# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-072004
**Filing Date:** 2023-3
**Character Count:** 805757
**Document Hash:** 730e6922cf6d43182bd7221d5819fe1e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-072004.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-072004

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663
- **IRS NUMBER:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 23774139

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ISHARES TRUST
- **DATE OF NAME CHANGE:** 19991213

## Series and Classes Contracts Data

### iShares iBonds Dec 2023 Term Muni Bond ETF (Series ID: S000054724)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000171897 | iShares iBonds Dec 2023 Term Muni Bond ETF | IBML            |

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) | **iShares<sup>®</sup> iBonds<sup>®</sup> Dec 2023 Term Muni Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Municipal Debt Obligations** |  |  |
| **Alabama — 0.9%** |  |  |
| Alabama Federal Aid Highway Finance Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/23 | $300 | $304269 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 09/01/23 | 325 | 329814 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 09/01/23 | 540 | 547998 |
| Alabama Public School & College Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 06/01/23 | 100 | 100850 |
| &nbsp;&nbsp;&nbsp;Series A, 3.00%, 06/01/23 | 335 | 335659 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 02/01/23 | 505 | 505000 |
| Alabama Public School and College Authority RB, Series A, 5.00%, 11/01/23 | 365 | 372032 |
| City of Huntsville AL GOL |  |  |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 05/01/23 | 130 | 130824 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 05/01/23 | 115 | 115729 |
| &nbsp;&nbsp;&nbsp;State of Alabama GO |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 | 255 | 258380 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/01/23 | 500 | 509932 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 08/01/23 | 250 | 253314 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 11/01/23 | 290 | 295761 |
| University of Alabama (The) RB, Series B, 5.00%, 07/01/23 | 255 | 257667 |
| University of Alabama at Birmingham RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 | 700 | 711281 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 10/01/23 | 135 | 137175 |
|  |  | 5165685 |
| **Alaska — 0.0%** |  |  |
| Municipality of Anchorage AK GO, Series D, 5.00%, 09/01/23 | 165 | 167463 |
| State of Alaska GO, Series B, 5.00%, 08/01/23 | 100 | 101167 |
|  |  | 268630 |
| **Arizona — 2.3%** |  |  |
| Arizona Department of Transportation State Highway Fund |  |  |
| &nbsp;&nbsp;&nbsp;Revenue RB, 5.00%, 07/01/23 | 460 | 464735 |
| Arizona School Facilities Board COP, Series A, 5.00%, 09/01/23 | 460 | 466947 |
| Arizona State University RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 | 150 | 151891 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 07/01/23 | 220 | 222301 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 07/01/23 | 295 | 298086 |
| Arizona Transportation Board RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 2105 | 2126668 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 100 | 101029 |
| Arizona Water Infrastructure Finance Authority RB, Series A, 5.00%, 10/01/23 | 170 | 172966 |
| City of Mesa AZ Utility System Revenue RB, 5.00%, 07/01/23 | 35 | 35366 |
| City of Phoenix AZ GO, 5.00%, 07/01/23 | 190 | 192058 |
| City of Phoenix Civic Improvement Corp. RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 735 | 742774 |
| &nbsp;&nbsp;&nbsp;5.50%, 07/01/23 (NPFGC) | 85 | 86081 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 575 | 581135 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 07/01/23 | 775 | 783311 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 07/01/23 | 590 | 596048 |
| &nbsp;&nbsp;&nbsp;SeriesB, 5.00%, 07/01/23 | 140 | 141505 |
| City of Scottsdale AZ GO, 5.00%, 07/01/23 | 120 | 121280 |
| City of Tucson AZ Water System Revenue RB, Series A, 5.00%, 07/01/23 | 420 | 424480 |
| County of Pima AZ GOL, 4.00%, 07/01/23 | 350 | 352346 |
| County of Pima Sewer System Revenue |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 405 | 409371 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 (ETM) | 205 | 207033 |
| Maricopa County Community College District GO, 5.00%, 07/01/23 | 2200 | 2223468 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Arizona (continued)** |  |  |
| Maricopa County Unified School District No. 48 Scottsdale GO, 5.00%, 07/01/23 | $75 | $75813 |
| Maricopa County Unified School District No. 80 Chandler GOL, 4.50%, 07/01/23 | 40 | 40345 |
| Maricopa County Union High School District No. |  |  |
| &nbsp;&nbsp;&nbsp;210-Phoenix GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 330 | 333603 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 07/01/23 | 175 | 176910 |
| Phoenix AZ, 4.00%, 07/01/23 | 685 | 689574 |
| Regional Public Transportation Authority RB, 5.25%, 07/01/23 | 135 | 136578 |
| State of Arizona |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/23 | 75 | 76098 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/23 (ETM) | 185 | 187686 |
| University of Arizona (The) RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/23 | 215 | 216792 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 | 180 | 182269 |
|  |  | 13016547 |
| **Arkansas — 0.3%** |  |  |
| State of Arkansas GO |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 06/01/23 | 80 | 80476 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/23 | 315 | 316305 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 | 965 | 981322 |
| University of Arkansas RB, Series A, 5.00%, 11/01/23 | 105 | 107046 |
|  |  | 1485149 |
| **California — 11.6%** |  |  |
| Alameda Unified School District-Alameda County/CA GO, Series A, 0.00%, 08/01/23 (AGM)<sup>(a)</sup> | 50 | 49375 |
| Anaheim Housing & Public Improvements Authority RB, Series A, 5.00%, 10/01/23 | 175 | 178111 |
| Bay Area Toll Authority, 5.00%, 04/01/28 (PR 04/01/24) | 250 | 251119 |
| Bay Area Toll Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/23 | 100 | 100421 |
| &nbsp;&nbsp;&nbsp;Series S-4, 5.00%, 04/01/43 (PR 04/01/24) | 100 | 100448 |
| &nbsp;&nbsp;&nbsp;Series S-4, 5.25%, 04/01/53 (PR 04/01/24) | 135 | 135659 |
| Benicia Unified School District GO, Series B, 0.00%, 08/01/23 (NPFGC)<sup>(a)</sup> | 80 | 78923 |
| California Educational Facilities Authority RB, Series T-5, 5.00%, 03/15/23 | 590 | 592058 |
| California Health Facilities Financing Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/15/23 | 25 | 25517 |
| &nbsp;&nbsp;&nbsp;Series A, 4.00%, 03/01/23 | 70 | 70062 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/15/23 | 15 | 15315 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 11/15/23 | 110 | 112143 |
| California Infrastructure & Economic Development Bank RB, |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 10/01/23 | 185 | 188277 |
| California State Public Works Board RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/23 | 200 | 203149 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 03/01/23 | 170 | 170377 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 09/01/23 | 175 | 177755 |
| &nbsp;&nbsp;&nbsp;Series A, 5.25%, 06/01/23 (ETM NPFGC) | 15 | 15144 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 10/01/23 | 665 | 676956 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 11/01/23 | 105 | 107125 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 09/01/23 | 600 | 609446 |
| &nbsp;&nbsp;&nbsp;Series F, 5.00%, 05/01/23 | 940 | 946262 |
| &nbsp;&nbsp;&nbsp;Series F, 5.00%, 09/01/23 | 255 | 259015 |
| &nbsp;&nbsp;&nbsp;Series G, 5.00%, 09/01/23 | 20 | 20315 |
| &nbsp;&nbsp;&nbsp;Series H, 5.00%, 06/01/23 | 195 | 196742 |
| &nbsp;&nbsp;&nbsp;Series H, 5.00%, 12/01/23 | 125 | 127814 |
| &nbsp;&nbsp;&nbsp;Series I, 5.00%, 11/01/23 | 545 | 556031 |
| California State University RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 270 | 275546 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> iBonds<sup>®</sup> Dec 2023 Term Muni Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **California (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/01/23 | $1085 | $1107206 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 11/01/23 (AGM) | 120 | 122447 |
| Chabot-Las Positas Community College District GO, 4.00%, 08/01/23 | 210 | 211876 |
| City of Los Angeles CA GO, 5.00%, 09/01/23 | 350 | 355347 |
| City of Los Angeles CA Wastewater System Revenue RB |  |  |
| &nbsp;&nbsp;&nbsp;Series B, 4.00%, 06/01/23 | 100 | 100573 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 06/01/23 | 125 | 126125 |
| City of Los Angeles Department of Airports RB, 5.00%, 05/15/23 | 2000 | 2014978 |
| City of San Francisco CA Public Utilities Commission WaterRevenue RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 745 | 760302 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 11/01/23 | 100 | 102054 |
| Coast Community College District GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/26 (PR 08/01/24) | 1200 | 1215966 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 | 100 | 101311 |
| Contra Costa Transportation Authority RB, Series A, 5.00%, 03/01/23 | 320 | 320691 |
| Contra Costa Water District RB, Series T, 5.00%, 10/01/23 | 230 | 233997 |
| East Bay Municipal Utility District Water System Revenue RB, Series B, 5.00%, 06/01/23 | 185 | 186671 |
| Eastern Municipal Water District RB, Series A, 5.00%, 07/01/23 | 50 | 50544 |
| Escondido Union High School District GO, Series A, 0.00%, 08/01/23 (AGC)<sup>(a)</sup> | 150 | 148074 |
| Folsom Cordova Unified School District School Facilities |  |  |
| Improvement Dist No. 4 GO, Series A, 0.00%, 10/01/23 (NPFGC)<sup>(a)</sup> | 195 | 191627 |
| Foothill-De Anza Community College District GO, 5.00%, 08/01/23 | 140 | 141821 |
| Grossmont Union High School District GO, 4.00%, 08/01/23 | 125 | 126080 |
| Huntington Beach Union High School District GO, 5.00%, 08/01/23 | 175 | 177337 |
| Irvine Ranch Water District SA, 5.00%, 02/01/23 | 30 | 30000 |
| Laguna Beach Unified School District GO, 4.00%, 08/01/23 | 155 | 156270 |
| Las Virgenes Unified School District GO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 0.00%, 11/01/23 (NPFGC)<sup>(a)</sup> | 50 | 49046 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series D, 0.00%, 09/01/23 (NPFGC)<sup>(a)</sup> | 105 | 103446 |
| Long Beach Community College District GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 | 115 | 116536 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series D, 0.00%, 05/01/23 (NPFGC)<sup>(a)</sup> | 165 | 164016 |
| Los Angeles Community College District/CA GO |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 | 450 | 456189 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 08/01/23 | 535 | 542358 |
| Los Angeles County CA, 4.00%, 06/30/23 | 2000 | 2015811 |
| Los Angeles County Metropolitan Transportation Authority RB 5.00%, 07/01/23 | 125 | 126422 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 06/01/23 | 585 | 590252 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 1470 | 1486722 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 07/01/23 | 185 | 187104 |
| Los Angeles County Sanitation Districts Financing Authority RB, 5.00%, 10/01/23 | 410 | 417153 |
| Los Angeles Department of Water & Power Power System |  |  |
| &nbsp;&nbsp;&nbsp;Revenue RB, 5.00%, 07/01/23 | 135 | 136530 |
| Los Angeles Department of Water & Power RB, 5.00%, 07/01/23 | 500 | 505667 |
| Los Angeles Department of Water & Power System |  |  |
| &nbsp;&nbsp;&nbsp;Revenue RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 250 | 252833 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 445 | 450043 |
| &nbsp;&nbsp;&nbsp;Series B, 4.00%, 07/01/23 | 150 | 151086 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **California (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 07/01/23 | $165 | $166870 |
| &nbsp;&nbsp;&nbsp;Series D, 4.00%, 07/01/23 | 205 | 206484 |
| &nbsp;&nbsp;&nbsp;Series E, 5.00%, 07/01/23 | 165 | 166870 |
| Los Angeles Unified School District/CA GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 355 | 358743 |
| &nbsp;&nbsp;&nbsp;Series A, 4.00%, 07/01/23 | 670 | 674324 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 2255 | 2278774 |
| &nbsp;&nbsp;&nbsp;Series B-1, 5.00%, 07/01/23 | 1000 | 1010543 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 07/01/23 | 185 | 186950 |
| Metropolitan Water District of Southern California RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 995 | 1005945 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 150 | 151650 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 09/01/23 | 75 | 76159 |
| &nbsp;&nbsp;&nbsp;Series E, 5.00%, 07/01/23 | 2500 | 2528230 |
| Modesto Irrigation District RB, 5.00%, 10/01/23 | 230 | 234013 |
| Mount Diablo Unified School District/CA GO, Series F, 5.00%, 08/01/23 | 20 | 20262 |
| Municipal Improvement Corp. of Los Angeles RB, Series B, 5.00%, 11/01/23 | 475 | 484614 |
| Newport Mesa Unified School District GO, Series 2007, 0.00%, 08/01/23 (NPFGC)<sup>(a)</sup> | 50 | 49416 |
| Northern California Power Agency RB, 5.00%, 08/01/23 | 75 | 75983 |
| Orange County Water District RB, 5.00%, 08/15/23 | 375 | 380456 |
| Palomar Community College District GO, Series B, 0.00%, 08/01/23<sup>(a)</sup> | 200 | 197316 |
| Rancho Santiago Community College District GO, 4.00%, 09/01/23 | 50 | 50477 |
| Riverside County Transportation Commission RB, Series A, 5.00%, 06/01/23 | 1010 | 1019159 |
| Sacramento Municipal Utility District RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/23 | 250 | 253691 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 08/15/23 | 125 | 126846 |
| &nbsp;&nbsp;&nbsp;Series F, 5.00%, 08/15/23 | 50 | 50738 |
| San Diego Community College District GO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 08/01/23<sup>(a)</sup> | 35 | 34559 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 | 125 | 126638 |
| San Diego County Regional Transportation Commission RB, Series A, 5.00%, 04/01/23 | 75 | 75327 |
| San Diego County Water Authority RB, 5.00%, 05/01/23 | 100 | 100681 |
| San Diego Public Facilities Financing Authority RB, 5.00%, 10/15/23 | 65 | 66159 |
| San Diego Unified School District/CA GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 335 | 339048 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 0.00%, 07/01/23 (NPFGC)<sup>(a)</sup> | 150 | 148607 |
| &nbsp;&nbsp;&nbsp;Series H-2, 3.00%, 07/01/23 | 200 | 200778 |
| &nbsp;&nbsp;&nbsp;Series H-2, 5.00%, 07/01/23 | 350 | 354229 |
| &nbsp;&nbsp;&nbsp;Series J-2, 5.00%, 07/01/23 | 135 | 136631 |
| San Diego Unified School District/CA RB, Series N-2, 5.00%, 07/01/23 | 225 | 227719 |
| San Francisco Bay Area Rapid Transit District GO, 5.00%, 08/01/23 | 1250 | 1266818 |
| San Francisco City & County Airport Commission San |  |  |
| &nbsp;&nbsp;&nbsp;Francisco International Airport RB, Series D, 5.00%, 05/01/23 | 135 | 135869 |
| San Francisco City & County Public Utilities Commission |  |  |
| &nbsp;&nbsp;&nbsp;Wastewater Revenue RB, 5.00%, 10/01/23 | 100 | 101825 |
| San Jose Evergreen Community College District GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/23 | 180 | 182750 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 09/01/23 | 285 | 289354 |
| San Jose Financing Authority RB, Series A, 5.00%, 06/01/23 | 25 | 25220 |
| San Mateo County Community College District GO, Series A, 0.00%, 09/01/23 (NPFGC)<sup>(a)</sup> | 160 | 157921 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> iBonds<sup>®</sup> Dec 2023 Term Muni Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **California (continued)** |  |  |
| San Mateo Joint Powers Financing Authority RB, Series A, 5.00%, 07/15/23 | $180 | $182104 |
| San Mateo Union High School District GO |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 4.00%, 09/01/23 | 140 | 141337 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 09/01/23 | 125 | 126910 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 0.00%, 09/01/23 (NPFGC)<sup>(a)</sup> | 160 | 157460 |
| San Ramon Valley Unified School District/CA GO, 5.00%, 08/01/23 | 500 | 506553 |
| Santa Clara County Financing Authority RB, Series Q, 5.00%, 05/15/23 | 105 | 105789 |
| Santa Clara Unified School District GO, 5.00%, 07/01/23 | 850 | 859421 |
| Santa Monica Community College District GO, Series A, 5.00%, 08/01/23 | 290 | 293945 |
| Santa Monica-Malibu Unified School District GO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 08/01/23 (NPFGC)<sup>(a)</sup> | 100 | 98653 |
| &nbsp;&nbsp;&nbsp;Series B, 4.00%, 08/01/23 | 200 | 201718 |
| Southern California Public Power Authority RB, Series A, 5.00%, 07/01/23 | 390 | 394382 |
| State of California Department of Water Resources RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/23 | 125 | 127866 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/24 (PR 06/01/24) | 1000 | 1008801 |
| &nbsp;&nbsp;&nbsp;Series AS, 5.00%, 12/01/23 | 370 | 378482 |
| &nbsp;&nbsp;&nbsp;Series AW, 5.00%, 12/01/23 | 390 | 398941 |
| &nbsp;&nbsp;&nbsp;Series AX, 5.00%, 12/01/23 | 415 | 424514 |
| &nbsp;&nbsp;&nbsp;Series BA, 5.00%, 12/01/23 | 235 | 240388 |
| State of California GO |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/23 | 75 | 75101 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/23 | 330 | 331367 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/23 | 315 | 318538 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/01/23 | 200 | 202531 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/01/23 | 100 | 100000 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 | 2015 | 2041910 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/23 | 3095 | 3143186 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 | 1030 | 1048313 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 3270 | 3335450 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/23 | 945 | 966034 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 08/01/23 | 715 | 724549 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 09/01/23 | 1660 | 1685844 |
| Torrance Unified School District GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 | 115 | 116507 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/39 (PR 08/01/23) | 230 | 233060 |
| University of California RB |  |  |
| &nbsp;&nbsp;&nbsp;Series AF, 5.00%, 05/15/23 | 335 | 337577 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series AK, VRDN,5.00%, 05/15/48<sup>(b)</sup> | 4825 | 4860856 |
| &nbsp;&nbsp;&nbsp;Series AO, 5.00%, 05/15/23 | 795 | 801115 |
| &nbsp;&nbsp;&nbsp;Series AR, 4.00%, 05/15/23 | 210 | 211021 |
| West Valley-Mission Community College District GO, 5.00%, 08/01/23 | 500 | 506553 |
|  |  | 64383038 |
| **Colorado — 2.1%** |  |  |
| Adams & Arapahoe Joint School District 28J Aurora GO, 5.00%, 12/01/23 (SAW) | 725 | 740653 |
| Adams County School District No. 1 GO, 4.00%, 12/01/23 (SAW) | 250 | 253314 |
| Arapahoe County School District No. 6 Littleton GO, 5.00%, 12/01/23 (SAW) | 1070 | 1092924 |
| Board of Water Commissioners City & County of Denver (The) RB, Series B, 5.00%, 09/15/23 | 130 | 132118 |
| City & County of Denver Co. Airport System Revenue RB 5.00%, 11/15/23 | 225 | 229367 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/15/23 | 5555 | 5662797 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Colorado (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 11/15/23 | $200 | $203881 |
| City & County of Denver Co. GO, 5.00%, 08/01/23 | 1000 | 1013106 |
| City of Boulder Water & Sewer Revenue, 5.00%, 12/01/23 | 100 | 102184 |
| City of Colorado Springs Co. Utilities System Revenue RB, Series C, 5.00%, 11/15/23 | 100 | 102098 |
| Colorado Health Facilities Authority, 5.00%, 11/01/23 | 400 | 406062 |
| Denver City & County School District No. 1 GO, 5.00%, 12/01/23 (SAW) | 415 | 424064 |
| E-470 Public Highway Authority RB, Series B, 0.00%, 09/01/23 (NPFGC)<sup>(a)</sup> | 120 | 118016 |
| Metro Wastewater Reclamation District RB, Series A, 5.00%, 04/01/23 | 500 | 502105 |
| University of Colorado RB, Series A-2, 5.00%, 06/01/23 | 390 | 393315 |
|  |  | 11376004 |
| **Connecticut — 2.8%** |  |  |
| City of Stamford CT GO, 5.00%, 06/01/23 | 100 | 100850 |
| Connecticut State Health & Educational Facilities Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 214-A, VRDN,1.10%, 07/01/48<sup>(b)</sup> | 500 | 499835 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C-2, VRDN,5.00%, 07/01/57<sup>(b)</sup> | 1030 | 1030000 |
| &nbsp;&nbsp;&nbsp;&nbsp;VRDN, VRDN,1.25%, 07/01/42 (Put 01/31/23)<sup>(b)</sup> | 7000 | 7000000 |
| State of Connecticut Clean Water Fund - State Revolving Fund RB, Series B, 5.00%, 06/01/23 | 125 | 126096 |
| State of Connecticut GO |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 10/15/23 | 250 | 252816 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/23 | 1025 | 1037026 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 03/15/23 | 275 | 275822 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 04/15/23 | 785 | 788995 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 10/15/23 | 535 | 544730 |
| &nbsp;&nbsp;&nbsp;Series B, 3.00%, 06/01/23 | 150 | 150300 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 04/15/23 | 200 | 201018 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 05/15/23 | 335 | 337470 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 06/15/23 | 120 | 121146 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 09/15/23 | 480 | 487700 |
| &nbsp;&nbsp;&nbsp;Series E, 5.00%, 09/01/23 | 190 | 192858 |
| &nbsp;&nbsp;&nbsp;Series E, 5.00%, 10/15/23 | 100 | 101819 |
| &nbsp;&nbsp;&nbsp;Series F, 5.00%, 09/15/23 | 175 | 177807 |
| &nbsp;&nbsp;&nbsp;Series F, 5.00%, 11/15/23 | 270 | 275495 |
| &nbsp;&nbsp;&nbsp;Series H, 5.00%, 11/15/23 | 120 | 122442 |
| State of Connecticut Special Tax Revenue RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 | 275 | 278604 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 09/01/23 | 190 | 192903 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 10/01/23 | 775 | 788521 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 08/01/23 | 290 | 293801 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 10/01/23 | 100 | 101745 |
| University of Connecticut RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 4.00%, 02/15/23 | 50 | 50027 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 02/15/23 | 100 | 100090 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 04/15/23 | 100 | 100507 |
|  |  | 15730423 |
| **Delaware — 0.6%** |  |  |
| City of Wilmington DE GO, 3.00%, 06/01/23 | 160 | 160304 |
| County of New Castle DE GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/23 | 120 | 120517 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 | 215 | 218780 |
| Delaware Transportation Authority RB, 5.00%, 07/01/23 | 1325 | 1339410 |
| State of Delaware GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 02/01/23 | 405 | 405000 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 03/01/23 | 640 | 641346 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 02/01/23 | 90 | 90000 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 07/01/23 | 265 | 267893 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> iBonds<sup>®</sup> Dec 2023 Term Muni Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Delaware (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 03/01/23 | $140 | $140294 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 07/01/23 | 210 | 212293 |
|  |  | 3595837 |
| **District of Columbia — 1.0%** |  |  |
| District of Columbia GO |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 06/01/23 | 2205 | 2224112 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 06/01/23 | 350 | 353034 |
| District of Columbia RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/23 | 20 | 20218 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/23 | 1000 | 1021841 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 12/01/23 | 470 | 480265 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 10/01/23 | 120 | 122094 |
| District of Columbia Water & Sewer Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 10/01/23 | 185 | 188215 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 10/01/23 | 215 | 218579 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 10/01/23 | 130 | 132259 |
| Washington Metropolitan Area Transit Authority RB 5.00%, 07/01/23 | 100 | 101046 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/15/23 | 500 | 505730 |
| &nbsp;&nbsp;&nbsp;Series A-1, 5.00%, 07/01/23 | 170 | 171778 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 07/01/23 | 220 | 222301 |
|  |  | 5761472 |
| **Florida — 3.1%** |  |  |
| City of Jacksonville FL RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 | 110 | 111751 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 10/01/23 | 100 | 101631 |
| City of Orlando FL RB, Series B, 5.00%, 10/01/23 | 135 | 137346 |
| City of Tallahassee FL Utility System Revenue RB, 5.00%, 10/01/23 | 35 | 35592 |
| City of Tampa FL Sales Tax Revenue RB, 5.00%, 10/01/23 | 100 | 101705 |
| County of Broward FL Airport System Revenue RB |  |  |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 10/01/23 | 110 | 111809 |
| &nbsp;&nbsp;&nbsp;Series C, 5.25%, 10/01/28 (PR 10/01/24) | 800 | 815106 |
| County of Miami-Dade FL Aviation Revenue RB, 5.00%, 10/01/23 | 330 | 335428 |
| County of Miami-Dade FL GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 25 | 25267 |
| &nbsp;&nbsp;&nbsp;Series 2015-D, 5.00%, 07/01/23 | 290 | 293094 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 390 | 394160 |
| County of Miami-Dade FL Transit System RB, 5.00%, 07/01/23 | 460 | 464869 |
| County of Miami-Dade FL Water & Sewer System Revenue RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 | 1310 | 1331285 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 10/01/23 | 215 | 218493 |
| County of Orange FL Water Utility System Revenue RB, 5.00%, 10/01/23 | 110 | 111919 |
| County of Palm Beach FL Water & Sewer Revenue RB, 5.00%, 10/01/28 (PR 10/01/23) | 1240 | 1261386 |
| County of Seminole FL Water & Sewer Revenue RB, Series A, 5.00%, 10/01/23 | 180 | 183044 |
| Florida Department of Environmental Protection RB 5.00%, 07/01/23 | 635 | 641642 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 765 | 773001 |
| Florida Department of Management Services COP, Series A, 5.00%, 08/01/23 | 210 | 212700 |
| Florida Municipal Power Agency RB, Series A, 5.00%, 10/01/23 | 170 | 172864 |
| Florida's Turnpike Enterprise RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 700 | 707554 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 07/01/23 | 625 | 631746 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 07/01/23 | 25 | 25270 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Florida (continued)** |  |  |
| Hillsborough County School Board COP |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | $100 | $101004 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 60 | 60603 |
| Jacksonville Transportation Authority RB, 5.00%, 08/01/23 | 185 | 187222 |
| Miami-Dade County Expressway Authority RB, Series A, 4.00%, 07/01/23 | 115 | 115519 |
| Orange County School Board COP |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 | 90 | 91090 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 08/01/23 | 50 | 50606 |
| Orlando Utilities Commission RB, Series A, 5.00%, 10/01/23 | 270 | 274584 |
| Orlando-Orange County Convention Center RB, 5.00%, 10/01/23 | 285 | 289688 |
| Orlando-Orange County Expressway Authority RB, Series B, 5.00%, 07/01/23 | 150 | 151451 |
| Palm Beach County School District COP |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 | 115 | 116410 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 08/01/23 | 250 | 253065 |
| Pasco County School Board COP, Series A, 5.00%, 08/01/23 | 20 | 20237 |
| Reedy Creek Improvement District GOL |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/23 | 125 | 125963 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 06/01/23 | 255 | 256964 |
| School Board of Miami-Dade County (The) COP, Series D, 5.00%, 02/01/23 | 150 | 150000 |
| School Board of Miami-Dade County (The) GO, 5.00%, 03/15/23 | 260 | 260765 |
| School District of Broward County/FL COP |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 285 | 287756 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 07/01/23 | 170 | 171644 |
| Seminole County School Board COP, Series C, 5.00%, 07/01/23 | 20 | 20208 |
| State of Florida Department of Transportation RB, 5.00%, 07/01/23 | 100 | 101108 |
| State of Florida Department of Transportation Turnpike System |  |  |
| &nbsp;&nbsp;&nbsp;Revenue RB, Series B, 5.00%, 07/01/23 | 140 | 141511 |
| State of Florida GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/23 | 1000 | 1008868 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 50 | 50521 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 06/01/23 | 705 | 711252 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 955 | 964949 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 06/01/23 | 640 | 645675 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 06/01/23 | 355 | 358147 |
| &nbsp;&nbsp;&nbsp;Series E, 5.00%, 06/01/23 | 210 | 211862 |
| State of Florida Lottery Revenue RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 255 | 257582 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 07/01/23 | 700 | 707089 |
| Volusia County School Board COP, Series A, 5.00%, 08/01/23 (BAM) | 110 | 111387 |
|  |  | 17453392 |
| **Georgia — 2.0%** |  |  |
| City of Atlanta GA Department of Aviation RB, 5.00%, 07/01/23 | 390 | 394241 |
| City of Atlanta GA Water & Wastewater Revenue RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 160 | 163106 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/01/23 | 125 | 127427 |
| City of Gainesville GA Water & Sewerage Revenue RB, 5.00%, 11/15/23 | 60 | 61221 |
| County of DeKalb GA GO, 5.00%, 12/01/23 | 125 | 127814 |
| County of DeKalb GA Water & Sewerage Revenue RB, 5.00%, 10/01/23 | 225 | 229045 |
| County of Forsyth GA GO, Series B, 5.00%, 03/01/23 | 190 | 190404 |
| Development Authority for Fulton County RB, 5.00%, 11/01/23 | 125 | 127399 |
| Forsyth County School District GO, 5.00%, 02/01/23 | 130 | 130000 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> iBonds<sup>®</sup> Dec 2023 Term Muni Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Georgia (continued)** |  |  |
| Georgia State Road & Tollway Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 (MUN GOVT GTD) | $3000 | $3052340 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 06/01/23 | 150 | 151250 |
| Gwinnett County Water & Sewerage Authority RB, 5.00%, 08/01/23 | 500 | 506553 |
| Metropolitan Atlanta Rapid Transit Authority RB, 5.00%, 07/01/23 | 250 | 252563 |
| Private Colleges & Universities Authority RB, 5.00%, 09/01/23 | 250 | 253863 |
| State of Georgia GO |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 785 | 793276 |
| &nbsp;&nbsp;&nbsp;Series A-1, 5.00%, 02/01/23 | 450 | 450000 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 07/01/23 | 75 | 75791 |
| &nbsp;&nbsp;&nbsp;Series C-1, 5.00%, 07/01/23 | 175 | 176845 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 02/01/23 | 3065 | 3065000 |
| &nbsp;&nbsp;&nbsp;Series E, 5.00%, 12/01/23 | 870 | 889002 |
|  |  | 11217140 |
| **Hawaii — 1.2%** |  |  |
| City & County Honolulu HI Wastewater System Revenue RB, Series B, 5.00%, 07/01/23 | 555 | 560944 |
| City & County of Honolulu HI GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 275 | 277956 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 | 220 | 222850 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 110 | 112136 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 09/01/23 | 355 | 360362 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 10/01/23 | 200 | 203449 |
| &nbsp;&nbsp;&nbsp;Series B, 4.00%, 10/01/23 | 100 | 101070 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 09/01/23 | 360 | 365437 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 10/01/23 | 450 | 457761 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 10/01/23 | 145 | 147501 |
| &nbsp;&nbsp;&nbsp;Series E, 4.00%, 09/01/23 | 145 | 146359 |
| County of Hawaii HI GO, Series D, 5.00%, 09/01/23 | 75 | 76124 |
| State of Hawaii GO |  |  |
| &nbsp;&nbsp;&nbsp;Series EH, 5.00%, 08/01/29 (PR 08/01/24) | 500 | 506478 |
| &nbsp;&nbsp;&nbsp;Series EH, 5.00%, 08/01/30 (PR 08/01/23) | 325 | 329130 |
| &nbsp;&nbsp;&nbsp;Series EH-2017, 5.00%, 08/01/23 (ETM) | 520 | 526608 |
| &nbsp;&nbsp;&nbsp;Series EO, 5.00%, 08/01/23 (ETM) | 50 | 50623 |
| &nbsp;&nbsp;&nbsp;Series EP, 5.00%, 08/01/23 | 545 | 552278 |
| &nbsp;&nbsp;&nbsp;Series EY, 5.00%, 10/01/23 | 385 | 391845 |
| &nbsp;&nbsp;&nbsp;Series EZ, 5.00%, 10/01/23 | 160 | 162845 |
| &nbsp;&nbsp;&nbsp;Series FE, 5.00%, 10/01/23 | 300 | 305334 |
| &nbsp;&nbsp;&nbsp;Series FG, 4.00%, 10/01/23 | 135 | 136517 |
| &nbsp;&nbsp;&nbsp;Series FG, 5.00%, 10/01/23 | 70 | 71245 |
| &nbsp;&nbsp;&nbsp;Series FH, 5.00%, 10/01/23 | 115 | 117045 |
| &nbsp;&nbsp;&nbsp;Series FK, 4.00%, 05/01/23 | 200 | 200828 |
| &nbsp;&nbsp;&nbsp;Series FK, 5.00%, 05/01/23 | 215 | 216416 |
| &nbsp;&nbsp;&nbsp;Series FN, 5.00%, 10/01/23 | 130 | 132311 |
|  |  | 6731452 |
| **Idaho — 0.1%** |  |  |
| Idaho Housing & Finance Association RB, 5.00%, 07/15/23 | 330 | 333752 |
| **Illinois — 1.8%** |  |  |
| Chicago Transit Authority Capital Grant Receipts Revenue RB, 5.00%, 06/01/23 | 200 | 201434 |
| Illinois Finance Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 700 | 707438 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 | 100 | 101698 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/23 | 320 | 326856 |
| VRDN,1.57%, 07/01/38 (Put 01/31/23)<sup>(b)</sup> | 2200 | 2200000 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 10/01/23 | 280 | 284754 |
| State of Illinois GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 02/01/23 | 120 | 120000 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Illinois (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 05/01/23 | $625 | $628374 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/23 | 165 | 166189 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 235 | 237126 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 | 380 | 384143 |
| &nbsp;&nbsp;&nbsp;5.38%, 05/01/23 | 145 | 145915 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 04/01/23 | 250 | 250903 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 10/01/23 | 200 | 202897 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 03/01/23 | 765 | 766362 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 10/01/23 | 460 | 466664 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 12/01/23 | 50 | 50905 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 11/01/23 | 2415 | 2454332 |
| State of Illinois RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/23 | 325 | 327038 |
| &nbsp;&nbsp;&nbsp;First Series, 6.00%, 06/15/23 (NPFGC) | 90 | 90891 |
| &nbsp;&nbsp;&nbsp;Series C, 4.00%, 06/15/23 | 25 | 25066 |
|  |  | 10138985 |
| **Indiana — 0.7%** |  |  |
| Ball State University, Series R, 5.00%, 07/01/23 | 240 | 242510 |
| Indiana Finance Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 | 425 | 432201 |
| &nbsp;&nbsp;&nbsp;Series 2, 5.00%, 10/01/23 | 255 | 259313 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 02/01/23 | 60 | 60000 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 06/01/23 | 120 | 121028 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 12/01/23 | 110 | 112219 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 02/01/23 | 55 | 55000 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 12/01/23 | 1285 | 1312637 |
| Indiana University RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 06/01/23 | 175 | 176511 |
| &nbsp;&nbsp;&nbsp;Series X, 5.00%, 08/01/23 | 185 | 187415 |
| Purdue University COP |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 07/01/23 | 145 | 146671 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 215 | 217258 |
| Purdue University RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 130 | 131365 |
| &nbsp;&nbsp;&nbsp;Series A, 4.00%, 07/01/23 | 85 | 85545 |
| &nbsp;&nbsp;&nbsp;Series BB-1, 5.00%, 07/01/23 | 75 | 75788 |
|  |  | 3615461 |
| **Iowa — 0.3%** |  |  |
| County of Polk IA GO, Series C, 5.00%, 06/01/23 | 220 | 221870 |
| Iowa City Community School District Infrastructure Sales Services & Use Tax, RB, 5.00%, 06/01/23 | 55 | 55447 |
| Iowa Finance Authority RB, 5.00%, 08/01/23 | 300 | 303932 |
| State of Iowa RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/23 | 145 | 146314 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 06/01/23 | 690 | 695590 |
|  |  | 1423153 |
| **Kansas — 0.2%** |  |  |
| City of Wichita KS GO, Series 811, 5.00%, 06/01/23 | 135 | 136161 |
| Kansas Development Finance Authority RB, Series B, 5.00%, 05/01/23 | 190 | 191204 |
| Sedgwick County Unified School District No. 259 Wichita GO, Series A, 4.00%, 10/01/23 | 95 | 96017 |
| State of Kansas Department of Transportation RB, Series A, 5.00%, 09/01/23 | 690 | 700139 |
| Wyandotte County-Kansas City Unified Government GO, Series D, 5.00%, 08/01/23 | 100 | 101306 |
|  |  | 1224827 |
| **Kentucky — 0.1%** |  |  |
| Kentucky Asset Liability Commission RB, 5.25%, 09/01/23 | 500 | 507947 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> iBonds<sup>®</sup> Dec 2023 Term Muni Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Kentucky (continued)** |  |  |
| Louisville & Jefferson County Metropolitan Sewer District RB, Series C, 5.00%, 05/15/23 | $145 | $146128 |
|  |  | 654075 |
| **Louisiana — 1.4%** |  |  |
| State of Louiliana RB, Series A, 5.00%, 06/15/23 | 25 | 25239 |
| State of Louisiana GO |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 05/15/30 (PR 05/15/24) | 1500 | 1506854 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 | 120 | 121549 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 | 4000 | 4068720 |
| &nbsp;&nbsp;&nbsp;Series A, 4.00%, 09/01/23 | 85 | 85792 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 02/01/23 | 210 | 210000 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 04/01/23 | 35 | 35147 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 07/15/23 | 150 | 151760 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 08/01/23 | 500 | 506453 |
| &nbsp;&nbsp;&nbsp;Series D-1, 5.00%, 12/01/23 | 275 | 280915 |
| State of Louisiana RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/23 | 365 | 370491 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 06/15/23 | 300 | 302864 |
|  |  | 7665784 |
| **Maine — 0.9%** |  |  |
| City of Portland ME GOL, 4.00%, 04/01/23 | 115 | 115304 |
| Maine Municipal Bond Bank RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 1165 | 1187270 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 09/01/23 | 860 | 872688 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/01/23 | 125 | 127389 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 11/01/23 | 225 | 229301 |
| Maine Turnpike Authority RB, 5.00%, 07/01/23 | 90 | 90945 |
| State of Maine GO |  |  |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 06/01/23 | 990 | 998580 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 06/01/23 | 1250 | 1260834 |
|  |  | 4882311 |
| **Maryland — 4.6%** |  |  |
| City of Baltimore MD GO, Series A, 5.00%, 10/15/23 | 200 | 203482 |
| City of Baltimore MD RB, Series D, 5.00%, 07/01/23 | 330 | 333452 |
| County of Anne Arundel MD GOL |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/23 | 965 | 968886 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 | 1565 | 1592303 |
| &nbsp;&nbsp;&nbsp;County of Baltimore MD GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 02/01/23 | 1235 | 1235000 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 | 100 | 101311 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 180 | 183535 |
| County of Charles MD GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 | 1030 | 1048245 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 10 | 10199 |
| County of Frederick MD GO, Series A, 5.00%, 08/01/23 | 240 | 243086 |
| County of Harford MD GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 1500 | 1516376 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/15/23 | 260 | 264252 |
| County of Howard MD, 5.00%, 02/15/23 | 390 | 390374 |
| County of Howard MD GO, Series A, 5.00%, 02/15/23 | 155 | 155149 |
| County of Montgomery MD |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 830 | 846301 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/26 (PR 05/01/24) | 1000 | 1019415 |
| County of Montgomery MD GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 125 | 127455 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/01/23 | 590 | 601588 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 12/01/23 | 675 | 689743 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 11/01/23 | 1265 | 1289845 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 12/01/23 | 620 | 633541 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 10/01/23 | 295 | 300147 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Maryland (continued)** |  |  |
| County of Prince George's MD COP, 5.00%, 10/15/23 | $25 | $25418 |
| County of Prince George's MD GO, Series A, 5.00%, 09/15/23 | 120 | 121955 |
| County of Prince George's MD GOL |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/23 | 105 | 105053 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 250 | 252719 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 235 | 237556 |
| Maryland State Transportation Authority RB, 5.00%, 07/01/23 | 665 | 672011 |
| State of Maryland Department of Transportation RB |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 09/01/23 | 355 | 358389 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/23 | 790 | 790747 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/23 | 200 | 203055 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 | 910 | 925876 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/23 | 125 | 127730 |
| State of Maryland GO |  |  |
| &nbsp;&nbsp;&nbsp;First Series, 5.00%, 06/01/23 | 1720 | 1734908 |
| &nbsp;&nbsp;&nbsp;Second Series, 5.00%, 08/01/23 | 90 | 91179 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 03/01/23 | 275 | 275576 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 | 510 | 516683 |
| &nbsp;&nbsp;&nbsp;Series B, 4.00%, 08/01/23 | 595 | 599874 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 08/01/23 | 3435 | 3480018 |
| Washington Suburban Sanitary Commission RB |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/23 (GTD) | 85 | 85462 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/23 (GTD) | 770 | 776675 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/23 (GTD) | 575 | 580597 |
|  |  | 25715166 |
| **Massachusetts — 2.7%** |  |  |
| City of Boston MA GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 2000 | 2039280 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 03/01/23 | 235 | 235492 |
| City of Cambridge MA GOL, 5.00%, 02/15/23 | 220 | 220206 |
| Commonwealth of Massachusetts Federal Highway Grant Anticipation Note Revenue RB, Series A, 5.00%, 06/15/23 | 390 | 393796 |
| Commonwealth of Massachusetts GOL |  |  |
| &nbsp;&nbsp;&nbsp;Series 8, 5.00%, 07/01/23 | 175 | 176911 |
| &nbsp;&nbsp;&nbsp;Series A, 4.20%, 08/01/23 (AMBAC) | 100 | 100922 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 03/01/23 | 260 | 260547 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 05/01/23 | 1965 | 1977745 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 430 | 434695 |
| &nbsp;&nbsp;&nbsp;Series B, 5.25%, 08/01/23 | 70 | 71007 |
| &nbsp;&nbsp;&nbsp;Series B, 5.25%, 09/01/23 (AGM) | 990 | 1006601 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 04/01/23 | 445 | 446910 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 10/01/23 | 325 | 330692 |
| &nbsp;&nbsp;&nbsp;Series C, 5.50%, 12/01/23 (AMBAC) | 500 | 513005 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 07/01/23 | 390 | 394258 |
| &nbsp;&nbsp;&nbsp;Series E, 5.00%, 11/01/23 | 985 | 1004419 |
| &nbsp;&nbsp;&nbsp;Series H, 5.00%, 12/01/23 | 120 | 122631 |
| Commonwealth of Massachusetts Transportation Fund Revenue RB, Series A, 5.00%, 06/01/23 | 375 | 378125 |
| Massachusetts Bay Transportation Authority Assessment Revenue RB, 5.00%, 07/01/23 | 420 | 424585 |
| Massachusetts Bay Transportation Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 250 | 252646 |
| &nbsp;&nbsp;&nbsp;Series B, 5.25%, 07/01/23 | 485 | 490629 |
| &nbsp;&nbsp;&nbsp;Series C, 5.50%, 07/01/23 | 75 | 75947 |
| Massachusetts Bay Transportation Authority Sales Tax Revenue RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 160 | 161667 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 325 | 328440 |
| Massachusetts Clean Water Trust (The) RB, 5.00%, 08/01/23 | 255 | 258342 |
| Massachusetts Development Finance Agency RB, 5.00%, 07/15/23 | 125 | 126512 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> iBonds<sup>®</sup> Dec 2023 Term Muni Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Massachusetts (continued)** |  |  |
| Massachusetts School Building Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 05/15/23 | $425 | $428144 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/15/23 (ETM) | 85 | 86736 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 05/15/38 (PR 05/15/23) | 325 | 327310 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 05/15/43 (PR 05/15/24) | 500 | 503698 |
| &nbsp;&nbsp;&nbsp;Series C, 4.00%, 08/15/23 (ETM) | 60 | 60520 |
| Massachusetts State College Building Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/23 (ST HGR ED INTERCEPT PROG) | 140 | 140549 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/23 (ETM) (ST HGR ED INTERCEPT PROG) | 10 | 10037 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/01/23 (ST INTERCEPT) | 100 | 100636 |
| Massachusetts Water Resources Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 | 195 | 197536 |
| &nbsp;&nbsp;&nbsp;Series B, 5.25%, 08/01/23 (AGM) | 275 | 278915 |
| University of Massachusetts Building Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 100 | 101927 |
| &nbsp;&nbsp;&nbsp;Series 2021-1, 5.00%, 11/01/23 | 345 | 351646 |
|  |  | 14813664 |
| **Michigan — 1.2%** |  |  |
| County of Macomb MI GOL, 4.00%, 05/01/23 | 100 | 100402 |
| Great Lakes Water Authority Water Supply System Revenue |  |  |
| &nbsp;&nbsp;&nbsp;RB, Series A, 5.00%, 07/01/23 | 340 | 343556 |
| Michigan Finance Authority, 5.00%, 10/01/23 | 195 | 198233 |
| Michigan Finance Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/15/23 | 50 | 50817 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 10/01/23 | 270 | 274477 |
| Michigan State Building Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;Series I, 5.00%, 04/15/23 | 1135 | 1140753 |
| &nbsp;&nbsp;&nbsp;Series I, 5.00%, 10/15/23 | 430 | 437608 |
| State of Michigan GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/23 | 75 | 76638 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 05/01/23 | 55 | 55357 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 12/01/23 | 190 | 194150 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 11/01/23 | 20 | 20393 |
| State of Michigan RB, 5.00%, 03/15/23 | 600 | 601918 |
| State of Michigan Trunk Line Revenue RB, 5.00%, 11/15/23 | 2070 | 2111637 |
| University of Michigan RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/23 (ETM) | 500 | 502113 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 04/01/23 | 265 | 266129 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 04/01/23 (ETM) | 450 | 451827 |
| Wayne County Airport Authority RB, Series G, 5.00%, 12/01/23 | 100 | 102018 |
|  |  | 6928026 |
| **Minnesota — 2.5%** |  |  |
| City of Minneapolis MN GO, 4.00%, 12/01/23 | 250 | 253417 |
| City of Rochester MN Electric Utility Revenue RB, Series E, 5.00%, 12/01/23 | 25 | 25532 |
| County of Hennepin MN GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/23 | 595 | 607995 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 12/01/23 | 410 | 418955 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 12/01/23 | 95 | 97075 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 12/01/23 | 70 | 71529 |
| Elk River Independent School District No. 728 GO, Series A, 5.00%, 02/01/23 | 85 | 85000 |
| Metropolitan Council GO |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 03/01/23 | 320 | 320657 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 12/01/23 | 3715 | 3794591 |
| Minnesota Municipal Power Agency RB |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/23 | 265 | 267591 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 | 140 | 142284 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Minnesota (continued)** |  |  |
| Minnesota Public Facilities Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/23 | $200 | $200076 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 03/01/23 | 480 | 480946 |
| State of Minnesota GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/23 | 1770 | 1797041 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 | 750 | 763085 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 10/01/23 | 100 | 101745 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 | 610 | 617995 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 09/01/23 | 1000 | 1015278 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 08/01/23 | 840 | 851009 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 10/01/23 | 250 | 254362 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 08/01/23 | 770 | 780091 |
| &nbsp;&nbsp;&nbsp;Series F, 5.00%, 10/01/23 | 285 | 289972 |
| State of Minnesota RB, Series A, 5.00%, 06/01/23 | 585 | 590070 |
| University of Minnesota, 5.00%, 09/01/23 | 100 | 101499 |
|  |  | 13927795 |
| **Mississippi — 0.2%** |  |  |
| State of Mississippi GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/27 (PR 06/01/24) | 770 | 786625 |
| &nbsp;&nbsp;&nbsp;Series F, 5.25%, 10/01/23 | 215 | 219103 |
|  |  | 1005728 |
| **Missouri — 1.0%** |  |  |
| City of Kansas City MO GO, Series A, 5.00%, 02/01/23 | 550 | 550000 |
| City of Springfield MO Public Utility Revenue RB, 5.00%, 08/01/23 | 235 | 238021 |
| Metropolitan St Louis Sewer District RB, Series B, 5.00%, 05/01/25 (PR 05/01/23) | 175 | 176118 |
| Metropolitan St. Louis Sewer District Wastewater System RB, 5.00%, 05/01/23 | 660 | 664231 |
| Missouri Highway & Transportation Commission RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 4.00%, 05/01/23 | 100 | 100389 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 05/01/23 | 355 | 357249 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 05/01/23 | 125 | 125792 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 02/01/23 | 670 | 670000 |
| &nbsp;&nbsp;&nbsp;Series S, 5.00%, 05/01/23 | 690 | 694372 |
| Missouri State Board of Public Buildings RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 | 425 | 432302 |
| &nbsp;&nbsp;&nbsp;Series A, 4.00%, 04/01/23 | 295 | 295759 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 10/01/23 | 415 | 422130 |
| Missouri State Environmental Improvement & Energy |  |  |
| &nbsp;&nbsp;&nbsp;Resources Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 160 | 161740 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 07/01/23 | 440 | 444785 |
|  |  | 5332888 |
| **Nebraska — 0.5%** |  |  |
| Omaha Public Power District RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 02/01/23 | 1935 | 1935000 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 02/01/23 | 740 | 740000 |
|  |  | 2675000 |
| **Nevada — 2.7%** |  |  |
| City of Las Vegas NV GOL, Series A, 5.00%, 06/01/23 | 115 | 115958 |
| Clark County School District GOL |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 06/15/23 | 300 | 302742 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 06/15/23 | 300 | 302742 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 06/15/23 | 260 | 262376 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 06/15/23 | 2500 | 2522847 |
| Clark County Water Reclamation District GOL, 5.00%, 07/01/23 | 1160 | 1172085 |
| County of Clark Department of Aviation RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 235 | 237409 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> iBonds<sup>®</sup> Dec 2023 Term Muni Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Nevada (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | $150 | $151538 |
| County of Clark NV, 5.00%, 06/01/23 | 260 | 262253 |
| County of Clark NV GOL |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/23 | 75 | 75650 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 1100 | 1121522 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/23 | 100 | 102176 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/01/23 | 355 | 361946 |
| County of Clark NV Passenger Facility Charge Revenue RB, 5.00%, 07/01/23 | 380 | 383896 |
| County of Clark NV RB, 5.00%, 07/01/23 | 1050 | 1060895 |
| Las Vegas Valley Water District GOL |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/23 | 1180 | 1190031 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 06/01/23 | 570 | 574845 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 12/01/23 | 155 | 158321 |
| Nevada System of Higher Education COP, Series A, 5.00%, 07/01/23 | 40 | 40418 |
| Nevada System of Higher Education RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 150 | 151488 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 07/01/23 | 100 | 100992 |
| State of Nevada GOL |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 1000 | 1019265 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 04/01/23 | 380 | 381593 |
| &nbsp;&nbsp;&nbsp;Series D-1, 5.00%, 03/01/23 | 675 | 676386 |
| &nbsp;&nbsp;&nbsp;Series H-1, 5.00%, 06/01/23 | 210 | 211785 |
| State of Nevada Highway Improvement Revenue RB, 5.00%, 12/01/23 | 1415 | 1445315 |
| Truckee Meadows Water Authority RB, 5.00%, 07/01/23 | 305 | 308317 |
| Washoe County School District/NV GOL |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 06/01/23 (PSF) | 190 | 191634 |
| &nbsp;&nbsp;&nbsp;Series F, 5.00%, 06/01/23 | 40 | 40344 |
|  |  | 14926769 |
| **New Hampshire — 0.2%** |  |  |
| New Hampshire Health and Education Facilities Authority Act RB, 5.00%, 07/01/23 | 125 | 126271 |
| New Hampshire Municipal Bond Bank RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/23 | 315 | 319448 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/23 (ST INTERCEPT) | 220 | 223106 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 08/15/23 | 100 | 101412 |
| &nbsp;&nbsp;&nbsp;Series C, 5.25%, 08/15/23 (HERBIP) | 100 | 101544 |
| &nbsp;&nbsp;&nbsp;Series E, 5.00%, 08/15/23 | 125 | 126765 |
| State of New Hampshire GO, Series A, 5.00%, 03/01/23 | 200 | 200421 |
|  |  | 1198967 |
| **New Jersey — 1.7%** |  |  |
| County of Monmouth NJ GO, 5.00%, 07/15/23 | 115 | 116370 |
| Monmouth County Improvement Authority (The) RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/23 | 160 | 161935 |
| &nbsp;&nbsp;&nbsp;Series B, 4.00%, 08/01/23 (GTD) | 115 | 115965 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 12/01/23 (GTD) | 245 | 250433 |
| New Jersey Economic Development Authority, 5.00%, 11/01/23 | 100 | 101665 |
| New Jersey Economic Development Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/23 | 150 | 151259 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 11/01/23 (SAP) | 620 | 630321 |
| &nbsp;&nbsp;&nbsp;Series DDD, 5.00%, 06/15/23 | 125 | 126049 |
| &nbsp;&nbsp;&nbsp;Series N-1, 5.50%, 09/01/23 (NPFGC) | 200 | 203162 |
| &nbsp;&nbsp;&nbsp;Series NN, 5.00%, 03/01/23 | 800 | 801400 |
| &nbsp;&nbsp;&nbsp;Series UU, 5.00%, 06/15/23 | 50 | 50420 |
| &nbsp;&nbsp;&nbsp;Series XX, 5.00%, 06/15/23 (SAP) | 1035 | 1043690 |
| New Jersey Educational Facilities Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/23 (SAP) | 95 | 95713 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **New Jersey (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/23 | $140 | $141175 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 400 | 404383 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 07/01/23 | 50 | 50548 |
| New Jersey Transportation Trust Fund Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 06/15/23 | 405 | 408325 |
| &nbsp;&nbsp;&nbsp;Series A, 5.75%, 06/15/23 (NPFGC) | 100 | 101113 |
| &nbsp;&nbsp;&nbsp;Series AA, 5.00%, 06/15/23 | 505 | 509240 |
| State of New Jersey GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/23 | 560 | 564611 |
| &nbsp;&nbsp;&nbsp;Series A, 4.00%, 06/01/23 | 2930 | 2944559 |
| &nbsp;&nbsp;&nbsp;Series T, 5.00%, 06/01/23 | 350 | 352882 |
|  |  | 9325218 |
| **New Mexico — 0.8%** |  |  |
| County of Santa Fe NM GO, 5.00%, 07/01/23 | 205 | 207230 |
| County of Santa Fe NM RB, 5.00%, 06/01/23 | 185 | 186603 |
| New Mexico Finance Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 06/15/23 | 145 | 146352 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 06/01/23 | 140 | 141209 |
| State of New Mexico GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 03/01/23 | 100 | 100210 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 03/01/23 | 600 | 601257 |
| State of New Mexico Severance Tax Permanent Fund RB 5.00%, 07/01/23 | 155 | 156653 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 2090 | 2112294 |
| &nbsp;&nbsp;&nbsp;Series B, 4.00%, 07/01/23 | 415 | 417730 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 07/01/23 | 40 | 40427 |
| University of New Mexico (The) RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 06/01/23 | 195 | 196560 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 06/01/23 | 295 | 297360 |
|  |  | 4603885 |
| **New York — 9.4%** |  |  |
| City of New York NY GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 | 375 | 379803 |
| &nbsp;&nbsp;&nbsp;Series 1, 5.00%, 08/01/23 | 525 | 531724 |
| &nbsp;&nbsp;&nbsp;Series A, 4.00%, 08/01/23 | 150 | 151184 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 | 345 | 349419 |
| &nbsp;&nbsp;&nbsp;Series A-1, 5.00%, 08/01/23 | 320 | 324098 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 08/01/23 | 2095 | 2121830 |
| &nbsp;&nbsp;&nbsp;Series C-1, 5.00%, 08/01/23 | 2250 | 2278816 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 08/01/23 | 35 | 35448 |
| &nbsp;&nbsp;&nbsp;Series D-1, 5.00%, 08/01/23 | 50 | 50640 |
| &nbsp;&nbsp;&nbsp;Series E, 5.00%, 08/01/23 | 460 | 465891 |
| &nbsp;&nbsp;&nbsp;Series G, 5.00%, 08/01/23 | 705 | 714029 |
| &nbsp;&nbsp;&nbsp;Series H, 5.00%, 08/01/23 | 765 | 774797 |
| &nbsp;&nbsp;&nbsp;Series I, 5.00%, 03/01/23 | 65 | 65133 |
| &nbsp;&nbsp;&nbsp;Series I, 5.00%, 03/01/23 (ETM) | 25 | 25051 |
| &nbsp;&nbsp;&nbsp;Series I, 5.00%, 08/01/23 | 885 | 896334 |
| &nbsp;&nbsp;&nbsp;Series J, 5.00%, 08/01/23 | 850 | 860886 |
| County of Albany NY GOL, 4.00%, 08/01/23 | 105 | 105829 |
| County of Nassau NY GOL, Series C, 5.00%, 04/01/28 (PR 04/01/23) (AGM) | 515 | 517177 |
| Erie County Industrial Development Agency (The) RB, 5.00%, 05/01/23 (SAW) | 250 | 251540 |
| Hudson Yards Infrastructure Corp. RB |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 02/15/23 | 155 | 155084 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 02/15/23 | 175 | 175158 |
| Long Island Power Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/23 | 400 | 405693 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 09/01/23 | 150 | 152135 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> iBonds<sup>®</sup> Dec 2023 Term Muni Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **New York (continued)** |  |  |
| Metropolitan Transportation Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/23 | $200 | $201060 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/15/23 | 10 | 10194 |
| &nbsp;&nbsp;&nbsp;Series A-1, 5.00%, 11/15/23 | 50 | 50657 |
| &nbsp;&nbsp;&nbsp;Series A-2, 5.00%, 11/15/23 | 195 | 197563 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 11/15/23 | 1635 | 1656463 |
| &nbsp;&nbsp;&nbsp;Series B-3, 5.00%, 11/15/23 | 55 | 55723 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 11/15/23 | 395 | 400193 |
| &nbsp;&nbsp;&nbsp;Series C-1, 5.00%, 11/15/23 | 915 | 927028 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 11/15/23 | 400 | 405258 |
| &nbsp;&nbsp;&nbsp;Series F, 5.00%, 11/15/23 | 140 | 141840 |
| New York City Municipal Water Finance Authority RB, Series AA-2, 5.00%, 06/15/23 | 960 | 969200 |
| New York City Transitional Finance Authority Building Aid Revenue RB |  |  |
| &nbsp;&nbsp;&nbsp;Series S-1, 5.00%, 07/15/23 (SAW) | 650 | 657520 |
| &nbsp;&nbsp;&nbsp;Series S-2, 5.00%, 07/15/23 (SAW) | 370 | 374190 |
| &nbsp;&nbsp;&nbsp;Series S-3, 5.00%, 07/15/23 (SAW) | 200 | 202265 |
| &nbsp;&nbsp;&nbsp;Series S-4A, 5.00%, 07/15/23 (SAW) | 270 | 273178 |
| New York City Transitional Finance Authority Future Tax Secured Revenue |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 | 180 | 182368 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 (ETM) | 35 | 35419 |
| New York City Transitional Finance Authority Future Tax Secured Revenue RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 3020 | 3079305 |
| &nbsp;&nbsp;&nbsp;Series A-1, 4.00%, 08/01/23 | 125 | 126024 |
| &nbsp;&nbsp;&nbsp;Series A-1, 5.00%, 08/01/23 | 1590 | 1610839 |
| &nbsp;&nbsp;&nbsp;Series B-1, 4.00%, 08/01/23 | 100 | 100819 |
| &nbsp;&nbsp;&nbsp;Series B-1, 5.00%, 11/01/23 | 100 | 101964 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 11/01/23 | 1245 | 1269452 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 11/01/23 | 315 | 321187 |
| &nbsp;&nbsp;&nbsp;Series E-1, 5.00%, 02/01/23 | 25 | 25000 |
| &nbsp;&nbsp;&nbsp;Series F-1, 5.00%, 02/01/23 | 365 | 365000 |
| &nbsp;&nbsp;&nbsp;Sub-Series C, 5.00%, 11/01/23 | 645 | 657668 |
| New York City Water & Sewer System RB |  |  |
| &nbsp;&nbsp;&nbsp;Series AA, 4.00%, 06/15/23 | 175 | 176038 |
| &nbsp;&nbsp;&nbsp;Series BB2, 4.00%, 06/15/23 | 135 | 135816 |
| &nbsp;&nbsp;&nbsp;Series DD, 5.00%, 06/15/23 | 385 | 388690 |
| New York Convention Center Development Corp. RB 5.00%, 11/15/23 | 25 | 25463 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 11/15/23 | 20 | 20339 |
| New York State Dormitory Authority |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/23 | 35 | 35110 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/23 (ETM) | 240 | 240723 |
| New York State Dormitory Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 100 | 101042 |
| &nbsp;&nbsp;&nbsp;Series 2015 B-A, 5.00%, 03/15/23 | 135 | 135425 |
| &nbsp;&nbsp;&nbsp;Series A, 4.00%, 03/15/23 | 60 | 60119 |
| &nbsp;&nbsp;&nbsp;Series A, 4.00%, 10/01/23 (SAW) | 240 | 242458 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 02/15/23 | 1490 | 1491400 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 03/15/23 | 1565 | 1569927 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 110 | 111151 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 10/01/23 (AGM) | 65 | 66138 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 10/01/23 (SAW) | 150 | 152517 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 02/15/36 (PR 02/15/24) | 1000 | 1000964 |
| &nbsp;&nbsp;&nbsp;Series A, 5.50%, 05/15/23 (NPFGC) | 205 | 206789 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 02/15/23 | 775 | 775721 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 07/01/23 | 315 | 318360 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 10/01/23 | 200 | 203489 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 03/15/23 | 3350 | 3360545 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **New York (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 02/15/23 | $335 | $335311 |
| &nbsp;&nbsp;&nbsp;Series E, 5.00%, 02/15/23 | 325 | 325308 |
| &nbsp;&nbsp;&nbsp;Series E, 5.00%, 03/15/23 | 245 | 245753 |
| &nbsp;&nbsp;&nbsp;Series E, 5.00%, 10/01/23 (SAW) | 50 | 50839 |
| New York State Environmental Facilities Corp. RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 05/15/23 | 200 | 201527 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/23 | 705 | 711968 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 06/15/23 | 110 | 111087 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 09/15/23 | 175 | 177905 |
| New York State Thruway Authority RB, Series A, 5.00%, 03/15/23 | 2400 | 2407555 |
| New York State Urban Development Corp. RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 03/15/23 | 1765 | 1770556 |
| &nbsp;&nbsp;&nbsp;Series A-2, 5.00%, 03/15/23 | 175 | 175551 |
| &nbsp;&nbsp;&nbsp;Series A-2, 5.50%, 03/15/23 (NPFGC) | 2000 | 2007476 |
| &nbsp;&nbsp;&nbsp;Series C-1, 5.00%, 03/15/23 | 325 | 326023 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 03/15/23 | 805 | 807534 |
| &nbsp;&nbsp;&nbsp;Series E, 5.00%, 03/15/23 | 140 | 140441 |
| Port Authority of New York & New Jersey RB |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/23 | 165 | 167187 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/23 | 355 | 359149 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/15/23 | 130 | 132355 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/15/23 | 310 | 316284 |
| &nbsp;&nbsp;&nbsp;Series 179, 5.00%, 12/01/23 | 350 | 357498 |
| Sales Tax Asset Receivable Corp. RB, Series A, 5.00%, 10/15/23 | 855 | 870601 |
| State of New York GO, Series A, 4.00%, 03/01/23 | 240 | 240312 |
| Town of Brookhaven NY GOL, Series A, 3.00%, 03/15/23 | 500 | 500405 |
| Triborough Bridge & Tunnel Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/15/23 | 285 | 290823 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/15/23 | 140 | 142860 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/15/23 | 1050 | 1071452 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/15/23 (Call 05/15/23) | 100 | 100715 |
| &nbsp;&nbsp;&nbsp;Series B, 4.00%, 11/15/23 | 380 | 384824 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 11/15/23 | 345 | 352048 |
|  |  | 52084647 |
| **North Carolina — 3.2%** |  |  |
| Cape Fear Public Utility Authority RB, Series A, 5.00%, 06/01/23 | 50 | 50428 |
| City of Charlotte NC COP, Series C, 5.00%, 12/01/23 | 40 | 40864 |
| City of Charlotte NC GO, 5.00%, 07/01/23 | 2700 | 2729364 |
| City of Charlotte NC Storm Water Revenue, 5.00%, 12/01/23 | 900 | 919657 |
| City of Charlotte NC Water & Sewer System Revenue RB, 5.00%, 07/01/23 | 2000 | 2021751 |
| City of Winston-Salem NC RB, Series C, 5.00%, 06/01/23 | 20 | 20173 |
| County of Buncombe NC RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/23 | 335 | 337881 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 06/01/23 | 200 | 201720 |
| County of Durham NC GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/23 | 150 | 151300 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 | 200 | 203489 |
| County of Forsyth NC GO, 5.00%, 12/01/23 | 255 | 260463 |
| County of Guilford NC GO, Series A, 5.00%, 05/01/23 | 685 | 689443 |
| County of Mecklenburg NC GO |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 09/01/23 | 100 | 101528 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 12/01/23 | 140 | 143058 |
| County of Mecklenburg NC RB, Series A, 5.00%, 10/01/23 | 295 | 300147 |
| County of Union NC GO, 5.00%, 09/01/23 | 1820 | 1847064 |
| County of Wake NC GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/23 | 120 | 120519 |
| &nbsp;&nbsp;&nbsp;Series B, 4.00%, 05/01/23 | 125 | 125512 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> iBonds<sup>®</sup> Dec 2023 Term Muni Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **North Carolina (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 03/01/23 | $1000 | $1002136 |
| County of Wake NC RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/23 | 150 | 152257 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 12/01/23 | 465 | 475001 |
| North Carolina Medical Care Commission RB, 5.00%, 06/01/23 | 15 | 15112 |
| North Carolina State University at Raleigh, 5.00%, 10/01/42 (PR 10/01/24) | 1250 | 1270726 |
| North Carolina State University at Raleigh RB, Series A, 5.00%, 10/01/28 (PR 04/01/24) | 200 | 203316 |
| State of North Carolina, 4.00%, 05/01/23 | 540 | 542035 |
| State of North Carolina GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/23 | 65 | 65566 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 06/01/23 | 1790 | 1805574 |
| &nbsp;&nbsp;&nbsp;Series D, 4.00%, 06/01/23 | 75 | 75407 |
| State of North Carolina RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 03/01/23 | 1365 | 1367747 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 05/01/23 | 260 | 261615 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 05/01/23 | 155 | 155963 |
|  |  | 17656816 |
| **North Dakota — 0.0%** |  |  |
| North Dakota Public Finance Authority RB, Series A, 5.00%, 10/01/23 | 105 | 106832 |
| **Ohio — 3.2%** |  |  |
| City of Cincinnati OH Water System Revenue RB, Series B, 5.00%, 12/01/23 | 190 | 194150 |
| City of Columbus OH GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/23 | 740 | 743202 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/30 (PR 01/01/24) | 1250 | 1263438 |
| &nbsp;&nbsp;&nbsp;Series 1, 5.00%, 07/01/23 | 200 | 202175 |
| &nbsp;&nbsp;&nbsp;Series 2017-1, 4.00%, 04/01/23 | 565 | 566529 |
| &nbsp;&nbsp;&nbsp;Series 5, 5.00%, 08/15/23 | 270 | 273812 |
| &nbsp;&nbsp;&nbsp;Series A, 4.00%, 07/01/23 | 25 | 25170 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 02/15/23 | 375 | 375356 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 04/01/23 | 205 | 205887 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/15/23 | 130 | 131836 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/15/28 (PR 08/15/24) | 225 | 228140 |
| City of Columbus OH GOL, Series B, 5.00%, 08/15/23 | 270 | 273812 |
| County of Hamilton OH Sales Tax Revenue RB, Series A, 5.00%, 12/01/23 | 135 | 137836 |
| County of Hamilton OH Sewer System Revenue RB, Series A, 5.00%, 12/01/23 | 320 | 326856 |
| Miami University/Oxford OH RB, 5.00%, 09/01/23 | 165 | 167396 |
| Northeast Ohio Regional Sewer District RB, 5.00%, 11/15/28 (PR 05/15/24) | 625 | 629442 |
| Ohio Higher Educational Facility Commission RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/23 | 110 | 112174 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/23 (ETM) | 45 | 45897 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 12/01/23 | 165 | 168261 |
| Ohio State University (The) RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/23 | 610 | 622307 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 12/01/23 | 395 | 402970 |
| Ohio Turnpike & Infrastructure Commission RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 02/15/23 | 425 | 425391 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 02/15/48 (PR 02/15/24) | 2030 | 2031807 |
| &nbsp;&nbsp;&nbsp;Series A-1, 5.00%, 02/15/23 | 290 | 290267 |
| Ohio University RB, Series A, 5.00%, 12/01/23 | 120 | 122471 |
| Ohio Water Development Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/23 | 140 | 141199 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/23 | 615 | 628278 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Ohio (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 06/01/23 | $205 | $206756 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 12/01/23 | 130 | 132807 |
| Ohio Water Development Authority Water Pollution Control |  |  |
| &nbsp;&nbsp;&nbsp;Loan Fund RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/23 | 180 | 181542 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/23 | 255 | 260506 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/01/23 | 235 | 237397 |
| &nbsp;&nbsp;&nbsp;5.50%, 12/01/23 | 150 | 153851 |
| &nbsp;&nbsp;&nbsp;Series 2015-A, 5.00%, 12/01/23 | 500 | 510795 |
| State of Ohio Department of Administrative Services COP, 5.00%, 09/01/23 | 275 | 279041 |
| State of Ohio GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/23 | 100 | 100981 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 03/01/23 | 185 | 185392 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 03/15/23 | 135 | 135425 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 05/01/23 | 370 | 372418 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 | 345 | 349573 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 09/01/23 | 500 | 507726 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 09/15/23 | 315 | 320190 |
| &nbsp;&nbsp;&nbsp;Series B, 4.00%, 09/01/23 | 200 | 201944 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 08/01/23 | 185 | 187452 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 09/01/23 | 90 | 91391 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 11/01/23 | 210 | 214172 |
| &nbsp;&nbsp;&nbsp;Series S, 5.00%, 04/01/23 | 50 | 50216 |
| &nbsp;&nbsp;&nbsp;Series S, 5.00%, 05/01/23 | 165 | 166054 |
| &nbsp;&nbsp;&nbsp;Series T, 5.00%, 11/01/23 | 150 | 152912 |
| &nbsp;&nbsp;&nbsp;Series V, 5.00%, 05/01/23 | 500 | 503193 |
| &nbsp;&nbsp;&nbsp;Series W, 4.00%, 05/01/23 | 150 | 150591 |
| State of Ohio GOL, Series A, 5.00%, 09/01/23 | 340 | 345254 |
| State of Ohio RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 (ETM) | 125 | 127156 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 02/01/23 | 100 | 100000 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 04/01/23 | 230 | 230964 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 12/01/23 | 440 | 449427 |
|  |  | 17641185 |
| **Oklahoma — 0.6%** |  |  |
| City of Oklahoma City OK GO, 5.00%, 03/01/23 | 240 | 240493 |
| Grand River Dam Authority RB, Series A, 5.00%, 06/01/23 | 870 | 876815 |
| Oklahoma Agricultural & Mechanical Colleges RB, Series C, 5.00%, 08/01/23 | 130 | 131684 |
| Oklahoma Capitol Improvement Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 315 | 318203 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 150 | 151525 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 07/01/23 | 225 | 227288 |
| Oklahoma City Water Utilities Trust RB, 5.00%, 07/01/23 | 180 | 181935 |
| Oklahoma Water Resources Board RB |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/23 | 425 | 429437 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/23 | 410 | 411706 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 04/01/23 | 135 | 135571 |
|  |  | 3104657 |
| **Oregon — 1.8%** |  |  |
| City of Eugene OR Electric Utility System Revenue RB, |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 | 225 | 227893 |
| City of Portland OR Sewer System Revenue RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 03/01/23 | 500 | 501035 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 10/01/23 | 90 | 91564 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 06/15/23 | 1205 | 1216550 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 10/01/23 | 115 | 116983 |
| City of Portland OR Water System Revenue RB, Series A, 5.00%, 04/01/23 | 220 | 220937 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> iBonds<sup>®</sup> Dec 2023 Term Muni Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Oregon (continued)** |  |  |
| City of Salem OR GO, 5.00%, 06/01/23 | $100 | $100850 |
| City of Salem OR Water & Sewer Revenue RB, 5.00%, 06/01/23 | 75 | 75637 |
| Deschutes & Jefferson Counties School District No. 2J |  |  |
| &nbsp;&nbsp;&nbsp;Redmond/OR GO, 0.00%, 06/15/23 (GTD)<sup>(a)</sup> | 45 | 44554 |
| Multnomah County School District No. 1 Portland/OR GO, 5.00%, 06/15/23 (GTD) | 460 | 464512 |
| Oregon State Business Development Commission RB, Series 232, VRDN,2.40%, 12/01/40 Put<sup>(b)</sup> | 350 | 348579 |
| Oregon State Lottery RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 04/01/23 | 400 | 401677 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 04/01/23 | 135 | 135566 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 04/01/23 | 145 | 145608 |
| Port of Portland OR Airport Revenue RB, Series 23, 5.00%, 07/01/23 | 200 | 202092 |
| Portland Community College District GO, 5.00%, 06/15/23 | 255 | 257473 |
| Salem-Keizer School District No. 24J GO, Series B, 0.00%, 06/15/23 (GTD)<sup>(a)</sup> | 150 | 148493 |
| State of Oregon Department of Transportation RB |  |  |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 11/15/23 | 160 | 163345 |
| &nbsp;&nbsp;&nbsp;Series A, 4.25%, 11/15/34 (PR 11/15/24) | 850 | 862424 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/15/23 | 970 | 990277 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/15/29 (PR 11/15/24) | 1000 | 1020419 |
| State of Oregon GO |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 05/01/23 | 200 | 201307 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 | 50 | 50663 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 06/01/23 | 100 | 100877 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 05/01/23 | 295 | 296928 |
| &nbsp;&nbsp;&nbsp;Series F, 5.00%, 05/01/23 | 100 | 100654 |
| &nbsp;&nbsp;&nbsp;Series G, 5.00%, 11/01/23 | 45 | 45894 |
| &nbsp;&nbsp;&nbsp;Series H, 5.00%, 05/01/23 | 495 | 498235 |
| &nbsp;&nbsp;&nbsp;Series L, 5.00%, 08/01/23 | 460 | 466097 |
| &nbsp;&nbsp;&nbsp;Series O, 5.00%, 08/01/23 | 70 | 70928 |
| Tri-County Metropolitan Transportation District of Oregon RB, Series B, 5.00%, 09/01/23 | 20 | 20306 |
| Washington County Clean Water Services, 5.00%, 10/01/23 | 310 | 315388 |
|  |  | 9903745 |
| **Pennsylvania — 2.4%** |  |  |
| City of Philadelphia PA GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 | 650 | 658098 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 | 115 | 116433 |
| Commonwealth of Pennsylvania GO |  |  |
| &nbsp;&nbsp;&nbsp;First Series, 5.00%, 02/01/23 | 160 | 160000 |
| &nbsp;&nbsp;&nbsp;First Series, 5.00%, 03/01/23 | 265 | 265527 |
| &nbsp;&nbsp;&nbsp;First Series, 5.00%, 03/15/23 | 200 | 200591 |
| &nbsp;&nbsp;&nbsp;First Series, 5.00%, 04/01/23 | 270 | 271096 |
| &nbsp;&nbsp;&nbsp;First Series, 5.00%, 06/15/23 | 160 | 161474 |
| &nbsp;&nbsp;&nbsp;First Series, 5.00%, 08/15/23 | 3270 | 3313889 |
| &nbsp;&nbsp;&nbsp;First Series, 5.00%, 09/15/23 | 290 | 294490 |
| &nbsp;&nbsp;&nbsp;First Series, 5.00%, 04/01/24 (PR 04/01/23) | 350 | 351479 |
| &nbsp;&nbsp;&nbsp;Second Series, 5.00%, 09/15/23 | 340 | 345264 |
| &nbsp;&nbsp;&nbsp;Second Series, 5.00%, 10/15/23 | 705 | 717375 |
| County of Lehigh PA GO, 4.00%, 11/15/23 | 650 | 658047 |
| Delaware County Authority, 5.00%, 08/01/23 | 105 | 106324 |
| Delaware County Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 | 110 | 111387 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/23 | 75 | 76576 |
| Pennsylvania Higher Educational Facilities Authority RB, 5.00%, 08/15/23 | 250 | 253422 |
| Pennsylvania Intergovernmental Cooperation Authority ST, 5.00%, 06/15/23 | 460 | 464409 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pennsylvania (continued)** |  |  |
| Pennsylvania State University (The) RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/23 | $945 | $959272 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 09/01/23 | 245 | 248700 |
| Pennsylvania Turnpike Commission Oil Franchise Tax |  |  |
| &nbsp;&nbsp;&nbsp;Revenue, Series A, 5.00%, 12/01/23 | 180 | 183916 |
| Pennsylvania Turnpike Commission RB |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/23 | 250 | 253004 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/23 | 765 | 780435 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 12/01/23 | 335 | 341759 |
| &nbsp;&nbsp;&nbsp;Series A, 5.25%, 07/15/23 (AGM) | 175 | 177241 |
| &nbsp;&nbsp;&nbsp;Series A-1, 5.00%, 12/01/23 | 225 | 229539 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 12/01/23 | 35 | 35648 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 12/01/43 (PR 12/01/23) | 1200 | 1223912 |
| Southeastern Pennsylvania Transportation Authority RB, 5.00%, 06/01/23 | 120 | 120980 |
|  |  | 13080287 |
| **Rhode Island — 0.7%** |  |  |
| Rhode Island Commerce Corp. RB, Series A, 5.00%, 06/15/23 | 485 | 489216 |
| Rhode Island Health & Educational Building Corp. RB, 5.00%, 09/01/23 | 215 | 218260 |
| Rhode Island Infrastructure Bank Water Pollution Control |  |  |
| &nbsp;&nbsp;&nbsp;Revolving Fund RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 10/01/23 | 295 | 300147 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 10/01/23 | 525 | 534159 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 10/01/23 | 25 | 25436 |
| State of Rhode Island, 5.00%, 10/15/24 (PR 10/15/23) | 525 | 534580 |
| State of Rhode Island COP, Series B, 5.00%, 10/01/23 | 145 | 147404 |
| State of Rhode Island GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 50 | 50963 |
| &nbsp;&nbsp;&nbsp;Series A, 3.00%, 08/01/23 | 500 | 501515 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 05/01/23 | 150 | 150950 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 08/01/23 | 585 | 592521 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 | 120 | 121543 |
|  |  | 3666694 |
| **South Carolina — 0.5%** |  |  |
| Beaufort County School District/SC GO, 5.00%, 03/01/23 (SCSDE) | 1000 | 1002029 |
| Charleston County School District, 5.00%, 02/01/23 (SCSDE) | 200 | 200000 |
| Charleston Educational Excellence Finance Corp. RB, 5.00%, 12/01/23 | 190 | 194150 |
| Clemson University RB, 5.00%, 05/01/23 | 140 | 140866 |
| County of Charleston SC GO, 5.00%, 11/01/23 | 190 | 193646 |
| South Carolina Transportation Infrastructure Bank RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 | 310 | 315140 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 10/01/23 | 245 | 249062 |
| State of South Carolina GO |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 04/01/23 (SAW) | 295 | 296262 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 (SAW) | 200 | 202621 |
|  |  | 2793776 |
| **Tennessee — 1.4%** |  |  |
| City of Memphis TN GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 05/01/23 | 370 | 372335 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/01/23 | 135 | 137591 |
| County of Blount TN GO, Series B, 5.00%, 06/01/23 | 260 | 262167 |
| County of Hamilton TN GO, Series A, 5.00%, 05/01/23 | 260 | 261680 |
| County of Knox TN GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/23 | 50 | 50214 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/23 | 210 | 211820 |
| County of Shelby TN GO |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 4.00%, 03/01/23 | 260 | 260338 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> iBonds<sup>®</sup> Dec 2023 Term Muni Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Tennessee (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 03/01/23 | $210 | $210440 |
| County of Sumner TN GO, 5.00%, 12/01/23 | 70 | 71418 |
| County of Washington TN GO, Series A, 4.00%, 06/01/23 | 95 | 95494 |
| County of Williamson TN GO, 5.00%, 04/01/23 | 70 | 70296 |
| Metropolitan Government Nashville & Davidson County Sports Authority RB, 5.00%, 07/01/23 | 105 | 105989 |
| Metropolitan Government of Nashville & Davidson County TN Electric Revenue RB, Series A, 5.00%, 05/15/23 | 215 | 216579 |
| Metropolitan Government of Nashville & Davidson County TN GO 5.00%, 07/01/23 | 1405 | 1419871 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 600 | 606350 |
| Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 70 | 70747 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 07/01/23 | 100 | 101067 |
| State of Tennessee GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 240 | 244732 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 | 870 | 881445 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 09/01/23 | 250 | 253834 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 08/01/23 | 140 | 141842 |
| Tennessee State School Bond Authority, 5.00%, 11/01/23 |  |  |
| &nbsp;&nbsp;&nbsp;(ST INTERCEPT) | 300 | 305779 |
| Tennessee State School Bond Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 375 | 382224 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/01/23 | 240 | 244624 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 11/01/23 | 660 | 672715 |
|  |  | 7651591 |
| **Texas — 9.9%** |  |  |
| Abilene Independent School District GO, 5.00%, 02/15/23 (PSF) | 175 | 175165 |
| Aldine Independent School District GO, 5.00%, 02/15/23 (PSF) | 135 | 135126 |
| Allen Independent School District GO, 5.00%, 02/15/23 (PSF) | 225 | 225207 |
| Alvin Independent School District/TX GO, Series C, 5.00%, 02/15/23 (PSF) | 235 | 235213 |
| Arlington Independent School District/TX GO, Series B, 5.00%, 02/15/23 (PSF) | 385 | 385360 |
| Austin Community College District GOL, 5.00%, 08/01/23 | 1290 | 1306392 |
| Austin Community College District Public Facility Corp. RB, 5.00%, 08/01/23 | 100 | 101271 |
| Austin Independent School District GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 (PSF) | 550 | 557126 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 08/01/23 | 460 | 465823 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 08/01/23 (PSF) | 190 | 192462 |
| Birdville Independent School District GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/23 (PSF) | 45 | 45042 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 02/15/23 (PSF) | 40 | 40037 |
| Board of Regents of the University of Texas System RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/15/23 | 240 | 243466 |
| &nbsp;&nbsp;&nbsp;Series I, 5.00%, 08/15/23 | 325 | 329694 |
| &nbsp;&nbsp;&nbsp;Series J, 5.00%, 08/15/23 | 610 | 618810 |
| Bryan Independent School District GO, 4.00%, 02/15/23 (PSF) | 250 | 250145 |
| Central Texas Turnpike System, 0.00%, 08/15/23<sup>(a)</sup> | 705 | 695586 |
| Central Texas Turnpike System RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 0.00%, 08/15/23 (AMBAC)<sup>(a)</sup> | 250 | 246545 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 08/15/23 | 660 | 668610 |
| City of Austin TX Electric Utility Revenue RB, Series A, 5.00%, 11/15/23 | 235 | 239727 |
| City of Austin TX GOL, 5.00%, 09/01/23 | 2160 | 2193000 |
| City of Austin TX Water & Wastewater System Revenue RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 05/15/23 | 15 | 15114 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Texas (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 05/15/23 (ETM) | $25 | $25178 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/15/23 | 655 | 668308 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/15/23 (ETM) | 360 | 367067 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 05/15/23 | 145 | 146098 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/15/23 | 375 | 382691 |
| City of Dallas TX Waterworks & Sewer System Revenue RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 | 175 | 178018 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 10/01/23 | 100 | 101725 |
| City of Denton TX GOL, 5.00%, 02/15/23 | 115 | 115104 |
| City of Fort Worth TX GOL, 5.00%, 03/01/23 | 785 | 786632 |
| City of Fort Worth TX Water & Sewer System Revenue RB, Series A, 5.00%, 02/15/23 | 165 | 165155 |
| City of Garland TX GOL, 5.00%, 02/15/23 | 165 | 165150 |
| City of Houston TX Combined Utility System Revenue RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/15/23 | 140 | 142827 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 11/15/23 | 140 | 142827 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 05/15/23 | 355 | 357597 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 11/15/23 | 200 | 204039 |
| &nbsp;&nbsp;&nbsp;Serries C, 5.00%, 11/15/23 | 310 | 316260 |
| City of Houston TX GOL, Series A, 5.00%, 03/01/23 | 135 | 135276 |
| City of Lubbock TX GOL, 5.00%, 02/15/23 | 110 | 110099 |
| City of Plano TX GOL, 5.00%, 09/01/23 | 180 | 182740 |
| City of Round Rock TX GOL, 5.00%, 08/15/23 | 75 | 76051 |
| City of San Antonio Texas Electric & Gas Systems Revenue RB, Series REF, 5.00%, 02/01/23 | 175 | 175000 |
| City of San Antonio TX Electric & Gas Systems Revenue RB 5.00%, 02/01/23 | 505 | 505000 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/01/23 (ETM) | 675 | 675000 |
| City of San Antonio TX GOL, 5.00%, 02/01/23 | 520 | 520000 |
| City of Waco TX GOL, 5.00%, 02/01/23 | 75 | 75000 |
| Clear Creek Independent School District GO, 5.00%, 02/15/23 (PSF) | 140 | 140124 |
| Conroe Independent School District GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/23 (PSF) | 225 | 225207 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 02/15/23 (PSF) | 165 | 165152 |
| County of Bexar TX GOL, 5.00%, 06/15/23 | 705 | 711862 |
| County of Harris TX GOL, Series A, 5.00%, 10/01/23 | 90 | 91570 |
| County of Harris TX RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/23 | 275 | 278735 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/15/23 | 300 | 304075 |
| Cuero Independent School District GO, 5.00%, 08/15/30 (PR 08/15/23) (PSF) | 540 | 547246 |
| Cypress-Fairbanks Independent School District GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/23 (PSF) | 790 | 790732 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 02/15/23 (PSF) | 35 | 35032 |
| Dallas Area Rapid Transit RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/23 | 150 | 153039 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 12/01/23 | 695 | 709080 |
| Dallas Fort Worth International Airport RB, 5.00%, 11/01/23 | 350 | 356428 |
| Dallas Independent School District GO, 5.00%, 08/15/23 (PSF) | 100 | 101396 |
| Dallas/Fort Worth International Airport RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 200 | 203673 |
| &nbsp;&nbsp;&nbsp;Series G, 5.00%, 11/01/23 | 160 | 162939 |
| Denton Independent School District GO, 5.00%, 08/15/23 (PSF) | 100 | 101358 |
| Fort Bend Independent School District GO, Series A, 5.00%, 08/15/23 (PSF) | 135 | 136863 |
| Frisco Independent School District GO, Series A, 5.00%, 08/15/23 (PSF) | 80 | 81112 |
| Garland Independent School District GO, 5.00%, 02/15/23 (PSF) | 255 | 255235 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> iBonds<sup>®</sup> Dec 2023 Term Muni Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Texas (continued)** |  |  |
| Goose Creek Consolidated Independent School District GO, 5.00%, 02/15/28 (PR 02/15/23) (PSF) | $900 | $900834 |
| Grapevine-Colleyville Independent School District GO, 0.00%, 08/15/23 (PSF)<sup>(a)</sup> | 100 | 98634 |
| Harris County Toll Road Authority (The) RB, Series A, 5.00%, 08/15/23 | 385 | 390229 |
| Houston Community College System GOL, 5.00%, 02/15/23 | 270 | 270253 |
| Houston Independent School District GOL |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/23 (PSF) | 350 | 350327 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 02/15/23 (PSF) | 215 | 215201 |
| Humble Independent School District GO, Series B, 5.00%, 02/15/23 (PSF) | 50 | 50048 |
| Katy Independent School District GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/23 (PSF) | 95 | 95088 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 02/15/23 (PSF) | 370 | 370342 |
| Keller Independent School District/TX GO, Series A, 5.00%, 02/15/23 (PSF) | 50 | 50045 |
| Killeen Independent School District GO, 5.00%, 02/15/23 (PSF) | 180 | 180166 |
| Klein Independent School District GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 02/01/23 (PSF) | 150 | 150000 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 (PSF) | 390 | 395034 |
| Laredo Independent School District GO, 5.00%, 08/01/23 (PSF) | 25 | 25328 |
| Leander Independent School District GO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 08/15/23 (PSF)<sup>(a)</sup> | 240 | 236508 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/23 (PSF) | 20 | 20286 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/15/23 (PSF) | 85 | 86214 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 0.00%, 08/15/23 (PSF)<sup>(a)</sup> | 50 | 49293 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 08/15/23 | 75 | 76007 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series D, 0.00%, 08/15/23 (PSF)<sup>(a)</sup> | 95 | 93618 |
| Lewisville Independent School District GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/23 | 200 | 202716 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/23 (PSF) | 800 | 811081 |
| &nbsp;&nbsp;&nbsp;Series A, 4.00%, 08/15/23 (PSF) | 35 | 35299 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/15/23 (PSF) | 170 | 172355 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 08/15/23 | 115 | 116562 |
| Lone Star College System GOL, Series B, 5.00%, 02/15/23 | 335 | 335311 |
| Lower Colorado River Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 05/15/23 | 320 | 322103 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 05/15/23 | 355 | 357351 |
| Magnolia Independent School District/TX GO, 5.00%, 08/15/23 (PSF) | 90 | 91261 |
| Manor Independent School District GO, 5.00%, 08/01/23 (PSF) | 100 | 101251 |
| Metropolitan Transit Authority of Harris County RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 365 | 371950 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/01/23 | 375 | 382140 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 11/01/23 | 615 | 626710 |
| North East Independent School District/TX GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 (PSF) | 730 | 739349 |
| &nbsp;&nbsp;&nbsp;5.25%, 02/01/23 (PSF) | 220 | 220000 |
| Series B, 5.00%, 02/01/23 (PSF) | 175 | 175000 |
| North Texas Municipal Water District RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 06/01/23 | 305 | 307593 |
| &nbsp;&nbsp;&nbsp;6.25%, 06/01/23 | 75 | 75944 |
| North Texas Municipal Water District Water System Revenue, 4.00%, 09/01/23 | 640 | 645888 |
| North Texas Municipal Water District Water System Revenue RB, 5.00%, 09/01/23 | 660 | 669852 |
| Northside Independent School District GO |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 08/15/23 (PSF) | 115 | 115381 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Texas (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/23 (PSF) | $25 | $25239 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 (PSF) | 75 | 75968 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/23 (PSF) | 390 | 395423 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/15/23 (PSF) | 85 | 86182 |
| Northwest Independent School District GO |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 02/15/23 (PSF) | 200 | 200181 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 02/15/23 (PSF) | 120 | 120109 |
| Pasadena Independent School District GO, 5.00%, 02/15/23 (PSF) | 95 | 95086 |
| Permanent University Fund - Texas A&M University System RB 5.00%, 07/01/23 | 200 | 202167 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 170 | 171842 |
| &nbsp;&nbsp;&nbsp;Series A, 5.25%, 07/01/23 | 195 | 197312 |
| Permanent University Fund - University of Texas System RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 50 | 50533 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 07/01/23 | 140 | 141493 |
| Plano Independent School District GO, 5.00%, 02/15/23 (PSF) | 385 | 385352 |
| Prosper Independent School District GO, 5.00%, 02/15/23 (PSF) | 175 | 175158 |
| Round Rock Independent School District GO, 5.00%, 08/01/23 (PSF) | 1715 | 1737477 |
| San Angelo Independent School District GO, Series A, 5.00%, 02/15/23 (PSF) | 190 | 190173 |
| San Antonio Water System, 5.00%, 05/15/23 | 260 | 261940 |
| San Antonio Water System RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 05/15/23 | 245 | 246828 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 05/15/23 | 160 | 161194 |
| Southwest Higher Education Authority Inc. RB, 5.00%, 10/01/23 | 100 | 101611 |
| Spring Branch Independent School District GOL, Series A, 5.00%, 02/01/23 (PSF) | 185 | 185000 |
| Spring Independent School District GO, 5.00%, 08/15/23 (PSF) | 420 | 425772 |
| State of Texas GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/23 | 150 | 150629 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 | 845 | 855863 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 | 4350 | 4424443 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 10/01/23 | 220 | 223765 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 10/01/23 | 735 | 747579 |
| &nbsp;&nbsp;&nbsp;Series B-1, 5.00%, 08/01/23 | 100 | 101286 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 05/15/23 | 100 | 100734 |
| &nbsp;&nbsp;&nbsp;Series I, 5.00%, 04/01/23 | 115 | 115482 |
| State of Texas GOL, Series A, 5.00%, 08/01/23 | 175 | 177250 |
| Tarrant County Cultural Education Facilities Finance Corp. RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/23 | 100 | 101395 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/23 | 40 | 40790 |
| Tarrant Regional Water District RB, 6.00%, 09/01/23 | 200 | 204155 |
| Tarrant Regional Water District Water Supply System RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 03/01/23 | 410 | 410845 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 03/01/23 | 145 | 145299 |
| Texas A&M University RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 05/15/23 | 805 | 811005 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 05/15/23 | 180 | 181343 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 05/15/23 | 60 | 60448 |
| &nbsp;&nbsp;&nbsp;Series E, 5.00%, 05/15/23 | 210 | 211567 |
| Texas A&M University Revenue RB, 5.00%, 05/15/37 |  |  |
| &nbsp;&nbsp;&nbsp;(PR 05/15/24) | 710 | 715252 |
| Texas State Technical College RB, 5.00%, 10/15/23 | 20 | 20364 |
| Texas State University System RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/23 | 460 | 461448 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 03/15/23 | 1340 | 1344218 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> iBonds<sup>®</sup> Dec 2023 Term Muni Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Texas (continued)** |  |  |
| Texas Transportation Commission State Highway Fund RB |  |  |
| &nbsp;&nbsp;&nbsp;First Series, 5.00%, 10/01/23 | $630 | $640949 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 04/01/23 | 175 | 175745 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 10/01/23 | 170 | 172955 |
| Texas Water Development Board RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 04/15/23 | 125 | 125662 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 | 125 | 126638 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 04/15/23 | 875 | 879633 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 10/15/23 | 250 | 254617 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 10/15/23 | 300 | 305541 |
| Trinity River Authority Central Regional Wastewater System Revenue RB, 5.00%, 08/01/23 | 75 | 75964 |
| Trinity River Authority RB, 5.00%, 02/01/23 | 155 | 155000 |
| Tyler Independent School District GO, 5.00%, 02/15/38 |  |  |
| &nbsp;&nbsp;&nbsp;(PR 02/15/24) (PSF) | 1000 | 1000890 |
| United Independent School District GO, 5.00%, 08/15/23 (PSF) | 25 | 25344 |
| University of Houston RB, 4.00%, 02/15/23 | 85 | 85047 |
| University of North Texas System RB, Series A, 5.00%, 04/15/23 | 100 | 100529 |
| University of Texas System (The) RB |  |  |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 08/15/23 | 375 | 380416 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 08/15/23 | 460 | 466643 |
| &nbsp;&nbsp;&nbsp;Series H, 5.00%, 08/15/23 | 25 | 25361 |
|  |  | 54847307 |
| **Utah — 1.3%** |  |  |
| Alpine School District/UT GO, 5.00%, 03/15/23 (GTD) | 375 | 376144 |
| Central Utah Water Conservancy District RB, Series A, 5.00%, 10/01/23 | 110 | 111882 |
| City of Salt Lake City UT Public Utilities Revenue RB, 5.00%, 02/01/23 | 100 | 100000 |
| County of Salt Lake UT RB, 5.00%, 08/15/30 (PR 08/15/23) | 1750 | 1774421 |
| Davis School District GO, 5.00%, 06/01/23 (GTD) | 270 | 272340 |
| Intermountain Power Agency RB, Series A, 5.00%, 07/01/23 | 280 | 282719 |
| Jordan Valley Water Conservancy District RB, Series B, 5.00%, 10/01/23 | 75 | 76308 |
| State of Utah GO, 5.00%, 07/01/23 | 40 | 40418 |
| University of Utah (The) RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 (SAP) | 450 | 456010 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 08/01/23 | 210 | 212805 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 08/01/27 (PR 08/01/23) | 1075 | 1088661 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 08/01/28 (PR 08/01/23) | 565 | 572180 |
| &nbsp;&nbsp;&nbsp;Series B-1, 5.00%, 08/01/23 | 205 | 207738 |
| Utah Associated Municipal Power Systems RB, Series A, 5.00%, 09/01/23 | 620 | 628823 |
| Utah State Building Ownership Authority RB, 5.00%, 05/15/23 | 405 | 408021 |
| Utah Transit Authority RB, Series A, 5.00%, 06/15/23 | 250 | 252415 |
| Washington County School District Board of Education/St |  |  |
| &nbsp;&nbsp;&nbsp;George GO, 5.00%, 03/01/23 (GTD) | 110 | 110225 |
|  |  | 6971110 |
| **Vermont — 0.0%** |  |  |
| State of Vermont GO, Series B, 5.00%, 08/15/23 | 100 | 101417 |
| University of Vermont & State Agricultural College RB, 5.00%, 10/01/23 | 25 | 25411 |
| Vermont Municipal Bond Bank RB, Series 4, 5.00%, 12/01/23 | 25 | 25536 |
|  |  | 152364 |
| **Virginia — 5.8%** |  |  |
| Chesapeake Bay Bridge & Tunnel District RB, 5.00%, 11/01/23 | 1000 | 1014634 |
| City of Alexandria VA GO, 5.00%, 07/15/23 (SAW) | 635 | 642739 |
| City of Falls Church VA GO, Series B, 5.00%, 07/15/23 | 250 | 252979 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Virginia (continued)** |  |  |
| City of Hampton VA GO, Series A, 5.00%, 09/01/23 (SAW) | $10 | $10152 |
| City of Newport News VA GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/23 (SAW) | 415 | 419888 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 | 60 | 60777 |
| City of Norfolk VA GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 (SAW) | 425 | 430506 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 (SAW) | 35 | 35453 |
| Commonwealth of Virginia GO |  |  |
| &nbsp;&nbsp;&nbsp;Series B, 4.00%, 06/01/23 | 500 | 502700 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 06/01/23 | 100 | 100867 |
| County of Arlington VA GO, 5.00%, 08/15/23 | 100 | 101412 |
| County of Chesterfield VA Water & Sewer Revenue RB, 5.00%, 11/01/23 | 100 | 101964 |
| County of Fairfax VA GO |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/23 (SAW) | 905 | 914388 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 10/01/23 (SAW) | 700 | 711839 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 04/01/23 (SAW) | 75 | 75311 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 10/01/23 (SAW) | 675 | 686417 |
| County of Henrico VA GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 (SAW) | 200 | 202622 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 | 165 | 167162 |
| County of Loudoun VA GO |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 12/01/23 | 140 | 143058 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 12/01/23 (SAW) | 600 | 613104 |
| County of Prince William VA COP, 5.00%, 10/01/23 | 120 | 122006 |
| County of Prince William VA GO, 5.00%, 08/01/23 (SAW) | 100 | 101311 |
| Fairfax County Economic Development Authority ST, 5.00%, 04/01/23 | 100 | 100428 |
| Fairfax County Industrial Development Authority RB, 5.00%, 05/15/23 | 200 | 201423 |
| Fairfax County Water Authority RB, 5.00%, 04/01/23 | 515 | 517254 |
| Hampton Roads Sanitation District RB, Series A, 5.00%, 07/01/23 | 500 | 505438 |
| Virginia College Building Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 02/01/23 | 800 | 800000 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/23 (ST INTERCEPT) | 7220 | 7334089 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 02/01/23 | 385 | 385000 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 09/01/23 | 40 | 40632 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 02/01/28 (PR 02/01/24) | 1025 | 1025000 |
| &nbsp;&nbsp;&nbsp;Series E-1, 5.00%, 02/01/23 | 295 | 295000 |
| &nbsp;&nbsp;&nbsp;Series E-2, 5.00%, 02/01/23 | 555 | 555000 |
| Virginia Commonwealth Transportation Board RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 05/15/23 | 950 | 957087 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/15/23 | 680 | 691034 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/15/23 (PR 03/15/23) | 1100 | 1103380 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 05/15/23 | 470 | 473506 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 05/15/23 | 90 | 90671 |
| Virginia Public Building Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 | 1150 | 1165129 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 08/01/23 | 525 | 531907 |
| &nbsp;&nbsp;&nbsp;Series A, 4.00%, 08/01/23 | 245 | 247019 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 | 290 | 293815 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/26 (PR 08/01/24) | 220 | 222850 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 08/01/23 | 865 | 876379 |
| Virginia Public School Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/23 (SAW) | 100 | 101084 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/01/23 (SAW) | 250 | 250524 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/23 (SAW) | 45 | 45536 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 | 1735 | 1757306 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 (SAW) | 765 | 774835 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 08/01/23 | 100 | 101286 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> iBonds<sup>®</sup> Dec 2023 Term Muni Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Virginia (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 (SAW) | $280 | $283600 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 08/01/23 (SAW) | 225 | 227893 |
| &nbsp;&nbsp;&nbsp;Series VI, 5.00%, 04/15/23 | 155 | 155805 |
| Virginia Resources Authority Clean Water Revolving Fund RB, 5.00%, 10/01/23 | 665 | 676647 |
| Virginia Resources Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 205 | 209042 |
| &nbsp;&nbsp;&nbsp;Series A, 4.00%, 11/01/23 | 100 | 101236 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/01/23 | 1105 | 1126785 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 11/01/23 | 200 | 203943 |
| &nbsp;&nbsp;&nbsp;Series S, 5.00%, 11/01/23 | 390 | 397689 |
|  |  | 32236541 |
| **Washington — 6.2%** |  |  |
| Central Puget Sound Regional Transit Authority RB, SERIES S-1, 5.00%, 11/01/23 | 70 | 71349 |
| Central Puget Sound Regional Transit Authority TB, 5.00%, 11/01/23 | 250 | 254816 |
| City of Bellevue WA GOL, 4.00%, 12/01/28 (PR 06/01/24) (AMBAC) | 1200 | 1206361 |
| City of Seattle WA Drainage & Wastewater Revenue RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/23 | 145 | 145620 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/01/23 | 100 | 100646 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 300 | 303263 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/23 | 1000 | 1015277 |
| City of Seattle WA GO, 5.00%, 12/01/23 | 100 | 102226 |
| City of Seattle WA GOL |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 05/01/23 | 1060 | 1066981 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 04/01/23 | 445 | 446940 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 06/01/23 | 100 | 100883 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/01/23 | 100 | 102002 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 12/01/23 | 450 | 460016 |
| City of Seattle WA Municipal Light & Power Revenue RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/23 | 400 | 405995 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 04/01/23 | 350 | 351468 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 09/01/23 | 290 | 294346 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 10/01/23 | 280 | 284792 |
| City of Seattle WA Water System Revenue RB, 5.00%, 05/01/23 | 725 | 729684 |
| City of Spokane WA Water & Wastewater Revenue RB, 5.00%, 12/01/23 | 640 | 653818 |
| Clark County School District No. 117 Camas GO, 5.00%, 12/01/23 (GTD) | 115 | 117512 |
| County of King WA GOL |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 480 | 485220 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/23 | 80 | 81747 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, VRDN,1.15%, 01/01/46 (Put 01/31/23)<sup>(b)</sup> | 3000 | 3000000 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 12/01/23 | 260 | 265679 |
| &nbsp;&nbsp;&nbsp;Series E, 5.00%, 12/01/23 | 165 | 168604 |
| County of King WA Sewer Revenue RB, Series B, 5.00%, 07/01/23 | 520 | 525547 |
| County of Snohomish WA GOL |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/43 (PR 06/01/24) | 2000 | 2010601 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/23 | 125 | 127678 |
| Energy Northwest RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 945 | 955081 |
| &nbsp;&nbsp;&nbsp;Series A, 4.00%, 07/01/23 | 150 | 150987 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 1540 | 1556427 |
| Grant County Public Utility District No. 2 Electric Revenue RB, Series J, 5.00%, 01/01/38 (PR 07/01/24) | 1000 | 1010751 |
| King County School District No. 216 Enumclaw GO, 5.00%, 12/01/23 (GTD) | 50 | 51063 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Washington (continued)** |  |  |
| King County School District No. 401 Highline GO, 5.00%, 12/01/23 (GTD) | $25 | $25546 |
| King County School District No. 403 Renton GO, 5.00%, 12/01/23 (GTD) | 175 | 178749 |
| King County School District No. 405 Bellevue GO, 5.00%, 12/01/23 (GTD) | 3110 | 3178963 |
| King County School District No. 411 Issaquah GO, 5.00%, 12/01/23 (GTD) | 255 | 260548 |
| King County School District No. 415 Kent GO, 5.00%, 12/01/23 (GTD) | 90 | 91928 |
| Pierce County School District No. 320 Sumner GO, 5.00%, 12/01/23 (GTD) | 175 | 178837 |
| Pierce County School District No. 403 Bethel GO, 5.00%, 06/01/23 (GTD) | 65 | 65553 |
| Pierce County School District No. 416 White River GO, 5.00%, 12/01/23 (GTD) | 70 | 71500 |
| Port of Seattle WA GOL, 5.00%, 06/01/23 | 250 | 252167 |
| Port of Seattle WA RB, Series B, 5.00%, 03/01/23 | 70 | 70135 |
| Port of Tacoma WA GOL, Series A, 5.00%, 12/01/23 | 180 | 183886 |
| Port of Tacoma WA RB, Series A, 4.00%, 12/01/23 | 125 | 126605 |
| Skagit County School District No. 103 Anacortes GO, 5.00%, 12/01/23 (GTD) | 25 | 25536 |
| Snohomish County School District No. 15 Edmonds GO, 4.00%, 12/01/23 (GTD) | 20 | 20265 |
| Snohomish County School District No. 201 Snohomish GO, 5.00%, 12/01/23 (GTD) | 165 | 168535 |
| Snohomish County School District No. 4 Lake Stevens GO, 5.00%, 12/01/23 (GTD) | 140 | 142999 |
| Snohomish County School District No. 6 Mukilteo GO, 5.00%, 12/01/23 (GTD) | 245 | 250351 |
| Spokane & Whitman Counties School District No. 360 Cheney |  |  |
| &nbsp;&nbsp;&nbsp;GO, 5.00%, 12/01/23 (GTD) | 100 | 102142 |
| State of Washington COP |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 485 | 490094 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 07/01/23 | 235 | 237468 |
| State of Washington GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 02/01/23 | 125 | 125000 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/23 | 125 | 126323 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/23 | 440 | 445657 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 02/01/23 | 350 | 350000 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 08/01/23 | 460 | 465914 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 07/01/23 | 1280 | 1293548 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 08/01/23 | 210 | 212700 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 02/01/23 | 250 | 250000 |
| &nbsp;&nbsp;&nbsp;Series C, 5.50%, 07/01/23 | 45 | 45568 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 02/01/23 | 210 | 210000 |
| &nbsp;&nbsp;&nbsp;Series E, 5.00%, 06/01/23 | 100 | 100843 |
| &nbsp;&nbsp;&nbsp;Series E, 5.25%, 02/01/23 | 150 | 150000 |
| &nbsp;&nbsp;&nbsp;Series R, 4.00%, 07/01/23 | 90 | 90585 |
| &nbsp;&nbsp;&nbsp;Series R, 5.00%, 07/01/23 | 765 | 773097 |
| &nbsp;&nbsp;&nbsp;Series R-2015, 5.00%, 07/01/23 | 545 | 550768 |
| &nbsp;&nbsp;&nbsp;Series R-2017A, 5.00%, 08/01/23 | 400 | 405143 |
| &nbsp;&nbsp;&nbsp;Series R-2018D, 5.00%, 08/01/23 | 300 | 303857 |
| &nbsp;&nbsp;&nbsp;Series R-C, 5.00%, 07/01/23 | 490 | 495186 |
| State of Washington RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/23 | 1000 | 1013533 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 09/01/23 | 1130 | 1145293 |
| University of Washington, 5.00%, 07/01/25 (PR 07/01/24) | 100 | 101075 |
| University of Washington RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 4.00%, 12/01/23 | 165 | 167228 |
| &nbsp;&nbsp;&nbsp;Series B, 4.00%, 06/01/23 | 235 | 236253 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 12/01/23 | 215 | 219660 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> iBonds<sup>®</sup> Dec 2023 Term Muni Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Washington (continued)** |  |  |
| Washington State University RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/23 | $315 | $316268 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/23 | 120 | 121974 |
| Yakima County School District No. 90 East Valley GO, 5.00%, 12/01/23 (GTD) | 15 | 15315 |
|  |  | 34455975 |
| **West Virginia — 0.5%** |  |  |
| State of West Virginia GO |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 06/01/23 | 625 | 630417 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/01/23 | 55 | 56080 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 12/01/23 | 100 | 102184 |
| &nbsp;&nbsp;&nbsp;Series B, 5.00%, 06/01/23 | 225 | 226950 |
| West Virginia Commissioner of Highways RB, Series A, 5.00%, 09/01/23 | 830 | 842439 |
| West Virginia Parkways Authority RB, 5.00%, 06/01/23 | 260 | 262254 |
| West Virginia State School Building Authority Lottery RB, Series A, 5.00%, 07/01/23 | 225 | 227260 |
| West Virginia Water Development Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 110 | 111155 |
| &nbsp;&nbsp;&nbsp;Series A-II, 5.00%, 11/01/23 | 80 | 81571 |
|  |  | 2540310 |
| **Wisconsin — 2.7%** |  |  |
| City of Madison WI GO, Series A, 4.00%, 10/01/23 | 500 | 505451 |
| City of Milwaukee WI GO, Series N1, 5.00%, 02/01/23 | 270 | 270000 |
| Milwaukee County Metropolitan Sewer District GO, Series A, 5.00%, 10/01/23 | 370 | 376258 |
| Milwaukee Metropolitan Sewerage District GO, 4.00%, 10/01/23 | 205 | 207127 |
| State of Wisconsin Clean Water Fund Leveraged Loan Portfolio RB |  |  |
| &nbsp;&nbsp;&nbsp;Series 1, 5.00%, 06/01/24 (PR 06/01/23) | 1490 | 1502517 |
| &nbsp;&nbsp;&nbsp;Series 2, 5.00%, 06/01/23 | 115 | 115966 |
| State of Wisconsin Environmental Improvement Fund Revenue RB, Series A, 5.00%, 06/01/23 | 1440 | 1452529 |
| State of Wisconsin G.O. UNLTD NOTES, 5.00%, 11/01/23 | 245 | 249812 |
| State of Wisconsin GO |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 05/01/23 | 1000 | 1006411 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/01/23 | 565 | 576097 |
| &nbsp;&nbsp;&nbsp;Series D, 5.00%, 05/01/23 | 360 | 362308 |
| &nbsp;&nbsp;&nbsp;Series 1, 5.00%, 05/01/23 | 475 | 478045 |
| &nbsp;&nbsp;&nbsp;Series 1, 5.00%, 11/01/23 | 820 | 836105 |
| &nbsp;&nbsp;&nbsp;Series 2, 5.00%, 11/01/23 | 255 | 260008 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Wisconsin (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 05/01/23 | $100 | $100641 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 05/01/28 (PR 05/01/23) | 1000 | 1006386 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 05/01/29 (PR 05/01/23) | 2000 | 2012772 |
| &nbsp;&nbsp;&nbsp;Series B, 4.00%, 05/01/23 | 80 | 80317 |
| &nbsp;&nbsp;&nbsp;Series C, 5.00%, 05/01/23 | 40 | 40256 |
| State of Wisconsin RB, Series A, 5.00%, 05/01/23 | 475 | 478081 |
| Wisconsin Department of Transportation RB |  |  |
| &nbsp;&nbsp;&nbsp;Series 1, 4.00%, 07/01/23 | 95 | 95648 |
| &nbsp;&nbsp;&nbsp;Series 1, 5.00%, 07/01/23 | 420 | 424586 |
| &nbsp;&nbsp;&nbsp;Series 1, 5.00%, 07/01/26 (PR 07/01/23) | 645 | 651800 |
| &nbsp;&nbsp;&nbsp;Series 1, 5.00%, 07/01/27 (PR 01/01/24) | 640 | 646880 |
| &nbsp;&nbsp;&nbsp;Series 1, 5.00%, 07/01/30 (PR 07/01/24) | 240 | 242580 |
| &nbsp;&nbsp;&nbsp;Series 2, 5.00%, 07/01/23 | 255 | 257784 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 07/01/23 | 625 | 631824 |
| Wisconsin Health & Educational Facilities Authority RB |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/23 | 115 | 116469 |
| &nbsp;&nbsp;&nbsp;Series A, 5.00%, 11/15/23 | 40 | 40776 |
| WPPI Energy RB, Series A, 5.00%, 07/01/23 | 230 | 232311 |
|  |  | 15257745 |
| **Total Long-Term Investments — 101.1%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $562,497,317)** |  | 560727805 |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 0.0%** |  |  |
| BlackRock Liquidity Funds: MuniCash, 1.39%<sup>(c)(d)</sup> | 236 | 236128 |
| **Total Short-Term Securities — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $236,058)** |  | 236128 |
| **Total Investments — 101.1%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $562,733,375)** |  | 560963933 |
| **Liabilities in Excess of Other Assets — (1.1)%** |  | (6373856) |
| **Net Assets — 100.0%** |  | $554590077 |

---

<sup>(a)</sup> Zero-coupon bond.

<sup>(b)</sup> Variable rate security. Rate as of period end and maturity is the date the principal owed can be recovered through demand.

<sup>(c)</sup> Affiliate of the Fund.

<sup>(d)</sup> Annualized 7-day yield as of period end.

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended January 31, 2023 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at <br> 10/31/22* | *Purchases <br> at Cost* | *Proceeds <br> from Sale* | *Net Realized <br> Gain (Loss)* | *Change in <br> Unrealized <br> Appreciation <br> (Depreciation)* | *Value at <br> 01/31/23* | *Shares <br> Held at <br> 01/31/23 <br> (000)* | *Income* | *Capital Gain <br> Distributions from <br> Underlying Funds* |
| BlackRock Liquidity Funds: MuniCash | $2259207 | $– $| (2026157)<sup>(a)</sup> | $3008 | $70 | $236128 | 236 | $18460 | $— |

---

<sup>(a)</sup> Represents net amount purchased (sold).

**Fair Value Hierarchy as of Period End**

Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

● Level 1 – Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that each Fund has the ability to access;

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> iBonds<sup>®</sup> Dec 2023 Term Muni Bond ETF** |
| January 31, 2023 |  |

---

**Fair Value Hierarchy as of Period End (continued)**

● Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs); and

● Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Valuation Committee's assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund's policy regarding valuation of financial instruments, refer to its most recent financial statements.

The following table summarizes the Fund's financial instruments categorized in the fair value hierarchy. The breakdown of the Fund's financial instruments into major categories is disclosed in the Schedule of Investments above.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Long-Term Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal Debt Obligations | $— | $560727805 | $— | $560727805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 236128 |  |  | 236128 |
|  | $236128 | $560727805 | $— | $560963933 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |  |  |
| AGC | Assured Guaranty Corp. | MO | Moral Obligation |
| AGM | Assured Guaranty Municipal Corp. | NPFGC | National Public Finance Guarantee Corp. |
| AMBAC | Ambac Assurance Corp. | PR | Prerefunded |
| BAM | Build America Mutual Assurance Co. | PSF | Permanent School Fund |
| COP | Certificates of Participation | RB | Revenue Bond |
| ETM | Escrowed to Maturity | SAP | Subject to Appropriations |
| GO | General Obligation | SAW | State Aid Withholding |
| GOL | General Obligation Limited | SCSDE | South Carolina State Department of Education |
| GTD | Guaranteed | ST | Special Tax |
| HERBIP | Higher Education Revenue Bond Intercept Program |  |  |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** iShares Trust

- **b. Investment Company Act file number:** 811-09729

- **c. CIK number of Registrant:** 0001100663

- **d. LEI of Registrant:** 5493000860OXIC4B5K91

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

  - **Street Address 1:** 400 Howard Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

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

- **a. Name of Series:** iShares iBonds Dec 2023 Term Muni Bond ETF

- **b. EDGAR series identifier (if any):** S000054724

- **c. LEI of Series:** 54930086634JKXKNCH37

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $568668551.34

**Total Liabilities:** $14081002.22

**Net Assets:** $554587549.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7238.48000000 | **1-Year:** 17941.80000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 130.89000000 | **1-Year:** 277.44000000 | **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 C000171897 | 0.65%                | -0.02%               | 0.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $217.77                  | $2682623.64                                |
| Month 2  | $-1513.85                | $-759852.35                                |
| Month 3  | $3114.01                 | $1973004.11                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Wyandotte County-Kansas City Unified Government                                 | WYANDOTTE CNTY/KANSAS CITY KSUNIF GOVT                       | CUSIP: 9826713K3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101305.60    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public Building Authority                                              | VIRGINIA ST PUBLIC BLDG AUTH PUBLIC FACS REVENUE             | CUSIP: 928172ZU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $283683.57    | 0.05%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue      | LOS ANGELES CNTY CA MET TRANSPRTN AUTH SALES TAX REVENUE     | CUSIP: 54466HDJ2<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    185000 | PA      | $186677.58    | 0.03%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | CUSIP: 64971XMR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101964.01    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                       | INDIANA ST FIN AUTH REVENUE                                  | CUSIP: 45506DVR3<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60000.00     | 0.01%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Clark NV                                                              | CLARK CNTY NV                                                | CUSIP: 180848G56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102175.76    | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                            | SAN DIEGO CA CMNTY CLG DIST                                  | CUSIP: 797272MG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $126638.23    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maine                                                                  | MAINE ST                                                     | CUSIP: 56052AYA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $347990.25    | 0.06%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                               | MARYLAND ST                                                  | CUSIP: 574193KM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2545000 | PA      | $2578354.26   | 0.46%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX                                                          | SAN ANTONIO TX                                               | CUSIP: 796237W68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    520000 | PA      | $520000.00    | 0.09%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Council                                                            | MET COUNCIL MINNEAPOLIS-SAINT PAUL MN MET AREA               | CUSIP: 591852M54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $320657.22    | 0.06%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico Finance Authority                                                    | NEW MEXICO ST FIN AUTH ST TRANSPRTN REVENUE                  | CUSIP: 64711RLX2<br>LEI: 549300L6217Y7X40SP94 | Long             | DBT              | MUN               | US        |    145000 | PA      | $146352.08    | 0.03%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Waco TX                                                                 | WACO TX                                                      | CUSIP: 929831GS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75000.00     | 0.01%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| School District of Broward County/FL                                            | BROWARD CNTY FL SCH BRD COPS                                 | CUSIP: 115065YT5<br>LEI: 5493006KVNQDJ1D0OD92 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65628.56     | 0.01%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT         | CUSIP: 64990BZW6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    200000 | PA      | $203489.30    | 0.04%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Boulder CO Water & Sewer Revenue                                        | BOULDER CO WTR & SWR REVENUE                                 | CUSIP: 10146HJM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102184.10    | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                            | SAN DIEGO CA UNIF SCH DIST                                   | CUSIP: 7973552H6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200778.00    | 0.04%             | 2023-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern California Public Power Authority                                      | STHRN CALIFORNIA ST PUBLIC PWR AUTH                          | CUSIP: 842477VE8<br>LEI: 5493003B5TD5FWUKMD34 | Long             | DBT              | MUN               | US        |    130000 | PA      | $131457.11    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                               | MARYLAND ST                                                  | CUSIP: 574193MB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $162096.93    | 0.03%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Columbus OH                                                             | COLUMBUS OH                                                  | CUSIP: 199492VT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $301297.95    | 0.05%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966QUF5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25050.73     | 0.00%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue      | LOS ANGELES CNTY CA MET TRANSPRTN AUTH SALES TAX             | CUSIP: 5447126T4<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    185000 | PA      | $187104.39    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                               | MICHIGAN ST BLDG AUTH REVENUE                                | CUSIP: 594615AK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $437608.33    | 0.08%             | 2023-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North East Independent School District/TX                                       | NORTH EAST TX INDEP SCH DIST                                 | CUSIP: 6591542T4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $220000.00    | 0.04%             | 2023-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                      | MICHIGAN ST FIN AUTH REVENUE                                 | CUSIP: 59447TST1<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    195000 | PA      | $198233.26    | 0.04%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware County Authority                                                       | DELAWARE CNTY PA AUTH                                        | CUSIP: 246008NY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76575.59     | 0.01%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Buncombe NC                                                           | BUNCOMBE CNTY NC LTD OBLIG                                   | CUSIP: 120525DK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201720.14    | 0.04%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Virgenes Unified School District                                            | LAS VIRGENES CA UNIF SCH DIST                                | CUSIP: 518021RX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $103445.58    | 0.02%             | 2023-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                  | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                      | CUSIP: 6461363C3<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    105000 | PA      | $105862.06    | 0.02%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Blount TN                                                             | BLOUNT CNTY TN                                               | CUSIP: 095167SV5<br>LEI: 54930071RP1NB2WPW616 | Long             | DBT              | MUN               | US        |    260000 | PA      | $262166.81    | 0.05%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                          | LOS ANGELES CA UNIF SCH DIST                                 | CUSIP: 5446463J9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    670000 | PA      | $674323.71    | 0.12%             | 2023-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Austin Community College District                                               | AUSTIN TX CMNTY CLG DIST                                     | CUSIP: 052403EP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $207605.04    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 677521G75<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    240000 | PA      | $243181.25    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                        | CONNECTICUT ST SPL TAX OBLIG REVENUE                         | CUSIP: 207758VA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $293800.68    | 0.05%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                              | HOUSTON TX                                                   | CUSIP: 442331T79<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    135000 | PA      | $135276.16    | 0.02%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona State University                                                        | ARIZONA BRD OF RGTS ST UNIV SYS REVENUE                      | CUSIP: 04048RLY0<br>LEI: 254900BLZ1MCZ5JLK411 | Long             | DBT              | MUN               | US        |    220000 | PA      | $222301.09    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maine                                                                  | MAINE ST                                                     | CUSIP: 56052AYL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $126083.43    | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS ST                                             | CUSIP: 57582RDL7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1965000 | PA      | $1977745.19   | 0.36%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Clark NV                                                              | CLARK CNTY NV                                                | CUSIP: 180848WR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $262253.52    | 0.05%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Charles MD                                                            | CHARLES CNTY MD                                              | CUSIP: 159808EJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10199.40     | 0.00%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon Department of Transportation                                    | OREGON ST DEPT OF TRANSPRTN HIGHWAY USER TAX REVENUE         | CUSIP: 68607DQH1<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    230000 | PA      | $234807.83    | 0.04%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan St Louis Sewer District                                            | MET SAINT LOUIS MO SWR DIST WSTWTR SYS REVENUE               | CUSIP: 592481QK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660000 | PA      | $664231.26    | 0.12%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Nassau NY                                                             | NASSAU CNTY NY                                               | CUSIP: 63165TLE3<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |    515000 | PA      | $517176.65    | 0.09%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Anne Arundel MD                                                       | ANNE ARUNDEL CNTY MD                                         | CUSIP: 03588HHF6<br>LEI: 549300L8Q6EFVTZGWW41 | Long             | DBT              | MUN               | US        |    600000 | PA      | $602415.90    | 0.11%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charleston Educational Excellence Finance Corp                                  | CHARLESTON SC EDUCTNL EXCELLENCE FIN CORP REVENUE            | CUSIP: 160131DL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $194149.79    | 0.04%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                              | WISCONSIN ST                                                 | CUSIP: 97705MFC4<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    360000 | PA      | $362307.96    | 0.07%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp                                    | NEW YORK ST ENVRNMNTL FACS CORP REVENUE                      | CUSIP: 64985HNE3<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201526.76    | 0.04%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Fairfax VA                                                            | FAIRFAX CNTY VA                                              | CUSIP: 3038207A6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75310.74     | 0.01%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida Department of Transportation Turnpike System Revenue           | FLORIDA ST TURNPIKE AUTH TURNPIKE REVENUE                    | CUSIP: 343137HD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $141510.92    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reedy Creek Improvement District                                                | REEDY CREEK FL IMPT DIST                                     | CUSIP: 758449QH8<br>LEI: 549300DLSKH6SZ96KV94 | Long             | DBT              | MUN               | US        |    125000 | PA      | $125962.60    | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia Water Development Authority                                       | WEST VIRGINIA ST WTR DEV AUTHWTR DEV REVENUE                 | CUSIP: 956695H52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81571.21     | 0.01%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Tennessee                                                              | TENNESSEE ST                                                 | CUSIP: 880541UJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $253833.95    | 0.05%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                            | CONNECTICUT ST                                               | CUSIP: 20772JRM6<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    535000 | PA      | $544730.21    | 0.10%             | 2023-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Jersey                                                             | NEW JERSEY ST                                                | CUSIP: 646039VB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $126029.24    | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 93974DVV7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    160000 | PA      | $160000.00    | 0.03%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST SPL OBLG                                             | CUSIP: 67759HHT4<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    440000 | PA      | $449426.69    | 0.08%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Montgomery MD                                                         | MONTGOMERY CNTY MD                                           | CUSIP: 6133403G1<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |    500000 | PA      | $509820.05    | 0.09%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                             | CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE                   | CUSIP: 130685CJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15144.27     | 0.00%             | 2023-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kentucky Asset Liability Commission                                             | KENTUCKY ST ASSET/LIABILITY COMMISSION AGY FUND REVENUE      | CUSIP: 49118NEF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $507947.05    | 0.09%             | 2023-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                 | HAWAII ST                                                    | CUSIP: 419792QU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200828.46    | 0.04%             | 2023-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Montgomery MD                                                         | MONTGOMERY CNTY MD                                           | CUSIP: 6133405V6<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |    675000 | PA      | $689742.68    | 0.12%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                             | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                | CUSIP: 97710B7P1<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    115000 | PA      | $116469.47    | 0.02%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Newport Mesa Unified School District                                            | NEWPORT MESA CA UNIF SCH DIST                                | CUSIP: 652113UG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49416.30     | 0.01%             | 2023-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority                                                | OHIO ST WTR DEV AUTH REVENUE                                 | CUSIP: 67765QCE4<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    130000 | PA      | $132806.82    | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Hampshire                                                          | NEW HAMPSHIRE ST                                             | CUSIP: 644682Y59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200420.64    | 0.04%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Infrastructure Bank Water Pollution Control Revolving Fund         | RHODE ISLAND ST INFRASTRUCTURE BANK WTR POLL CONTROL REVENUE | CUSIP: 76221UCB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $300146.72    | 0.05%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Wake NC                                                               | WAKE CNTY NC                                                 | CUSIP: 930863T62<br>LEI: 5493007XQJHO082P1H29 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1002136.10   | 0.18%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public Building Authority                                              | VIRGINIA ST PUBLIC BLDG AUTH PUBLIC FACS REVENUE             | CUSIP: 928172YS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $247018.90    | 0.04%             | 2023-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland Department of Transportation                                  | MARYLAND ST DEPT OF TRANSPRTN CONSOL TRANSPRTN               | CUSIP: 574204L35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    910000 | PA      | $925876.32    | 0.17%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix AZ                                                              | PHOENIX AZ                                                   | CUSIP: 718814X84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $639281.87    | 0.12%             | 2023-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public Building Authority                                              | VIRGINIA ST PUBLIC BLDG AUTH PUBLIC FACS REVENUE             | CUSIP: 928172E35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $531906.69    | 0.10%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                         | LOS ANGELES CA DEPT OF WTR & PWR REVENUE                     | CUSIP: 544532FY5<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    500000 | PA      | $505666.70    | 0.09%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                          | IOWA ST FIN AUTH REVENUE                                     | CUSIP: 46246KZ70<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    300000 | PA      | $303931.74    | 0.05%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Hennepin MN                                                           | HENNEPIN CNTY MN                                             | CUSIP: 425507BQ2<br>LEI: 549300YP457DT0GA0119 | Long             | DBT              | MUN               | US        |     95000 | PA      | $97074.90     | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Union NC                                                              | UNION CNTY NC                                                | CUSIP: 9063952E7<br>LEI: 5493007ESG9QHLUW6165 | Long             | DBT              | MUN               | US        |    810000 | PA      | $822044.70    | 0.15%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fort Bend Independent School District                                           | FORT BEND TX INDEP SCH DIST                                  | CUSIP: 346843JF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $136862.64    | 0.02%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                 | HAWAII ST                                                    | CUSIP: 4197916T0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $552278.37    | 0.10%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand River Dam Authority                                                       | GRAND RIVER OK DAM AUTH REVENUE                              | CUSIP: 386442WH6<br>LEI: 549300XGK5KWQHON4Q79 | Long             | DBT              | MUN               | US        |    330000 | PA      | $332585.22    | 0.06%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Prince George's MD                                                    | PRINCE GEORGES CNTY MD COPS                                  | CUSIP: 741705FF9<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25417.71     | 0.00%             | 2023-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                            | COLORADO ST HLTH FACS AUTH REVENUE                           | CUSIP: 19648FVX9<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    400000 | PA      | $406062.20    | 0.07%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                   | TEXAS ST WTR DEV BRD                                         | CUSIP: 882854ZQ8<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    600000 | PA      | $603177.06    | 0.11%             | 2023-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WPPI Energy                                                                     | WPPI ENERGY WI PWR SPLY REVENUE                              | CUSIP: 92937NAJ3<br>LEI: 5493000UBF6PCV5RXZ13 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151506.59    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Arizona                                                                | ARIZONA ST COPS                                              | CUSIP: 040588K79<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76097.80     | 0.01%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah Associated Municipal Power Systems                                         | UTAH ST ASSOCIATED MUNI PWR SYS REVENUE                      | CUSIP: 917328RM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    620000 | PA      | $628822.79    | 0.11%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 677521YF7<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     90000 | PA      | $91390.71     | 0.02%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                               | MARYLAND ST                                                  | CUSIP: 574193RL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101310.58    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State University                                                     | WASHINGTON ST UNIV                                           | CUSIP: 9400937J0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $316268.35    | 0.06%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                  | WASHINGTON DC MET AREA TRANSIT AUTH GROSS REVENUE            | CUSIP: 938782FC8<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |    220000 | PA      | $222301.09    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Union High School District No 210-Phoenix                       | MARICOPA CNTY AZ HIGH SCH DIST #210 PHOENIX                  | CUSIP: 567505QE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $176910.49    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                         | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                    | CUSIP: 072024SY9<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    250000 | PA      | $251119.15    | 0.05%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maine Municipal Bond Bank                                                       | MAINE ST MUNI BOND BANK                                      | CUSIP: 56045RZK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $850961.19    | 0.15%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Loudoun VA                                                            | LOUDOUN CNTY VA                                              | CUSIP: 54589TBF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $229914.23    | 0.04%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                    | DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE       | CUSIP: 254845LP3<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    185000 | PA      | $188215.26    | 0.03%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Henrico VA                                                            | HENRICO CNTY VA                                              | CUSIP: 426056H91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101310.58    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                               | ILLINOIS ST                                                  | CUSIP: 4521522F7<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    200000 | PA      | $202897.42    | 0.04%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA                                                              | SEATTLE WA                                                   | CUSIP: 8126264R7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102225.79    | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 677522HK3<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    340000 | PA      | $345253.78    | 0.06%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Mexico Severance Tax Permanent Fund                                | NEW MEXICO ST SEVERANCE TAX                                  | CUSIP: 6473102K6<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1010667.40   | 0.18%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California Department of Water Resources                               | CALIFORNIA ST DEPT OF WTR RESOURCES CENTRL VLY PROJ          | CUSIP: 13067WPS5<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    125000 | PA      | $127865.70    | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand River Dam Authority                                                       | GRAND RIVER OK DAM AUTH REVENUE                              | CUSIP: 386442VF1<br>LEI: 549300XGK5KWQHON4Q79 | Long             | DBT              | MUN               | US        |    540000 | PA      | $544230.36    | 0.10%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Boston MA                                                               | BOSTON MA                                                    | CUSIP: 100853SH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $110230.45    | 0.02%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Water Supply System Revenue                         | GREAT LAKES MI WTR AUTH WTR SPLY SYS REVENUE                 | CUSIP: 39081JBP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $343556.23    | 0.06%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                      | ILLINOIS ST FIN AUTH REVENUE                                 | CUSIP: 45204EXK9<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    500000 | PA      | $505312.90    | 0.09%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                            | SAN DIEGO CA UNIF SCH DIST                                   | CUSIP: 7973554Z4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $136631.30    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Leander Independent School District                                             | LEANDER TX INDEP SCH DIST                                    | CUSIP: 521841TY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86213.88     | 0.02%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                             | CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE                   | CUSIP: 13068LP66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203148.72    | 0.04%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | NEW YORK CITY NY TRANSITIONALFIN AUTH REVENUE                | CUSIP: 64971X2Y3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $182368.01    | 0.03%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 677522XJ8<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    230000 | PA      | $230964.44    | 0.04%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana                                                              | LOUISIANA ST                                                 | CUSIP: 546415Q60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $210000.00    | 0.04%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana                                                              | LOUISIANA ST                                                 | CUSIP: 546415Z86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $121548.79    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                | FLORIDA ST BRD OF EDU PUBLIC EDU                             | CUSIP: 34153QTY2<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1008867.70   | 0.18%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento Municipal Utility District                                           | SACRAMENTO CA MUNI UTILITY DIST ELEC REVENUE                 | CUSIP: 786005WS3<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126845.61    | 0.02%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Delaware                                                               | DELAWARE ST                                                  | CUSIP: 246381NA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    405000 | PA      | $405000.00    | 0.07%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                            | DIST OF COLUMBIA INCOME TAX SECURED REVENUE                  | CUSIP: 25477GVD4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1021841.00   | 0.18%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix AZ                                                              | PHOENIX AZ                                                   | CUSIP: 718814X43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50291.65     | 0.01%             | 2023-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966LMR9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    195000 | PA      | $197497.37    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 93974DJK5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    765000 | PA      | $773096.99    | 0.14%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Council                                                            | MET COUNCIL MINNEAPOLIS-SAINT PAUL MN MET AREA               | CUSIP: 591852Z27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3715000 | PA      | $3794591.27   | 0.68%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Kansas City MO                                                          | KANSAS CITY MO                                               | CUSIP: 484873NQ3<br>LEI: 549300EGAE3I3XU7XE19 | Long             | DBT              | MUN               | US        |    500000 | PA      | $500000.00    | 0.09%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of DeKalb GA                                                             | DE KALB CNTY GA                                              | CUSIP: 240451YD0<br>LEI: 54930077BXREPE6WKC96 | Long             | DBT              | MUN               | US        |    125000 | PA      | $127813.53    | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Utah/The                                                          | UNIV OF UTAH UT REVENUES                                     | CUSIP: 915183XH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $207737.73    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Seattle WA                                                              | PORT OF SEATTLE WA REVENUE                                   | CUSIP: 735389VF2<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70135.14     | 0.01%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transit Authority of Harris County Sales & Use Tax Revenue         | HARRIS CNTY TX MET TRANSIT AUTH SALES & USE TAX              | CUSIP: 41422EGX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $382140.08    | 0.07%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No 403 Renton                                       | KING CNTY WA SCH DIST #403 RENTON                            | CUSIP: 495080SZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $178749.25    | 0.03%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                              | WISCONSIN ST                                                 | CUSIP: 97705MLD5<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100641.10    | 0.02%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX                                                             | HARRIS CNTY TX                                               | CUSIP: 414005XE3<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |     90000 | PA      | $91570.19     | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Plano Independent School District                                               | PLANO TX INDEP SCH DIST                                      | CUSIP: 727199WM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85077.55     | 0.02%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Private Colleges & Universities Authority                                       | PRIV CLGS & UNIVS AUTH GA                                    | CUSIP: 74265LQ68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $253863.08    | 0.05%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Snohomish County School District No 4 Lake Stevens                              | SNOHOMISH CNTY WA SCH DIST #4LAKE STEVENS                    | CUSIP: 833124QD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $142999.40    | 0.03%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                        | CONNECTICUT ST SPL TAX OBLIG REVENUE                         | CUSIP: 207758TK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $192902.73    | 0.03%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Shelby TN                                                             | SHELBY CNTY TN                                               | CUSIP: 821686J86<br>LEI: 5493000UVZ1EF2SIPO10 | Long             | DBT              | MUN               | US        |    260000 | PA      | $260337.69    | 0.05%             | 2023-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 93974DN20<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126607.10    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                              | MINNESOTA ST                                                 | CUSIP: 60412ALU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $254361.63    | 0.05%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                            | CONNECTICUT ST                                               | CUSIP: 20772KNK1<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1037026.43   | 0.19%             | 2023-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                 | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE     | CUSIP: 64972GDU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $388689.61    | 0.07%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Transportation Board                                                    | ARIZONA ST TRANSPRTN BRD EXCISE TAX REVENUE                  | CUSIP: 040649MB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $580918.59    | 0.10%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Manor Independent School District                                               | MANOR TX INDEP SCH DIST                                      | CUSIP: 564096WJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101250.85    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                         | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                    | CUSIP: 072024TH5<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    135000 | PA      | $135659.04    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                        | CONNECTICUT ST SPL TAX OBLIG REVENUE                         | CUSIP: 207758RU9<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    775000 | PA      | $788521.04    | 0.14%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Jersey                                                             | NEW JERSEY ST                                                | CUSIP: 646039UE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $181482.10    | 0.03%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of New Mexico/The                                                    | UNIV OF NEW MEXICO NM                                        | CUSIP: 914692Y69<br>LEI: 549300WZXG6PIBC7KB43 | Long             | DBT              | MUN               | US        |    195000 | PA      | $196560.12    | 0.04%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sedgwick County Unified School District No 259 Wichita                          | SEDGWICK CNTY KS UNIF SCH DIST #259                          | CUSIP: 815626NM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $96016.90     | 0.02%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Arkansas                                                               | ARKANSAS ST                                                  | CUSIP: 041042VX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $284735.81    | 0.05%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Agricultural & Mechanical Colleges                                     | OKLAHOMA ST AGRIC & MECH CLGSREVENUE                         | CUSIP: 678505EQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $131684.33    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Portland Community College District                                             | PORTLAND OR CMNTY CLG DIST                                   | CUSIP: 736688JY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $257472.68    | 0.05%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana University                                                              | INDIANA UNIV REVENUES                                        | CUSIP: 455168BW3<br>LEI: B4CW783SY7V2XEFJSQ64 | Long             | DBT              | MUN               | US        |    175000 | PA      | $176510.97    | 0.03%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRANSPRTN AUTH NY REVENUE                                | CUSIP: 59259YF87<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    400000 | PA      | $405258.28    | 0.07%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No 415 Kent                                         | KING CNTY WA SCH DIST #415 KENT                              | CUSIP: 495278R88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91928.19     | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                    | CLARK CNTY NV SCH DIST                                       | CUSIP: 181059UL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $302741.64    | 0.05%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                              | MET WTR DIST OF STHRN CA WTRWKS REVENUE                      | CUSIP: 59266TKZ3<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2528229.50   | 0.46%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Arizona/The                                                       | ARIZONA BRD OF RGTS UNIV ARIZONA SYS REVENUE                 | CUSIP: 040484NH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $216791.79    | 0.04%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Department of Transportation                                          | WISCONSIN ST TRANSPRTN REVENUE                               | CUSIP: 977123S82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    645000 | PA      | $651800.04    | 0.12%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                            | TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES                  | CUSIP: 89602RCA1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    285000 | PA      | $290822.58    | 0.05%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund              | OHIO ST WTR DEV AUTH WTR POLLCONTROL REVENUE                 | CUSIP: 67766WWT5<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    500000 | PA      | $510795.45    | 0.09%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                         | MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE             | CUSIP: 576000ZR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $327309.94    | 0.06%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maine                                                                  | MAINE ST                                                     | CUSIP: 56052AYW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25216.69     | 0.00%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                              | MINNESOTA ST                                                 | CUSIP: 60412AGM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | PA      | $567339.25    | 0.10%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE         | CUSIP: 64990FE91<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    335000 | PA      | $335304.35    | 0.06%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966KYL1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    885000 | PA      | $896334.20    | 0.16%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Charleston SC                                                         | CHARLESTON CNTY SC                                           | CUSIP: 160069UQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $193646.12    | 0.03%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Department of Environmental Protection                                  | FLORIDA ST DEPT ENVRNMNTL PROT PRESERVATION REVENUE          | CUSIP: 34160WB37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151568.93    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Valley-Mission Community College District                                  | W VLY-MISSION CA CMNTY CLG DIST                              | CUSIP: 95640HKM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $506552.90    | 0.09%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Water & Wastewater System Revenue                             | AUSTIN TX WTR & WSTWTR SYS REVENUE                           | CUSIP: 052477VQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $449023.96    | 0.08%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA Wastewater System Revenue                                | LOS ANGELES CA WSTWTR SYS REVENUE                            | CUSIP: 5446527W4<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126125.15    | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                              | MINNESOTA ST GEN FUND REVENUE                                | CUSIP: 604146BV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $590070.43    | 0.11%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Harford MD                                                            | HARFORD CNTY MD                                              | CUSIP: 412487FR6<br>LEI: 549300BAMXA3G0J23I39 | Long             | DBT              | MUN               | US        |    110000 | PA      | $111798.65    | 0.02%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Kansas City MO                                                          | KANSAS CITY MO                                               | CUSIP: 484873MV3<br>LEI: 549300EGAE3I3XU7XE19 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50000.00     | 0.01%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue              | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR | CUSIP: 79765RG86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $270443.37    | 0.05%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Round Rock TX                                                           | ROUND ROCK TX                                                | CUSIP: 779222W79<br>LEI: 549300VJM2Z2IGVYF523 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76050.92     | 0.01%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Volusia County School Board                                                     | VOLUSIA CNTY FL SCH BRD COPS                                 | CUSIP: 92884EHZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111386.88    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Department of Aviation                                       | ATLANTA GA ARPT REVENUE                                      | CUSIP: 04780MA41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202175.10    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Columbus OH                                                             | COLUMBUS OH                                                  | CUSIP: 199492EZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $228139.83    | 0.04%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Clark NV                                                              | CLARK CNTY NV HIGHWAY IMPT REVENUE                           | CUSIP: 181000NG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $131348.92    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                | SAN DIEGO CNTY CA WTR AUTH                                   | CUSIP: 797412CJ0<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100681.19    | 0.02%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Clark NV                                                              | CLARK CNTY NV HIGHWAY IMPT REVENUE                           | CUSIP: 181000PP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60622.58     | 0.01%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                                     | LONG ISLAND NY PWR AUTH ELEC SYS REVENUE                     | CUSIP: 542691CA6<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    150000 | PA      | $152134.55    | 0.03%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                  | TEXAS ST                                                     | CUSIP: 882723ZA0<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    220000 | PA      | $223764.95    | 0.04%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                  | TEXAS ST                                                     | CUSIP: 882723MX4<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   4240000 | PA      | $4312560.82   | 0.78%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Santa Fe NM                                                           | SANTA FE CNTY NM                                             | CUSIP: 801889NV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $207229.48    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                            | TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES                  | CUSIP: 89602N5A8<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    520000 | PA      | $530623.65    | 0.10%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clemson University                                                              | CLEMSON SC UNIV HGR EDU REVENUE                              | CUSIP: 185633AF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $140865.98    | 0.03%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue               | NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE      | CUSIP: 64972HVY5<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    295000 | PA      | $298340.73    | 0.05%             | 2023-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Pima AZ Sewer System Revenue                                          | PIMA CNTY AZ SWR REVENUE                                     | CUSIP: 721876VD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    405000 | PA      | $409370.88    | 0.07%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monmouth County Improvement Authority/The                                       | MONMOUTH CNTY NJ IMPT AUTH REVENUE                           | CUSIP: 60956PSQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $161935.47    | 0.03%             | 2023-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Vermont                                                                | VERMONT ST                                                   | CUSIP: 9242582B1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101417.34    | 0.02%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of Honolulu HI                                                    | HONOLULU CITY & CNTY HI                                      | CUSIP: 438670V40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203449.32    | 0.04%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                              | UNIV OF TEXAS TX UNIV REVENUES                               | CUSIP: 91514AGD1<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    325000 | PA      | $329693.72    | 0.06%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                    | PENNSYLVANIA ST                                              | CUSIP: 70914PUT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $717374.79    | 0.13%             | 2023-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                                     | LONG ISLAND NY PWR AUTH ELEC SYS REVENUE                     | CUSIP: 542691AC4<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    250000 | PA      | $253557.58    | 0.05%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida Lottery Revenue                                                | FLORIDA ST BRD OF EDU LOTTERY REVENUE                        | CUSIP: 341507L82<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25253.18     | 0.00%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA                                                              | SEATTLE WA                                                   | CUSIP: 8126263V9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100883.43    | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of Honolulu HI                                                    | HONOLULU CITY & CNTY HI                                      | CUSIP: 438687QL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $277956.42    | 0.05%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund              | OHIO ST WTR DEV AUTH WTR POLLCONTROL REVENUE                 | CUSIP: 67766WVP4<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    180000 | PA      | $181542.11    | 0.03%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public Building Authority                                              | VIRGINIA ST PUBLIC BLDG AUTH PUBLIC FACS REVENUE             | CUSIP: 928172J30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $293815.12    | 0.05%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Capitol Improvement Authority                                          | OKLAHOMA ST CAPITOL IMPT AUTH ST HIGHWAY CAP IMPT REVENUE    | CUSIP: 678514BY5<br>LEI: 549300LYHYBINTZ5AY71 | Long             | DBT              | MUN               | US        |    315000 | PA      | $318203.08    | 0.06%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST COPS                                           | CUSIP: 939720WT1<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    235000 | PA      | $237467.76    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Arkansas                                                               | ARKANSAS ST                                                  | CUSIP: 041042ZA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $316305.11    | 0.06%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Las Vegas NV                                                            | LAS VEGAS NV                                                 | CUSIP: 5176965Q9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $115958.40    | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Department of Transportation                                          | WISCONSIN ST TRANSPRTN REVENUE                               | CUSIP: 977123L30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $272947.62    | 0.05%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Mexico                                                             | NEW MEXICO ST                                                | CUSIP: 647293RX9<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100209.50    | 0.02%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                             | CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE                   | CUSIP: 13068LLJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $556031.07    | 0.10%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public Building Authority                                              | VIRGINIA ST PUBLIC BLDG AUTH PUBLIC FACS REVENUE             | CUSIP: 9281725B7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202631.12    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                        | MASSACHUSETTS ST DEV FIN AGY REVENUE                         | CUSIP: 57584XXR7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126512.09    | 0.02%             | 2023-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Department of Transportation                                          | WISCONSIN ST TRANSPRTN REVENUE                               | CUSIP: 977123M88<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    475000 | PA      | $480185.62    | 0.09%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966LS77<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    525000 | PA      | $531723.68    | 0.10%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund              | OHIO ST WTR DEV AUTH WTR POLL CONTROL REVENUE                | CUSIP: 67766WHB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $237397.16    | 0.04%             | 2023-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of Ohio Department of Administrative Services                             | OHIO ST DEPT OF ADMIN SVCS COPS                              | CUSIP: 67755NFR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $279041.26    | 0.05%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New York                                                               | NEW YORK ST                                                  | CUSIP: 649791HG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $240311.71    | 0.04%             | 2023-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                              | WISCONSIN ST                                                 | CUSIP: 97705L3J4<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    475000 | PA      | $478045.23    | 0.09%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Alabama/The                                                       | UNIV OF ALABAMA AL UNIV GEN REVENUE                          | CUSIP: 914026RM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $257667.17    | 0.05%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama Public School and College Authority                                     | ALABAMA ST PUBLIC SCH & CLG AUTH                             | CUSIP: 010609FB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $372031.76    | 0.07%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE         | CUSIP: 709225BF2<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    250000 | PA      | $253003.70    | 0.05%             | 2023-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                     | CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REV                  | CUSIP: 20774Y3D7<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |   1030000 | PA      | $1030000.00   | 0.19%             | 2057-07-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                 | HAWAII ST                                                    | CUSIP: 419791Z68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $506478.20    | 0.09%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | CUSIP: 64971WVM9<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126023.86    | 0.02%             | 2023-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                 | HAWAII ST                                                    | CUSIP: 419792ME3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $117044.68    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public School Authority                                                | VIRGINIA ST PUBLIC SCH AUTH SPL OBLG PRINCE WM               | CUSIP: 92817TKW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101083.67    | 0.02%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Mateo Joint Powers Financing Authority                                      | SAN MATEO CNTY CA JT PWRS FING AUTH LEASE REVENUE            | CUSIP: 79904NFB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $182103.79    | 0.03%             | 2023-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Educational Facilities Authority                            | PENNSYLVANIA ST HGR EDUCTNL FACS AUTH REVENUE                | CUSIP: 70917SYD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $253422.48    | 0.05%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maine Municipal Bond Bank                                                       | MAINE ST MUNI BOND BANK                                      | CUSIP: 56045RWE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $238467.12    | 0.04%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| School District of Broward County/FL                                            | BROWARD CNTY FL SCH BRD COPS                                 | CUSIP: 115065YA6<br>LEI: 5493006KVNQDJ1D0OD92 | Long             | DBT              | MUN               | US        |    170000 | PA      | $171643.92    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Nevada                                                                 | NEVADA ST                                                    | CUSIP: 641461N61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1019265.10   | 0.18%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of Honolulu HI                                                    | HONOLULU CITY & CNTY HI                                      | CUSIP: 438687JT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $222850.41    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063DB31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $638911.19    | 0.12%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cypress-Fairbanks Independent School District                                   | CYPRESS-FAIRBANKS TX INDEP SCH DIST                          | CUSIP: 232769BD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35032.45     | 0.01%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                               | MARYLAND ST                                                  | CUSIP: 574193MR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1720000 | PA      | $1734907.93   | 0.31%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Commonwealth Transportation Board                                      | VIRGINIA ST CMWLTH TRANSPRTN BRD TRANSPRTN REVENUE           | CUSIP: 927793C98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    470000 | PA      | $473506.29    | 0.09%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp                                          | PHOENIX AZ CIVIC IMPT CORP WTR SYS REVENUE                   | CUSIP: 71883RMH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $247633.90    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                            | CONNECTICUT ST                                               | CUSIP: 20772JZA3<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    120000 | PA      | $122442.16    | 0.02%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                        | UNIV OF CALIFORNIA CA REVENUES                               | CUSIP: 91412GVR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    795000 | PA      | $801114.90    | 0.14%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cuero Independent School District                                               | CUERO TX INDEP SCH DIST                                      | CUSIP: 229831GN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $547245.67    | 0.10%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of Honolulu HI                                                    | HONOLULU CITY & CNTY HI                                      | CUSIP: 438687GF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $360361.53    | 0.06%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063CEN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1140000 | PA      | $1157748.43   | 0.21%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Washington                                                        | UNIV OF WASHINGTON WA UNIV REVENUES                          | CUSIP: 91523NLW4<br>LEI: T8YS5W0N70BYCTHPA429 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101075.07    | 0.02%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Portland OR Sewer System Revenue                                        | PORTLAND OR SWR SYS REVENUE                                  | CUSIP: 736742VC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91564.18     | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Milwaukee WI                                                            | MILWAUKEE WI                                                 | CUSIP: 602366XZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $270000.00    | 0.05%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                               | ILLINOIS ST                                                  | CUSIP: 452152XS5<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    625000 | PA      | $628373.56    | 0.11%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                            | MISSISSIPPI ST                                               | CUSIP: 6055805B1<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    215000 | PA      | $219102.72    | 0.04%             | 2023-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aldine Independent School District                                              | ALDINE TX INDEP SCH DIST                                     | CUSIP: 014393VD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $135125.66    | 0.02%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee State School Bond Authority                                           | TENNESSEE ST SCH BOND AUTH                                   | CUSIP: 880558FP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $382224.41    | 0.07%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Department of Transportation                                          | WISCONSIN ST TRANSPRTN REVENUE                               | CUSIP: 977123P93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151637.57    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 677522KS2<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    165000 | PA      | $166053.67    | 0.03%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA                                                          | LOS ANGELES CA                                               | CUSIP: 544351PE3<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |    350000 | PA      | $355347.13    | 0.06%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Torrance Unified School District                                                | TORRANCE CA UNIF SCH DIST                                    | CUSIP: 891381Q65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $116507.17    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966LRW3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151184.04    | 0.03%             | 2023-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Long Beach Community College District                                           | LONG BEACH CA CMNTY CLG DIST                                 | CUSIP: 542411DG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $164016.45    | 0.03%             | 2023-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                            | CONNECTICUT ST                                               | CUSIP: 20772KFP9<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    265000 | PA      | $266348.64    | 0.05%             | 2023-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Mexico Severance Tax Permanent Fund                                | NEW MEXICO ST SEVERANCE TAX                                  | CUSIP: 647310W56<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |   1090000 | PA      | $1101627.47   | 0.20%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                           | NEW YORK ST URBAN DEV CORP REVENUE                           | CUSIP: 650035A57<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    175000 | PA      | $175550.87    | 0.03%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission State Highway Fund                              | TEXAS ST TRANSPRTN COMMISSIONST HIGHWAY FUND REVENUE         | CUSIP: 88283LJV9<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    630000 | PA      | $640949.27    | 0.12%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North East Independent School District/TX                                       | NORTH EAST TX INDEP SCH DIST                                 | CUSIP: 659155FA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $460827.19    | 0.08%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Alabama                                                                | ALABAMA ST                                                   | CUSIP: 010411AR7<br>LEI: 549300TKZX0YNENZC895 | Long             | DBT              | MUN               | US        |    500000 | PA      | $509932.60    | 0.09%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Mexico                                                             | NEW MEXICO ST                                                | CUSIP: 647293RR2<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |    600000 | PA      | $601257.00    | 0.11%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri State Board of Public Buildings                                        | MISSOURI ST BRD OF PUBLIC BLDGS SPL OBLG                     | CUSIP: 606341LZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $422129.70    | 0.08%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Hampton VA                                                              | HAMPTON VA                                                   | CUSIP: 4095583K7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10152.19     | 0.00%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah Transit Authority                                                          | UTAH ST TRANSIT AUTH SALES TAX REVENUE                       | CUSIP: 917567BC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $252414.90    | 0.05%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Irvine Ranch Water District                                                     | IRVINE RANCH CA WTR DIST                                     | CUSIP: 4636324W6<br>LEI: 2ZRS7W19IBMY48SFBI68 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30000.00     | 0.01%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966QGG9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2278815.75   | 0.41%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of West Virginia                                                          | WEST VIRGINIA ST                                             | CUSIP: 956553ZS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $226950.17    | 0.04%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Water System                                                        | SAN ANTONIO TX WTR REVENUE                                   | CUSIP: 79642BXP3<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |    110000 | PA      | $110820.62    | 0.02%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Sanitation District                                               | HAMPTON ROADS VA SANTN DIST WSTWTR REVENUE                   | CUSIP: 409327GK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $505437.75    | 0.09%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                        | EAST BAY CA MUNI UTILITY DIST WTR SYS REVENUE                | CUSIP: 271014XX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60542.08     | 0.01%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Infrastructure Bank Water Pollution Control Revolving Fund         | RHODE ISLAND ST INFRASTRUCTURE BANK WTR POLL CONTROL REVENUE | CUSIP: 76221UAH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $406978.60    | 0.07%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue              | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR | CUSIP: 79765RL98<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    215000 | PA      | $219416.32    | 0.04%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                | FLORIDA ST BRD OF EDU PUBLIC EDU                             | CUSIP: 34153QAP1<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    210000 | PA      | $211862.22    | 0.04%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                | GEORGIA ST                                                   | CUSIP: 3733843X2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $150000.00    | 0.03%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                                    | MISSOURI ST HIGHWAY & TRANSPRTN COMMISSION STATE ROAD REVENU | CUSIP: 60636WRQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125791.98    | 0.02%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN                       | MET GOVT NASHVILLE & DAVIDSON CNTY TN                        | CUSIP: 592112LW4<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    885000 | PA      | $894367.11    | 0.16%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Rhode Island                                                           | RHODE ISLAND ST & PROVIDENCE PLANTATIONS                     | CUSIP: 76222RPX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50963.26     | 0.01%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                      | ILLINOIS ST FIN AUTH REVENUE                                 | CUSIP: 45204EJE9<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    200000 | PA      | $202125.16    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                | FLORIDA ST BRD OF EDU PUBLIC EDU                             | CUSIP: 34153QCF1<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85753.75     | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona School Facilities Board                                                 | ARIZONA ST SCH FACS BRD COPS                                 | CUSIP: 04057PJW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $466947.33    | 0.08%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston Community College System                                                | HOUSTON TX CMNTY CLG                                         | CUSIP: 44236PKB3<br>LEI: 549300UWXV516I6N3V90 | Long             | DBT              | MUN               | US        |    270000 | PA      | $270253.29    | 0.05%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA                                                              | SEATTLE WA                                                   | CUSIP: 812627GD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1060000 | PA      | $1066981.48   | 0.19%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Union NC                                                              | UNION CNTY NC                                                | CUSIP: 906395W87<br>LEI: 5493007ESG9QHLUW6165 | Long             | DBT              | MUN               | US        |    345000 | PA      | $350130.15    | 0.06%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                            | CONNECTICUT ST                                               | CUSIP: 20772JQ21<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    270000 | PA      | $275494.85    | 0.05%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                         | PORT AUTH OF NEW YORK & NEW JERSEY NY                        | CUSIP: 73358WQM9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    350000 | PA      | $357498.51    | 0.06%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant Regional Water District Water Supply System Revenue                     | TARRANT TX REGL WTR DIST WTR REVENUE                         | CUSIP: 876443PB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $145299.00    | 0.03%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lewisville Independent School District                                          | LEWISVILLE TX INDEP SCH DIST                                 | CUSIP: 5288286U5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202716.52    | 0.04%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Seminole FL Water & Sewer Revenue                                     | SEMINOLE CNTY FL WTR & SWR REVENUE                           | CUSIP: 816705HX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $183044.45    | 0.03%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966QPK0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    175000 | PA      | $177241.23    | 0.03%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Mexico Severance Tax Permanent Fund                                | NEW MEXICO ST SEVERANCE TAX                                  | CUSIP: 647310X55<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |    415000 | PA      | $417729.66    | 0.08%             | 2023-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue                                   | ATLANTA GA WTR & WSTWTR REVENUE                              | CUSIP: 047870NN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127426.89    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North East Independent School District/TX                                       | NORTH EAST TX INDEP SCH DIST                                 | CUSIP: 659155GA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $175000.00    | 0.03%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                            | CONNECTICUT ST                                               | CUSIP: 20772JY89<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    335000 | PA      | $337470.09    | 0.06%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                         | MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE             | CUSIP: 576000TF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86735.61     | 0.02%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan                                                               | MICHIGAN ST                                                  | CUSIP: 594612CP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20392.80     | 0.00%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trinity River Authority Central Regional Wastewater System Revenue              | TRINITY RIVER TX AUTH REGL WSTWTR SYS REVENUE                | CUSIP: 89658HTP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75964.26     | 0.01%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS ST                                             | CUSIP: 57582P3R9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    175000 | PA      | $176910.49    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Durham NC                                                             | DURHAM CNTY NC                                               | CUSIP: 266705L42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203489.30    | 0.04%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of Denver CO                                                      | DENVER CITY & CNTY CO                                        | CUSIP: 249164RS5<br>LEI: MMTY7HA2MSCBUO4F7J71 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1013105.80   | 0.18%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                            | TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES                  | CUSIP: 89602NK37<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    345000 | PA      | $352048.38    | 0.06%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966QLV0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    320000 | PA      | $324098.24    | 0.06%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Jersey                                                             | NEW JERSEY ST                                                | CUSIP: 646039WL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $257099.64    | 0.05%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Transportation Infrastructure Bank                               | SOUTH CAROLINA ST TRANSPRTN INFRASTRUCTURE BANK REVENUE      | CUSIP: 837152TH0<br>LEI: 549300YI1NMCP4VLJN43 | Long             | DBT              | MUN               | US        |    245000 | PA      | $249062.30    | 0.04%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of Denver CO Airport System Revenue                               | DENVER CITY & CNTY CO ARPT REVENUE                           | CUSIP: 249182FX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203881.10    | 0.04%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                              | WISCONSIN ST                                                 | CUSIP: 97705MDP7<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80317.42     | 0.01%             | 2023-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington County School District Board of Education/St George                  | WASHINGTON CNTY UT SCH DIST SAINT GEORGE                     | CUSIP: 938718B36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $110225.02    | 0.02%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Boston MA                                                               | BOSTON MA                                                    | CUSIP: 100853F47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2039280.20   | 0.37%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority                                                | OHIO ST WTR DEV AUTH REVENUE                                 | CUSIP: 67765QAM8<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    205000 | PA      | $206756.30    | 0.04%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                | FLORIDA ST BRD OF EDU PUBLIC EDU                             | CUSIP: 34153QMC7<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60532.06     | 0.01%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida Lottery Revenue                                                | FLORIDA ST BRD OF EDU LOTTERY REVENUE                        | CUSIP: 341507Q53<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    700000 | PA      | $707088.90    | 0.13%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                  | LOWER COLORADO RIVER TX AUTH TRANSMISSION CONTRACT REVENUE   | CUSIP: 54811BPG0<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |    110000 | PA      | $110712.50    | 0.02%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Prince George's MD                                                    | PRINCE GEORGES CNTY MD                                       | CUSIP: 7417013B0<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |    120000 | PA      | $121954.70    | 0.02%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 93974EFX9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100843.39    | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                 | HAWAII ST                                                    | CUSIP: 419792LE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71244.59     | 0.01%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas State Technical College                                                   | TEXAS ST TECH CLG SYS                                        | CUSIP: 882761BC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20363.75     | 0.00%             | 2023-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                  | UNIV OF MASSACHUSETTS MA BLDG AUTH REVENUE                   | CUSIP: 914437VN5<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |    345000 | PA      | $351646.46    | 0.06%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                           | NEW YORK ST URBAN DEV CORP REVENUE                           | CUSIP: 650035F52<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    140000 | PA      | $140440.69    | 0.03%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Nevada                                                                 | NEVADA ST                                                    | CUSIP: 641461ZK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $211785.13    | 0.04%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE         | CUSIP: 709224Q77<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    265000 | PA      | $270346.61    | 0.05%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 677522KB9<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25000.00     | 0.00%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana                                                              | LOUISIANA ST                                                 | CUSIP: 546415T42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $506453.30    | 0.09%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                             | VIRGINIA ST CLG BLDG AUTH EDUCTNL FACS REVENUE               | CUSIP: 927781R48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1025000.00   | 0.18%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Rhode Island                                                           | RHODE ISLAND ST & PROVIDENCE PLANTATIONS                     | CUSIP: 76222RNF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $534579.83    | 0.10%             | 2024-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                              | WISCONSIN ST                                                 | CUSIP: 97705MGP4<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    565000 | PA      | $576096.66    | 0.10%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Scottsdale AZ                                                           | SCOTTSDALE AZ                                                | CUSIP: 810454AF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $121280.09    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                 | OREGON ST                                                    | CUSIP: 68609BZR1<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100876.75    | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT         | CUSIP: 64990BV42<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50839.02     | 0.01%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of West Virginia                                                          | WEST VIRGINIA ST                                             | CUSIP: 956553YS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102184.10    | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| School District of Broward County/FL                                            | BROWARD CNTY FL SCH BRD COPS                                 | CUSIP: 115065XL3<br>LEI: 5493006KVNQDJ1D0OD92 | Long             | DBT              | MUN               | US        |    220000 | PA      | $222127.42    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Water & Wastewater System Revenue                             | AUSTIN TX WTR & WSTWTR SYS REVENUE                           | CUSIP: 052476Q35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $382690.88    | 0.07%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California Department of Water Resources                               | CALIFORNIA ST DEPT OF WTR RESOURCES CENTRL VLY PROJ          | CUSIP: 13067WLR1<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    390000 | PA      | $398940.98    | 0.07%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Arizona                                                                | ARIZONA ST COPS                                              | CUSIP: 040588J48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $187686.39    | 0.03%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northwest Independent School District                                           | NORTHWEST TX INDEP SCH DIST                                  | CUSIP: 667825J95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200180.98    | 0.04%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee State School Bond Authority                                           | TENNESSEE ST SCH BOND AUTH                                   | CUSIP: 880558PJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $305779.53    | 0.06%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Denton TX                                                               | DENTON TX                                                    | CUSIP: 248866H81<br>LEI: 549300UWEY8IKYK09T27 | Long             | DBT              | MUN               | US        |    115000 | PA      | $115104.49    | 0.02%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Montgomery MD                                                         | MONTGOMERY CNTY MD                                           | CUSIP: 6133402K3<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |    830000 | PA      | $846301.28    | 0.15%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Buncombe NC                                                           | BUNCOMBE CNTY NC LTD OBLIG                                   | CUSIP: 120525FR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $337881.23    | 0.06%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                | GEORGIA ST                                                   | CUSIP: 3733843H7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $176844.97    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Clark NV                                                              | CLARK CNTY NV                                                | CUSIP: 180848PR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1121521.61   | 0.20%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washoe County School District/NV                                                | WASHOE CNTY NV SCH DIST                                      | CUSIP: 9408584Y6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $191634.13    | 0.03%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                    | CUSIP: 13032UBV9<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15314.57     | 0.00%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                         | PORT AUTH OF NEW YORK & NEW JERSEY NY                        | CUSIP: 73358XDW9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    165000 | PA      | $167187.03    | 0.03%             | 2023-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Montgomery MD                                                         | MONTGOMERY CNTY MD                                           | CUSIP: 6133405A2<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |    620000 | PA      | $633541.42    | 0.11%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Charlotte NC Water & Sewer System Revenue                               | CHARLOTTE NC WTR & SWR SYS REVENUE                           | CUSIP: 161045MJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2021751.00   | 0.36%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                              | WISCONSIN ST                                                 | CUSIP: 97705L8B6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1006385.90   | 0.18%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Utah/The                                                          | UNIV OF UTAH UT REVENUES                                     | CUSIP: 915183A49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1075000 | PA      | $1088660.56   | 0.20%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Transit System                                          | MIAMI-DADE CNTY FL TRANSIT SALES SURTAX REVENUE              | CUSIP: 59334PFE2<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    460000 | PA      | $464868.78    | 0.08%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                               | ILLINOIS ST                                                  | CUSIP: 452152RG8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250903.05    | 0.05%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                  | TEXAS ST                                                     | CUSIP: 8827232P3<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151928.52    | 0.03%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                              | MINNESOTA ST                                                 | CUSIP: 60412ADD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $729436.18    | 0.13%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pasadena Independent School District                                            | PASADENA TX INDEP SCH DIST                                   | CUSIP: 702334CS0<br>LEI: 549300QY114RR4MXVU24 | Long             | DBT              | MUN               | US        |     95000 | PA      | $95085.97     | 0.02%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Skagit County School District No 103 Anacortes                                  | SKAGIT CNTY WA SCH DIST #103 ANACORTES                       | CUSIP: 830354NR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25535.61     | 0.00%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota Public Facilities Authority                                           | MINNESOTA ST PUBLIC FACS AUTH REVOLVING FUND REVENUE         | CUSIP: 604115CE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200394.32    | 0.04%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maine Municipal Bond Bank                                                       | MAINE ST MUNI BOND BANK INFRASTRUCTURE REVENUE               | CUSIP: 56045PDE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $634221.06    | 0.11%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                    | CLARK CNTY NV SCH DIST                                       | CUSIP: 181059ZG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $302741.64    | 0.05%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Henrico VA                                                            | HENRICO CNTY VA                                              | CUSIP: 426056N86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101310.58    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority                                     | CALIFORNIA ST EDUCTNL FACS AUTH REVENUE                      | CUSIP: 130178TQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    590000 | PA      | $592058.45    | 0.11%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Commonwealth Transportation Board                                      | VIRGINIA ST CMWLTH TRANSPRTN BRD                             | CUSIP: 927790GM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1103379.64   | 0.20%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No 216 Enumclaw                                     | KING CNTY WA SCH DIST #216 ENUMCLAW                          | CUSIP: 495008RD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51062.89     | 0.01%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                       | OHIO ST TURNPIKE COMMISSION                                  | CUSIP: 67760HJK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2030000 | PA      | $2031806.70   | 0.37%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                    | LOS ANGELES CA DEPT OF WTR & PWR WTRWKS REVENUE              | CUSIP: 544525WM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $176983.35    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri State Board of Public Buildings                                        | MISSOURI ST BRD OF PUBLIC BLDGS SPL OBLG                     | CUSIP: 606341HB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $432301.50    | 0.08%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Rhode Island                                                           | RHODE ISLAND ST & PROVIDENCE PLANTATIONS                     | CUSIP: 76222RRQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $592521.23    | 0.11%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund              | OHIO ST WTR DEV AUTH WTR POLL CONTROL REVENUE                | CUSIP: 67766WHC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $153851.45    | 0.03%             | 2023-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                         | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE              | CUSIP: 23503CAB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203673.22    | 0.04%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern California Power Agency                                                | NTHRN CA PWR AGY CAPITAL FACS REVENUE                        | CUSIP: 66484RAW6<br>LEI: 549300QYTU4PHD2XHS96 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75982.94     | 0.01%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Wichita KS                                                              | WICHITA KS                                                   | CUSIP: 9672444K7<br>LEI: 549300Y20JVN3VP2V718 | Long             | DBT              | MUN               | US        |    135000 | PA      | $136161.09    | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                         | NORTH CAROLINA ST LTD OBLIG                                  | CUSIP: 65829QES9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $542034.94    | 0.10%             | 2023-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                       | INDIANA ST FIN AUTH REVENUE                                  | CUSIP: 45506DPT6<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55000.00     | 0.01%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                | ENERGY N W WA ELEC REVENUE                                   | CUSIP: 29270CZV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $181920.13    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                 | HAWAII ST                                                    | CUSIP: 419792UN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    520000 | PA      | $526607.90    | 0.09%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                             | VIRGINIA ST CLG BLDG AUTH EDUCTNL FACS REVENUE PUBLIC HGR ED | CUSIP: 92778WES1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40632.08     | 0.01%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WPPI Energy                                                                     | WPPI ENERGY WI PWR SPLY REVENUE                              | CUSIP: 92937NBR4<br>LEI: 5493000UBF6PCV5RXZ13 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80803.51     | 0.01%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida Department of Transportation                                   | FLORIDA ST DEPT OF TRANSN FING CORP REVENUE                  | CUSIP: 34160KAE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101108.36    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Contra Costa Water District                                                     | CONTRA COSTA CA WTR DIST                                     | CUSIP: 212218SF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $233997.35    | 0.04%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                         | MASSACHUSETTS ST WTR RESOURCES AUTH                          | CUSIP: 576051HE9<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |    195000 | PA      | $197536.21    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon State Lottery                                                            | OREGON ST DEPT OF ADMIN SVCS LOTTERY REVENUE                 | CUSIP: 68607VC45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $401677.28    | 0.07%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Suburban Sanitary Commission                                         | WASHINGTON MD SUBURBAN SAN DIST                              | CUSIP: 940157D98<br>LEI: 549300EZUWNTQF827C24 | Long             | DBT              | MUN               | US        |     95000 | PA      | $95826.58     | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                              | AUSTIN TX INDEP SCH DIST                                     | CUSIP: 052430TV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $557126.02    | 0.10%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063DSU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75100.49     | 0.01%             | 2023-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Palm Beach FL Water & Sewer Revenue                                   | PALM BEACH CNTY FL WTR & SWR REVENUE                         | CUSIP: 696572KT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1261385.66   | 0.23%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Minneapolis MN                                                          | MINNEAPOLIS MN                                               | CUSIP: 60375BGC4<br>LEI: 54930069TEI1INHRHS55 | Long             | DBT              | MUN               | US        |    250000 | PA      | $253417.15    | 0.05%             | 2023-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Tallahassee FL Utility System Revenue                                   | TALLAHASSEE FL CONSOL UTILITY REVENUE                        | CUSIP: 874461HX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35591.98     | 0.01%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | CUSIP: 64971WPA2<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    890000 | PA      | $907479.69    | 0.16%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 6775216K7<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    185000 | PA      | $187452.21    | 0.03%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois Sales Tax Revenue                                             | ILLINOIS ST SALES TAX REVENUE                                | CUSIP: 452227GX3<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    125000 | PA      | $125783.58    | 0.02%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063CB33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $142179.63    | 0.03%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public School Authority                                                | VIRGINIA ST PUBLIC SCH AUTH SCH TECHNOLOGY & SEC NTS         | CUSIP: 92818JAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $155804.79    | 0.03%             | 2023-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North East Independent School District/TX                                       | NORTH EAST TX INDEP SCH DIST                                 | CUSIP: 659155GT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $278521.93    | 0.05%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063CY95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    805000 | PA      | $817532.88    | 0.15%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of Honolulu HI                                                    | HONOLULU CITY & CNTY HI                                      | CUSIP: 438687BF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $365437.04    | 0.07%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| School Board of Miami-Dade County/The                                           | MIAMI-DADE CNTY FL SCH DIST                                  | CUSIP: 59333RHJ6<br>LEI: 549300J3U4QVT6U3O129 | Long             | DBT              | MUN               | US        |    150000 | PA      | $150441.14    | 0.03%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Resources Authority                                                    | VIRGINIA ST RESOURCES AUTH INFRASTRUCTURE REVENUE            | CUSIP: 92818NA73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $209041.60    | 0.04%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transit Authority of Harris County Sales & Use Tax Revenue         | HARRIS CNTY TX MET TRANSIT AUTH SALES & USE TAX              | CUSIP: 41422EEN9<br>LEI: 549300TNA5AE8R64TU89 | Long             | DBT              | MUN               | US        |    365000 | PA      | $371949.67    | 0.07%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Tacoma WA                                                               | PORT TACOMA WA                                               | CUSIP: 735422NP8<br>LEI: 549300MLYO8L64QKXV81 | Long             | DBT              | MUN               | US        |    180000 | PA      | $183886.36    | 0.03%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Arkansas                                                               | ARKANSAS ST                                                  | CUSIP: 041042ZJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80476.10     | 0.01%             | 2023-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                         | MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE             | CUSIP: 576000PL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $503698.40    | 0.09%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington County Clean Water Services                                          | CLEAN WTR SVCS OR REVENUE                                    | CUSIP: 18452GAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $315387.74    | 0.06%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                  | TEXAS ST                                                     | CUSIP: 882724VN4<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    695000 | PA      | $703935.48    | 0.13%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 93974DNZ7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126323.04    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Municipal Bond Bank                                               | NEW HAMPSHIRE ST MUNI BOND BANK                              | CUSIP: 64465PYF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101544.34    | 0.02%             | 2023-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                           | SAN ANTONIO TX ELEC & GAS REVENUE                            | CUSIP: 79625GCY7<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    200000 | PA      | $200000.00    | 0.04%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS ST                                             | CUSIP: 57582PAD2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    990000 | PA      | $1006600.52   | 0.18%             | 2023-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City & County of Denver CO Airport System Revenue                               | DENVER CITY & CNTY CO ARPT REVENUE                           | CUSIP: 249182JV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5555000 | PA      | $5662797.55   | 1.02%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp                                    | NEW YORK ST ENVRNMNTL FACS CORP ST CLEAN WTR & DRINKING WTR  | CUSIP: 64986DDE2<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    310000 | PA      | $313063.73    | 0.06%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Water & Wastewater System Revenue                             | AUSTIN TX WTR & WSTWTR SYS REVENUE                           | CUSIP: 052477VK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $367067.02    | 0.07%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                            | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                 | CUSIP: 167593SH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |         0 | PA      | $0.00         | 0.00%             | 2023-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                       | INDIANA ST FIN AUTH HOSP REVENUE                             | CUSIP: 45471APF3<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    110000 | PA      | $112219.35    | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maine Municipal Bond Bank                                                       | MAINE ST MUNI BOND BANK                                      | CUSIP: 56045RPE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $229300.92    | 0.04%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota Municipal Power Agency                                                | MINNESOTA ST MUNI PWR AGY ELEC REVENUE                       | CUSIP: 60412PDC1<br>LEI: 5493007DGBKI6ICBXO38 | Long             | DBT              | MUN               | US        |    140000 | PA      | $142284.06    | 0.03%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bryan Independent School District                                               | NDEP SCH DIST                                                | CUSIP: 117583J47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250145.33    | 0.05%             | 2023-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 93974DM62<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    250000 | PA      | $253214.20    | 0.05%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Polk IA                                                               | POLK CNTY IA                                                 | CUSIP: 731197Q93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $221870.13    | 0.04%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH SALES TAX REVENUE                      | CUSIP: 64990AJM8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   3350000 | PA      | $3360545.13   | 0.61%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                               | PENNSYLVANIA ST UNIV                                         | CUSIP: 709235XN0<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    945000 | PA      | $959272.24    | 0.17%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anaheim Housing & Public Improvements Authority                                 | ANAHEIM CA HSG & PUBLIC IMPT AUTH REVENUE                    | CUSIP: 032556CM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $178111.47    | 0.03%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                | ENERGY N W WA ELEC REVENUE                                   | CUSIP: 29270CX42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $712520.52    | 0.13%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 93974DPQ5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90584.52     | 0.02%             | 2023-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                     | CALIFORNIA ST UNIV REVENUE                                   | CUSIP: 13077DGK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102054.10    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Montgomery MD                                                         | MONTGOMERY CNTY MD                                           | CUSIP: 6133402N7<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1019415.10   | 0.18%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE         | CUSIP: 64990E3Q8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    225000 | PA      | $225213.57    | 0.04%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Portland OR Sewer System Revenue                                        | PORTLAND OR SWR SYS REVENUE                                  | CUSIP: 736742YL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1205000 | PA      | $1216550.17   | 0.22%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue              | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR | CUSIP: 79765RF61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $270443.37    | 0.05%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Infrastructure Bank Water Pollution Control Revolving Fund         | RHODE ISLAND ST INFRASTRUCTURE BANK WTR POLL CONTROL REVENUE | CUSIP: 76221UAT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25436.16     | 0.00%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON FEDERAL HIGHWAY GRANT ANTICIPATION REVENUE        | CUSIP: 938823BD2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |   1130000 | PA      | $1145292.63   | 0.21%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Connecticut                                                       | UNIV OF CONNECTICUT CT                                       | CUSIP: 914233C33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100089.75    | 0.02%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE         | CUSIP: 64990ENE3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    355000 | PA      | $355336.97    | 0.06%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Suburban Sanitary Commission                                         | WASHINGTON MD SUBURBAN SAN DIST                              | CUSIP: 940157ZP8<br>LEI: 549300EZUWNTQF827C24 | Long             | DBT              | MUN               | US        |    185000 | PA      | $186584.95    | 0.03%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Delaware                                                               | DELAWARE ST                                                  | CUSIP: 246381FB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $267893.03    | 0.05%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                      | ILLINOIS ST FIN AUTH REVENUE                                 | CUSIP: 45203HZZ8<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    280000 | PA      | $284754.46    | 0.05%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of West Virginia                                                          | WEST VIRGINIA ST                                             | CUSIP: 956553XU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $630417.13    | 0.11%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Leander Independent School District                                             | LEANDER TX INDEP SCH DIST                                    | CUSIP: 521841LR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20285.62     | 0.00%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Commonwealth Transportation Board                                      | VIRGINIA ST CMWLTH TRANSPRTN BRD FEDERAL TRANSPRTRN GRANT    | CUSIP: 92778UBR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $116866.12    | 0.02%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                     | CALIFORNIA ST UNIV REVENUE                                   | CUSIP: 13077CY32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    495000 | PA      | $505167.80    | 0.09%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                       | LOS ANGELES CA CMNTY CLG DIST                                | CUSIP: 54438CSX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $456189.12    | 0.08%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                | FLORIDA ST BRD OF EDU PUBLIC EDU                             | CUSIP: 34153QLE4<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126108.46    | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Jacksonville FL                                                         | JACKSONVILLE FL SPL REVENUE                                  | CUSIP: 469487FS6<br>LEI: 549300XQE0JVN9WV0J40 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101631.47    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE         | CUSIP: 64990E5L7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    335000 | PA      | $335310.55    | 0.06%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Seminole County School Board                                                    | SEMINOLE CNTY FL SCH BRD COPS                                | CUSIP: 816692MP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20208.36     | 0.00%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant Regional Water District Water Supply System Revenue                     | TARRANT TX REGL WTR DIST WTR REVENUE                         | CUSIP: 876443LE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $410845.46    | 0.07%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 93974DEQ7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    150000 | PA      | $150000.00    | 0.03%             | 2023-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                       | OHIO ST TURNPIKE COMMISSION                                  | CUSIP: 67760HJW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $290266.71    | 0.05%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipality of Anchorage AK                                                    | ANCHORAGE AK                                                 | CUSIP: 0331614E7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $167463.15    | 0.03%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                     | NEW JERSEY ST EDUCTNL FACS AUTH REVENUE                      | CUSIP: 646066ED8<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    140000 | PA      | $141175.40    | 0.03%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Independent School District                                              | DALLAS TX INDEP SCH DIST                                     | CUSIP: 235308UU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101395.85    | 0.02%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                | WASHINGTON DC MET AREA TRANSIT AUTH DEDICATED REVENUE        | CUSIP: 93878YAW9<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |    500000 | PA      | $505730.35    | 0.09%             | 2023-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                | FLORIDA ST                                                   | CUSIP: 3411502A7<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    325000 | PA      | $328385.82    | 0.06%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                            | MIAMI-DADE CNTY FL WTR & SWR REVENUE                         | CUSIP: 59334DHW7<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |   1310000 | PA      | $1331285.14   | 0.24%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Fairfax VA                                                            | FAIRFAX CNTY VA                                              | CUSIP: 30382ACF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $686416.68    | 0.12%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Eugene OR Electric Utility System Revenue                               | EUGENE OR ELEC UTILITY REVENUE                               | CUSIP: 298191L47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $227892.78    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Mexico Severance Tax Permanent Fund                                | NEW MEXICO ST SEVERANCE TAX                                  | CUSIP: 6473102U4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $156653.45    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public Building Authority                                              | VIRGINIA ST PUB BLDG AUTH PUBLIC FACS REVENUE                | CUSIP: 928173AA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $506577.80    | 0.09%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Development Authority for Fulton County                                         | FULTON CNTY GA DEV AUTH                                      | CUSIP: 3599004H7<br>LEI: 549300533NJL38F4K144 | Long             | DBT              | MUN               | US        |    125000 | PA      | $127398.76    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of New Castle DE                                                         | NEW CASTLE CNTY DE                                           | CUSIP: 64327TDJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $218779.66    | 0.04%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 93974D2A5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250000.00    | 0.05%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                               | ILLINOIS ST                                                  | CUSIP: 452152P70<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   2415000 | PA      | $2454331.90   | 0.44%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Davis School District                                                           | DAVIS CNTY UT SCH DIST                                       | CUSIP: 239019T69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $272340.20    | 0.05%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                               | ILLINOIS ST                                                  | CUSIP: 452153DC0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    515000 | PA      | $515917.37    | 0.09%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue | MET GOVT NASHVILLE & DAVIDSON CNTY TN WTR & SWR REVENUE      | CUSIP: 592098M95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70746.72     | 0.01%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                | FLORIDA ST BRD OF EDU PUBLIC EDU                             | CUSIP: 34153QDN3<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151330.16    | 0.03%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Dallas TX Waterworks & Sewer System Revenue                             | DALLAS TX WTRWKS & SWR SYS REVENUE                           | CUSIP: 2354166J8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101724.66    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                         | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE              | CUSIP: 23503CAR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $356428.14    | 0.06%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH REVENUESNON ST SUPPORTED DEBT          | CUSIP: 64990C4K4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101041.79    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS ST                                             | CUSIP: 57582NH99<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    500000 | PA      | $513005.40    | 0.09%             | 2023-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ohio Higher Educational Facility Commission                                     | OHIO ST HGR EDUCTNL FAC COMMISSION                           | CUSIP: 67756DC46<br>LEI: 5493007MQT6NGNN6BR81 | Long             | DBT              | MUN               | US        |    110000 | PA      | $112173.63    | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                            | SAN DIEGO CA UNIF SCH DIST                                   | CUSIP: 797356EK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $227718.83    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Memphis TN                                                              | MEMPHIS TN                                                   | CUSIP: 586145A79<br>LEI: 549300J2762HBWE6MQ22 | Long             | DBT              | MUN               | US        |    135000 | PA      | $137590.66    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                 | OREGON ST                                                    | CUSIP: 68609BHM2<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    495000 | PA      | $498235.42    | 0.09%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Hamilton OH Sales Tax Revenue                                         | HAMILTON CNTY OH SALES TAX                                   | CUSIP: 407287LY5<br>LEI: 549300TO1E3N4E4YIO28 | Long             | DBT              | MUN               | US        |    135000 | PA      | $137836.07    | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District                                   | SAN FRANCISCO CA BAY AREA RAPID TRANSIT DIST                 | CUSIP: 797661UQ6<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1266818.13   | 0.23%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisville and Jefferson County Metropolitan Sewer District                     | LOUISVILLE & JEFFERSON CNTY KY MET SWR DIST SWR & DRAIN SYS  | CUSIP: 546589C42<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |    145000 | PA      | $146127.90    | 0.03%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Mateo Union High School District                                            | SAN MATEO CA UNION HIGH SCH DIST                             | CUSIP: 799017CE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $157459.87    | 0.03%             | 2023-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966LDW8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    705000 | PA      | $714028.94    | 0.13%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | CUSIP: 64971XM70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $866694.09    | 0.16%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public School Authority                                                | VIRGINIA ST PUBLIC SCH AUTH SCH FING                         | CUSIP: 92818HQR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1735000 | PA      | $1757306.55   | 0.32%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Nevada Highway Improvement Revenue                                     | NEVADA ST HIGHWAY IMPT REVENUE                               | CUSIP: 641480HK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1020000 | PA      | $1041852.79   | 0.19%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah State Building Ownership Authority                                         | UTAH ST BLDG OWNERSHIP AUTH LEASE REVENUE                    | CUSIP: 917547ZP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $105783.32    | 0.02%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                         | TEXAS ST A & M UNIV PERM UNIV FUND                           | CUSIP: 882117Y73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202166.78    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Municipal Bond Bank                                               | NEW HAMPSHIRE ST MUNI BOND BANK                              | CUSIP: 64465QFQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $319447.71    | 0.06%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Health and Educational Building Corp                               | RHODE ISLAND ST HLTH & EDUCTNL BLDG CORP HGR EDU FAC REVENUE | CUSIP: 762197PK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $218259.64    | 0.04%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Portland OR Sewer System Revenue                                        | PORTLAND OR SWR SYS REVENUE                                  | CUSIP: 736742VN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $116983.36    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Wake NC                                                               | WAKE CNTY NC                                                 | CUSIP: 9308634M4<br>LEI: 5493007XQJHO082P1H29 | Long             | DBT              | MUN               | US        |    125000 | PA      | $125511.55    | 0.02%             | 2023-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City & County of Honolulu HI                                                    | HONOLULU CITY & CNTY HI                                      | CUSIP: 4386704W8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101070.42    | 0.02%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Utah Water Conservancy District                                         | CENTRL UT WTR CONSERVANCY DIST WTR REVENUE                   | CUSIP: 15567RAQ6<br>LEI: 5493001AT8W3NBIEDB45 | Long             | DBT              | MUN               | US        |    110000 | PA      | $111882.47    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                     | BROWARD CNTY FL ARPT SYS REVENUE                             | CUSIP: 114894VB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $815105.68    | 0.15%             | 2028-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wisconsin Department of Transportation                                          | WISCONSIN ST TRANSPRTN REVENUE                               | CUSIP: 977123J82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101091.71    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966MAR0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    360000 | PA      | $364610.52    | 0.07%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                | NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE         | CUSIP: 650028VF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2407554.72   | 0.43%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                            | MICHIGAN ST TRUNK LINE                                       | CUSIP: 5946952J6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2070000 | PA      | $2111637.43   | 0.38%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Columbus OH                                                             | COLUMBUS OH                                                  | CUSIP: 199492S26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $441903.66    | 0.08%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lewisville Independent School District                                          | LEWISVILLE TX INDEP SCH DIST                                 | CUSIP: 5288287E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $172354.67    | 0.03%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 677521SC1<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40659.03     | 0.01%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                         | LOS ANGELES CA DEPT WTR & PWR REVENUE                        | CUSIP: 544495G24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $206484.24    | 0.04%             | 2023-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                | FLORIDA ST                                                   | CUSIP: 3411504L1<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50520.90     | 0.01%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange County School Board                                                      | ORANGE CNTY FL SCH BRD COPS                                  | CUSIP: 684517PT6<br>LEI: 549300SEFJ368NVQXL34 | Long             | DBT              | MUN               | US        |     90000 | PA      | $91089.96     | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp                                          | PHOENIX AZ CIVIC IMPT CORP EXCISE TAX REVENUE                | CUSIP: 71884AA58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $141505.08    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Frederick MD                                                          | FREDERICK CNTY MD                                            | CUSIP: 35569PAG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $243085.63    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                             | CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE                   | CUSIP: 13068LNH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $335933.33    | 0.06%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                    | MASSACHUSETTS ST BAY TRANSPRTN AUTH SALES TAX REVENUE        | CUSIP: 575579ML8<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |    485000 | PA      | $490629.20    | 0.09%             | 2023-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wisconsin Department of Transportation                                          | WISCONSIN ST TRANSPRTN REVENUE                               | CUSIP: 977123D96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    640000 | PA      | $646880.45    | 0.12%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                          | UNIV OF TEXAS TX PERMANENT UNIV FND                          | CUSIP: 9151157N3<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    140000 | PA      | $141493.44    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Department of Aviation                                       | ATLANTA GA ARPT REVENUE                                      | CUSIP: 04780MYK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $192066.35    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                  | TEXAS ST                                                     | CUSIP: 882723C64<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100734.45    | 0.02%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Arizona/The                                                       | ARIZONA BRD OF RGTS UNIV ARIZONA SYS REVENUE                 | CUSIP: 040484LM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55693.44     | 0.01%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland Department of Transportation                                  | MARYLAND ST DEPT OF TRANSPRTN CONSOL TRANSPRTN               | CUSIP: 574204ZR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    790000 | PA      | $790746.95    | 0.14%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                              | MINNESOTA ST                                                 | CUSIP: 60412AWY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1770000 | PA      | $1797041.18   | 0.32%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prosper Independent School District                                             | PROSPER TX INDEP SCH DIST                                    | CUSIP: 743600TL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $175157.71    | 0.03%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                            | TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES                  | CUSIP: 89602NY65<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    140000 | PA      | $142860.21    | 0.03%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maine Municipal Bond Bank                                                       | MAINE ST MUNI BOND BANK                                      | CUSIP: 56045RWS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127389.40    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota Public Facilities Authority                                           | MINNESOTA ST PUBLIC FACS AUTH REVOLVING FUND REVENUE         | CUSIP: 604115AN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $280552.05    | 0.05%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California Department of Water Resources                               | CALIFORNIA ST DEPT OF WTR RESOURCES CENTRL VLY PROJ          | CUSIP: 13066KV63<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1008800.90   | 0.18%             | 2024-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vermont Municipal Bond Bank                                                     | VERMONT ST MUNI BOND BANK                                    | CUSIP: 924214SL4<br>LEI: 54930081EMY8D1GYM846 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25535.61     | 0.00%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | CUSIP: 64971XRH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1860000 | PA      | $1896530.59   | 0.34%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Public Facilities Financing Authority                                 | SAN DIEGO CA PUBLIC FACS FING AUTH LEASE REVENUE             | CUSIP: 797299LF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66159.26     | 0.01%             | 2023-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Stamford CT                                                             | STAMFORD CT                                                  | CUSIP: 852634PT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100850.06    | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                       | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE               | CUSIP: 235241PV2<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    695000 | PA      | $709080.01    | 0.13%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp                                          | PHOENIX AZ CIVIC IMPT CORP WTR SYS REVENUE                   | CUSIP: 71883RNG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $712579.17    | 0.13%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chesapeake Bay Bridge & Tunnel District                                         | CHESAPEAKE BAY VA BRIDGE & TUNNEL DIST REVENUE               | CUSIP: 16514PAG4<br>LEI: 549300JGWE66ZSSOYN09 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1014634.50   | 0.18%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of Honolulu HI                                                    | HONOLULU CITY & CNTY HI                                      | CUSIP: 438687BY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $146359.29    | 0.03%             | 2023-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT         | CUSIP: 64990BH48<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    240000 | PA      | $242457.82    | 0.04%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                  | TEXAS ST                                                     | CUSIP: 882723SN0<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    315000 | PA      | $320390.72    | 0.06%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                          | CLARK CNTY NV ARPT REVENUE                                   | CUSIP: 18085PSD7<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    235000 | PA      | $237409.13    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                         | MIAMI-DADE CNTY FL                                           | CUSIP: 59333FSF8<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    390000 | PA      | $394160.29    | 0.07%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                              | CONROE TX INDEP SCH DIST                                     | CUSIP: 208418YY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100091.97    | 0.02%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966LF22<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35448.25     | 0.01%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                       | NEW JERSEY ST ECON DEV AUTH REVENUE                          | CUSIP: 64577BD76<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    620000 | PA      | $630320.95    | 0.11%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois Sales Tax Revenue                                             | ILLINOIS ST SALES TAX REVENUE                                | CUSIP: 452227RX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201253.72    | 0.04%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                               | MARYLAND ST                                                  | CUSIP: 574193QL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91179.52     | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                  | LOWER COLORADO RIVER TX AUTH REVENUE                         | CUSIP: 54811GZP8<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |    355000 | PA      | $357350.70    | 0.06%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Orlando FL                                                              | ORLANDO FL CAPITAL IMPT SPL REVENUE                          | CUSIP: 68641HLC6<br>LEI: G8GZFWRIKS3AFD6AWU52 | Long             | DBT              | MUN               | US        |    135000 | PA      | $137346.27    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas State University System                                                   | TEXAS ST UNIV SYS FING REVENUE                               | CUSIP: 88278PYC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $205645.30    | 0.04%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                   | TEXAS ST WTR DEV BRD                                         | CUSIP: 882854T44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $126638.23    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                    | MASSACHUSETTS ST BAY TRANSPRTN AUTH SALES TAX REVENUE        | CUSIP: 575579YE1<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101058.43    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                           | NEW YORK ST URBAN DEV CORP REVENUE                           | CUSIP: 650035E20<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    805000 | PA      | $807533.98    | 0.15%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Kansas Department of Transportation                                    | KANSAS ST DEPT OF TRANSPRTN HIGHWAY REVENUE                  | CUSIP: 485424QB4<br>LEI: 5493001635XK841MIO47 | Long             | DBT              | MUN               | US        |    425000 | PA      | $431245.59    | 0.08%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public School Authority                                                | VIRGINIA ST PUBLIC SCH AUTH SCH FING                         | CUSIP: 92818HLN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101285.68    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                    | PENNSYLVANIA ST                                              | CUSIP: 70914PWW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200590.60    | 0.04%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of South Carolina                                                         | SOUTH CAROLINA ST                                            | CUSIP: 83710RSB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $145620.09    | 0.03%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cypress-Fairbanks Independent School District                                   | CYPRESS-FAIRBANKS TX INDEP SCH DIST                          | CUSIP: 2327603D8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $195180.78    | 0.04%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Water Resources Board                                                  | OKLAHOMA ST WTR RES BRD ST LOAN PROGRAM REVENUE              | CUSIP: 67920QVS4<br>LEI: 5493007CUNXW5UX11C71 | Long             | DBT              | MUN               | US        |    425000 | PA      | $429436.75    | 0.08%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                     | CALIFORNIA ST UNIV REVENUE                                   | CUSIP: 13077CB78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $122464.92    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                            | CONNECTICUT ST                                               | CUSIP: 20772KAQ2<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    150000 | PA      | $150763.38    | 0.03%             | 2023-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Spokane WA Water & Wastewater Revenue                                   | SPOKANE WA WATR & WSTWTR SYS REV                             | CUSIP: 849103AJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    640000 | PA      | $653818.18    | 0.12%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cypress-Fairbanks Independent School District                                   | CYPRESS-FAIRBANKS TX INDEP SCH DIST                          | CUSIP: 232769CC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $230213.23    | 0.04%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | CUSIP: 64971XAE8<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    290000 | PA      | $293800.68    | 0.05%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Wake NC                                                               | WAKE CNTY NC LIMITED OBLIG                                   | CUSIP: 930876EC7<br>LEI: 5493007XQJHO082P1H29 | Long             | DBT              | MUN               | US        |    150000 | PA      | $152256.69    | 0.03%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                             | CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE                   | CUSIP: 13068LM77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $426612.31    | 0.08%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                    | MASSACHUSETTS ST BAY TRANSPRTN AUTH SALES TAX REVENUE        | CUSIP: 575579GK7<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75947.18     | 0.01%             | 2023-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lewisville Independent School District                                          | LEWISVILLE TX INDEP SCH DIST                                 | CUSIP: 5288284F0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $116562.00    | 0.02%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Huntsville AL                                                           | HUNTSVILLE AL                                                | CUSIP: 447025VF1<br>LEI: 549300FQXH802SS93031 | Long             | DBT              | MUN               | US        |    130000 | PA      | $130823.65    | 0.02%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No 405 Bellevue                                     | KING CNTY WA SCH DIST #405 BELLEVUE                          | CUSIP: 495098XJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $408869.80    | 0.07%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama Federal Aid Highway Finance Authority                                   | ALABAMA FEDERAL AID HIGHWAY FIN AUTH SPL OBLIG REVENUE       | CUSIP: 010268BZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $547998.43    | 0.10%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                          | LOS ANGELES CA UNIF SCH DIST                                 | CUSIP: 5446466A5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1010542.70   | 0.18%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp                                    | NEW YORK ST ENVRNMNTL FACS CORP REVENUE                      | CUSIP: 64985HUA3<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    175000 | PA      | $177905.02    | 0.03%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Unified School District No 48 Scottsdale                        | MARICOPA CNTY AZ UNIF SCH DIST #48 SCOTTSDALE                | CUSIP: 567288QQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75812.54     | 0.01%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                     | NEW JERSEY ST EDUCTNL FACS AUTH REVENUE                      | CUSIP: 646066QV5<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50547.94     | 0.01%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Huntsville AL                                                           | HUNTSVILLE AL                                                | CUSIP: 447025WQ6<br>LEI: 549300FQXH802SS93031 | Long             | DBT              | MUN               | US        |    115000 | PA      | $115728.62    | 0.02%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida Department of Transportation Turnpike System Revenue           | FLORIDA ST TURNPIKE AUTH                                     | CUSIP: 3431367E1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $328507.50    | 0.06%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Water & Wastewater System Revenue                             | AUSTIN TX WTR & WSTWTR SYS REVENUE                           | CUSIP: 052477NQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102027.24    | 0.02%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Leander Independent School District                                             | LEANDER TX INDEP SCH DIST                                    | CUSIP: 521841BH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49293.20     | 0.01%             | 2023-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX Toll Road Revenue                                           | HARRIS CNTY TX TOLL ROAD REVENUE                             | CUSIP: 41423PAE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $390229.30    | 0.07%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Washington                                                        | UNIV OF WASHINGTON WA UNIV REVENUES                          | CUSIP: 91523NQV1<br>LEI: T8YS5W0N70BYCTHPA429 | Long             | DBT              | MUN               | US        |    165000 | PA      | $167228.00    | 0.03%             | 2023-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Montgomery MD                                                         | MONTGOMERY CNTY MD                                           | CUSIP: 6133407J1<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |    295000 | PA      | $300146.72    | 0.05%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Nevada                                                                 | NEVADA ST                                                    | CUSIP: 641461YF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $676386.32    | 0.12%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside County Transportation Commission Sales Tax Revenue                    | RIVERSIDE CNTY CA TRANSPRTN COMMISSION                       | CUSIP: 769125HF5<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |    470000 | PA      | $474261.96    | 0.09%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Dallas TX Waterworks & Sewer System Revenue                             | DALLAS TX WTRWKS & SWR SYS REVENUE                           | CUSIP: 23542JFD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $178018.16    | 0.03%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                | ENERGY N W WA ELEC REVENUE                                   | CUSIP: 29270CU94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $282986.87    | 0.05%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northside Independent School District                                           | NORTHSIDE TX INDEP SCH DIST                                  | CUSIP: 66702RSU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $141946.67    | 0.03%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Columbus OH                                                             | COLUMBUS OH                                                  | CUSIP: 199492GC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $273812.32    | 0.05%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                            | MIAMI-DADE CNTY FL WTR & SWR REVENUE                         | CUSIP: 59334DJV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $218493.36    | 0.04%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 677522GV0<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    210000 | PA      | $214171.69    | 0.04%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST COPS                                           | CUSIP: 939720TK4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126312.64    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                          | LOS ANGELES CA UNIF SCH DIST                                 | CUSIP: 544647AQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $176844.97    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Department of Transportation State Highway Fund Revenue                 | ARIZONA ST TRANSPRTN BRD HIGHWAY REVENUE                     | CUSIP: 040654WH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $464734.87    | 0.08%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Escondido Union High School District                                            | ESCONDIDO CA UNION HIGH SCH DIST                             | CUSIP: 296353KN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $148074.24    | 0.03%             | 2023-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 93974DBV9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    190000 | PA      | $192442.79    | 0.03%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 677521MM5<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    105000 | PA      | $106391.80    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN                       | MET GOVT NASHVILLE & DAVIDSON CNTY TN                        | CUSIP: 592112SF4<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    520000 | PA      | $525503.84    | 0.09%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Municipal Light & Power Revenue                              | SEATTLE WA MUNI LIGHT & PWR REVENUE                          | CUSIP: 812643NG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $284791.75    | 0.05%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Clark NV                                                              | CLARK CNTY NV                                                | CUSIP: 180848SK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75650.06     | 0.01%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Alexandria VA                                                           | ALEXANDRIA VA                                                | CUSIP: 0153023N0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $642739.13    | 0.12%             | 2023-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                  | LOWER COLORADO RIVER TX AUTH REVENUE                         | CUSIP: 54811GLP3<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |    210000 | PA      | $211390.56    | 0.04%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp                                          | PHOENIX AZ CIVIC IMPT CORP WTR SYS REVENUE                   | CUSIP: 71883REF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86080.55     | 0.02%             | 2023-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                 | HAWAII ST                                                    | CUSIP: 419792JY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $305333.94    | 0.06%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp                                          | PHOENIX AZ CIVIC IMPT CORP WTR SYS REVENUE                   | CUSIP: 71883RNX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $121290.07    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee State School Bond Authority                                           | TENNESSEE ST SCH BOND AUTH                                   | CUSIP: 880558JY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660000 | PA      | $672714.97    | 0.12%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                             | VIRGINIA ST CLG BLDG AUTH EDUCTNL FACS REVENUE 21ST CENTURY  | CUSIP: 92778VAN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250000.00    | 0.05%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Community College District                                               | AUSTIN TX CMNTY CLG DIST                                     | CUSIP: 052403FJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50635.38     | 0.01%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                         | NORTH CAROLINA ST GRANT ANTICIPATION REVENUE                 | CUSIP: 658268DU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    825000 | PA      | $826660.48    | 0.15%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                       | NEW JERSEY ST ECON DEV AUTH REV                              | CUSIP: 64577XDH6<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101664.67    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Commonwealth Transportation Board                                      | VIRGINIA ST CMWLTH TRANSPRTN BRD TRANSPRTN REVENUE           | CUSIP: 927793A74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $443282.49    | 0.08%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                       | OHIO ST TURNPIKE COMMISSION                                  | CUSIP: 67760HLA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $425390.87    | 0.08%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin Environmental Improvement Fund Revenue                       | WISCONSIN ST ENVRNMNTL IMPT FUND REVENUE                     | CUSIP: 97709TAW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $242088.19    | 0.04%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                 | OREGON ST                                                    | CUSIP: 68609TEK0<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201307.24    | 0.04%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deschutes & Jefferson Counties School District No 2J Redmond/OR                 | DESCHUTES & JEFFERSON CNTYS OR SCH DIST #2J REDMOND          | CUSIP: 250343GC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $44554.36     | 0.01%             | 2023-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade County Expressway Authority                                          | MIAMI-DADE CNTY FL EXPRESSWAY AUTH TOLL SYS REVENUE          | CUSIP: 59334KJA7<br>LEI: 549300NSQPQSO55VM780 | Long             | DBT              | MUN               | US        |    115000 | PA      | $115518.88    | 0.02%             | 2023-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE         | CUSIP: 709225AC0<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    500000 | PA      | $510087.95    | 0.09%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Magnolia Independent School District/TX                                         | MAGNOLIA TX INDEP SCH DIST                                   | CUSIP: 559686VZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91261.10     | 0.02%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntington Beach Union High School District                                     | HUNTINGTON BEACH CA UNION HIGH SCH DIST                      | CUSIP: 446222UD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $177337.09    | 0.03%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                              | WISCONSIN ST                                                 | CUSIP: 97705MJF3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    120000 | PA      | $122356.81    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX                                                               | AUSTIN TX                                                    | CUSIP: 052397AH9<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |    570000 | PA      | $578708.18    | 0.10%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California Department of Water Resources                               | CALIFORNIA ST DEPT OF WTR RESOURCES CENTRL VLY PROJ          | CUSIP: 13067WNN8<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    415000 | PA      | $424514.12    | 0.08%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST SPL OBLG                                             | CUSIP: 67759HKZ6<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    125000 | PA      | $127155.81    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Columbus OH                                                             | COLUMBUS OH                                                  | CUSIP: 199492DG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202175.10    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                     | CALIFORNIA ST UNIV REVENUE                                   | CUSIP: 13077DPF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $454073.86    | 0.08%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keller Independent School District/TX                                           | KELLER TX INDEP SCH DIST                                     | CUSIP: 487694NX5<br>LEI: 549300BS0JDJPR8KUN68 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50045.43     | 0.01%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063CFN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202530.98    | 0.04%             | 2023-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cape Fear Public Utility Authority                                              | CAPE FEAR NC PUBLIC UTILITY AUTH WTR & SWR SYS REVENUE       | CUSIP: 139391CM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50428.37     | 0.01%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax County Industrial Development Authority                                 | FAIRFAX CNTY VA INDL DEV AUTH HLTH CARE REVENUE              | CUSIP: 30382VAB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201422.62    | 0.04%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County Honolulu HI Wastewater System Revenue                             | HONOLULU CITY & CNTY HI WSTWTR SYS REVENUE                   | CUSIP: 438701J70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $303212.70    | 0.05%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northside Independent School District                                           | NORTHSIDE TX INDEP SCH DIST                                  | CUSIP: 66702RRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75968.00     | 0.01%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                             | VIRGINIA ST CLG BLDG AUTH EDUCTNL FACS REVENUE               | CUSIP: 927781QU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $295000.00    | 0.05%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Higher Educational Facility Commission                                     | OHIO ST HGR EDUCTNL FAC COMMISSION                           | CUSIP: 67756DC38<br>LEI: 5493007MQT6NGNN6BR81 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45896.69     | 0.01%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allen Independent School District                                               | ALLEN TX INDEP SCH DIST                                      | CUSIP: 018106KV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $225206.93    | 0.04%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                               | ILLINOIS ST                                                  | CUSIP: 452152C82<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    165000 | PA      | $166188.86    | 0.03%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                          | UNIV OF MICHIGAN MI                                          | CUSIP: 914455PM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $502113.25    | 0.09%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona State University                                                        | ARIZONA BRD OF RGTS ST UNIV SYS REVENUE                      | CUSIP: 04048RKE5<br>LEI: 254900BLZ1MCZ5JLK411 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151891.20    | 0.03%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                             | CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE                   | CUSIP: 13068LG74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $341023.23    | 0.06%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT         | CUSIP: 64990BUK7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    315000 | PA      | $318360.23    | 0.06%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Anne Arundel MD                                                       | ANNE ARUNDEL CNTY MD                                         | CUSIP: 03588HKD7<br>LEI: 549300L8Q6EFVTZGWW41 | Long             | DBT              | MUN               | US        |    365000 | PA      | $366469.67    | 0.07%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                         | NORTH CAROLINA ST                                            | CUSIP: 658256Z21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $529567.92    | 0.10%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                            | DIST OF COLUMBIA                                             | CUSIP: 25476FQC5<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    235000 | PA      | $237036.84    | 0.04%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas State University System                                                   | TEXAS ST UNIV SYS FING REVENUE                               | CUSIP: 88278PTJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $170535.13    | 0.03%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana                                                              | LOUISIANA ST                                                 | CUSIP: 546415P38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151759.97    | 0.03%             | 2023-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                  | WASHINGTON DC MET AREA TRANSIT AUTH GROSS REVENUE            | CUSIP: 938782FX2<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101045.95    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                           | SAN ANTONIO TX ELEC & GAS REVENUE                            | CUSIP: 79625GCU5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    675000 | PA      | $675000.00    | 0.12%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                 | LAS VEGAS VLY NV WTR DIST                                    | CUSIP: 517845JC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1180000 | PA      | $1190030.71   | 0.21%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northside Independent School District                                           | NORTHSIDE TX INDEP SCH DIST                                  | CUSIP: 66702RQN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $253476.20    | 0.05%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana                                                              | LOUISIANA ST                                                 | CUSIP: 546417BA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4068720.00   | 0.73%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Snohomish County School District No 6 Mukilteo                                  | SNOHOMISH CNTY WA SCH DIST #6MUKILTEO                        | CUSIP: 833136PZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $250351.05    | 0.05%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                         | TEXAS ST A & M UNIV PERM UNIV FUND                           | CUSIP: 8821173S1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $171841.76    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue               | NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE      | CUSIP: 64972HE99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $273178.09    | 0.05%             | 2023-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Medical Care Commission                                          | NORTH CAROLINA ST MED CARE COMMISSION HLTH CARE FACS REVENUE | CUSIP: 65821DTY7<br>LEI: 549300FH6KOXGCHQYG81 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15112.52     | 0.00%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clear Creek Independent School District                                         | CLEAR CREEK TX INDEP SCH DIST                                | CUSIP: 184541AX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $140124.10    | 0.03%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pierce County School District No 416 White River                                | PIERCE CNTY WA SCH DIST #416 WHITE RIVER                     | CUSIP: 720628KJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71499.70     | 0.01%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware Transportation Authority                                               | DELAWARE ST TRANSPRTN AUTH TRANSPRTN SYS REVENUE             | CUSIP: 246428A63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    495000 | PA      | $500383.37    | 0.09%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                        | UNIV OF CALIFORNIA CA REVENUES                               | CUSIP: 91412GST3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4825000 | PA      | $4860856.02   | 0.88%             | 2048-05-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Katy Independent School District                                                | KATY TX INDEP SCH DIST                                       | CUSIP: 486063QL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $370341.66    | 0.07%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Charles MD                                                            | CHARLES CNTY MD                                              | CUSIP: 159808QN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    830000 | PA      | $844701.87    | 0.15%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063DD39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2050000 | PA      | $2081916.04   | 0.38%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                | GEORGIA ST                                                   | CUSIP: 373385BB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75790.70     | 0.01%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 677521F68<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    145000 | PA      | $147388.98    | 0.03%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware County Authority                                                       | DELAWARE CNTY PA AUTH                                        | CUSIP: 245913LD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $106323.84    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix AZ                                                              | PHOENIX AZ                                                   | CUSIP: 718814U79<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $121300.07    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX                                                               | AUSTIN TX                                                    | CUSIP: 052396W20<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101527.75    | 0.02%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                               | MICHIGAN ST BLDG AUTH REVENUE                                | CUSIP: 594615FD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $306545.95    | 0.06%             | 2023-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                  | NEW JERSEY ST TRANSPRTN TRUST FND AUTH                       | CUSIP: 646135Z71<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101112.97    | 0.02%             | 2023-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                             | VIRGINIA ST CLG BLDG AUTH EDUCTNL FACS REVENUE 21ST CENTURY  | CUSIP: 92778VCP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $135000.00    | 0.02%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                           | SAN ANTONIO TX ELEC & GAS REVENUE                            | CUSIP: 7962533W0<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    305000 | PA      | $305000.00    | 0.05%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                              | MINNESOTA ST                                                 | CUSIP: 604129S31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101744.65    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange County Convention Center/Orlando                                         | ORANGE CNTY FL TOURIST DEV TAX                               | CUSIP: 684545YN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $289687.59    | 0.05%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Los Angeles CA                                                        | LOS ANGELES CNTY CA                                          | CUSIP: 544657HZ5<br>LEI: 254900NGUPWO7FB6II89 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2015810.80   | 0.36%             | 2023-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX                                                               | AUSTIN TX                                                    | CUSIP: 052397ZS8<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |    500000 | PA      | $507638.75    | 0.09%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas State University System                                                   | TEXAS ST UNIV SYS FING REVENUE                               | CUSIP: 88278PUF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1135000 | PA      | $1138572.75   | 0.21%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arapahoe County School District No 6 Littleton                                  | ARAPAHOE CNTY CO SCH DIST #6 LITTLETON                       | CUSIP: 038699TP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1070000 | PA      | $1092924.00   | 0.20%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Iowa                                                                   | IOWA ST SPL OBLG                                             | CUSIP: 46257TEA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    690000 | PA      | $695589.41    | 0.13%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Norfolk VA                                                              | NORFOLK VA                                                   | CUSIP: 655867SM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $232979.97    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maine                                                                  | MAINE ST                                                     | CUSIP: 56052AA30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1260834.25   | 0.23%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                             | VIRGINIA ST CLG BLDG AUTH EDUCTNL FACS REVENUE 21ST CENTURY  | CUSIP: 92778VHR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $800000.00    | 0.14%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue               | NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE      | CUSIP: 64972HW32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202264.90    | 0.04%             | 2023-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966MP52<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101280.70    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Baltimore MD                                                          | BALTIMORE CNTY MD                                            | CUSIP: 05914FXN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101310.58    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana                                                              | LOUISIANA ST                                                 | CUSIP: 546415K90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1506854.10   | 0.27%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                               | PENNSYLVANIA ST UNIV                                         | CUSIP: 709235VV4<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    245000 | PA      | $248700.21    | 0.04%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of South Carolina                                                         | SOUTH CAROLINA ST                                            | CUSIP: 83710RLY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202621.16    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA                                                              | SEATTLE WA                                                   | CUSIP: 812627CZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102001.53    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                             | CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE                   | CUSIP: 13068LQK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $182833.85    | 0.03%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Federal Highway Grant Anticipation Note Revenue   | MASSACHUSETTS ST FEDERAL HIGHWAY                             | CUSIP: 57583PGN3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    390000 | PA      | $393796.30    | 0.07%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Wilmington DE                                                           | WILMINGTON DE                                                | CUSIP: 971567RF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $160304.29    | 0.03%             | 2023-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Multnomah County School District No 1 Portland/OR                               | MULTNOMAH CNTY OR SCH DIST #1J PORTLAND                      | CUSIP: 625517KR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $464511.91    | 0.08%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palm Beach County School District                                               | PALM BEACH CNTY FL SCH BRD COPS                              | CUSIP: 696550B68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $116409.88    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Garland Independent School District                                             | GARLAND TX INDEP SCH DIST                                    | CUSIP: 366155T66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $255235.47    | 0.05%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue      | LOS ANGELES CNTY CA MET TRANSPRTN AUTH SALES TAX REVENUE     | CUSIP: 54466HCA2<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    580000 | PA      | $586597.56    | 0.11%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                         | LOS ANGELES CA DEPT WTR & PWR REVENUE                        | CUSIP: 544495X74<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151700.01    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Purdue University                                                               | PURDUE IN UNIV COPS                                          | CUSIP: 746173FD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $146670.89    | 0.03%             | 2023-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Palomar Community College District                                              | PALOMAR CA CMNTY CLG DIST                                    | CUSIP: 697511BH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $197316.10    | 0.04%             | 2023-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| County of Henrico VA                                                            | HENRICO CNTY VA                                              | CUSIP: 426056F51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $167162.46    | 0.03%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                             | VIRGINIA ST CLG BLDG AUTH EDUCTNL FACS REVENUE PUBLIC HGR ED | CUSIP: 92778WMW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $731377.37    | 0.13%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Union NC                                                              | UNION CNTY NC                                                | CUSIP: 906395Y44<br>LEI: 5493007ESG9QHLUW6165 | Long             | DBT              | MUN               | US        |    665000 | PA      | $674888.55    | 0.12%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | NEW YORK CITY NY TRANSITIONALFIN AUTH REVENUE                | CUSIP: 64971X2V9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35418.66     | 0.01%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Cambridge MA                                                            | CAMBRIDGE MA                                                 | CUSIP: 1322853X3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $220206.38    | 0.04%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Columbus OH                                                             | COLUMBUS OH                                                  | CUSIP: 199492JP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $375355.95    | 0.07%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Delaware                                                               | DELAWARE ST                                                  | CUSIP: 246381MF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $90000.00     | 0.02%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                            | TEXAS ST A & M UNIV REVENUE                                  | CUSIP: 8821357W0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60447.61     | 0.01%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 93974DWV6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    400000 | PA      | $405142.72    | 0.07%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Tennessee                                                              | TENNESSEE ST                                                 | CUSIP: 880541XE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $141841.78    | 0.03%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Commonwealth Transportation Board                                      | VIRGINIA ST CMWLTH TRANSPRTN BRD FEDERAL TRANSPRTRN GRANT    | CUSIP: 92778UAP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $574168.31    | 0.10%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE         | CUSIP: 709224HA0<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    225000 | PA      | $229539.58    | 0.04%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Prince George's MD                                                    | PRINCE GEORGES CNTY MD                                       | CUSIP: 741701S64<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |    105000 | PA      | $105052.78    | 0.02%             | 2023-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Mateo Union High School District                                            | SAN MATEO CA UNION HIGH SCH DIST                             | CUSIP: 799017WL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $141336.73    | 0.03%             | 2023-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue      | LOS ANGELES CNTY CA MET TRANSPRTN AUTH SALES TAX REVENUE     | CUSIP: 54466HFE1<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    165000 | PA      | $166876.89    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                      | MICHIGAN ST FIN AUTH REVENUE                                 | CUSIP: 59447TCC5<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50817.08     | 0.01%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                                    | MISSOURI ST HIGHWAY & TRANSPRTN COMMISSION STATE ROAD REVENU | CUSIP: 60636WSF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    690000 | PA      | $694371.70    | 0.13%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| School Board of Miami-Dade County/The                                           | MIAMI-DADE CNTY FL SCH DIST                                  | CUSIP: 59333RGH1<br>LEI: 549300J3U4QVT6U3O129 | Long             | DBT              | MUN               | US        |    110000 | PA      | $110323.50    | 0.02%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Municipal Bond Bank                                               | NEW HAMPSHIRE ST MUNI BOND BANK                              | CUSIP: 64465PB98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $223106.33    | 0.04%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Baltimore MD                                                            | BALTIMORE MD                                                 | CUSIP: 059189UP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203482.40    | 0.04%             | 2023-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Nevada                                                                 | NEVADA ST                                                    | CUSIP: 641461S41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $381593.42    | 0.07%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                   | TEXAS ST WTR DEV BRD                                         | CUSIP: 882854YA4<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    125000 | PA      | $125661.89    | 0.02%             | 2023-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pasco County School Board                                                       | PASCO CNTY FL SCH BRD COPS                                   | CUSIP: 702528JK7<br>LEI: 549300NYEDMC7IDJPE68 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20237.24     | 0.00%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Tampa FL Sales Tax Revenue                                              | TAMPA FL SALES TAX REVENUE                                   | CUSIP: 875232CP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101704.68    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Leander Independent School District                                             | LEANDER TX INDEP SCH DIST                                    | CUSIP: 521841FE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $93617.79     | 0.02%             | 2023-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin Environmental Improvement Fund Revenue                       | WISCONSIN ST ENVRNMNTL IMPT FUND REVENUE                     | CUSIP: 97709TBP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1210440.96   | 0.22%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                  | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                      | CUSIP: 646136Z87<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    300000 | PA      | $302463.03    | 0.05%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Mecklenburg NC                                                        | MECKLENBURG CNTY NC                                          | CUSIP: 584002TW9<br>LEI: 5493006G3IC5PBHB7A65 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101527.75    | 0.02%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Loudoun VA                                                            | LOUDOUN CNTY VA                                              | CUSIP: 54589TEZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $143057.74    | 0.03%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                               | ILLINOIS ST                                                  | CUSIP: 452153AY5<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250445.33    | 0.05%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 6775216S0<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    130000 | PA      | $132141.84    | 0.02%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                            | TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES                  | CUSIP: 89602NH23<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100715.02    | 0.02%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Municipal Bond Bank                                               | NEW HAMPSHIRE ST MUNI BOND BANK                              | CUSIP: 64465P2H0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101411.97    | 0.02%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Snohomish WA                                                          | SNOHOMISH CNTY WA                                            | CUSIP: 8330853Y7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25535.61     | 0.00%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Municipal Water District Upper East Fork Wastewater Interceptor Sys | N TEXAS ST MUNI WTR DIST UPPER EFORK WSTWTR INTERCPT         | CUSIP: 662842NH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $206742.62    | 0.04%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                           | NEW YORK ST URBAN DEV CORP SALES TAX REVENUE                 | CUSIP: 64985TAD3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    195000 | PA      | $195613.82    | 0.04%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northside Independent School District                                           | NORTHSIDE TX INDEP SCH DIST                                  | CUSIP: 66702RKL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $115381.42    | 0.02%             | 2023-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                              | WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE                  | CUSIP: 977100GL4<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    475000 | PA      | $478080.90    | 0.09%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Plano Independent School District                                               | PLANO TX INDEP SCH DIST                                      | CUSIP: 727199YW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $300273.69    | 0.05%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maine                                                                  | MAINE ST                                                     | CUSIP: 56052AZG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    495000 | PA      | $499290.36    | 0.09%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southeastern Pennsylvania Transportation Authority                              | S ESTRN PA TRANSPRTN AUTH                                    | CUSIP: 842039DQ9<br>LEI: 98450061A2F3FD36E493 | Long             | DBT              | MUN               | US        |    120000 | PA      | $120980.06    | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee State School Bond Authority                                           | TENNESSEE ST SCH BOND AUTH                                   | CUSIP: 880558JC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $244623.62    | 0.04%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Water System                                                        | SAN ANTONIO TX WTR REVENUE                                   | CUSIP: 79642BD75<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |    245000 | PA      | $246827.75    | 0.04%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Plano TX                                                                | PLANO TX                                                     | CUSIP: 727177VW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81217.54     | 0.01%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                 | OREGON ST                                                    | CUSIP: 68609BV79<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    460000 | PA      | $466097.39    | 0.08%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN Electric Revenue      | MET GOVT NASHVILLE & DAVIDSONCNTY TN ELEC REVENUE            | CUSIP: 592030G46<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15110.17     | 0.00%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana University                                                              | INDIANA UNIV REVENUES                                        | CUSIP: 455168DQ4<br>LEI: B4CW783SY7V2XEFJSQ64 | Long             | DBT              | MUN               | US        |    185000 | PA      | $187415.36    | 0.03%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063DBJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $418206.27    | 0.08%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX                                                               | AUSTIN TX                                                    | CUSIP: 052397DG8<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126909.69    | 0.02%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | CUSIP: 64971XGK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $112160.41    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Municipal Water District Water System Revenue                       | N TEXAS ST MUNI WTR DIST WTR SYS REVENUE                     | CUSIP: 662903B77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    640000 | PA      | $645888.51    | 0.12%             | 2023-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                          | CLARK CNTY NV ARPT REVENUE                                   | CUSIP: 18085PRE6<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151537.74    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966KSK0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    135000 | PA      | $136728.95    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                  | TEXAS ST                                                     | CUSIP: 882723RA9<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    150000 | PA      | $150628.98    | 0.03%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 6775213Z7<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    185000 | PA      | $185392.13    | 0.03%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pierce County School District No 403 Bethel                                     | PIERCE CNTY WA SCH DIST #403 BETHEL                          | CUSIP: 720611WZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65552.54     | 0.01%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Municipal Water District Water System Revenue                       | N TEXAS ST MUNI WTR DIST WTR SYS REVENUE                     | CUSIP: 662903PN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $152239.23    | 0.03%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Chesterfield VA Water & Sewer Revenue                                 | CHESTERFIELD CNTY VA WTR & SWR REVENUE                       | CUSIP: 166409GC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101964.01    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Orange FL Water Utility System Revenue                                | ORANGE CNTY FL WTR & WSTWTR REVENUE                          | CUSIP: 684554EF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111919.12    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp                                    | NEW YORK ST ENVRNMNTL FACS CORP ST CLEAN WTR & DRINKING WTR  | CUSIP: 64986DBC8<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    310000 | PA      | $313063.73    | 0.06%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST COPS                                           | CUSIP: 939720LX4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126312.64    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Rochester MN Electric Utility Revenue                                   | ROCHESTER MN ELEC UTILITY REVENUE                            | CUSIP: 77158PDZ2<br>LEI: 549300006EX3INSHXA95 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25531.44     | 0.00%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana                                                              | LOUISIANA ST                                                 | CUSIP: 5464153P3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85791.91     | 0.02%             | 2023-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE         | CUSIP: 64990FE75<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    190000 | PA      | $190180.35    | 0.03%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Houston                                                           | UNIV OF HOUSTON TX UNIV REVENUES                             | CUSIP: 9143015H5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85046.90     | 0.02%             | 2023-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Laredo Independent School District                                              | LAREDO TX INDEP SCH DIST                                     | CUSIP: 516840XR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25327.65     | 0.00%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Salt Lake City UT Public Utilities Revenue                              | SALT LAKE CITY UT PUBLIC UTILS REVENUE                       | CUSIP: 795604AF4<br>LEI: 549300CRGKV67DRSGT85 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100000.00    | 0.02%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                              | UNIV OF TEXAS TX UNIV REVENUES                               | CUSIP: 91514ADM4<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    375000 | PA      | $380415.83    | 0.07%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Birdville Independent School District                                           | BIRDVILLE TX INDEP SCH DIST                                  | CUSIP: 090874LX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45042.21     | 0.01%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Union High School District No 210-Phoenix                       | MARICOPA CNTY AZ HIGH SCH DIST #210 PHOENIX                  | CUSIP: 567505PK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $333602.64    | 0.06%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Infrastructure Bank Water Pollution Control Revolving Fund         | RHODE ISLAND ST INFRASTRUCTURE BANK WTR POLL CONTROL REVENUE | CUSIP: 76221UED4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127180.81    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                         | MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE             | CUSIP: 576000PN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $428143.64    | 0.08%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                       | INDIANA FIN AUTH IN WSTWTR UTIL REVENUE                      | CUSIP: 45505MKA3<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    175000 | PA      | $177971.54    | 0.03%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan                                                               | MICHIGAN ST                                                  | CUSIP: 594612DM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55356.74     | 0.01%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Delaware                                                               | DELAWARE ST                                                  | CUSIP: 246380C31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    640000 | PA      | $641346.05    | 0.12%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Newport News VA                                                         | NEWPORT NEWS VA                                              | CUSIP: 652233HD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $419888.12    | 0.08%             | 2023-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside County Transportation Commission Sales Tax Revenue                    | RIVERSIDE CNTY CA TRANSPRTN COMMISSION SALES TAX REVENUE     | CUSIP: 769125EC5<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |    540000 | PA      | $544896.72    | 0.10%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                         | LOS ANGELES CA DEPT WTR & PWR REVENUE                        | CUSIP: 5444956W9<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151086.03    | 0.03%             | 2023-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oregon State Lottery                                                            | OREGON ST DEPT OF ADMIN SVCS LOTTERY REVENUE                 | CUSIP: 68607VJ22<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    145000 | PA      | $145608.01    | 0.03%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRANSPRTN AUTH NY REVENUE                                | CUSIP: 59259Y3H0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201060.52    | 0.04%             | 2023-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966MSR1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1093831.56   | 0.20%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                          | LOS ANGELES CA UNIF SCH DIST                                 | CUSIP: 544647BE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $358742.66    | 0.06%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                           | NEW YORK ST URBAN DEV CORP SALES TAX REVENUE                 | CUSIP: 64985TBU4<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100314.78    | 0.02%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport    | SAN FRANCISCO CALIF CITY &CNTY ARPTS COMMN INTL ARPT REV     | CUSIP: 79766DME6<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |    135000 | PA      | $135868.86    | 0.02%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Community College District                                      | MARICOPA CNTY AZ CMNTY CLG DIST                              | CUSIP: 566795LX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2200000 | PA      | $2223468.28   | 0.40%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Fairfax VA                                                            | FAIRFAX CNTY VA                                              | CUSIP: 30382AGB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    905000 | PA      | $914387.75    | 0.16%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Municipal Light & Power Revenue                              | SEATTLE WA MUNI LIGHT & PWR REVENUE                          | CUSIP: 812643KM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $405994.56    | 0.07%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Monica Community College District                                         | SANTA MONICA CA CMNTY CLG DIST                               | CUSIP: 802385LS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $293945.16    | 0.05%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Vermont and State Agricultural College                            | UNIV OF VERMONT & ST AGRIC CLG VT                            | CUSIP: 915200VB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25411.19     | 0.00%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salem-Keizer School District No 24J                                             | SALEM-KEIZER OR SCH DIST #24J                                | CUSIP: 794173FP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $148492.80    | 0.03%             | 2023-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966L4Z1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    220000 | PA      | $222817.54    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 93974DX94<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    300000 | PA      | $303857.04    | 0.05%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Knox TN                                                               | KNOX CNTY TN                                                 | CUSIP: 4995128E4<br>LEI: 549300WT27UFXOLT2D56 | Long             | DBT              | MUN               | US        |    210000 | PA      | $211820.15    | 0.04%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin Clean Water Fund Leveraged Loan Portfolio                    | WISCONSIN ST CLEAN WTR REVENUE                               | CUSIP: 977092VT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $115966.07    | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                | ENERGY N W WA ELEC REVENUE                                   | CUSIP: 29270CX59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $150986.63    | 0.03%             | 2023-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mount Diablo Unified School District/CA                                         | MOUNT DIABLO CA UNIF SCH DIST                                | CUSIP: 621196H72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20262.12     | 0.00%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Purdue University                                                               | PURDUE IN UNIV COPS                                          | CUSIP: 746173GD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $217257.74    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                              | UNIV OF TEXAS TX UNIV REVENUES                               | CUSIP: 91514ADX0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    460000 | PA      | $466643.41    | 0.08%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                         | NORTH CAROLINA ST LTD OBLIG                                  | CUSIP: 65829QCD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $155962.64    | 0.03%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                         | NORTH CAROLINA ST GRANT ANTICIPATION REVENUE                 | CUSIP: 658268DQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $541086.86    | 0.10%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Department of Management Services                                       | FLORIDA ST DEPT OF MGMT SVCS COPS                            | CUSIP: 34160PDQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $212699.93    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST COPS                                           | CUSIP: 939720UN6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    235000 | PA      | $237467.76    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Forsyth NC                                                            | FORSYTH CNTY NC                                              | CUSIP: 346623DU2<br>LEI: 549300QZDXNB40E8SI64 | Long             | DBT              | MUN               | US        |    255000 | PA      | $260463.20    | 0.05%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arlington Independent School District/TX                                        | ARLINGTON TX INDEP SCH DIST                                  | CUSIP: 041826Y44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $385359.74    | 0.07%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                    | CUSIP: 13032UDD7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    110000 | PA      | $112143.26    | 0.02%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Prince William VA                                                     | PRINCE WILLIAM CNTY VA COPS                                  | CUSIP: 74176FCF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $122005.67    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Tacoma WA                                                               | PORT TACOMA WA REVENUE                                       | CUSIP: 735439NJ6<br>LEI: 549300MLYO8L64QKXV81 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126605.14    | 0.02%             | 2023-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                              | HOUSTON TX UTILITY SYS REVENUE                               | CUSIP: 4424355L3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25504.84     | 0.00%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                         | PORT AUTH OF NEW YORK & NEW JERSEY NY                        | CUSIP: 73358WL93<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    310000 | PA      | $316284.44    | 0.06%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Colorado                                                          | UNIV OF COLORADO CO ENTERPRISE REVENUE                       | CUSIP: 91417KW64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $393315.23    | 0.07%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Baltimore MD                                                          | BALTIMORE CNTY MD                                            | CUSIP: 05914FYE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30000.00     | 0.01%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                              | MINNESOTA ST                                                 | CUSIP: 604129N44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $763084.88    | 0.14%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 939745SV8<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45568.31     | 0.01%             | 2023-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Texas State University System                                                   | TEXAS ST UNIV SYS FING REVENUE                               | CUSIP: 88278PZR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $290912.86    | 0.05%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Clark NV                                                              | CLARK CNTY NV HIGHWAY IMPT REVENUE                           | CUSIP: 181000MB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $308164.77    | 0.06%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 93974DGG7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    545000 | PA      | $550768.44    | 0.10%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intermountain Power Agency                                                      | INTERMOUNTAIN PWR AGY UT PWR SPLY REVENUE                    | CUSIP: 45884AZT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $282719.25    | 0.05%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                            | CONNECTICUT ST                                               | CUSIP: 20772KBN8<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201017.84    | 0.04%             | 2023-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota Public Facilities Authority                                           | MINNESOTA ST PUBLIC FACS AUTH REVOLVING FUND REVENUE         | CUSIP: 604115CW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200076.10    | 0.04%             | 2023-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pierce County School District No 320 Sumner                                     | PIERCE CNTY WA SCH DIST #320 SUMNER                          | CUSIP: 720526XG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $178836.75    | 0.03%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of Honolulu HI                                                    | HONOLULU CITY & CNTY HI                                      | CUSIP: 438687UC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $112135.66    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE         | CUSIP: 64990FUG7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    290000 | PA      | $290275.27    | 0.05%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Portland OR Sewer System Revenue                                        | PORTLAND OR SWR SYS REVENUE                                  | CUSIP: 736742A49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $501035.15    | 0.09%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public School Authority                                                | VIRGINIA ST PUBLIC SCH AUTH                                  | CUSIP: 92817SU97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86092.83     | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                          | UNIV OF TEXAS TX PERMANENT UNIV FND                          | CUSIP: 9151154S5<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50533.37     | 0.01%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 677522PZ1<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    370000 | PA      | $372418.39    | 0.07%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH SALES TAX REVENUE                      | CUSIP: 64990AFM2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    180000 | PA      | $180566.60    | 0.03%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Convention Center Development Corp                                     | NEW YORK ST CONVENTION CENTER DEV CORP REVENUE               | CUSIP: 649451FM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20339.38     | 0.00%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                            | TEXAS ST A & M UNIV REVENUE                                  | CUSIP: 8821357A8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    710000 | PA      | $715251.73    | 0.13%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                            | CONNECTICUT ST                                               | CUSIP: 20772KRN1<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    480000 | PA      | $487699.49    | 0.09%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                 | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE     | CUSIP: 64972GSA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    960000 | PA      | $969200.06    | 0.17%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denton Independent School District                                              | DENTON TX INDEP SCH DIST                                     | CUSIP: 249002CR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101358.26    | 0.02%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                           | NEW YORK ST URBAN DEV CORP REVENUE                           | CUSIP: 650035S41<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    165000 | PA      | $165519.39    | 0.03%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                 | LAS VEGAS VLY NV WTR DIST                                    | CUSIP: 517845AG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $272295.16    | 0.05%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp                                                | HUDSON YARDS INFRASTRUCTURE CORP NY 2ND INDENTURE REVENUE    | CUSIP: 44420RAE0<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    155000 | PA      | $155084.40    | 0.03%             | 2023-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Commonwealth Transportation Board                                      | VIRGINIA ST CMWLTH TRANSPRTN BRD TRANSPRTN REVENUE           | CUSIP: 927793XP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $377797.58    | 0.07%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No 1                                       | DENVER CITY & CNTY CO SCH DIST #1                            | CUSIP: 249174VB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $245241.84    | 0.04%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Loudoun VA                                                            | LOUDOUN CNTY VA                                              | CUSIP: 54589TGM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $306552.30    | 0.06%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon Department of Transportation                                    | OREGON ST DEPT OF TRANSPRTN HIGHWAY USER TAX REVENUE         | CUSIP: 68607DTL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $163344.58    | 0.03%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA                                                         | PHILADELPHIA PA                                              | CUSIP: 717813WL9<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |    115000 | PA      | $116432.75    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                  | MASSACHUSETTS ST CLG BLDG AUTH REVENUE                       | CUSIP: 575831HL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $140548.51    | 0.03%             | 2023-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                            | CONNECTICUT ST                                               | CUSIP: 20772J3S9<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101818.73    | 0.02%             | 2023-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma City Water Utilities Trust                                             | OKLAHOMA CITY OK WTR UTILITIES TRUST WTR & SWR REVENUE       | CUSIP: 678657KP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $181935.13    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                         | PORT AUTH OF NEW YORK & NEW JERSEY NY                        | CUSIP: 73358WU51<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    355000 | PA      | $359149.13    | 0.06%             | 2023-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                          | UNIV OF MICHIGAN MI                                          | CUSIP: 914455VK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $451826.91    | 0.08%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority                                  | CENTRL PUGET SOUND WA REGL TRANSIT AUTH SALES TAX & MOTOR VE | CUSIP: 155048DN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71348.56     | 0.01%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                    | MASSACHUSETTS ST BAY TRANSPRTN AUTH SALES TAX REVENUE        | CUSIP: 575579XU6<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151587.65    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public School Authority                                                | VIRGINIA ST PUBLIC SCH AUTH SCH FING                         | CUSIP: 92818HBF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $395014.15    | 0.07%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                            | DIST OF COLUMBIA INCOME TAX SECURED REVENUE                  | CUSIP: 25477GPT6<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    120000 | PA      | $122093.58    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Hamilton TN                                                           | HAMILTON CNTY TN                                             | CUSIP: 4073245N8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $261679.89    | 0.05%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Water System                                                        | SAN ANTONIO TX WTR REVENUE                                   | CUSIP: 79642BU50<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50373.01     | 0.01%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                              | HOUSTON TX UTILITY SYS REVENUE                               | CUSIP: 44244CZM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $316259.99    | 0.06%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Prince George's MD                                                    | PRINCE GEORGES CNTY MD                                       | CUSIP: 741702AA2<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |    250000 | PA      | $252718.88    | 0.05%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hillsborough County School Board                                                | HILLSBOROUGH CNTY FL SCH BRD COPS                            | CUSIP: 43232VSR3<br>LEI: 549300E7JND1K3JLOI29 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60602.63     | 0.01%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                           | SAN ANTONIO TX ELEC & GAS REVENUE                            | CUSIP: 7962532K7<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    175000 | PA      | $175000.00    | 0.03%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Monica-Malibu Unified School District                                     | SANTA MONICA-MALIBU CA UNIF SCH DIST                         | CUSIP: 802498EW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $98653.21     | 0.02%             | 2023-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Katy Independent School District                                                | KATY TX INDEP SCH DIST                                       | CUSIP: 486063WW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95087.72     | 0.02%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland State Transportation Authority                                         | MARYLAND ST TRANSPRTN AUTH TRANSPRTN FACS PROJ REVENUE       | CUSIP: 574300KV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $672010.90    | 0.12%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of Denver CO Airport System Revenue                               | DENVER CITY & CNTY CO ARPT REVENUE                           | CUSIP: 249182NZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127425.69    | 0.02%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                            | TEXAS ST A & M UNIV REVENUES                                 | CUSIP: 88213AGQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $211566.64    | 0.04%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                       | NEW JERSEY ST ECON DEV AUTH                                  | CUSIP: 6459165D5<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    200000 | PA      | $203162.28    | 0.04%             | 2023-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Yakima County School District No 90 East Valley                                 | YAKIMA CNTY WA SCH DIST #90 EAST VLY                         | CUSIP: 984392EY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15315.12     | 0.00%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                            | CONNECTICUT ST                                               | CUSIP: 20772JU91<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    275000 | PA      | $275822.14    | 0.05%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | NEW YORK CITY NY TRANSITIONALFIN AUTH REVENUE                | CUSIP: 64971X3A4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101956.51    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of King WA                                                               | KING CNTY WA                                                 | CUSIP: 49474FNU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $168603.77    | 0.03%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                        | EAST BAY CA MUNI UTILITY DIST WTR SYS REVENUE                | CUSIP: 271014VJ8<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126129.33    | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 93974D3B2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50000.00     | 0.01%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Laguna Beach Unified School District                                            | LAGUNA BEACH CA UNIF SCH DIST                                | CUSIP: 507192GV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $156269.59    | 0.03%             | 2023-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Montgomery MD                                                         | MONTGOMERY CNTY MD                                           | CUSIP: 6133404B1<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1289844.73   | 0.23%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                               | MARYLAND ST                                                  | CUSIP: 574193LE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $599873.59    | 0.11%             | 2023-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| West Virginia State School Building Authority Lottery Revenue                   | WEST VIRGINIA ST SCH BLDG AUTH EXCESS LOTTERY REVENUE        | CUSIP: 95639DLL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $227259.88    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                  | TEXAS ST                                                     | CUSIP: 882724HZ3<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    210000 | PA      | $213593.81    | 0.04%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Clark NV                                                              | CLARK CNTY NV HIGHWAY IMPT REVENUE                           | CUSIP: 181000PA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    555000 | PA      | $560758.85    | 0.10%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966MG60<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    630000 | PA      | $638068.41    | 0.12%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Virginia                                                        | VIRGINIA ST                                                  | CUSIP: 928109U47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100866.74    | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue      | LOS ANGELES CNTY CA MET TRANSPRTN AUTH SALES TAX REVENUE     | CUSIP: 54466HEK8<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126421.89    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omaha Public Power District                                                     | OMAHA NE PUBLIC PWR DIST ELEC REVENUE                        | CUSIP: 682001EU2<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |    740000 | PA      | $740000.00    | 0.13%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE         | CUSIP: 64990FE59<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    675000 | PA      | $675625.73    | 0.12%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Department of Transportation                                          | WISCONSIN ST TRANSPRTN REVENUE                               | CUSIP: 977123V39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151637.57    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida Department of Transportation Turnpike System Revenue           | FLORIDA ST TURNPIKE AUTH TURNPIKE REVENUE                    | CUSIP: 343137BC8<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    300000 | PA      | $303237.69    | 0.05%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Mexico Severance Tax Permanent Fund                                | NEW MEXICO ST SEVERANCE TAX                                  | CUSIP: 647310V81<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40426.70     | 0.01%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Virgenes Unified School District                                            | LAS VIRGENES CA UNIF SCH DIST                                | CUSIP: 518021RA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49045.72     | 0.01%             | 2023-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sacramento Municipal Utility District                                           | SACRAMENTO CA MUNI UTILITY DIST ELEC REVENUE                 | CUSIP: 786005E20<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86255.02     | 0.02%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission State Highway Fund                              | TEXAS ST TRANSPRTN COMMISSIONST HIGHWAY FUND REVENUE         | CUSIP: 88283LKG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $172954.57    | 0.03%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of Denver CO Airport System Revenue                               | DENVER CITY & CNTY CO ARPT REVENUE                           | CUSIP: 249182RU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101940.55    | 0.02%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | CUSIP: 64971WXZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $107062.21    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Nevada Highway Improvement Revenue                                     | NEVADA ST HIGHWAY IMPT REVENUE                               | CUSIP: 641480HV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $403462.60    | 0.07%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063CZQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101556.88    | 0.02%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coast Community College District                                                | COAST CA CMNTY CLG DIST                                      | CUSIP: 190335FE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1215966.00   | 0.22%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Turnpike System                                                   | TEXAS ST TURNPIKE AUTH CENTRLTX TURNPIKE SYS REVENUE         | CUSIP: 882762EK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $695586.06    | 0.13%             | 2023-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue              | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR | CUSIP: 79765RT66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102054.10    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orlando-Orange County Expressway Authority                                      | ORLANDO & ORANGE CNTY FL EXPRESSWAY AUTH                     | CUSIP: 686543UL1<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151450.52    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida Department of Transportation Turnpike System Revenue           | FLORIDA ST TURNPIKE AUTH TURNPIKE REVENUE                    | CUSIP: 343137DB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $353777.31    | 0.06%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public School Authority                                                | VIRGINIA ST PUBLIC SCH AUTH                                  | CUSIP: 92817SM39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $197507.08    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Sports Authority            | MET GOVT NASHVILLE & DAVIDSONCNTY TN SPORTS AUTH             | CUSIP: 592090FX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $105989.21    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Albany NY                                                             | ALBANY CNTY NY                                               | CUSIP: 01212PAU0<br>LEI: 549300GBQON0LOLHN826 | Long             | DBT              | MUN               | US        |    105000 | PA      | $105828.83    | 0.02%             | 2023-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Mateo Union High School District                                            | SAN MATEO CA UNION HIGH SCH DIST                             | CUSIP: 799017LD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $126909.69    | 0.02%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | CUSIP: 64971WT83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $254910.03    | 0.05%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                              | MET WTR DIST OF STHRN CA WTRWKS REVENUE                      | CUSIP: 59266TPB1<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76158.92     | 0.01%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange County Water District                                                    | ORANGE CNTY CA WTR DIST REVENUE                              | CUSIP: 68442CCE4<br>LEI: 549300KBQTX6CMJ3U708 | Long             | DBT              | MUN               | US        |    375000 | PA      | $380456.14    | 0.07%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                   | TEXAS ST WTR DEV BRD                                         | CUSIP: 882854WC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $276456.15    | 0.05%             | 2023-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Macomb MI                                                             | MACOMB CNTY MI                                               | CUSIP: 554885L35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100401.76    | 0.02%             | 2023-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alabama Federal Aid Highway Finance Authority                                   | ALABAMA FEDERAL AID HIGHWAY FIN AUTH SPL OBLIG REVENUE       | CUSIP: 010268AH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $304269.09    | 0.05%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS ST                                             | CUSIP: 57582RDS2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101091.71    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Sumner TN                                                             | SUMNER CNTY TN                                               | CUSIP: 866407M22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71418.13     | 0.01%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                  | MASSACHUSETTS ST CLG BLDG AUTH REVENUE                       | CUSIP: 575831HD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10036.94     | 0.00%             | 2023-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Resources Authority Clean Water Revolving Fund                         | VIRGINIA ST RESOURCES AUTH CLEAN WTR REVENUE                 | CUSIP: 92817LNU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $122101.57    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRANSPRTN AUTH NY REVENUE                                | CUSIP: 59261APM3<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    915000 | PA      | $927028.32    | 0.17%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Water Resources Board                                                  | OKLAHOMA ST WTR RESOURCE BRD REVOLVING FUND REVENUE          | CUSIP: 67919PMR1<br>LEI: 5493007CUNXW5UX11C71 | Long             | DBT              | MUN               | US        |    410000 | PA      | $411705.52    | 0.07%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Monica-Malibu Unified School District                                     | SANTA MONICA-MALIBU CA UNIF SCH DIST                         | CUSIP: 802498WP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201717.50    | 0.04%             | 2023-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX                                                             | HARRIS CNTY TX                                               | CUSIP: 414005VC9<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |    275000 | PA      | $278735.22    | 0.05%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                            | CONNECTICUT ST                                               | CUSIP: 20772JWF5<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    190000 | PA      | $192858.47    | 0.03%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Resources Authority                                                    | VIRGINIA ST RESOURCES AUTH INFRASTRUCTURE REVENUE            | CUSIP: 92818GXD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203943.02    | 0.04%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS ST                                             | CUSIP: 57582RKX3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    445000 | PA      | $446910.47    | 0.08%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063CHB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2080000 | PA      | $2121631.82   | 0.38%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                         | NORTH CAROLINA ST LTD OBLIG                                  | CUSIP: 65829QAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $261614.76    | 0.05%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Resources Authority Clean Water Revolving Fund                         | VIRGINIA ST RESOURCES AUTH CLEAN WTR REVENUE                 | CUSIP: 92817LRH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $554544.64    | 0.10%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                               | ILLINOIS ST                                                  | CUSIP: 452152VS7<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    120000 | PA      | $120000.00    | 0.02%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                 | HAWAII ST                                                    | CUSIP: 419792QT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $216416.05    | 0.04%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Water & Wastewater System Revenue                             | AUSTIN TX WTR & WSTWTR SYS REVENUE                           | CUSIP: 052477VJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25177.69     | 0.00%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                 | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE     | CUSIP: 64972GYE8<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    135000 | PA      | $135816.10    | 0.02%             | 2023-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Tennessee                                                              | TENNESSEE ST                                                 | CUSIP: 880541C47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $244731.62    | 0.04%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Alaska                                                                 | ALASKA ST                                                    | CUSIP: 0117703V4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101166.35    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California Department of Water Resources                               | CALIFORNIA ST DEPT OF WTR RESOURCES CENTRL VLY PROJ          | CUSIP: 13067WKP6<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    370000 | PA      | $378482.47    | 0.07%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| School Board of Miami-Dade County/The                                           | MIAMI-DADE CNTY FL SCH BRD COPS                              | CUSIP: 59333MT39<br>LEI: 549300J3U4QVT6U3O129 | Long             | DBT              | MUN               | US        |    150000 | PA      | $150000.00    | 0.03%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE         | CUSIP: 64990EKE6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45042.71     | 0.01%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri State Board of Public Buildings                                        | MISSOURI ST BRD OF PUBLIC BLDGS SPL OBLG                     | CUSIP: 606341JR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $295759.27    | 0.05%             | 2023-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE         | CUSIP: 709224JC4<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35648.03     | 0.01%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                              | AUSTIN TX INDEP SCH DIST                                     | CUSIP: 052430MG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $192461.72    | 0.03%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Delaware                                                               | DELAWARE ST                                                  | CUSIP: 246381JA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $212292.59    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                         | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE              | CUSIP: 235036S35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $162938.58    | 0.03%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                      | MICHIGAN ST FIN AUTH REVENUE                                 | CUSIP: 59447TPH0<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    270000 | PA      | $274476.82    | 0.05%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public Building Authority                                              | VIRGINIA ST PUBLIC BLDG AUTH PUBLIC FACS REVENUE             | CUSIP: 928172N35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $455920.02    | 0.08%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp                                    | NEW YORK ST ENVRNMNTL FACS CORP ST CLEAN WTR & DRINKING WTR  | CUSIP: 64986DJV8<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85840.06     | 0.02%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 93974DAU2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    335000 | PA      | $339307.03    | 0.06%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                         | NORTH CAROLINA ST                                            | CUSIP: 658256W73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | PA      | $564872.45    | 0.10%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                 | OREGON ST                                                    | CUSIP: 68609BTB3<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45893.93     | 0.01%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT         | CUSIP: 649907TX0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    110000 | PA      | $111150.55    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                           | NEW YORK ST URBAN DEV CORP REVENUE                           | CUSIP: 6500356G8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    325000 | PA      | $326023.04    | 0.06%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware Transportation Authority                                               | DELAWARE ST TRANSPRTN AUTH TRANSPRTN SYS REVENUE             | CUSIP: 246428G34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101087.55    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of New Castle DE                                                         | NEW CASTLE CNTY DE                                           | CUSIP: 64327TFE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $120517.19    | 0.02%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Turnpike System                                                   | TEXAS ST TRANSPRTN COMMISSION CENTRAL TX TURNPIKE SYS REVENU | CUSIP: 88283KBA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660000 | PA      | $668610.36    | 0.12%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp                                          | PHOENIX AZ CIVIC IMPT CORP ARPT REVENUE                      | CUSIP: 71883MMG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    590000 | PA      | $596048.44    | 0.11%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                       | INDIANA FIN AUTH IN WSTWTR UTIL REVENUE                      | CUSIP: 45505MJD9<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    255000 | PA      | $259312.97    | 0.05%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Clark NV                                                              | CLARK CNTY NV                                                | CUSIP: 180848QM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $361945.61    | 0.07%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia Parkways Authority                                                | WEST VIRGINIA ST PARKWAYS AUTH TURNPIKE TOLL REVENUE         | CUSIP: 956510AE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $262253.52    | 0.05%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                       | NEW JERSEY ST ECON DEV AUTH REVENUE                          | CUSIP: 64577BCE2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50419.79     | 0.01%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                             | CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE                   | CUSIP: 13068LVQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    940000 | PA      | $946261.81    | 0.17%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue | MET GOVT NASHVILLE & DAVIDSON CNTY TN WTR & SWR REVENUE      | CUSIP: 592098R41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101066.74    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cypress-Fairbanks Independent School District                                   | CYPRESS-FAIRBANKS TX INDEP SCH DIST                          | CUSIP: 232769ED7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $365338.39    | 0.07%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Municipal Light & Power Revenue                              | SEATTLE WA MUNI LIGHT & PWR REVENUE                          | CUSIP: 812643MT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $351467.62    | 0.06%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Snohomish WA                                                          | SNOHOMISH CNTY WA                                            | CUSIP: 8330853P6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2010601.20   | 0.36%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                 | HAWAII ST                                                    | CUSIP: 419792CB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $391845.22    | 0.07%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                | FLORIDA ST                                                   | CUSIP: 341150T83<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    200000 | PA      | $202083.58    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of New Mexico/The                                                    | UNIV OF NEW MEXICO NM                                        | CUSIP: 914692U71<br>LEI: 549300WZXG6PIBC7KB43 | Long             | DBT              | MUN               | US        |    295000 | PA      | $297360.18    | 0.05%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX                                                             | HARRIS CNTY TX                                               | CUSIP: 414005WC8<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |    300000 | PA      | $304074.78    | 0.05%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Utah/The                                                          | UNIV OF UTAH UT REVENUES                                     | CUSIP: 915183A56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $572179.74    | 0.10%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                            | CONNECTICUT ST                                               | CUSIP: 20772KEJ4<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    175000 | PA      | $177807.11    | 0.03%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Wake NC                                                               | WAKE CNTY NC LIMITED OBLIG                                   | CUSIP: 930876CM7<br>LEI: 5493007XQJHO082P1H29 | Long             | DBT              | MUN               | US        |    465000 | PA      | $475001.03    | 0.09%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                | ENERGY N W WA ELEC REVENUE                                   | CUSIP: 29270CJ30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $252666.85    | 0.05%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                          | UNIV OF MICHIGAN MI                                          | CUSIP: 914455VL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $266128.87    | 0.05%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Iowa                                                                   | IOWA ST SPL OBLG                                             | CUSIP: 46257TEL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $146314.34    | 0.03%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063DFH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    555000 | PA      | $564867.79    | 0.10%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Utah/The                                                          | UNIV OF UTAH UT REVENUES                                     | CUSIP: 915183VM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $212804.51    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of King WA                                                               | KING CNTY WA                                                 | CUSIP: 49474FUP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3000000.00   | 0.54%             | 2046-01-01      | Floating      | 1.15%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 677522QX5<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    150000 | PA      | $152912.27    | 0.03%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                         | MIAMI-DADE CNTY FL                                           | CUSIP: 59333FRC6<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25266.69     | 0.00%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                          | LOS ANGELES CA UNIF SCH DIST                                 | CUSIP: 5446462Z4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1070000 | PA      | $1081280.69   | 0.19%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                       | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP HOSP REVENUE      | CUSIP: 87638QKJ7<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40790.41     | 0.01%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goose Creek Consolidated Independent School District                            | GOOSE CREEK TX CONSOL INDEP SCH DIST                         | CUSIP: 382604E44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $900834.30    | 0.16%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                             | CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE                   | CUSIP: 13068LHG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $259014.62    | 0.05%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp                                          | PHOENIX AZ CIVIC IMPT CORP ARPT REVENUE                      | CUSIP: 71883MJP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95973.90     | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                         | TEXAS ST A & M UNIV PERM UNIV FUND                           | CUSIP: 882117M50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $197312.04    | 0.04%             | 2023-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Virginia                                                        | VIRGINIA ST                                                  | CUSIP: 928109F44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $502700.10    | 0.09%             | 2023-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Columbus OH                                                             | COLUMBUS OH                                                  | CUSIP: 199492YF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $205886.93    | 0.04%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                         | LOS ANGELES CA DEPT WTR & PWR REVENUE                        | CUSIP: 544495C51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $166870.01    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH SALES TAX REVENUE                      | CUSIP: 64990ACQ6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    710000 | PA      | $712234.94    | 0.13%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Bexar TX                                                              | BEXAR CNTY TX                                                | CUSIP: 088281QX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $711862.54    | 0.13%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Rhode Island                                                           | RHODE ISLAND ST & PROVIDENCE PLANTATIONS                     | CUSIP: 76222RTN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $150950.37    | 0.03%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                            | SAN DIEGO CA UNIF SCH DIST                                   | CUSIP: 7973552L7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $354229.30    | 0.06%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | CUSIP: 64971WCP3<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    645000 | PA      | $657667.86    | 0.12%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Rhode Island                                                           | RHODE ISLAND ST & PROVIDENCE PLANTATIONS                     | CUSIP: 76222RSP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $501514.75    | 0.09%             | 2023-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan                                                               | MICHIGAN ST                                                  | CUSIP: 594612BM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76638.08     | 0.01%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri State Environmental Improvement & Energy Resources Authority           | MISSOURI ST ENVRNMNTL IMPT & ENERGY RESOURCES AUTH WTR POLL  | CUSIP: 60636UBJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $161740.08    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Higher Educational Facility Commission                                     | OHIO ST HGR EDUCTNL FAC REVENUE                              | CUSIP: 67756BZR4<br>LEI: 5493007MQT6NGNN6BR81 | Long             | DBT              | MUN               | US        |    105000 | PA      | $107074.83    | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grapevine-Colleyville Independent School District                               | GRAPEVINE-COLLEYVILLE TX INDEP SCH DIST                      | CUSIP: 388640YT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $98633.71     | 0.02%             | 2023-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon Department of Transportation                                    | OREGON ST DEPT OF TRANSPRTN HIGHWAY USER TAX REVENUE         | CUSIP: 68607DQV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $862424.20    | 0.16%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063DWF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | PA      | $571208.57    | 0.10%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Modesto Irrigation District                                                     | MODESTO CA IRR DIST ELEC REVENUE                             | CUSIP: 607763DS5<br>LEI: S6U6XLZ7IOWYIG8C8H50 | Long             | DBT              | MUN               | US        |    230000 | PA      | $234012.70    | 0.04%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | CUSIP: 64971WAV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101964.01    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento Municipal Utility District                                           | SACRAMENTO CA MUNI UTILITY DIST ELEC REVENUE                 | CUSIP: 786005ZP6<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50738.25     | 0.01%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Charlotte NC                                                            | CHARLOTTE NC COPS                                            | CUSIP: 161037Q58<br>LEI: 5493001QNY6JJFWHQ568 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40863.64     | 0.01%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Baltimore MD                                                            | BALTIMORE MD REVENUE                                         | CUSIP: 059231ZH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $333451.64    | 0.06%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                      | LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE                    | CUSIP: 544445NZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2014978.20   | 0.36%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX                                                               | AUSTIN TX                                                    | CUSIP: 052397KU9<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |    800000 | PA      | $812222.00    | 0.15%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | CUSIP: 64971W4F4<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25000.00     | 0.00%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Milwaukee Metropolitan Sewerage District                                        | MILWAUKEE WI MET SEWERAGE DIST                               | CUSIP: 602409KE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $376258.03    | 0.07%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia Commissioner of Highways                                          | W VIRGINIA ST COMMISSIONER OF HIGHWAYS SPL OBLG              | CUSIP: 95649ACH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    830000 | PA      | $842438.71    | 0.15%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax County Economic Development Authority                                   | FAIRFAX CNTY VA ECON DEV AUTHTRANSPRTN DIST IMPT REVENUE     | CUSIP: 30383BCA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100427.65    | 0.02%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama Federal Aid Highway Finance Authority                                   | ALABAMA FEDERAL AID HIGHWAY FIN AUTH SPL OBLIG REVENUE       | CUSIP: 010268BH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $329813.87    | 0.06%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Purdue University                                                               | PURDUE UNIV IN UNIV REVENUES                                 | CUSIP: 746189XG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $131365.14    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Unified School District No 80 Chandler                          | MARICOPA CNTY AZ UNIF SCH DIST #80 CHANDLER                  | CUSIP: 567389UZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40344.90     | 0.01%             | 2023-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Florida Department of Environmental Protection                                  | FLORIDA ST DEPT ENVRNMNTL PROT PRESERVATION REVENUE          | CUSIP: 34160WXR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $490072.86    | 0.09%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                            | TEXAS ST A & M UNIV REVENUES                                 | CUSIP: 88213AKR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    805000 | PA      | $811005.46    | 0.15%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                                    | MISSOURI ST HIGHWAY & TRANSPRTN COMMISSION STATE ROAD REVENU | CUSIP: 60636WQX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100389.30    | 0.02%             | 2023-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                 | OREGON ST                                                    | CUSIP: 68609BMY0<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70927.86     | 0.01%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Jersey                                                             | NEW JERSEY ST                                                | CUSIP: 646039YG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2930000 | PA      | $2944558.58   | 0.53%             | 2023-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Austin Community College District Public Facility Corp                          | AUSTIN TX CMNTY CLG DIST PUBLIC FAC CORP LEASE REVENUE       | CUSIP: 052405CN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101270.75    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of King WA                                                               | KING CNTY WA                                                 | CUSIP: 49474FGJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $265678.66    | 0.05%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Alabama                                                                | ALABAMA ST                                                   | CUSIP: 010411BM7<br>LEI: 549300TKZX0YNENZC895 | Long             | DBT              | MUN               | US        |    250000 | PA      | $253313.80    | 0.05%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Water Resources Board                                                  | OKLAHOMA ST WTR RESOURCE BRD REVOLVING FUND REVENUE          | CUSIP: 67919PKC6<br>LEI: 5493007CUNXW5UX11C71 | Long             | DBT              | MUN               | US        |    135000 | PA      | $135570.58    | 0.02%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Boston MA                                                               | BOSTON MA                                                    | CUSIP: 100853VV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125261.88    | 0.02%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Intergovernmental Cooperation Authority                            | PENNSYLVANIA ST INTERGOVTL COOPERATION AUTH                  | CUSIP: 708840JW4<br>LEI: 984500B7FF73EED8FD42 | Long             | DBT              | MUN               | US        |    460000 | PA      | $464409.19    | 0.08%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maine Turnpike Authority                                                        | MAINE ST TURNPIKE AUTH                                       | CUSIP: 560551NU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $90945.10     | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of South Carolina                                                         | SOUTH CAROLINA ST                                            | CUSIP: 83710RNR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $150641.48    | 0.03%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063BU26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100000.00    | 0.02%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Cincinnati OH Water System Revenue                                      | CINCINNATI OH WTR SYS REVENUE                                | CUSIP: 172311KZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $194149.79    | 0.04%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                 | LAS VEGAS VLY NV WTR DIST                                    | CUSIP: 5178406Y5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $158320.77    | 0.03%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charleston County School District                                               | CHARLESTON CNTY SC SCH DIST                                  | CUSIP: 160075WT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200000.00    | 0.04%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frisco Independent School District                                              | FRISCO TX INDEP SCH DIST                                     | CUSIP: 35880CTM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81112.38     | 0.01%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Commerce Corp                                                      | RHODE ISLAND COMMERCE CORP REVENUE                           | CUSIP: 762232AF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $489216.01    | 0.09%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS ST                                             | CUSIP: 57582RQU3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    985000 | PA      | $1004419.37   | 0.18%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund              | OHIO ST WTR DEV AUTH WTR POLLCONTROL REVENUE                 | CUSIP: 67766WVQ2<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    255000 | PA      | $260505.68    | 0.05%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                              | UNIV OF TEXAS TX UNIV REVENUES                               | CUSIP: 91514AFG5<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25361.06     | 0.00%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Garland TX                                                              | GARLAND TX                                                   | CUSIP: 366119Y74<br>LEI: 549300O5KXJ5HAWVEN53 | Long             | DBT              | MUN               | US        |    165000 | PA      | $165149.92    | 0.03%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Commonwealth Transportation Board                                      | VIRGINIA ST CMWLTH TRANSPRTN BRD TRANSPRTN REVENUE           | CUSIP: 927793F38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $136007.13    | 0.02%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                | FLORIDA ST                                                   | CUSIP: 341150S68<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    185000 | PA      | $186927.31    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grant County Public Utility District No 2 Electric Revenue                      | GRANT CNTY WA PUBLIC UTILITY DIST #2 ELEC REVENUE            | CUSIP: 387874XB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1010750.70   | 0.18%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                     | NEW JERSEY ST EDUCTNL FACS AUTH REVENUE                      | CUSIP: 6460658J4<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |     95000 | PA      | $95712.60     | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia Water Development Authority                                       | WEST VIRGINIA ST WTR DEV AUTHINFRASTRUCTURE EXCESS LOTTERY   | CUSIP: 956724AJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111155.12    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                              | CONROE TX INDEP SCH DIST                                     | CUSIP: 208418UH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125114.96    | 0.02%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                            | SAN DIEGO CA UNIF SCH DIST                                   | CUSIP: 797355JM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $148606.50    | 0.03%             | 2023-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Fort Worth TX Water & Sewer System Revenue                              | FORT WORTH TX WTR & SWR REVENUE                              | CUSIP: 349515TE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $165154.79    | 0.03%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Hennepin MN                                                           | HENNEPIN CNTY MN                                             | CUSIP: 425507HY9<br>LEI: 254900YDNULMQREFAU43 | Long             | DBT              | MUN               | US        |    410000 | PA      | $418954.81    | 0.08%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio University                                                                 | OHIO UNIV GEN RECPTS ATHENS                                  | CUSIP: 677704B56<br>LEI: 549300P1K3IH2L5SFY61 | Long             | DBT              | MUN               | US        |    120000 | PA      | $122471.00    | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hillsborough County School Board                                                | HILLSBOROUGH CNTY FL SCH BRD COPS                            | CUSIP: 43232VUH2<br>LEI: 549300E7JND1K3JLOI29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101004.39    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA                                                         | PHILADELPHIA PA                                              | CUSIP: 717813SX8<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |    650000 | PA      | $658098.16    | 0.12%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama Public School and College Authority                                     | ALABAMA ST PUBLIC SCH & CLG AUTH                             | CUSIP: 010609AJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $505000.00    | 0.09%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                       | INDIANA ST FIN AUTH HIGHWAY REVENUE                          | CUSIP: 45470RDE3<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    120000 | PA      | $121028.08    | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                            | KANSAS ST DEV FIN AUTH REVENUE                               | CUSIP: 485429V92<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    190000 | PA      | $191203.80    | 0.03%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                    | PENNSYLVANIA ST                                              | CUSIP: 70914PVN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $161474.11    | 0.03%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue               | NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE      | CUSIP: 64972HYF3<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    355000 | PA      | $359178.60    | 0.06%             | 2023-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Springfield MO Public Utility Revenue                                   | SPRINGFIELD MO PUBLIC UTILITY REVENUE                        | CUSIP: 851018KL4<br>LEI: NDLRXEC1F2GZZETPKO45 | Long             | DBT              | MUN               | US        |    235000 | PA      | $238021.35    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Department of Transportation                                          | WISCONSIN ST TRANSPRTN REVENUE                               | CUSIP: 977123T65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $156692.15    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Health and Education Facilities Authority Act                     | NEW HAMPSHIRE ST HLTH & EDU FACS AUTH REVENUE                | CUSIP: 6446144A4<br>LEI: 549300CNCK7OT82W5653 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126271.06    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063CQB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $224403.37    | 0.04%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida Department of Transportation Turnpike System Revenue           | FLORIDA ST TURNPIKE AUTH                                     | CUSIP: 3431368A8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $353777.31    | 0.06%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Department of Transportation                                          | WISCONSIN ST TRANSPRTN REVENUE                               | CUSIP: 977123D54<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     95000 | PA      | $95648.46     | 0.02%             | 2023-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Baltimore MD                                                          | BALTIMORE CNTY MD                                            | CUSIP: 05914FL65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $183535.22    | 0.03%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                    | CLARK CNTY NV SCH DIST                                       | CUSIP: 181059UV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $262376.09    | 0.05%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah State Building Ownership Authority                                         | UTAH ST BLDG OWNERSHIP AUTH LEASE REVENUE                    | CUSIP: 917547YF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100746.02    | 0.02%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Arizona/The                                                       | ARIZONA BRD OF RGTS UNIV ARIZONA SYS REVENUE                 | CUSIP: 040484WF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $126576.00    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Drainage & Wastewater Revenue                                | SEATTLE WA DRAIN & WSTWTR REVENUE                            | CUSIP: 812631NK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $303262.65    | 0.05%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                    | LOS ANGELES CA DEPT OF WTR & PWR WTRWKS REVENUE              | CUSIP: 544525SW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $121360.01    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority                                                | OHIO ST WTR DEV AUTH REVENUE                                 | CUSIP: 67765QDH6<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    615000 | PA      | $628278.40    | 0.11%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omaha Public Power District                                                     | OMAHA NE PUBLIC PWR DIST ELEC REVENUE                        | CUSIP: 682001HB1<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |   1935000 | PA      | $1935000.00   | 0.35%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Howard MD                                                             | HOWARD CNTY MD                                               | CUSIP: 44256PGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $390374.52    | 0.07%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant Regional Water District                                                 | TARRANT TX REGL WTR DIST WTR TRANSMISSION FACS CONTRACT REV  | CUSIP: 876448BQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $204154.54    | 0.04%             | 2023-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| King County School District No 405 Bellevue                                     | KING CNTY WA SCH DIST #405 BELLEVUE                          | CUSIP: 495098YQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $618415.57    | 0.11%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Alabama                                                                | ALABAMA ST                                                   | CUSIP: 010411AG1<br>LEI: 549300TKZX0YNENZC895 | Long             | DBT              | MUN               | US        |    255000 | PA      | $258380.08    | 0.05%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                         | PORT AUTH OF NEW YORK & NEW JERSEY NY                        | CUSIP: 73358WYU2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    130000 | PA      | $132355.17    | 0.02%             | 2023-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT         | CUSIP: 649907A93<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66138.35     | 0.01%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix AZ                                                              | PHOENIX AZ                                                   | CUSIP: 718814P91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70758.37     | 0.01%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Suburban Sanitary Commission                                         | WASHINGTON MD SUBURBAN SAN DIST                              | CUSIP: 940157Z45<br>LEI: 549300EZUWNTQF827C24 | Long             | DBT              | MUN               | US        |    190000 | PA      | $191653.15    | 0.03%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Drainage & Wastewater Revenue                                | SEATTLE WA DRAIN & WSTWTR REVENUE                            | CUSIP: 812631KW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100646.11    | 0.02%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                       | NEW JERSEY ST ECON DEV AUTH REVENUE                          | CUSIP: 645918U92<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    800000 | PA      | $801399.68    | 0.14%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Assessment Revenue                   | MASSACHUSETTS BAY MA TRANSPRTN AUTH REVENUE                  | CUSIP: 575577NH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $424585.18    | 0.08%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benicia Unified School District                                                 | BENICIA CA UNIF SCH DIST                                     | CUSIP: 082023KQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $78922.57     | 0.01%             | 2023-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Maine Municipal Bond Bank                                                       | MAINE ST MUNI BOND BANK                                      | CUSIP: 56045RYP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $198727.46    | 0.04%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Arlington VA                                                          | ARLINGTON CNTY VA                                            | CUSIP: 041431RS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101411.97    | 0.02%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS ST                                             | CUSIP: 57582RHS8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    330000 | PA      | $333602.64    | 0.06%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 677522NP5<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    135000 | PA      | $135424.95    | 0.02%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Milwaukee Metropolitan Sewerage District                                        | MILWAUKEE WI MET SEWERAGE DIST                               | CUSIP: 602409LT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $207126.51    | 0.04%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Hennepin MN                                                           | HENNEPIN CNTY MN                                             | CUSIP: 425507KD1<br>LEI: 254900YDNULMQREFAU43 | Long             | DBT              | MUN               | US        |    595000 | PA      | $607995.40    | 0.11%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE         | CUSIP: 64990FF33<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    150000 | PA      | $150142.38    | 0.03%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Portland ME                                                             | PORTLAND ME                                                  | CUSIP: 736560ML4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $115303.62    | 0.02%             | 2023-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063C5A4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $400275.15    | 0.07%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Arkansas                                                               | ARKANSAS ST                                                  | CUSIP: 041042ZB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    685000 | PA      | $696585.82    | 0.13%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                             | CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE                   | CUSIP: 13068LXF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127813.53    | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                       | OHIO ST UNIV                                                 | CUSIP: 677632H87<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    610000 | PA      | $622307.30    | 0.11%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                           | NEW YORK ST URBAN DEV CORP                                   | CUSIP: 650034Y70<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2007476.40   | 0.36%             | 2023-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                    | PENNSYLVANIA ST                                              | CUSIP: 70914PZN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $160000.00    | 0.03%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northwest Independent School District                                           | NORTHWEST TX INDEP SCH DIST                                  | CUSIP: 667825U43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $120108.59    | 0.02%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                            | TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES                  | CUSIP: 89602N2P8<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    530000 | PA      | $540827.95    | 0.10%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                  | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                      | CUSIP: 646136R78<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    230000 | PA      | $231931.01    | 0.04%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966KYW7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    655000 | PA      | $663388.59    | 0.12%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                               | MARYLAND ST                                                  | CUSIP: 574193NV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    890000 | PA      | $901664.16    | 0.16%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                   | TEXAS ST WTR DEV BRD                                         | CUSIP: 882854L67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $305540.82    | 0.06%             | 2023-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp                                          | PHOENIX AZ CIVIC IMPT CORP ARPT REVENUE                      | CUSIP: 71883MLJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70732.17     | 0.01%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                       | INDIANA FIN AUTH IN WSTWTR UTIL REVENUE                      | CUSIP: 45505MDS2<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    250000 | PA      | $254228.40    | 0.05%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                               | ILLINOIS ST                                                  | CUSIP: 452152V32<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50904.57     | 0.01%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                              | HOUSTON TX UTILITY SYS REVENUE                               | CUSIP: 44244CTU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $178533.86    | 0.03%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Hawaii HI                                                             | HAWAII CNTY HI                                               | CUSIP: 419722V91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76123.98     | 0.01%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                         | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                    | CUSIP: 072024TF9<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100447.66    | 0.02%             | 2043-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Water Infrastructure Finance Authority                                  | ARIZONA ST WTR INFRASTRUCTURE FIN AUTH                       | CUSIP: 040688MP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $172965.91    | 0.03%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                            | MISSISSIPPI ST                                               | CUSIP: 605581DG9<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    770000 | PA      | $786625.07    | 0.14%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monmouth County Improvement Authority/The                                       | MONMOUTH CNTY NJ IMPT AUTH REVENUE                           | CUSIP: 60956PJM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $250432.75    | 0.05%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Beaufort County School District/SC                                              | BEAUFORT CNTY SC SCH DIST                                    | CUSIP: 073900P97<br>LEI: 549300B1H1V9F55UPU08 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1002029.20   | 0.18%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                              | WISCONSIN ST                                                 | CUSIP: 97705MXW0<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    245000 | PA      | $249811.82    | 0.05%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Durham NC                                                             | DURHAM CNTY NC                                               | CUSIP: 266705P89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151300.11    | 0.03%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina State University at Raleigh                                      | NORTH CAROLINA ST UNIV AT RALEIGH                            | CUSIP: 658289D42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203316.14    | 0.04%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northside Independent School District                                           | NORTHSIDE TX INDEP SCH DIST                                  | CUSIP: 66702RNP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86181.91     | 0.02%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                            | CONNECTICUT ST                                               | CUSIP: 20772JUY6<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    120000 | PA      | $121145.76    | 0.02%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH SALES TAX REVENUE                      | CUSIP: 64990ARM9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    240000 | PA      | $240722.76    | 0.04%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of DeKalb GA Water & Sewerage Revenue                                    | DE KALB CNTY GA WTR & SWR REVENUE                            | CUSIP: 240523YB0<br>LEI: 54930077BXREPE6WKC96 | Long             | DBT              | MUN               | US        |    225000 | PA      | $229045.46    | 0.04%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966K3W1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50640.35     | 0.01%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Hennepin MN                                                           | HENNEPIN CNTY MN                                             | CUSIP: 425507EY2<br>LEI: 254900YDNULMQREFAU43 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71528.87     | 0.01%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRANSPRTN AUTH NY REVENUE                                | CUSIP: 59259YN96<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55723.01     | 0.01%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orlando Utilities Commission                                                    | ORLANDO FL UTILITIES COMMISSION UTILITY SYS REVENUE          | CUSIP: 686507FZ2<br>LEI: 549300EJR7JVMRXL5D66 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40679.21     | 0.01%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT         | CUSIP: 64990BK69<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    150000 | PA      | $152517.06    | 0.03%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                       | NEW JERSEY ST ECON DEV AUTH REVENUE                          | CUSIP: 64577BJ88<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126049.46    | 0.02%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| E-470 Public Highway Authority                                                  | E-470 CO PUBLIC HIGHWAY AUTH                                 | CUSIP: 26822LBJ2<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | MUN               | US        |    120000 | PA      | $118016.33    | 0.02%             | 2023-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 677522MU5<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201944.38    | 0.04%             | 2023-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                | GEORGIA ST                                                   | CUSIP: 373385AF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $300000.00    | 0.05%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Killeen Independent School District                                             | KILLEEN TX INDEP SCH DIST                                    | CUSIP: 494152UJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $180165.55    | 0.03%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON FEDERAL HIGHWAY GRANT ANTICIPATION REVENUE        | CUSIP: 938823BK6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1013533.30   | 0.18%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Columbus OH                                                             | COLUMBUS OH                                                  | CUSIP: 199492LJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $273812.32    | 0.05%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Monmouth NJ                                                           | MONMOUTH CNTY NJ                                             | CUSIP: 609561FK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $116370.21    | 0.02%             | 2023-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Plano TX                                                                | PLANO TX                                                     | CUSIP: 727177RB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101521.93    | 0.02%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE         | CUSIP: 64990EKT3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000963.90   | 0.18%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                       | MASSACHUSETTS ST TRANSPRTN FUND REVENUE                      | CUSIP: 57604TEH5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    375000 | PA      | $378125.21    | 0.07%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966QYV6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    375000 | PA      | $379802.63    | 0.07%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                       | BlackRock Liquidity Funds: MuniCash, Institutional Shares    | CUSIP: 09248U841<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |    236081 | NS      | $236128.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Los Angeles Department of Water & Power                                         | LOS ANGELES CA DEPT WTR & PWR REVENUE                        | CUSIP: 544495T20<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    250000 | PA      | $252833.35    | 0.05%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp                                                | HUDSON YARDS INFRASTRUCTURE CORP NY 2ND INDENTURE REVENUE    | CUSIP: 44420RAD2<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    175000 | PA      | $175157.71    | 0.03%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 93974DGU6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1010584.30   | 0.18%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transit Authority of Harris County Sales & Use Tax Revenue         | HARRIS CNTY TX MET TRANSIT AUTH SALES & USE TAX              | CUSIP: 41422EHD8<br>LEI: 549300TNA5AE8R64TU89 | Long             | DBT              | MUN               | US        |    615000 | PA      | $626709.72    | 0.11%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Montgomery MD                                                         | MONTGOMERY CNTY MD                                           | CUSIP: 6133407Y8<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |     90000 | PA      | $91767.61     | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                | GEORGIA ST                                                   | CUSIP: 373385CG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    785000 | PA      | $793276.02    | 0.14%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp                                          | PHOENIX AZ CIVIC IMPT CORP EXCISE TAX REVENUE                | CUSIP: 71884AYQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $186988.86    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana                                                              | LOUISIANA ST GRANT ANTICIPATION REVENUE                      | CUSIP: 54641CAP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $370491.28    | 0.07%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Arkansas                                                          | UNIV OF ARKANSAS AR UNIV REVENUES                            | CUSIP: 914072HZ9<br>LEI: 549300FFADBQ3NEI2D96 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15285.60     | 0.00%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Capitol Improvement Authority                                          | OKLAHOMA ST CAPITOL IMPT AUTH ST AGY FAC REVENUE             | CUSIP: 679086EH7<br>LEI: 549300LYHYBINTZ5AY71 | Long             | DBT              | MUN               | US        |    225000 | PA      | $227287.91    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                | FLORIDA ST BRD OF EDU PUBLIC EDU                             | CUSIP: 34153P6U7<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    120000 | PA      | $121064.12    | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063CLV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $483445.41    | 0.09%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Turnpike System                                                   | TEXAS ST TURNPIKE AUTH CENTRLTX TURNPIKE SYS REVENUE         | CUSIP: 882762EY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $246545.15    | 0.04%             | 2023-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ball State University                                                           | BALL IN ST UNIV UNIV REVENUE                                 | CUSIP: 058508GL0<br>LEI: 549300PJHK1SF4O5E481 | Long             | DBT              | MUN               | US        |    240000 | PA      | $242510.28    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palm Beach County School District                                               | PALM BEACH CNTY FL SCH BRD COPS                              | CUSIP: 696550YM8<br>LEI: 549300J36FX8PM8L7086 | Long             | DBT              | MUN               | US        |    250000 | PA      | $253064.95    | 0.05%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS ST                                             | CUSIP: 57582RGH3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    260000 | PA      | $260546.83    | 0.05%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of King WA                                                               | KING CNTY WA                                                 | CUSIP: 49474FJA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81747.28     | 0.01%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public School Authority                                                | VIRGINIA ST PUBLIC SCH AUTH SCH FING                         | CUSIP: 92818HUU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $379821.30    | 0.07%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                              | MINNESOTA ST                                                 | CUSIP: 60412AHA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $187424.57    | 0.03%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                        | MIAMI-DADE CNTY FL AVIATION REVENUE                          | CUSIP: 59333PS58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $335427.74    | 0.06%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public Building Authority                                              | VIRGINIA ST PUBLIC BLDG AUTH PUBLIC FACS REVENUE             | CUSIP: 928172Q40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $592696.03    | 0.11%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE FUTURE TAX    | CUSIP: 64971QW90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $365000.00    | 0.07%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                              | WISCONSIN ST                                                 | CUSIP: 97705MEG6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    135000 | PA      | $137651.41    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Mesa AZ Utility System Revenue                                          | MESA AZ UTILITY SYS REVENUE                                  | CUSIP: 590545XZ7<br>LEI: 549300L1QYAKFHSIGE94 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35366.08     | 0.01%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Tennessee                                                              | TENNESSEE ST                                                 | CUSIP: 880541WP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $268486.23    | 0.05%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                   | TEXAS ST WTR DEV BRD                                         | CUSIP: 882854WD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $254617.35    | 0.05%             | 2023-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan                                                               | MICHIGAN ST                                                  | CUSIP: 594612CA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $194149.79    | 0.04%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax County Water Authority                                                  | FAIRFAX CNTY VA WTR AUTH WTR REVENUE                         | CUSIP: 303891B38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    515000 | PA      | $517253.95    | 0.09%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                        | UNIV OF CALIFORNIA CA REVENUES                               | CUSIP: 91412GRU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $337576.72    | 0.06%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rancho Santiago Community College District                                      | RANCHO SANTIAGO CA CMNTY CLG DIST                            | CUSIP: 752147GZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50477.41     | 0.01%             | 2023-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Norfolk VA                                                              | NORFOLK VA                                                   | CUSIP: 655867XN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $197526.50    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Drainage & Wastewater Revenue                                | SEATTLE WA DRAIN & WSTWTR REVENUE                            | CUSIP: 812631MK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $145620.09    | 0.03%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Public Power Authority                                      | STHRN CALIFORNIA ST PUBLIC PWR AUTH                          | CUSIP: 842477UH2<br>LEI: 5493003B5TD5FWUKMD34 | Long             | DBT              | MUN               | US        |    260000 | PA      | $262925.03    | 0.05%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                             | VIRGINIA ST CLG BLDG AUTH EDUCTNL FACS REVENUE               | CUSIP: 927781RJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    555000 | PA      | $555000.00    | 0.10%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Jose Evergreen Community College District                                   | SAN JOSE CA EVERGREEN CMNTY CLG DIST                         | CUSIP: 798189KC9<br>LEI: 5493006H31JIFYW6Z091 | Long             | DBT              | MUN               | US        |    285000 | PA      | $289354.09    | 0.05%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Erie County Industrial Development Agency/The                                   | ERIE CNTY NY INDL DEV AGY SCHFAC REVENUE                     | CUSIP: 29509PLP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $251540.15    | 0.05%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Norfolk VA                                                              | NORFOLK VA                                                   | CUSIP: 655867QY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35453.47     | 0.01%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Fort Worth TX                                                           | FORT WORTH TX                                                | CUSIP: 3494256P8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    785000 | PA      | $786631.62    | 0.14%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lewisville Independent School District                                          | LEWISVILLE TX INDEP SCH DIST                                 | CUSIP: 52882PAF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $152077.65    | 0.03%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                         | LOS ANGELES CA DEPT WTR & PWR REVENUE                        | CUSIP: 544495U36<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    135000 | PA      | $136530.01    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                         | MASSACHUSETTS ST WTR RESOURCES AUTH                          | CUSIP: 576049V49<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |    275000 | PA      | $278914.57    | 0.05%             | 2023-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Oregon Department of Transportation                                    | OREGON ST DEPT OF TRANSPRTN HIGHWAY USER TAX REVENUE         | CUSIP: 68607DRY3<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    440000 | PA      | $449197.58    | 0.08%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon Department of Transportation                                    | OREGON ST DEPT OF TRANSPRTN HIGHWAY USER TAX REVENUE         | CUSIP: 68607DST3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $306271.08    | 0.06%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Newport News VA                                                         | NEWPORT NEWS VA                                              | CUSIP: 652233KW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60777.38     | 0.01%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon State Business Development Commission                                    | OREGON ST BUSINESS DEV COMMISSION REVENUE                    | CUSIP: 68609AAC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $348578.90    | 0.06%             | 2040-12-01      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| Nevada System of Higher Education                                               | NEVADA ST SYS OF HGR EDU UNIVREVENUE                         | CUSIP: 641496HV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100991.92    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                 | OREGON ST                                                    | CUSIP: 68609BRP4<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    295000 | PA      | $296928.18    | 0.05%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Round Rock Independent School District                                          | ROUND ROCK TX INDEP SCH DIST                                 | CUSIP: 779240MV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1519658.70   | 0.27%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                         | NORTH CAROLINA ST                                            | CUSIP: 6582562J0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65565.55     | 0.01%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Columbus OH                                                             | COLUMBUS OH                                                  | CUSIP: 199492DP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1263438.38   | 0.23%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                              | MINNESOTA ST                                                 | CUSIP: 60412AWC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1015277.50   | 0.18%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Santa Fe NM                                                           | SANTA FE CNTY NM GROSS RECPTS TAX REVENUE                    | CUSIP: 80189RFS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $186603.47    | 0.03%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRANSPRTN AUTH NY REVENUE                                | CUSIP: 59261AAG2<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    140000 | PA      | $141840.40    | 0.03%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 93974ETK2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    125000 | PA      | $125000.00    | 0.02%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Resources Authority                                                    | VIRGINIA ST RESOURCES AUTH INFRASTRUCTURE REVENUE            | CUSIP: 92818L2L5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $397688.89    | 0.07%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST MENTAL HLTH CAPITAL FACS                             | CUSIP: 677587CV7<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75000.00     | 0.01%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                               | MICHIGAN ST BLDG AUTH REVENUE                                | CUSIP: 594615BC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    830000 | PA      | $834207.02    | 0.15%             | 2023-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of King WA                                                               | KING CNTY WA                                                 | CUSIP: 49474FKN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $485220.24    | 0.09%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jacksonville Transportation Authority                                           | JACKSONVILLE FL TRANSPTRN AUTH LOCAL OPTION GAS TAX REVENUE  | CUSIP: 469494AG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $187222.09    | 0.03%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE         | CUSIP: 64990EX85<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    245000 | PA      | $245752.74    | 0.04%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Mateo County Community College District                                     | SAN MATEO CNTY CA CMNTY CLG DIST                             | CUSIP: 799038DE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $157920.96    | 0.03%             | 2023-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| University of Washington                                                        | UNIV OF WASHINGTON WA UNIV REVENUES                          | CUSIP: 91523NNH5<br>LEI: T8YS5W0N70BYCTHPA429 | Long             | DBT              | MUN               | US        |    235000 | PA      | $236253.44    | 0.04%             | 2023-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland Department of Transportation                                  | MARYLAND ST DEPT OF TRANSPRTN CONSOL TRANSPRTN               | CUSIP: 574204T52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127730.13    | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston Independent School District                                             | HOUSTON TX INDEP SCH DIST                                    | CUSIP: 442403LW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $350327.04    | 0.06%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 93974C8B9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    490000 | PA      | $495186.31    | 0.09%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Alabama at Birmingham                                             | UNIV OF ALABAMA AT BIRMINGHAM GEN REVENUE                    | CUSIP: 914745HY3<br>LEI: 5493002DHWB7OKWT0415 | Long             | DBT              | MUN               | US        |    700000 | PA      | $711280.64    | 0.13%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Brookhaven NY                                                           | BROOKHAVEN NY                                                | CUSIP: 113152VC3<br>LEI: 5493005Q69V4RYTEJZ98 | Long             | DBT              | MUN               | US        |    500000 | PA      | $500405.30    | 0.09%             | 2023-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southwest Higher Education Authority Inc                                        | S W TX HGR EDU AUTH                                          | CUSIP: 845040KG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101611.52    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                             | CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE                   | CUSIP: 13068LCE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $170377.13    | 0.03%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                           | NEW YORK ST URBAN DEV CORP REVENUE                           | CUSIP: 650035M54<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250786.95    | 0.05%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Washington TN                                                         | WASHINGTON CNTY TN                                           | CUSIP: 938650PL6<br>LEI: 549300JIK0HTR7E37995 | Long             | DBT              | MUN               | US        |     95000 | PA      | $95494.10     | 0.02%             | 2023-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRANSPRTN AUTH NY REVENUE                                | CUSIP: 59259YQ69<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50657.29     | 0.01%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                     | BROWARD CNTY FL ARPT SYS REVENUE                             | CUSIP: 114894UW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111809.25    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063CKQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $331366.96    | 0.06%             | 2023-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Capitol Improvement Authority                                          | OKLAHOMA ST CAPITOL IMPT AUTH ST FACS REVENUE                | CUSIP: 679088AV6<br>LEI: 549300LYHYBINTZ5AY71 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151525.28    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Purdue University                                                               | PURDUE UNIV IN UNIV REVENUES                                 | CUSIP: 746189US6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75787.58     | 0.01%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Municipal Bond Bank                                               | NEW HAMPSHIRE ST MUNI BOND BANK                              | CUSIP: 64465PV88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $126764.96    | 0.02%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah State Building Ownership Authority                                         | UTAH ST BLDG OWNERSHIP AUTH LEASE REVENUE                    | CUSIP: 917547YU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201492.04    | 0.04%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adams & Arapahoe Joint School District 28J Aurora                               | ADAMS & ARAPAHOE CNTYS CO JT SCH DIST #28J AURORA            | CUSIP: 0054823Z5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $740653.40    | 0.13%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Transportation Board                                                    | ARIZONA ST TRANSPRTN BRD                                     | CUSIP: 040647EV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1010293.20   | 0.18%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA Wastewater System Revenue                                | LOS ANGELES CA WSTWTR SYS REVENUE                            | CUSIP: 5446527M6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100573.23    | 0.02%             | 2023-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alvin Independent School District/TX                                            | ALVIN TX INDEP SCH DIST                                      | CUSIP: 022447XR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $235213.52    | 0.04%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                             | CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE                   | CUSIP: 13068LMV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $177755.13    | 0.03%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Department of Environmental Protection                                  | FLORIDA ST DEPT ENVRNMNTL PROT PRESERVATION REVENUE          | CUSIP: 34160WA20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $171778.12    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                             | CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE                   | CUSIP: 13068LYQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $107125.25    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Leander Independent School District                                             | LEANDER TX INDEP SCH DIST                                    | CUSIP: 521841GL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $236508.10    | 0.04%             | 2023-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                       | NEW JERSEY ST ECON DEV AUTH REVENUE                          | CUSIP: 64577BKG8<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   1035000 | PA      | $1043689.55   | 0.19%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Knox TN                                                               | KNOX CNTY TN                                                 | CUSIP: 499513BT5<br>LEI: 549300WT27UFXOLT2D56 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50213.83     | 0.01%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Howard MD                                                             | HOWARD CNTY MD                                               | CUSIP: 44256PGV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $155148.85    | 0.03%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Transportation Board                                                    | ARIZONA ST TRANSPRTN BRD                                     | CUSIP: 040647DW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $237418.90    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Water System Revenue                                         | SEATTLE WA WTR SYS REVENUE                                   | CUSIP: 812728TM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $729684.30    | 0.13%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                      | ILLINOIS ST FIN AUTH REVENUE                                 | CUSIP: 45200FEG0<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   2200000 | PA      | $2200000.00   | 0.40%             | 2038-07-01      | Floating      | 1.57%                 | No            |                  2 | On Loan: No      |
| County of Mecklenburg NC                                                        | MECKLENBURG CNTY NC                                          | CUSIP: 584002UM9<br>LEI: 5493006G3IC5PBHB7A65 | Long             | DBT              | MUN               | US        |    140000 | PA      | $143057.74    | 0.03%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority                                                | OHIO ST WTR DEV AUTH REVENUE                                 | CUSIP: 67765QGE0<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    140000 | PA      | $141199.42    | 0.03%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alpine School District/UT                                                       | ALPINE UT SCH DIST                                           | CUSIP: 021087VA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $376143.90    | 0.07%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Metropolitan Transportation District of Oregon                       | TRI-CNTY OR MET TRANSPRTN DIST                               | CUSIP: 89546RLW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20305.55     | 0.00%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Purdue University                                                               | PURDUE UNIV IN UNIV REVENUES                                 | CUSIP: 746189WL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85545.01     | 0.02%             | 2023-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arizona Transportation Board                                                    | ARIZONA ST TRANSPRTN BRD EXCISE TAX REVENUE                  | CUSIP: 040649MR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101029.32    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Snohomish County School District No 201 Snohomish                               | SNOHOMISH CNTY WA SCH DIST #201                              | CUSIP: 833221WD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $168535.01    | 0.03%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lewisville Independent School District                                          | LEWISVILLE TX INDEP SCH DIST                                 | CUSIP: 5288284S2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35299.51     | 0.01%             | 2023-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                    | CUSIP: 13032UBN7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25516.67     | 0.00%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966QUJ7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65132.96     | 0.01%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                              | CONROE TX INDEP SCH DIST                                     | CUSIP: 208418ZX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $165151.75    | 0.03%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063B5A6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101123.42    | 0.02%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                    | PENNSYLVANIA ST                                              | CUSIP: 70914PD74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $345263.78    | 0.06%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Pima AZ                                                               | PIMA CNTY AZ                                                 | CUSIP: 721663ZL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $352345.60    | 0.06%             | 2023-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Long Beach Community College District                                           | LONG BEACH CA CMNTY CLG DIST                                 | CUSIP: 542411LV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $116535.80    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063DHG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1520000 | PA      | $1540299.30   | 0.28%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Contra Costa Transportation Authority Sales Tax Revenue                         | CONTRA COSTA CA TRANSPRTN AUTH SALES TAX REVENUE             | CUSIP: 21221MEY2<br>LEI: 549300SFTNA7H8BCAM10 | Long             | DBT              | MUN               | US        |    320000 | PA      | $320691.46    | 0.06%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission State Highway Fund                              | TEXAS ST TRANSPRTN COMMISSIONST HIGHWAY FUND REVENUE         | CUSIP: 88283LJB3<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    175000 | PA      | $175745.48    | 0.03%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue      | LOS ANGELES CNTY CA MET TRANSPRTN AUTH SALES TAX REVENUE     | CUSIP: 54466HJD9<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    725000 | PA      | $733246.95    | 0.13%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH SALES TAX REVENUE                      | CUSIP: 64990ADP7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    430000 | PA      | $431353.55    | 0.08%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                | GEORGIA ST                                                   | CUSIP: 373384F35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3065000 | PA      | $3065000.00   | 0.55%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Alabama at Birmingham                                             | UNIV OF ALABAMA AT BIRMINGHAM GEN REVENUE                    | CUSIP: 914745CN2<br>LEI: 5493002DHWB7OKWT0415 | Long             | DBT              | MUN               | US        |    135000 | PA      | $137175.55    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRANSPRTN AUTH NY REVENUE                                | CUSIP: 59261ANC7<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    955000 | PA      | $967523.58    | 0.17%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monmouth County Improvement Authority/The                                       | MONMOUTH CNTY NJ IMPT AUTH REVENUE                           | CUSIP: 60956PNP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $115964.76    | 0.02%             | 2023-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Harford MD                                                            | HARFORD CNTY MD                                              | CUSIP: 412487EW6<br>LEI: 549300BAMXA3G0J23I39 | Long             | DBT              | MUN               | US        |    150000 | PA      | $152452.71    | 0.03%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truckee Meadows Water Authority                                                 | TRUCKEE MEADOWS NV WTR AUTH WTR REVENUE                      | CUSIP: 897825GY5<br>LEI: 549300GC367BYY1WT202 | Long             | DBT              | MUN               | US        |    305000 | PA      | $308317.03    | 0.06%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Suburban Sanitary Commission                                         | WASHINGTON MD SUBURBAN SAN DIST                              | CUSIP: 940157VB3<br>LEI: 549300EZUWNTQF827C24 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85461.84     | 0.02%             | 2023-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                    | CLARK CNTY NV SCH DIST                                       | CUSIP: 181059VR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2522847.00   | 0.45%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Water & Wastewater System Revenue                             | AUSTIN TX WTR & WSTWTR SYS REVENUE                           | CUSIP: 052476Q27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $146098.51    | 0.03%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                 | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE     | CUSIP: 64972GRY2<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    175000 | PA      | $176038.15    | 0.03%             | 2023-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City & County of Honolulu HI                                                    | HONOLULU CITY & CNTY HI                                      | CUSIP: 4386702T7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $147500.76    | 0.03%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of West Virginia                                                          | WEST VIRGINIA ST                                             | CUSIP: 956553WM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56080.21     | 0.01%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Rhode Island                                                           | RHODE ISLAND ST & PROVIDENCE PLANTATIONS                     | CUSIP: 76222RSU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $121542.82    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trinity River Authority                                                         | TRINITY RIVER TX AUTH REVENUE                                | CUSIP: 89657PGL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $155000.00    | 0.03%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                       | INDIANA ST FIN AUTH HIGHWAY REVENUE                          | CUSIP: 45470RCR5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1312637.27   | 0.24%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS ST                                             | CUSIP: 57582RNV4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    390000 | PA      | $394257.67    | 0.07%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida Lottery Revenue                                                | FLORIDA ST BRD OF EDU LOTTERY REVENUE                        | CUSIP: 341507P39<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    230000 | PA      | $232329.21    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Charles MD                                                            | CHARLES CNTY MD                                              | CUSIP: 159808HK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203542.62    | 0.04%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Kansas Department of Transportation                                    | KANSAS ST DEPT OF TRANSPRTN HIGHWAY REVENUE                  | CUSIP: 485424RA5<br>LEI: 5493001635XK841MIO47 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60881.73     | 0.01%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                            | TEXAS ST A & M UNIV REVENUE                                  | CUSIP: 8821356L5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $181342.84    | 0.03%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana                                                              | LOUISIANA ST                                                 | CUSIP: 546417AF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35147.34     | 0.01%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                         | LOS ANGELES CA DEPT WTR & PWR REVENUE                        | CUSIP: 544495J54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $166870.01    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Suburban Sanitary Commission                                         | WASHINGTON MD SUBURBAN SAN DIST                              | CUSIP: 940157C57<br>LEI: 549300EZUWNTQF827C24 | Long             | DBT              | MUN               | US        |    300000 | PA      | $302610.24    | 0.05%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                | FLORIDA ST BRD OF EDU PUBLIC EDU                             | CUSIP: 34153P7J1<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    195000 | PA      | $196729.20    | 0.04%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Forsyth GA                                                            | FORSYTH CNTY GA                                              | CUSIP: 346593GB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $190404.30    | 0.03%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nevada System of Higher Education                                               | NEVADA ST SYS OF HGR EDU COPS                                | CUSIP: 641494BE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40418.38     | 0.01%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wayne County Airport Authority                                                  | WAYNE CNTY MI ARPT AUTH REVENUE                              | CUSIP: 944514TT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102017.59    | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                              | MINNESOTA ST                                                 | CUSIP: 60412AEU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $212752.22    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                          | LOS ANGELES CA UNIF SCH DIST                                 | CUSIP: 5446465H1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $576009.34    | 0.10%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                            | CONNECTICUT ST                                               | CUSIP: 20772J6E7<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    370000 | PA      | $371883.00    | 0.07%             | 2023-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority                                  | CENTRL PUGET SOUND WA REGL TRANSIT AUTH SALES TAX & MOTOR VE | CUSIP: 155048CV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $254816.28    | 0.05%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 677522B45<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    500000 | PA      | $503192.95    | 0.09%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH SALES TAX REVENUE                      | CUSIP: 64990ARN7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35110.17     | 0.01%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 677522BM5<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50216.33     | 0.01%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Torrance Unified School District                                                | TORRANCE CA UNIF SCH DIST                                    | CUSIP: 891381K53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $233060.15    | 0.04%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Department of Transportation                                          | WISCONSIN ST TRANSPRTN REVENUE                               | CUSIP: 977123E46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $242580.17    | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue                                   | ATLANTA GA WTR & WSTWTR REVENUE                              | CUSIP: 047870MR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $163106.42    | 0.03%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                  | TEXAS ST                                                     | CUSIP: 882723U98<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    110000 | PA      | $111882.47    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                       | NEW JERSEY ST ECON DEV AUTH REVENUE                          | CUSIP: 64577B5J9<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151259.36    | 0.03%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Rhode Island                                                           | RHODE ISLAND ST & PROVIDENCE PLANTATIONS LEASE COPS          | CUSIP: 76222WGJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $147404.22    | 0.03%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota Municipal Power Agency                                                | MINNESOTA ST MUNI PWR AGY ELEC REVENUE                       | CUSIP: 60412PEL0<br>LEI: 5493007DGBKI6ICBXO38 | Long             | DBT              | MUN               | US        |    265000 | PA      | $267591.17    | 0.05%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois Sales Tax Revenue                                             | ILLINOIS ST SALES TAX REVENUE                                | CUSIP: 452227KJ9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25065.84     | 0.00%             | 2023-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063DPN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $217415.35    | 0.04%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana                                                              | LOUISIANA ST HIGHWAY IMPT REVENUE                            | CUSIP: 546486AK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25238.70     | 0.00%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                           | CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE         | CUSIP: 13034AFY1<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    185000 | PA      | $188276.92    | 0.03%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 93974DUU0<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    350000 | PA      | $350000.00    | 0.06%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue               | NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE      | CUSIP: 64972HA85<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    370000 | PA      | $374190.07    | 0.07%             | 2023-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Bellevue WA                                                             | BELLEVUE WA                                                  | CUSIP: 079365Z88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1206360.72   | 0.22%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                             | SAN DIEGO CNTY CA REGL TRANSPRTN COMMISSION SALES TAX REV    | CUSIP: 797400JE9<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75326.99     | 0.01%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Jose Evergreen Community College District                                   | SAN JOSE CA EVERGREEN CMNTY CLG DIST                         | CUSIP: 798189ME3<br>LEI: 5493006H31JIFYW6Z091 | Long             | DBT              | MUN               | US        |    180000 | PA      | $182749.95    | 0.03%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                | ENERGY N W WA ELEC REVENUE                                   | CUSIP: 29270C4H5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $404266.96    | 0.07%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                            | DIST OF COLUMBIA                                             | CUSIP: 25476FWM6<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    350000 | PA      | $353033.59    | 0.06%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Utah/The                                                          | UNIV OF UTAH UT REVENUES                                     | CUSIP: 915183YG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $456009.66    | 0.08%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                               | ILLINOIS ST                                                  | CUSIP: 452152SQ5<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    235000 | PA      | $237126.35    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Leander Independent School District                                             | LEANDER TX INDEP SCH DIST                                    | CUSIP: 521841BL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76006.62     | 0.01%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alameda Unified School District-Alameda County/CA                               | ALAMEDA CA UNIF SCH DIST ALAMEDA CNTY                        | CUSIP: 010824GS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49375.05     | 0.01%             | 2023-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin Clean Water Fund Leveraged Loan Portfolio                    | WISCONSIN ST CLEAN WTR REVENUE                               | CUSIP: 977092WE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1490000 | PA      | $1502516.89   | 0.27%             | 2024-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                             | IDAHO ST HSG & FIN ASSN                                      | CUSIP: 45129WMN7<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    110000 | PA      | $111250.69    | 0.02%             | 2023-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coast Community College District                                                | COAST CA CMNTY CLG DIST                                      | CUSIP: 190335GB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101310.58    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami University/Oxford OH                                                      | MIAMI UNIV OH                                                | CUSIP: 593791GJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $167395.97    | 0.03%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public School Authority                                                | VIRGINIA ST PUBLIC SCH AUTH SPL OBLG PRINCE WM               | CUSIP: 92817TEN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45536.17     | 0.01%             | 2023-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue      | LOS ANGELES CNTY CA MET TRANSPRTN AUTH SALES TAX REVENUE     | CUSIP: 54466HJE7<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    400000 | PA      | $403573.76    | 0.07%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon State Lottery                                                            | OREGON ST DEPT OF ADMIN SVCS LOTTERY REVENUE                 | CUSIP: 68607VH32<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    135000 | PA      | $135566.08    | 0.02%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Water System                                                        | SAN ANTONIO TX WTR REVENUE                                   | CUSIP: 79642BX65<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |    260000 | PA      | $261939.65    | 0.05%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama Public School and College Authority                                     | ALABAMA ST PUBLIC SCH & CLG AUTH                             | CUSIP: 0106085X1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $335659.21    | 0.06%             | 2023-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jordan Valley Water Conservancy District                                        | JORDAN VLY UT WTR CONSERVANCY DIST WTR REVENUE               | CUSIP: 480780JE6<br>LEI: 549300FO664B0R46Z431 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76308.49     | 0.01%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Portland OR Airport Revenue                                             | PORT OF PORTLAND OR ARPT REVENUE                             | CUSIP: 735240H22<br>LEI: 549300BRH7XZ3ZK0DS46 | Long             | DBT              | MUN               | US        |    200000 | PA      | $202091.90    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                                    | MISSOURI ST HIGHWAY & TRANSPRTN COMMISSION STATE ROAD REVENU | CUSIP: 60636WQP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    670000 | PA      | $670000.00    | 0.12%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Transportation Infrastructure Bank                               | SOUTH CAROLINA ST TRANSPRTN INFRASTRUCTURE BANK REVENUE      | CUSIP: 837152VE4<br>LEI: 549300YI1NMCP4VLJN43 | Long             | DBT              | MUN               | US        |    310000 | PA      | $315140.05    | 0.06%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tyler Independent School District                                               | TYLER TX INDEP SCH DIST                                      | CUSIP: 902273UX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000890.00   | 0.18%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Guilford NC                                                           | GUILFORD CNTY NC                                             | CUSIP: 401784L50<br>LEI: 549300OUKUGQGH8RCL96 | Long             | DBT              | MUN               | US        |    685000 | PA      | $689442.98    | 0.12%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan                                                               | MICHIGAN ST                                                  | CUSIP: 594612DE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $601917.90    | 0.11%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                       | LOS ANGELES CA CMNTY CLG DIST                                | CUSIP: 54438CUR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    535000 | PA      | $542358.18    | 0.10%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Water & Wastewater System Revenue                             | AUSTIN TX WTR & WSTWTR SYS REVENUE                           | CUSIP: 052477VP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15113.64     | 0.00%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Electric Utility Revenue                                      | AUSTIN TX ELEC UTILITY SYS REVENUE                           | CUSIP: 052414PE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $239726.95    | 0.04%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Kansas Department of Transportation                                    | KANSAS ST DEPT OF TRANSPRTN HIGHWAY REVENUE                  | CUSIP: 485424RZ0<br>LEI: 5493001635XK841MIO47 | Long             | DBT              | MUN               | US        |    205000 | PA      | $208012.58    | 0.04%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lewisville Independent School District                                          | LEWISVILLE TX INDEP SCH DIST                                 | CUSIP: 5288288P4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $659003.15    | 0.12%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                                     | LONG ISLAND NY PWR AUTH ELEC SYS REVENUE                     | CUSIP: 542691EA4<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    150000 | PA      | $152134.55    | 0.03%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Prince George's MD                                                    | PRINCE GEORGES CNTY MD                                       | CUSIP: 741701Z66<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |    235000 | PA      | $237555.74    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS ST                                             | CUSIP: 57582RLN4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    120000 | PA      | $122630.92    | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                               | MARYLAND ST                                                  | CUSIP: 574193LP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $275576.13    | 0.05%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                         | NORTH CAROLINA ST                                            | CUSIP: 658256V58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151305.12    | 0.03%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Madison WI                                                              | MADISON WI                                                   | CUSIP: 55844RNH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $505451.45    | 0.09%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Falls Church VA                                                         | FALLS CHURCH VA                                              | CUSIP: 306567SA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $252978.73    | 0.05%             | 2023-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN Electric Revenue      | MET GOVT NASHVILLE & DAVIDSONCNTY TN ELEC REVENUE            | CUSIP: 592030D49<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201468.90    | 0.04%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chabot-Las Positas Community College District                                   | CHABOT-LAS POSITAS CA CMNTY CLG DIST                         | CUSIP: 15722TFQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $211876.31    | 0.04%             | 2023-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH REVENUES ST SUPPORTED DEBT             | CUSIP: 64983RHJ9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    205000 | PA      | $206789.45    | 0.04%             | 2023-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                  | TEXAS ST                                                     | CUSIP: 8827234F3<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    115000 | PA      | $115482.22    | 0.02%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Wake NC                                                               | WAKE CNTY NC                                                 | CUSIP: 9308635Z4<br>LEI: 5493007XQJHO082P1H29 | Long             | DBT              | MUN               | US        |    120000 | PA      | $120519.18    | 0.02%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                | FLORIDA ST BRD OF EDU PUBLIC EDU                             | CUSIP: 34153P4D7<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    370000 | PA      | $373281.05    | 0.07%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                      | ILLINOIS ST FIN AUTH REVENUE                                 | CUSIP: 45204FGR0<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101698.02    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                    | PENNSYLVANIA ST                                              | CUSIP: 70914PB35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $294489.69    | 0.05%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                             | CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE                   | CUSIP: 13068LGC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $196742.21    | 0.04%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara County Financing Authority                                          | SANTA CLARA CNTY CA FING AUTH                                | CUSIP: 801577KP1<br>LEI: 549300A73O1Q5POHAT69 | Long             | DBT              | MUN               | US        |    105000 | PA      | $105789.40    | 0.02%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                            | TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES                  | CUSIP: 89602NJ39<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    380000 | PA      | $384823.61    | 0.07%             | 2023-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                             | IDAHO ST HSG & FIN ASSN                                      | CUSIP: 45129WNR7<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    220000 | PA      | $222501.38    | 0.04%             | 2023-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                              | HOUSTON TX UTILITY SYS REVENUE                               | CUSIP: 44244CGF8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    140000 | PA      | $142827.09    | 0.03%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                              | MET WTR DIST OF STHRN CA WTRWKS REVENUE                      | CUSIP: 59266TQU8<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |    995000 | PA      | $1005945.30   | 0.18%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 677522CG7<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    500000 | PA      | $507726.15    | 0.09%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp                                          | PHOENIX AZ CIVIC IMPT CORP WSTWTR SYS REVENUE                | CUSIP: 71883PJN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $490113.21    | 0.09%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                    | MASSACHUSETTS ST BAY TRANSPRTN AUTH SALES TAX REVENUE        | CUSIP: 575579F93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $161666.86    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063CYC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $253892.20    | 0.05%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois Sales Tax Revenue                                             | ILLINOIS ST SALES TAX REVENUE                                | CUSIP: 452226P80<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90891.32     | 0.02%             | 2023-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                              | MET WTR DIST OF STHRN CA WTRWKS REVENUE                      | CUSIP: 59266TPA3<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151650.05    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Klein Independent School District                                               | KLEIN TX INDEP SCH DIST                                      | CUSIP: 498531FE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $395033.57    | 0.07%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 93974DUB2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    280000 | PA      | $282963.60    | 0.05%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                         | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                    | CUSIP: 072024UW0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100420.98    | 0.02%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Anne Arundel MD                                                       | ANNE ARUNDEL CNTY MD                                         | CUSIP: 03588HB54<br>LEI: 549300L8Q6EFVTZGWW41 | Long             | DBT              | MUN               | US        |   1490000 | PA      | $1515995.29   | 0.27%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                | FLORIDA ST BRD OF EDU PUBLIC EDU                             | CUSIP: 34153PY51<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    440000 | PA      | $443901.79    | 0.08%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                         | MIAMI-DADE CNTY FL                                           | CUSIP: 59333FTJ9<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    290000 | PA      | $293093.55    | 0.05%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Anne Arundel MD                                                       | ANNE ARUNDEL CNTY MD                                         | CUSIP: 03588HUB0<br>LEI: 549300L8Q6EFVTZGWW41 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76308.49     | 0.01%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                     | CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE              | CUSIP: 20775DFJ6<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |    500000 | PA      | $499835.20    | 0.09%             | 2048-07-01      | Floating      | 1.10%                 | No            |                  2 | On Loan: No      |
| Virginia Commonwealth Transportation Board                                      | VIRGINIA ST CMWLTH TRANSPRTN BRD TRANSPRTN REVENUE           | CUSIP: 927793YQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $90671.42     | 0.02%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                  | WASHINGTON DC MET AREA TRANSIT AUTH GROSS REVENUE            | CUSIP: 938782EK1<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |    170000 | PA      | $171778.12    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                          | LOS ANGELES CA UNIF SCH DIST                                 | CUSIP: 5446464H2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $444638.79    | 0.08%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maine Municipal Bond Bank                                                       | MAINE ST MUNI BOND BANK                                      | CUSIP: 56045RY94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $137580.55    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                         | NORTH CAROLINA ST                                            | CUSIP: 6582563C4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    555000 | PA      | $559828.94    | 0.10%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Municipal Power Agency                                                  | FLORIDA ST MUNI PWR AGY                                      | CUSIP: 342816H65<br>LEI: 549300M3I10QJUPNU131 | Long             | DBT              | MUN               | US        |    170000 | PA      | $172863.99    | 0.03%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange County School Board                                                      | ORANGE CNTY FL SCH BRD COPS                                  | CUSIP: 684517QM0<br>LEI: 549300SEFJ368NVQXL34 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50605.54     | 0.01%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston Independent School District                                             | HOUSTON TX INDEP SCH DIST                                    | CUSIP: 442403GX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $215200.90    | 0.04%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | WASHINGTON ST                                                | CUSIP: 93974DZH4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    210000 | PA      | $212699.93    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grossmont Union High School District                                            | GROSSMONT CA UNION HIGH SCH DIST                             | CUSIP: 399262ST2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $126079.64    | 0.02%             | 2023-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                              | UNIV OF TEXAS TX UNIV REVENUES                               | CUSIP: 91514AGM1<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    610000 | PA      | $618809.74    | 0.11%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Montgomery MD                                                         | MONTGOMERY CNTY MD                                           | CUSIP: 6133402W7<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |    125000 | PA      | $127455.01    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spokane & Whitman Counties School District No 360 Cheney                        | SPOKANE & WHITMAN CNTYS WA CHENEY SCH DIST #360              | CUSIP: 848641HR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102142.43    | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Colorado Springs CO Utilities System Revenue                            | COLORADO SPRINGS CO UTILITIES REVENUE                        | CUSIP: 196632V83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102098.26    | 0.02%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp                                    | NEW YORK ST ENVRNMNTL FACS CORP ST CLEAN WTR & DRINKING WTR  | CUSIP: 64986DHY4<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    110000 | PA      | $111087.13    | 0.02%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Williamson TN                                                         | WILLIAMSON CNTY TN                                           | CUSIP: 9698713G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70295.86     | 0.01%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa City Community School District Infrastructure Sales Services & Use Tax     | IOWA CITY IA CMNTY SCH DIST SCH INFRASTRUCTURE SALES SVCS    | CUSIP: 462328AH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55447.36     | 0.01%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri State Environmental Improvement & Energy Resources Authority           | MISSOURI ST ENVRNMNTL IMPT & ENERGY RESOURCES AUTH WTR POLL  | CUSIP: 60636UCW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $444785.22    | 0.08%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Alabama                                                                | ALABAMA ST                                                   | CUSIP: 010411CY0<br>LEI: 549300TKZX0YNENZC895 | Long             | DBT              | MUN               | US        |    290000 | PA      | $295760.91    | 0.05%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                    | PENNSYLVANIA ST                                              | CUSIP: 70914PL34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $265526.82    | 0.05%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                        | CONNECTICUT ST SPL TAX OBLIG REVENUE                         | CUSIP: 207758XX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101744.65    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No 405 Bellevue                                     | KING CNTY WA SCH DIST #405 BELLEVUE                          | CUSIP: 495098ZJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $107328.32    | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                              | MINNESOTA ST                                                 | CUSIP: 60412APT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55720.82     | 0.01%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Baltimore MD                                                          | BALTIMORE CNTY MD                                            | CUSIP: 05914FZF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1205000 | PA      | $1205000.00   | 0.22%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Salt Lake UT Excise Tax Revenue                                       | SALT LAKE CNTY UT EXCISE TAX ROAD REVENUE                    | CUSIP: 79567TAS4<br>LEI: 5493006VYRFL1AI6GT29 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1774420.90   | 0.32%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                              | MINNESOTA ST                                                 | CUSIP: 604129Q66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $289972.25    | 0.05%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                    | PENNSYLVANIA ST                                              | CUSIP: 70914PTT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $271096.17    | 0.05%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                        | CONNECTICUT ST SPL TAX OBLIG REVENUE                         | CUSIP: 207758TV5<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    275000 | PA      | $278604.10    | 0.05%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater Revenue      | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILS COMMISSION WSTWTR  | CUSIP: 79768HEV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101824.67    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                     | CALIFORNIA ST UNIV REVENUE                                   | CUSIP: 13077DNP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25498.51     | 0.00%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                  | TEXAS ST                                                     | CUSIP: 882723VM8<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    210000 | PA      | $213593.81    | 0.04%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spring Independent School District                                              | SPRING TX INDEP SCH DIST                                     | CUSIP: 8500005D8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $425772.31    | 0.08%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                               | ILLINOIS ST                                                  | CUSIP: 4521522V2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    460000 | PA      | $466664.07    | 0.08%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                  | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                      | CUSIP: 646136U25<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    275000 | PA      | $277308.82    | 0.05%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                | ENERGY N W WA ELEC REVENUE                                   | CUSIP: 29270CQ57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $126333.43    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Municipal Water District Upper East Fork Wastewater Interceptor Sys | N TEXAS ST MUNI WTR DIST UPPER EFORK WSTWTR INTERCPT         | CUSIP: 662842KP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75943.77     | 0.01%             | 2023-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                 | HAWAII ST                                                    | CUSIP: 419792VR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50622.94     | 0.01%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                 | LAS VEGAS VLY NV WTR DIST                                    | CUSIP: 517845FV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $302550.18    | 0.05%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Hamilton OH Sewer System Revenue                                      | HAMILTON CNTY OH SWR SYS REVENUE                             | CUSIP: 407288ZE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $326855.78    | 0.06%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                 | HAWAII ST                                                    | CUSIP: 419792CL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $162844.77    | 0.03%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Clean Water Fund - State Revolving Fund                    | CONNECTICUT ST REVOLVING FUNDGEN REVENUE                     | CUSIP: 20775YDX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $126095.94    | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Shelby TN                                                             | SHELBY CNTY TN                                               | CUSIP: 821686L42<br>LEI: 5493000UVZ1EF2SIPO10 | Long             | DBT              | MUN               | US        |    210000 | PA      | $210439.95    | 0.04%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                               | ILLINOIS ST                                                  | CUSIP: 452152ML2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    380000 | PA      | $384142.80    | 0.07%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No 401 Highline                                     | KING CNTY WA SCH DIST #401 HIGHLINE                          | CUSIP: 495033EC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25546.03     | 0.00%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                       | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP HOSP REVENUE      | CUSIP: 87638QGG8<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101395.48    | 0.02%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                | FLORIDA ST BRD OF EDU PUBLIC EDU                             | CUSIP: 34153QCS3<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75665.08     | 0.01%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Harford MD                                                            | HARFORD CNTY MD                                              | CUSIP: 412487JA9<br>LEI: 549300BAMXA3G0J23I39 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1516375.65   | 0.27%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Atlanta Rapid Transit Authority                                    | MET ATLANTA GA RAPID TRANSIT AUTH SALES TAX REVENUE          | CUSIP: 591745S54<br>LEI: 5493006NVWO3NVLK0F49 | Long             | DBT              | MUN               | US        |    250000 | PA      | $252562.90    | 0.05%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Angelo Independent School District                                          | SAN ANGELO TX INDEP SCH DIST                                 | CUSIP: 796116RQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $190173.34    | 0.03%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                  | TEXAS ST                                                     | CUSIP: 882724FC6<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    175000 | PA      | $177249.94    | 0.03%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Forsyth County School District                                                  | FORSYTH CNTY GA SCH DIST                                     | CUSIP: 346604JY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $130000.00    | 0.02%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                  | MASSACHUSETTS ST CLG BLDG AUTH                               | CUSIP: 575832XR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100636.09    | 0.02%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                            | DIST OF COLUMBIA                                             | CUSIP: 25476FRZ3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    640000 | PA      | $645547.14    | 0.12%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                            | CONNECTICUT ST                                               | CUSIP: 20772J4J8<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    250000 | PA      | $252816.35    | 0.05%             | 2023-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN                       | MET GOVT NASHVILLE & DAVIDSON CNTY TN                        | CUSIP: 592112NL6<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    600000 | PA      | $606350.58    | 0.11%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northeast Ohio Regional Sewer District                                          | NORTHEAST OH REGL SWR DIST                                   | CUSIP: 663903DW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $629442.19    | 0.11%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                              | HOUSTON TX UTILITY SYS REVENUE                               | CUSIP: 4424354M2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $357597.00    | 0.06%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Portland OR Water System Revenue                                        | PORTLAND OR WTR SYS REVENUE                                  | CUSIP: 736754NW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $220937.18    | 0.04%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of North Texas System                                                | UNIV OF N TEXAS UNIV REVENUE                                 | CUSIP: 914729RM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100529.51    | 0.02%             | 2023-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                | PENNSYLVANIA ST TURNPIKE COMMISSION REGISTRATION FEE REVENUE | CUSIP: 709222CR2<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    175000 | PA      | $177241.10    | 0.03%             | 2023-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                              | MINNESOTA ST                                                 | CUSIP: 604129K88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $227948.81    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Abilene Independent School District                                             | ABILENE TX INDEP SCH DIST                                    | CUSIP: 003464KK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $175164.17    | 0.03%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Birdville Independent School District                                           | BIRDVILLE TX INDEP SCH DIST                                  | CUSIP: 090874JW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40037.52     | 0.01%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Community College District                                               | AUSTIN TX CMNTY CLG DIST                                     | CUSIP: 052403HL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1035000 | PA      | $1048152.26   | 0.19%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                                    | MISSOURI ST HIGHWAY & TRANSPRTN COMMISSION STATE ROAD REVENU | CUSIP: 60636WRH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $357249.21    | 0.06%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS ST                                             | CUSIP: 57582NUX1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100922.35    | 0.02%             | 2023-08-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| California State University                                                     | CALIFORNIA ST UNIV REVENUE                                   | CUSIP: 13077DLH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $173491.97    | 0.03%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public School Authority                                                | VIRGINIA ST PUBLIC SCH AUTH SPL OBLG PRINCE WM               | CUSIP: 92817TGX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250523.75    | 0.05%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                              | UNIV OF TEXAS TX                                             | CUSIP: 9151376U2<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    240000 | PA      | $243466.13    | 0.04%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                | ENERGY N W WA ELEC REVENUE                                   | CUSIP: 29270CZ65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $550813.73    | 0.10%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public School Authority                                                | VIRGINIA ST PUBLIC SCH AUTH SCH FING                         | CUSIP: 92818HGR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $227892.78    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Transportation Board                                                    | ARIZONA ST TRANSPRTN BRD EXCISE TAX REVENUE                  | CUSIP: 040649MG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $298036.49    | 0.05%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                             | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                | CUSIP: 97712DQC3<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40776.22     | 0.01%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama Public School and College Authority                                     | ALABAMA ST PUBLIC SCH & CLG AUTH                             | CUSIP: 010609BW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100850.06    | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Utah                                                                   | UTAH ST                                                      | CUSIP: 917542WF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40418.38     | 0.01%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Snohomish WA                                                          | SNOHOMISH CNTY WA                                            | CUSIP: 833086AC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102142.43    | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland Department of Transportation                                  | MARYLAND ST DEPT OF TRANSPRTN CONSOL TRANSPRTN               | CUSIP: 574204E58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $358389.58    | 0.06%             | 2023-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS ST                                             | CUSIP: 57582RNJ1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    325000 | PA      | $330691.76    | 0.06%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission Oil Franchise Tax Revenue                      | PENNSYLVANIA ST TURNPIKE COMMISSION OIL FRANCHISE TAX REVENU | CUSIP: 709221UA1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    180000 | PA      | $183916.37    | 0.03%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Loudoun VA                                                            | LOUDOUN CNTY VA                                              | CUSIP: 54589TFU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76638.08     | 0.01%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Connecticut                                                       | UNIV OF CONNECTICUT CT                                       | CUSIP: 914233YT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50027.04     | 0.01%             | 2023-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Oklahoma City OK                                                        | OKLAHOMA CITY OK                                             | CUSIP: 678519SN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $240492.91    | 0.04%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana                                                              | LOUISIANA ST                                                 | CUSIP: 5464167F9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $280914.59    | 0.05%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Columbus OH                                                             | COLUMBUS OH                                                  | CUSIP: 199492VF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $566529.17    | 0.10%             | 2023-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH SALES TAX REVENUE                      | CUSIP: 64990AEL5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    135000 | PA      | $135424.95    | 0.02%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Memphis TN                                                              | MEMPHIS TN                                                   | CUSIP: 586145V27<br>LEI: 254900N4APYJWTAF5J46 | Long             | DBT              | MUN               | US        |    370000 | PA      | $372335.00    | 0.07%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 6775227A6<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100980.85    | 0.02%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Fairfax VA                                                            | FAIRFAX CNTY VA                                              | CUSIP: 30382AFG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $711839.52    | 0.13%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                            | DIST OF COLUMBIA INCOME TAX SECURED REVENUE                  | CUSIP: 25477GNJ0<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    470000 | PA      | $480265.27    | 0.09%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Winston-Salem NC                                                        | WINSTON SALEM NC LTD OBLG                                    | CUSIP: 975680DS5<br>LEI: 549300AUJB2WE4FMLE24 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20173.35     | 0.00%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County Honolulu HI Wastewater System Revenue                             | HONOLULU CITY & CNTY HI WSTWTR SYS REVENUE                   | CUSIP: 438701ZJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $257730.80    | 0.05%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                            | SAN DIEGO CA CMNTY CLG DIST                                  | CUSIP: 797272NF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $34559.14     | 0.01%             | 2023-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | CUSIP: 64971WFV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151965.87    | 0.03%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                              | WISCONSIN ST                                                 | CUSIP: 97705MAR6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40256.44     | 0.01%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | CUSIP: 64971XEZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1165071.67   | 0.21%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Higher Educational Facility Commission                                     | OHIO ST HGR EDUCTNL FAC COMMISSION                           | CUSIP: 67756DCS3<br>LEI: 5493007MQT6NGNN6BR81 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61185.62     | 0.01%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063CJE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $153338.69    | 0.03%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona State University                                                        | ARIZONA BRD OF RGTS ST UNIV SYS REVENUE                      | CUSIP: 04048RQU3<br>LEI: 254900BLZ1MCZ5JLK411 | Long             | DBT              | MUN               | US        |    295000 | PA      | $298085.55    | 0.05%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRANSPRTN AUTH NY REVENUE                                | CUSIP: 59259YZ36<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    395000 | PA      | $400192.55    | 0.07%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                    | DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE       | CUSIP: 254845KH2<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    130000 | PA      | $132259.37    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Washington                                                        | UNIV OF WASHINGTON WA UNIV REVENUES                          | CUSIP: 91523NPH3<br>LEI: T8YS5W0N70BYCTHPA429 | Long             | DBT              | MUN               | US        |    215000 | PA      | $219659.97    | 0.04%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia State Road & Tollway Authority                                          | GEORGIA ST ROAD & TOLLWAY AUTH REVENUE                       | CUSIP: 37358MDK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3052339.50   | 0.55%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                            | DISTRICT OF COLUMBIA HOSP REVENUE                            | CUSIP: 254764JM6<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20217.42     | 0.00%             | 2023-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of Honolulu HI                                                    | HONOLULU CITY & CNTY HI                                      | CUSIP: 438670Y21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $457760.97    | 0.08%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE         | CUSIP: 64990EUR6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    325000 | PA      | $325308.49    | 0.06%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida Department of Transportation Turnpike System Revenue           | FLORIDA ST TURNPIKE AUTH                                     | CUSIP: 3431363P0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25269.81     | 0.00%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lone Star College System                                                        | LONE STAR TX CLG SYS                                         | CUSIP: 542264FX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $335310.58    | 0.06%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063CJS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $173783.84    | 0.03%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966LV65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    265000 | PA      | $268393.86    | 0.05%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California Department of Water Resources                               | CALIFORNIA ST DEPT OF WTR RESOURCES CENTRL VLY PROJ          | CUSIP: 13067WQJ4<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    235000 | PA      | $240387.52    | 0.04%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                 | OREGON ST                                                    | CUSIP: 68608U2L9<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50662.76     | 0.01%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Municipal Water District Water System Revenue                       | N TEXAS ST MUNI WTR DIST WTR SYS REVENUE                     | CUSIP: 662903NQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $517613.38    | 0.09%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE         | CUSIP: 709223E49<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    335000 | PA      | $341758.93    | 0.06%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                              | WISCONSIN ST                                                 | CUSIP: 97705L8C4<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2012771.80   | 0.36%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adams County School District No 1                                               | ADAMS CNTY CO SCH DIST #1                                    | CUSIP: 005626RM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $253313.68    | 0.05%             | 2023-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark County Water Reclamation District                                         | CLARK CNTY NV WTR RECLAMATION DIST                           | CUSIP: 181070EJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1172084.76   | 0.21%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan St Louis Sewer District                                            | MET SAINT LOUIS MO SWR DIST WSTWTR SYS REVENUE               | CUSIP: 592481FK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $176117.53    | 0.03%             | 2025-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Resources Authority                                                    | VIRGINIA ST RESOURCES AUTH INFRASTRUCTURE REVENUE            | CUSIP: 92818GQF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101235.67    | 0.02%             | 2023-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966LZU8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    355000 | PA      | $359546.49    | 0.06%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp                                          | PHOENIX AZ CIVIC IMPT CORP EXCISE TAX REVENUE                | CUSIP: 71884AZP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50537.53     | 0.01%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE         | CUSIP: 64990EYU5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60119.34     | 0.01%             | 2023-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Snohomish County School District No 15 Edmonds                                  | SNOHOMISH CNTY WA SCH DIST #15 EDMONDS                       | CUSIP: 833153UE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20265.09     | 0.00%             | 2023-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Carolina State University at Raleigh                                      | NORTH CAROLINA ST UNIV AT RALEIGH                            | CUSIP: 658289E33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1270725.88   | 0.23%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA                                                              | SEATTLE WA                                                   | CUSIP: 812627JZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $460016.06    | 0.08%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Connecticut                                                       | UNIV OF CONNECTICUT CT                                       | CUSIP: 914233N98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100506.87    | 0.02%             | 2023-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Jose Financing Authority                                                    | SAN JOSE CA FING AUTH LEASE REVENUE                          | CUSIP: 798153LH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25220.02     | 0.00%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastern Municipal Water District                                                | ESTRN CA MUNI WTR DIST WTR & WSTWTR REVENUE                  | CUSIP: 27627TAR3<br>LEI: 549300ZCFVRFDIRWK089 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50543.78     | 0.01%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Clark NV Passenger Facility Charge Revenue                            | CLARK CNTY NV PASSENGER FAC CHARGE REVENUE                   | CUSIP: 181006HG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $383895.61    | 0.07%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp                                          | PHOENIX AZ CIVIC IMPT CORP WSTWTR SYS REVENUE                | CUSIP: 71883PKF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $131370.55    | 0.02%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                            | CONNECTICUT ST                                               | CUSIP: 20772KML0<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    150000 | PA      | $150300.14    | 0.03%             | 2023-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| County of Pima AZ Sewer System Revenue                                          | PIMA CNTY AZ SWR REVENUE                                     | CUSIP: 721876VC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $207033.44    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reedy Creek Improvement District                                                | REEDY CREEK FL IMPT DIST                                     | CUSIP: 758449RB0<br>LEI: 549300DLSKH6SZ96KV94 | Long             | DBT              | MUN               | US        |    185000 | PA      | $186424.65    | 0.03%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware Transportation Authority                                               | DELAWARE ST TRANSPRTN AUTH TRANSPRTN SYS REVENUE             | CUSIP: 246428C79<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $737939.12    | 0.13%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                       | OHIO ST UNIV                                                 | CUSIP: 677632J85<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    395000 | PA      | $402969.48    | 0.07%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                             | MASSACHUSETTS ST WTR POLL ABATEMENT TRUST                    | CUSIP: 57605AFU5<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |    255000 | PA      | $258341.98    | 0.05%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | CUSIP: 64971WZB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $321186.63    | 0.06%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | NEW YORK ST DORM AUTH SALES TAX REVENUE                      | CUSIP: 64990AFV2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    245000 | PA      | $245771.21    | 0.04%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reedy Creek Improvement District                                                | REEDY CREEK FL IMPT DIST                                     | CUSIP: 758449NQ1<br>LEI: 549300DLSKH6SZ96KV94 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70539.06     | 0.01%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Jacksonville FL                                                         | JACKSONVILLE FL CAPITAL IMPT REVENUE                         | CUSIP: 469359DS9<br>LEI: 549300XQE0JVN9WV0J40 | Long             | DBT              | MUN               | US        |    110000 | PA      | $111750.73    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of King WA Sewer Revenue                                                 | KING CNTY WA SWR REVENUE                                     | CUSIP: 4952894B3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    520000 | PA      | $525547.05    | 0.09%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                           | NEW YORK ST URBAN DEV CORP REVENUE                           | CUSIP: 650035W61<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   1055000 | PA      | $1058320.93   | 0.19%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                              | WISCONSIN ST                                                 | CUSIP: 97705MBS3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    820000 | PA      | $836104.88    | 0.15%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRANSPRTN AUTH NY DEDICATED TAX FUND                     | CUSIP: 59259N2C6<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10194.13     | 0.00%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metro Wastewater Reclamation District                                           | METRO WSTWTR RECLAMATION DISTCO SWR REVENUE                  | CUSIP: 59164GEF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $502104.90    | 0.09%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Ramon Valley Unified School District/CA                                     | SAN RAMON VLY CA UNIF SCH DIST                               | CUSIP: 799408S26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $506552.90    | 0.09%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Seattle WA                                                              | PORT OF SEATTLE WA                                           | CUSIP: 735371NN2<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |    250000 | PA      | $252166.85    | 0.05%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                               | MARYLAND ST                                                  | CUSIP: 574193PJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $253276.45    | 0.05%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX                                                               | AUSTIN TX                                                    | CUSIP: 0523963M8<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65993.04     | 0.01%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Charlotte NC                                                            | CHARLOTTE NC                                                 | CUSIP: 161035FN5<br>LEI: 5493001QNY6JJFWHQ568 | Long             | DBT              | MUN               | US        |   2700000 | PA      | $2729363.85   | 0.49%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                | FLORIDA ST                                                   | CUSIP: 3411505S5<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    245000 | PA      | $247552.39    | 0.04%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Minnesota                                                         | UNIV OF MINNESOTA MN                                         | CUSIP: 914460PR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101498.64    | 0.02%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                    | PENNSYLVANIA ST                                              | CUSIP: 70914PYP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3270000 | PA      | $3313888.63   | 0.60%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Tennessee                                                              | TENNESSEE ST                                                 | CUSIP: 880541VJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $612959.14    | 0.11%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                  | UNIV OF MASSACHUSETTS MA BLDG AUTH REVENUE                   | CUSIP: 914437SK5<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101926.51    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Dakota Public Finance Authority                                           | NORTH DAKOTA ST PUBLIC FIN AUTH                              | CUSIP: 65887PRN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $106831.88    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE         | CUSIP: 7092242U2<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1223911.80   | 0.22%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                    | MASSACHUSETTS ST BAY TRANSPRTN AUTH SALES TAX REVENUE        | CUSIP: 575579HA8<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |    325000 | PA      | $328439.90    | 0.06%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063DDS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101335.48    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Round Rock Independent School District                                          | ROUND ROCK TX INDEP SCH DIST                                 | CUSIP: 779240LS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $217817.75    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                    | CUSIP: 13032UFW3<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70062.28     | 0.01%             | 2023-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Texas Municipal Water District                                            | N TX MUNI WTR DIST REGL WSTWTR SYS CONTRACT REVENUE          | CUSIP: 66283ACV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100850.06    | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon Department of Transportation                                    | OREGON ST DEPT OF TRANSPRTN HIGHWAY USER TAX REVENUE         | CUSIP: 68607DQP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1020418.90   | 0.18%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRANSPRTN AUTH NY REVENUE                                | CUSIP: 59261ADG9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    195000 | PA      | $197563.41    | 0.04%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                              | AUSTIN TX INDEP SCH DIST                                     | CUSIP: 052430JR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $465822.54    | 0.08%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                               | ILLINOIS ST                                                  | CUSIP: 4521526F3<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    145000 | PA      | $145915.25    | 0.03%             | 2023-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New Mexico Finance Authority                                                    | NEW MEXICO ST FIN AUTH REVENUE                               | CUSIP: 64711NWF8<br>LEI: 549300L6217Y7X40SP94 | Long             | DBT              | MUN               | US        |    140000 | PA      | $141208.77    | 0.03%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                     | CALIFORNIA ST UNIV REVENUE                                   | CUSIP: 13077CML5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $122446.88    | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                        | UNIV OF CALIFORNIA CA REVENUES                               | CUSIP: 91412GG41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $211021.21    | 0.04%             | 2023-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                             | VIRGINIA ST CLG BLDG AUTH EDUCTNL FACS REVENUE PUBLIC HGR ED | CUSIP: 92778WAJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6500000 | PA      | $6602712.35   | 1.19%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Independent School District/TX                                           | UNITED TX INDEP SCH DIST                                     | CUSIP: 910678C74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25343.59     | 0.00%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No 411 Issaquah                                     | KING CNTY WA SCH DIST #411 ISSAQUAH                          | CUSIP: 4952242F3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $260548.19    | 0.05%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                              | MINNESOTA ST                                                 | CUSIP: 60412AFU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65851.88     | 0.01%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                    | PENNSYLVANIA ST                                              | CUSIP: 70914PTU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $351479.28    | 0.06%             | 2024-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Salem OR Water & Sewer Revenue                                          | SALEM OR WTR & SWR REVENUE                                   | CUSIP: 794481KA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75637.55     | 0.01%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Tucson AZ Water System Revenue                                          | TUCSON AZ WTR REVENUE                                        | CUSIP: 898797CX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $424480.31    | 0.08%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland Department of Transportation                                  | MARYLAND ST DEPT OF TRANSPRTN CONSOL TRANSPRTN               | CUSIP: 574204H22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203055.50    | 0.04%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Drainage & Wastewater Revenue                                | SEATTLE WA DRAIN & WSTWTR REVENUE                            | CUSIP: 812631QS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1015277.50   | 0.18%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara Unified School District                                             | SANTA CLARA CA UNIF SCH DIST                                 | CUSIP: 801495T77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $859421.06    | 0.15%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State University                                                     | WASHINGTON ST UNIV                                           | CUSIP: 9400937T8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $121973.72    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                              | WISCONSIN ST                                                 | CUSIP: 97705MSR7<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1006411.00   | 0.18%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRANSPRTN AUTH NY REVENUE                                | CUSIP: 59261AFJ1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    680000 | PA      | $688939.08    | 0.12%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northside Independent School District                                           | NORTHSIDE TX INDEP SCH DIST                                  | CUSIP: 66702RLR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25238.70     | 0.00%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No 1                                       | DENVER CITY & CNTY CO SCH DIST #1                            | CUSIP: 249174QB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $178822.18    | 0.03%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                         | MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE             | CUSIP: 576000RP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60519.63     | 0.01%             | 2023-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                 | HAWAII ST                                                    | CUSIP: 419792PZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $329129.94    | 0.06%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento Municipal Utility District                                           | SACRAMENTO CA MUNI UTILITY DIST ELEC REVENUE                 | CUSIP: 786005VJ4<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |    165000 | PA      | $167436.21    | 0.03%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public Building Authority                                              | VIRGINIA ST PUBLIC BLDG AUTH PUBLIC FACS REVENUE             | CUSIP: 928172ZG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $222850.41    | 0.04%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                              | HOUSTON TX UTILITY SYS REVENUE                               | CUSIP: 44244CMT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $142827.09    | 0.03%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Lehigh PA                                                             | LEHIGH CNTY PA                                               | CUSIP: 524786XL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $658047.20    | 0.12%             | 2023-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Lubbock TX                                                              | LUBBOCK TX                                                   | CUSIP: 549188WY2<br>LEI: 549300I1QTL3QZV4BX74 | Long             | DBT              | MUN               | US        |    110000 | PA      | $110099.13    | 0.02%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware County Authority                                                       | DELAWARE CNTY PA AUTH                                        | CUSIP: 246008NL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111386.88    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                | FLORIDA ST BRD OF EDU PUBLIC EDU                             | CUSIP: 34153P7Y8<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80709.42     | 0.01%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Foothill-De Anza Community College District                                     | FOOTHILL-DE ANZA CA CMNTY CLGDIST                            | CUSIP: 345102KX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $141820.87    | 0.03%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washoe County School District/NV                                                | WASHOE CNTY NV SCH DIST                                      | CUSIP: 940858S20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40344.03     | 0.01%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                            | DIST OF COLUMBIA                                             | CUSIP: 25476FMV7<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   1330000 | PA      | $1341527.64   | 0.24%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Sanitation Districts Financing Authority                     | LOS ANGELES CNTY CA SANTN DISTS FING AUTH                    | CUSIP: 545149KT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $417153.07    | 0.08%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regional Public Transportation Authority                                        | REGL PUBLIC TRANSPRTN AUTH AZ TRANSPRTN EXCISE TAX REVENUE   | CUSIP: 75902JBB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $136578.14    | 0.02%             | 2023-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Board of Water Commissioners City & County of Denver/The                        | DENVER CITY & CNTY CO BRD OF WTR COMMNRS MASTER RESOLUTION   | CUSIP: 24916TEV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $132117.60    | 0.02%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spring Branch Independent School District                                       | SPRING BRANCH TX INDEP SCH DIST                              | CUSIP: 849476QM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $185000.00    | 0.03%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Capital Grant Receipts Revenue                        | CHICAGO IL TRANSIT AUTH CAPITAL GRANT RECPTS REVENUE         | CUSIP: 167723HA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201433.66    | 0.04%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Delaware                                                               | DELAWARE ST                                                  | CUSIP: 246381GR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $140294.45    | 0.03%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gwinnett County Water & Sewerage Authority                                      | GWINNETT CNTY GA WTR & SEWERAGE AUTH                         | CUSIP: 403760JY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $506552.90    | 0.09%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Folsom Cordova Unified School District School Facilities Improvement Dist No 4  | FOLSOM CORDOVA CA UNIF SCH DIST SCH FACS IMPT DIST #4        | CUSIP: 34440TAR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $191627.01    | 0.03%             | 2023-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                  | TEXAS ST                                                     | CUSIP: 882723Y86<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101285.68    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063C4K3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    715000 | PA      | $724548.68    | 0.13%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Arkansas                                                          | UNIV OF ARKANSAS AR UNIV REVENUES                            | CUSIP: 914072B44<br>LEI: 549300FFADBQ3NEI2D96 | Long             | DBT              | MUN               | US        |     90000 | PA      | $91760.86     | 0.02%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                    | DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE       | CUSIP: 254845PK0<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    215000 | PA      | $218579.17    | 0.04%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Klein Independent School District                                               | KLEIN TX INDEP SCH DIST                                      | CUSIP: 498531MS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $150000.00    | 0.03%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966MD55<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81024.56     | 0.01%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                          | LOS ANGELES CA UNIF SCH DIST                                 | CUSIP: 544646S60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $186950.40    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana                                                              | LOUISIANA ST HIGHWAY IMPT REVENUE                            | CUSIP: 546486BE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $302864.40    | 0.05%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District No 117 Camas                                       | CLARK CNTY WA SCH DIST #117 CAMAS                            | CUSIP: 181288PN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $117511.72    | 0.02%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Asset Receivable Corp                                                 | SALES TAX ASSET RECEIVABLE CORP NY                           | CUSIP: 794665FZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    855000 | PA      | $870601.44    | 0.16%             | 2023-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                | GEORGIA ST                                                   | CUSIP: 3733846S0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    870000 | PA      | $889001.67    | 0.16%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA                                                              | SEATTLE WA                                                   | CUSIP: 812627AG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $446940.16    | 0.08%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                              | MINNESOTA ST                                                 | CUSIP: 6041294G8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202621.16    | 0.04%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Suburban Sanitary Commission                                         | WASHINGTON MD SUBURBAN SAN DIST                              | CUSIP: 940157N97<br>LEI: 549300EZUWNTQF827C24 | Long             | DBT              | MUN               | US        |    575000 | PA      | $580597.11    | 0.10%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                             | CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE                   | CUSIP: 13068LHZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20314.87     | 0.00%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Humble Independent School District                                              | HUMBLE TX INDEP SCH DIST                                     | CUSIP: 445047EN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50048.02     | 0.01%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No 405 Bellevue                                     | KING CNTY WA SCH DIST #405 BELLEVUE                          | CUSIP: 495098WS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2044349.00   | 0.37%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Resources Authority                                                    | VIRGINIA ST RESOURCES AUTH INFRASTRUCTURE REVENUE            | CUSIP: 92818LQH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1105000 | PA      | $1126785.19   | 0.20%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elk River Independent School District No 728                                    | ELK RIVER MN INDEP SCH DIST #728                             | CUSIP: 287425F49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85000.00     | 0.02%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Columbus OH                                                             | COLUMBUS OH                                                  | CUSIP: 199492EU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $131835.56    | 0.02%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                 | HAWAII ST                                                    | CUSIP: 419792LY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $136516.62    | 0.02%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Gainesville GA Water & Sewerage Revenue                                 | GAINESVILLE GA WTR & SWR REVENUE                             | CUSIP: 363010XT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61221.08     | 0.01%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Department of Environmental Protection                                  | FLORIDA ST DEPT ENVRNMNTL PROT PRESERVATION REVENUE          | CUSIP: 34160WYX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $601223.40    | 0.11%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Improvement Corp of Los Angeles                                       | LOS ANGELES CA MUNI IMPT CORPLEASE REVENUE                   | CUSIP: 544587F94<br>LEI: 549300ZJ0YLTZNSR8F57 | Long             | DBT              | MUN               | US        |    475000 | PA      | $484614.24    | 0.09%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                     | NEW JERSEY ST EDUCTNL FACS AUTH REVENUE                      | CUSIP: 646066Q37<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    400000 | PA      | $404383.48    | 0.07%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE               | CUSIP: 64971WQ52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100819.09    | 0.02%             | 2023-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Convention Center Development Corp                                     | NEW YORK ST CONVENTION CENTER DEV CORP REVENUE               | CUSIP: 649451DG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25463.49     | 0.00%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Municipal Light & Power Revenue                              | SEATTLE WA MUNI LIGHT & PWR REVENUE                          | CUSIP: 812643PN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $294346.06    | 0.05%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Salem OR                                                                | SALEM OR                                                     | CUSIP: 794454U30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100850.06    | 0.02%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Mecklenburg NC                                                        | MECKLENBURG CNTY NC LTD OBLG                                 | CUSIP: 58400CAV9<br>LEI: 5493006G3IC5PBHB7A65 | Long             | DBT              | MUN               | US        |    295000 | PA      | $300146.72    | 0.05%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Charlotte NC Storm Water Revenue                                        | CHARLOTTE NC STORM WTR FEE REVENUE                           | CUSIP: 16104PEN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $919656.90    | 0.17%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Water & Wastewater System Revenue                             | AUSTIN TX WTR & WSTWTR SYS REVENUE                           | CUSIP: 052477NN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $117257.52    | 0.02%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | CALIFORNIA ST                                                | CUSIP: 13063CQ37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $274203.58    | 0.05%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                      | ILLINOIS ST FIN AUTH REVENUE                                 | CUSIP: 45203HZ39<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    320000 | PA      | $326855.78    | 0.06%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                         | NORTH CAROLINA ST                                            | CUSIP: 658256S94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75407.51     | 0.01%             | 2023-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                 | HAWAII ST                                                    | CUSIP: 419792SC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $132311.37    | 0.02%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                   | MASSACHUSETTS ST                                             | CUSIP: 57582NXL4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71006.90     | 0.01%             | 2023-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of New Jersey                                                             | NEW JERSEY ST                                                | CUSIP: 646039WA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $352881.87    | 0.06%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                       | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE               | CUSIP: 235241SW7<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    150000 | PA      | $153038.85    | 0.03%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                   | OHIO ST                                                      | CUSIP: 6775222A1<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    150000 | PA      | $150591.42    | 0.03%             | 2023-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                            | SAN DIEGO CA UNIF SCH DIST                                   | CUSIP: 797356DW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $339048.04    | 0.06%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia State Road & Tollway Authority                                          | GEORGIA ST ROAD & TOLLWAY AUTH REVENUE                       | CUSIP: 37358MDR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151250.09    | 0.03%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | NEW YORK NY                                                  | CUSIP: 64966MJG5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    265000 | PA      | $268393.86    | 0.05%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nevada System of Higher Education                                               | NEVADA ST SYS OF HGR EDU UNIVREVENUE                         | CUSIP: 641496LR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151487.88    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                     | CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE              | CUSIP: 20775DTV4<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7000000.00   | 1.26%             | 2042-07-01      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| Orlando Utilities Commission                                                    | ORLANDO FL UTILITIES COMMISSION UTILITY SYS REVENUE          | CUSIP: 686507HP2<br>LEI: 549300EJR7JVMRXL5D66 | Long             | DBT              | MUN               | US        |    230000 | PA      | $233905.45    | 0.04%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Prince William VA                                                     | PRINCE WILLIAM CNTY VA                                       | CUSIP: 741751X48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101310.58    | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                 | OREGON ST                                                    | CUSIP: 68609BSG3<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100653.62    | 0.02%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Columbus OH                                                             | COLUMBUS OH                                                  | CUSIP: 199492NT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25169.61     | 0.00%             | 2023-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-01

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer