST#3        | CUSIP: 97705MQ57<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   3245000 | PA      | $3260201.85   | 0.05%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wyoming Community Development Authority                                     | WYOMING CMNTY DEV AUT | CUSIP: 98322QWU7<br>LEI: 549300UQ62NB8FGTHW65 | Long             | DBT              | MUN               | US        |   8500000 | PA      | $8500000.00   | 0.13%             | 2045-06-01      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-27

**Name of Applicant:** VANGUARD CMT FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer