# EDGAR Filing Document

**Accession Number:** 0000003794
**File Stem:** 0001752724-23-070282
**Filing Date:** 2023-3
**Character Count:** 439289
**Document Hash:** 108fa67f6958427f3baf061028ed34fb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070282.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-070282

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB BOND FUND, INC.
- **CENTRAL INDEX KEY:** 0000003794
- **IRS NUMBER:** 132754393
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02383
- **FILM NUMBER:** 23770481

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

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE BOND FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### AB Tax-Aware Fixed Income Opportunities Portfolio (Series ID: S000043269)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000133860 | Advisor Class | ATTYX           |
| C000133863 | Class A       | ATTAX           |
| C000133864 | Class C       | ATCCX           |

## Nport-Ex

**AB Tax-Aware Fixed Income Opportunities Portfolio** 

**Portfolio of Investments** 

**January 31, 2023 (unaudited)** 

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **MUNICIPAL OBLIGATIONS – 96.9%** |  |  |
|  **Long-Term Municipal Bonds – 83.8%** |  |  |
|  **Alabama – 1.9%** |  |  |
|  Black Belt Energy Gas District<br> (Goldman Sachs Group, Inc. (The))<br>Series 2021<br>4.00%, 10/01/2052 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001676 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-F<br>5.50%, 11/01/2053 | 2000 | 2148078 |
|  County of Jefferson AL Sewer Revenue<br>Series 2013-D<br>6.00%, 10/01/2042 | 110 | 117506 |
|  Southeast Energy Authority A Cooperative District<br> (Morgan Stanley)<br>Series 2022-A<br>5.301% (SOFR + 2.42%), 01/01/2053<sup>(a)</sup> | 2000 | 2066036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/01/2053 | 1000 | 1088629 |
|  Sumter County Industrial Development Authority/AL<br> (Enviva, Inc.)<br>Series 2022<br>6.00%, 07/15/2052 | 1185 | 1086366 |
|  |  | 7508291 |
|  **American Samoa – 0.0%** |  |  |
|  American Samoa Economic Development Authority<br> (Territory of American Samoa)<br>Series 2018<br>7.125%, 09/01/2038<sup>(b)</sup> | 135 | 150715 |
|  **Arizona – 1.3%** |  |  |
|  Arizona Industrial Development Authority<br> (Legacy Cares, Inc.)<br>Series 2020<br>7.75%, 07/01/2050<sup>(b) (c) (d)</sup> | 1000 | 650000 |
|  Arizona Industrial Development Authority<br> (Pinecrest Academy of Nevada)<br>Series 2020-A<br>4.00%, 07/15/2050<sup>(b)</sup> | 100 | 79113 |
|  Chandler Industrial Development Authority<br> (Intel Corp.)<br>Series 2022<br>5.00%, 09/01/2042 | 2000 | 2118292 |
|  City of Glendale AZ<br> (City of Glendale AZ COP)<br>Series 2021<br>2.222%, 07/01/2030 | 1000 | 833448 |
|  City of Tempe AZ<br> (City of Tempe AZ COP)<br>Series 2021<br>2.521%, 07/01/2036 | 1000 | 772866 |
|  Industrial Development Authority of the City of Phoenix (The)<br> (GreatHearts Arizona Obligated Group)<br>Series 2014<br>5.00%, 07/01/2044 | 100 | 100769 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Industrial Development Authority of the County of Pima (The)<br> (La Posada at Park Centre, Inc. Obligated Group)<br>Series 2022<br>6.75%, 11/15/2042<sup>(b)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 11/15/2057<sup>(b)</sup> | 250 | 259463 |
|  Maricopa County Industrial Development Authority<br> (Commercial Metals Co.)<br>Series 2022<br>4.00%, 10/15/2047<sup>(b)</sup> | 150 | 126776 |
|  |  | 5201790 |
|  **Arkansas – 0.3%** |  |  |
|  Arkansas Development Finance Authority<br> (Baptist Memorial Health Care Obligated Group)<br>Series 2020<br>5.00%, 09/01/2044 | 1000 | 1015704 |
|  Arkansas Development Finance Authority<br> (United States Steel Corp.)<br>Series 2022<br>5.45%, 09/01/2052<sup>(b)</sup> | 200 | 199407 |
|  |  | 1215111 |
|  **California – 8.2%** |  |  |
|  Alameda Corridor Transportation Authority<br>Series 2022-A<br>Zero Coupon, 10/01/2049 | 1000 | 498874 |
|  ARC70 II TRUST<br>Series 2021<br>4.00%, 12/01/2059 | 300 | 259243 |
|  California Community Choice Financing Authority<br> (Morgan Stanley)<br>Series 2023<br>4.511% (SOFR + 1.63%), 07/01/2053<sup>(a)</sup> | 2000 | 2006689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2053 | 1000 | 1070527 |
|  California Community Housing Agency<br> (California Community Housing Agency Aster Apartments)<br>Series 2021-A<br>4.00%, 02/01/2056<sup>(b)</sup> | 1000 | 878665 |
|  California Community Housing Agency<br> (California Community Housing Agency Brio Apartments & Next on Lex Apartments)<br>Series 2021<br>4.00%, 02/01/2056<sup>(b)</sup> | 250 | 219288 |
|  California Community Housing Agency<br> (California Community Housing Agency Fountains at Emerald Park)<br>Series 2021<br>3.00%, 08/01/2056<sup>(b)</sup> | 500 | 355980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/01/2046<sup>(b)</sup> | 500 | 422757 |
|  California Community Housing Agency<br> (California Community Housing Agency Summit at Sausalito Apartments)<br>Series 2021<br>3.00%, 02/01/2057<sup>(b)</sup> | 1000 | 708883 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  California Community Housing Agency<br> (California Community Housing Agency Twin Creek Apartments)<br>Series 2022<br>Zero Coupon, 08/01/2065<sup>(b)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/01/2040<sup>(b)</sup> | 1000 | 949214 |
|  California Infrastructure & Economic Development Bank<br> (DesertXpress Enterprises LLC)<br>Series 2023<br>3.65%, 01/01/2050 | 3000 | 2999927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 01/01/2050<sup>(b)</sup> | 590 | 590654 |
|  California Municipal Finance Authority<br> (CHF-Riverside II LLC)<br>Series 2019<br>5.00%, 05/15/2040 | 250 | 257223 |
|  California Municipal Finance Authority<br> (LAX Integrated Express Solutions LLC)<br>Series 2018<br>5.00%, 12/31/2047 | 1000 | 1012909 |
|  California Municipal Finance Authority<br> (Samuel Merritt University)<br>Series 2022<br>5.25%, 06/01/2053 | 1000 | 1102490 |
|  California Pollution Control Financing Authority<br> (Poseidon Resources Channelside LP)<br>Series 2012<br>5.00%, 11/21/2045<sup>(b)</sup> | 250 | 250458 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019<br>5.00%, 11/21/2045<sup>(b)</sup> | 1000 | 1013746 |
|  California School Finance Authority<br> (Classical Academy Obligated Group)<br>Series 2022<br>5.00%, 10/01/2052<sup>(b)</sup> | 1000 | 1020594 |
|  California Statewide Communities Development Authority<br> (Enloe Medical Center Obligated Group)<br>AGM Series 2022-A<br>5.375%, 08/15/2057 | 1000 | 1083409 |
|  California Statewide Communities Development Authority<br> (Loma Linda University Medical Center)<br>Series 2016-A<br>5.00%, 12/01/2041<sup>(b)</sup> | 1000 | 1003047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 12/01/2056<sup>(b)</sup> | 450 | 450792 |
|  City of Los Angeles Department of Airports<br>Series 2020-C<br>5.00%, 05/15/2039 | 1000 | 1085090 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022<br>4.00%, 05/15/2047 | 1000 | 973260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/2047 | 2000 | 2184180 |
|  CMFA Special Finance Agency<br> (CMFA Special Finance Agency Enclave)<br>Series 2022-A<br>4.00%, 08/01/2058<sup>(b)</sup> | 400 | 327042 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  CMFA Special Finance Agency<br> (CMFA Special Finance Agency Latitude33)<br>Series 2021-A<br>3.00%, 12/01/2056<sup>(b)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219923 |
|  CMFA Special Finance Agency<br> (CMFA Special Finance Agency Solana at Grand)<br>Series 2021-A<br>4.00%, 08/01/2056<sup>(b)</sup> | 250 | 219476 |
|  CMFA Special Finance Agency VIII Elan Huntington Beach<br>Series 2021<br>3.00%, 08/01/2056<sup>(b)</sup> | 1000 | 693898 |
|  CSCDA Community Improvement Authority<br> (CSCDA Community Improvement Authority 777 Place-Pomona)<br>Series 2021<br>3.25%, 05/01/2057<sup>(b)</sup> | 250 | 184172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/01/2057<sup>(b)</sup> | 350 | 257503 |
|  CSCDA Community Improvement Authority<br> (CSCDA Community Improvement Authority Acacia on Santa Rosa Creek)<br>Series 2021<br>4.00%, 10/01/2056<sup>(b)</sup> | 400 | 351041 |
|  CSCDA Community Improvement Authority<br> (CSCDA Community Improvement Authority Altana Apartments)<br>Series 2021<br>4.00%, 10/01/2056<sup>(b)</sup> | 200 | 156249 |
|  CSCDA Community Improvement Authority<br> (CSCDA Community Improvement Authority Crescent)<br>Series 2022<br>4.30%, 07/01/2059<sup>(b)</sup> | 500 | 443857 |
|  CSCDA Community Improvement Authority<br> (CSCDA Community Improvement Authority Jefferson Platinum Triangle Apartments)<br>Series 2021-A2<br>3.125%, 08/01/2056<sup>(b)</sup> | 100 | 73828 |
|  CSCDA Community Improvement Authority<br> (CSCDA Community Improvement Authority Millennium South Bay-Hawthorne)<br>Series 2021<br>3.25%, 07/01/2056<sup>(b)</sup> | 500 | 358589 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2058<sup>(b)</sup> | 200 | 143800 |
|  CSCDA Community Improvement Authority<br> (CSCDA Community Improvement Authority Park Crossing Apartments)<br>Series 2021<br>3.25%, 12/01/2058<sup>(b)</sup> | 300 | 215609 |
|  CSCDA Community Improvement Authority<br> (CSCDA Community Improvement Authority Pasadena Portfolio)<br>Series 2021<br>3.00%, 12/01/2056<sup>(b)</sup> | 1000 | 709429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/01/2056<sup>(b)</sup> | 400 | 302354 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  CSCDA Community Improvement Authority<br> (CSCDA Community Improvement Authority Union South Bay)<br>Series 2021-A2<br>4.00%, 07/01/2056<sup>(b)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784406 |
|  CSCDA Community Improvement Authority<br> (CSCDA Community Improvement Authority Vineyard Gardens Apartments)<br>Series 2021<br>3.25%, 10/01/2058<sup>(b)</sup> | 1000 | 717874 |
|  CSCDA Community Improvement Authority<br> (CSCDA Community Improvement Authority Waterscape Apartments)<br>Series 2021-A<br>3.00%, 09/01/2056<sup>(b)</sup> | 500 | 343637 |
|  Golden State Tobacco Securitization Corp.<br>Series 2021<br>3.85%, 06/01/2050 | 1000 | 905788 |
|  Hastings Campus Housing Finance Authority<br>Series 2020-A<br>5.00%, 07/01/2061<sup>(b)</sup> | 1000 | 821217 |
|  River Islands Public Financing Authority<br>Series 2022<br>5.75%, 09/01/2052 | 1000 | 1003511 |
|  San Francisco Intl Airport<br>Series 2019-A<br>5.00%, 05/01/2044 | 1000 | 1050209 |
|  Tobacco Securitization Authority of Northern California<br> (Sacramento County Tobacco Securitization Corp.)<br>Series 2021<br>Zero Coupon, 06/01/2060 | 200 | 35462 |
|  Tobacco Securitization Authority of Southern California<br> (San Diego County Tobacco Asset Securitization Corp.)<br>Series 2006<br>Zero Coupon, 06/01/2046 | 1000 | 195751 |
|  |  | 33073446 |
|  **Colorado – 1.9%** |  |  |
|  Aurora Highlands Community Authority Board<br>Series 2021-A<br>5.75%, 12/01/2051 | 500 | 460026 |
|  Centerra Metropolitan District No 1<br>Series 2022<br>6.50%, 12/01/2053 | 500 | 508210 |
|  City & County of Denver CO<br> (United Airlines, Inc.)<br>Series 2017<br>5.00%, 10/01/2032 | 615 | 616747 |
|  Colorado Educational & Cultural Facilities Authority<br> (James Irwin Educational Foundation Obligated Group)<br>Series 2022<br>5.00%, 09/01/2062 | 1000 | 1012928 |

---

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| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Colorado Educational & Cultural Facilities Authority<br> (Lighthouse Building Corp.)<br>Series 2021<br>4.00%, 10/01/2061 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813697 |
|  Colorado Health Facilities Authority<br> (Aberdeen Ridge, Inc. Obligated Group)<br>Series 2021-A<br>5.00%, 05/15/2049 | 100 | 81531 |
|  Colorado Health Facilities Authority<br> (Christian Living Neighborhoods Obligated Group)<br>Series 2021<br>4.00%, 01/01/2042 | 250 | 190384 |
|  Colorado Health Facilities Authority<br> (Frasier Meadows Manor, Inc. Obligated Group)<br>Series 2023-2<br>4.00%, 05/15/2041<sup>(e)</sup> | 100 | 81058 |
|  Colorado Health Facilities Authority<br> (Parkview Medical Center, Inc. Obligated Group)<br>Series 2015-B<br>5.00%, 09/01/2030 | 200 | 208682 |
|  Copper Ridge Metropolitan District<br>Series 2019<br>5.00%, 12/01/2039 | 500 | 468936 |
|  Douglas County Housing Partnership<br> (Bridgewater Castle Rock ALF LLC)<br>Series 2021<br>5.375%, 01/01/2041<sup>(b)</sup> | 250 | 191003 |
|  E-470 Public Highway Authority<br>Series 2021-B<br>3.231% (SOFR + 0.35%), 09/01/2039<sup>(a)</sup> | 1000 | 995728 |
|  Four Corners Business Improvement District<br>Series 2022<br>6.00%, 12/01/2052 | 500 | 466877 |
|  Johnstown Plaza Metropolitan District<br>Series 2022<br>4.25%, 12/01/2046 | 488 | 401541 |
|  Pueblo Urban Renewal Authority<br>Series 2021-B<br>Zero Coupon, 12/01/2025<sup>(b)</sup> | 260 | 222258 |
|  Sterling Ranch Community Authority Board<br> (Sterling Ranch Metropolitan District No 3)<br>Series 2022<br>6.50%, 12/01/2042 | 500 | 512251 |
|  Vauxmont Metropolitan District<br>AGM Series 2019<br>5.00%, 12/15/2028 | 380 | 409550 |
| &nbsp;&nbsp;&nbsp;&nbsp; AGM Series 2020<br>5.00%, 12/01/2050 | 100 | 104472 |
|  |  | 7745879 |
|  **Connecticut – 1.0%** |  |  |
|  City of New Haven CT<br>Series 2018-A<br>5.50%, 08/01/2038 | 615 | 671003 |

---

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| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Connecticut State Health & Educational Facilities Authority<br>Series 2023-A<br>2.80%, 07/01/2048<sup>(e)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2196976 |
|  Connecticut State Health & Educational Facilities Authority<br> (Stamford Hospital Obligated Group (The))<br>Series 2022<br>4.00%, 07/01/2037 | 1000 | 980680 |
|  Town of Hamden CT<br> (Whitney Center, Inc. Obligated Group)<br>Series 2022-A<br>7.00%, 01/01/2053 | 100 | 104646 |
|  |  | 3953305 |
|  **District of Columbia – 0.6%** |  |  |
|  District of Columbia<br> (Friendship Public Charter School, Inc.)<br>Series 2016-A<br>5.00%, 06/01/2041 | 100 | 101501 |
|  District of Columbia Tobacco Settlement Financing Corp.<br>Series 2006<br>Zero Coupon, 06/15/2055 | 2500 | 236469 |
|  Metropolitan Washington Airports Authority Dulles Toll Road Revenue<br>AGM Series 2022<br>4.00%, 10/01/2052 | 2000 | 1945570 |
|  |  | 2283540 |
|  **Florida – 6.0%** |  |  |
|  Align Affordable Housing Bond Fund LP<br> (SHI - Lake Worth LLC)<br>Series 2021<br>3.25%, 12/01/2051<sup>(b)</sup> | 1000 | 884591 |
|  Bexley Community Development District<br>Series 2016<br>4.875%, 05/01/2047 | 100 | 93489 |
|  Capital Trust Agency, Inc.<br> (Educational Growth Fund LLC)<br>Series 2021<br>5.00%, 07/01/2056<sup>(b)</sup> | 1000 | 928187 |
|  City of Palmetto FL<br> (Renaissance Arts and Education, Inc.)<br>Series 2022<br>5.375%, 06/01/2057 | 1000 | 1016000 |
|  City of Tampa FL<br> (State of Florida Cigarette Tax Revenue)<br>Series 2020-A<br>Zero Coupon, 09/01/2053 | 1000 | 226241 |
|  County of Lake FL<br> (Waterman Communities, Inc.)<br>Series 2020<br>5.75%, 08/15/2055 | 200 | 175670 |
|  County of Miami-Dade FL<br> (County of Miami-Dade FL Non-Ad Valorem)<br>Series 2015-A<br>5.00%, 06/01/2028 | 780 | 823403 |

---

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| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  County of Miami-Dade FL Aviation Revenue<br>Series 2015-A<br>5.00%, 10/01/2031 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276536 |
|  County of Miami-Dade Seaport Department<br>Series 2013-A<br>6.00%, 10/01/2038 (Pre-refunded/ETM) | 5000 | 5118275 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-A<br>5.25%, 10/01/2052<sup>(e)</sup> | 1000 | 1068607 |
|  County of Osceola FL Transportation Revenue<br>Series 2020-A<br>Zero Coupon, 10/01/2036 | 230 | 115525 |
|  Florida Development Finance Corp.<br>Series 2022<br>2.90%, 12/01/2056 (Pre-refunded/ETM) | 3000 | 2998192 |
|  Florida Development Finance Corp.<br> (Assistance Unlimited, Inc,)<br>Series 2022<br>6.00%, 08/15/2057<sup>(b)</sup> | 350 | 334806 |
|  Florida Development Finance Corp.<br> (Brightline Trains Florida LLC)<br>Series 2020<br>7.375%, 01/01/2049<sup>(b)</sup> | 500 | 451035 |
|  Florida Development Finance Corp.<br> (Cornerstone Charter Academy, Inc.)<br>Series 2022<br>5.00%, 10/01/2042<sup>(b)</sup> | 1000 | 981520 |
|  Florida Development Finance Corp.<br> (Drs Kiran & Pallavi Patel 2017 Foundation for Global Understanding, Inc.)<br>Series 2021<br>4.00%, 07/01/2051<sup>(b)</sup> | 100 | 79164 |
|  Florida Development Finance Corp.<br> (IDEA Florida, Inc.)<br>Series 2022<br>5.25%, 06/15/2029<sup>(b)</sup> | 100 | 100536 |
|  Florida Development Finance Corp.<br> (Mater Academy, Inc.)<br>Series 2020-A<br>5.00%, 06/15/2055 | 1000 | 968880 |
|  Florida Development Finance Corp.<br> (Seaside School Consortium, Inc.)<br>Series 2022<br>5.75%, 06/15/2047 | 1000 | 1045905 |
|  Lee County Industrial Development Authority/FL<br> (Cypress Cove at Healthpark Florida Obligated Group)<br>Series 2022<br>5.25%, 10/01/2052 | 500 | 448913 |
|  Miami-Dade County Industrial Development Authority<br> (AcadeMir Charter School Middle & Preparatory Academy Obligated Group)<br>Series 2022<br>5.50%, 07/01/2061<sup>(b)</sup> | 1000 | 908633 |
|  North Broward Hospital District<br>Series 2017-B<br>5.00%, 01/01/2037 | 100 | 103624 |

---

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| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Orange County Health Facilities Authority<br> (Presbyterian Retirement Communities, Inc. Obligated Group)<br>Series 2023<br>4.00%, 08/01/2042<sup>(e)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220610 |
|  Palm Beach County Educational Facilities Authority<br> (Palm Beach Atlantic University Obligated Group)<br>Series 2021<br>4.00%, 10/01/2041 | 1000 | 936361 |
|  Palm Beach County Health Facilities Authority<br> (Federation CCRC Operations Corp. Obligated Group)<br>Series 2022<br>4.25%, 06/01/2056 | 200 | 152107 |
|  Palm Beach County Health Facilities Authority<br> (Green Cay Life Plan Village, Inc.)<br>Series 2022<br>11.50%, 07/01/2027<sup>(b)</sup> | 100 | 97762 |
|  Palm Beach County Health Facilities Authority<br> (Jupiter Medical Center Obligated Group)<br>Series 2022<br>5.00%, 11/01/2052 | 2000 | 2058777 |
|  Pinellas County Industrial Development Authority<br>Series 2019<br>5.00%, 07/01/2039 | 505 | 503069 |
|  Town of Davie FL<br> (Nova Southeastern University, Inc.)<br>Series 2018<br>5.00%, 04/01/2048 | 530 | 547781 |
|  Village Community Development District No. 13<br>Series 2019<br>3.55%, 05/01/2039 | 610 | 510557 |
|  |  | 24174756 |
|  **Georgia – 2.0%** |  |  |
|  Augusta Development Authority<br> (AU Health System Obligated Group)<br>Series 2018<br>5.00%, 07/01/2025 | 145 | 145666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2031 | 1065 | 1051802 |
|  Main Street Natural Gas, Inc.<br> (Citadel LP)<br>Series 2022-C<br>4.00%, 08/01/2052<sup>(b)</sup> | 1000 | 963821 |
|  Main Street Natural Gas, Inc.<br> (Citigroup, Inc.)<br>Series 2019-C<br>4.00%, 03/01/2050 | 3215 | 3234312 |
|  Municipal Electric Authority of Georgia<br>Series 2019<br>5.00%, 01/01/2038 | 100 | 106088 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022<br>5.50%, 07/01/2063 | 1500 | 1570690 |
| &nbsp;&nbsp;&nbsp;&nbsp; AGM Series 2023<br>5.00%, 07/01/2064 | 1000 | 1046987 |
|  |  | 8119366 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Guam – 0.7%** |  |  |
|  Antonio B Won Pat International Airport Authority<br>Series 2021-A<br>4.46%, 10/01/2043 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804995 |
|  Guam Power Authority<br>Series 2022-A<br>5.00%, 10/01/2043 | 500 | 526863 |
|  Territory of Guam<br>Series 2019<br>5.00%, 11/15/2031 | 195 | 209418 |
|  Territory of Guam<br> (Guam Section 30 Income Tax)<br>Series 2016-A<br>5.00%, 12/01/2046 | 200 | 200274 |
|  Territory of Guam<br> (Territory of Guam Business Privilege Tax)<br>Series 2021-F<br>5.00%, 01/01/2029 | 1000 | 1089006 |
|  |  | 2830556 |
|  **Illinois – 5.9%** |  |  |
|  Chicago Board of Education<br>Series 2012-A<br>5.00%, 12/01/2042 | 240 | 239504 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2012-B<br>5.00%, 12/01/2033 | 1000 | 999946 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-A<br>5.00%, 12/01/2029 | 100 | 106227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/01/2030 | 100 | 105290 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-B<br>5.00%, 12/01/2033 | 100 | 104614 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-A<br>5.00%, 12/01/2033 | 1000 | 1057447 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-B<br>4.00%, 12/01/2041 | 2000 | 1813133 |
|  Chicago O'Hare International Airport<br>Series 2015-C<br>5.00%, 01/01/2034 | 335 | 345913 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-B<br>5.00%, 01/01/2035 | 725 | 782087 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-A<br>5.00%, 01/01/2053 | 1000 | 1031993 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022<br>5.50%, 01/01/2055 | 5000 | 5448176 |
|  Illinois Finance Authority<br> (Clark-Lindsey Village Obligated Group)<br>Series 2022-A<br>5.50%, 06/01/2057 | 1000 | 927525 |
|  Illinois Finance Authority<br> (Illinois Institute of Technology)<br>Series 2019<br>4.00%, 09/01/2035 | 100 | 90469 |
|  Illinois Finance Authority<br> (Lake Forest College)<br>Series 2022-A<br>5.50%, 10/01/2047 | 1000 | 1015958 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Illinois Finance Authority<br> (Park Place of Elmhurst Obligated Group)<br>Series 2021<br>5.125%, 05/15/2060 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45689 |
|  Illinois Finance Authority<br> (Silver Cross Hospital Obligated Group)<br>Series 2015-C<br>5.00%, 08/15/2035 | 250 | 257405 |
|  Illinois Housing Development Authority<br>Series 2022<br>5.67%, 12/01/2025<sup>(b)</sup> | 1000 | 1008214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.17%, 11/01/2038 | 100 | 104157 |
|  Metropolitan Pier & Exposition Authority<br>Series 2015-B<br>5.00%, 12/15/2045 | 600 | 605888 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020<br>5.00%, 06/15/2050 | 640 | 649599 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022<br>4.00%, 12/15/2042 | 1000 | 935339 |
|  State of Illinois<br>Series 2010<br>7.35%, 07/01/2035 | 232 | 250211 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013<br>5.50%, 07/01/2025 | 270 | 273070 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016<br>5.00%, 02/01/2024 | 375 | 382957 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-D<br>5.00%, 11/01/2026 | 930 | 991718 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-A<br>5.00%, 10/01/2027 | 1000 | 1076831 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-B<br>5.00%, 11/01/2031 | 1000 | 1083896 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-A<br>5.50%, 03/01/2047 | 1000 | 1073403 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-C<br>5.50%, 10/01/2045 | 1000 | 1080809 |
|  |  | 23887468 |
|  **Indiana – 1.4%** |  |  |
|  City of Fort Wayne IN<br>Series 2022<br>9.00%, 12/01/2044<sup>(b)</sup> | 1035 | 1043757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.75%, 12/01/2029 | 140 | 139867 |
|  City of Valparaiso IN<br> (Green Oaks of Valparaiso LLC)<br>Series 2021<br>5.375%, 12/01/2041<sup>(b)</sup> | 150 | 120551 |
|  Indiana Finance Authority<br>Series 2013-A<br>5.00%, 07/01/2040 (Pre-refunded/ETM) | 100 | 100888 |
|  Indiana Finance Authority<br> (Brightmark Plastics Renewal Indiana LLC)<br>Series 2019<br>7.00%, 03/01/2039<sup>(b)</sup> | 1110 | 853470 |
|  Indiana Finance Authority<br> (Good Samaritan Hospital Obligated Group)<br>Series 2022<br>5.00%, 04/01/2029 | 100 | 109157 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Indiana Finance Authority<br> (Greencroft Goshen Obligated Group)<br>Series 2021<br>4.00%, 11/15/2043 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784146 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-2<br>4.00%, 11/15/2037<sup>(e)</sup> | 100 | 80440 |
|  Indiana Finance Authority<br> (Marquette Manor)<br>Series 2015-A<br>5.00%, 03/01/2030 | 190 | 192152 |
|  Indiana Finance Authority<br> (Ohio Valley Electric Corp.)<br>Series 2021-B<br>2.50%, 11/01/2030 | 165 | 142893 |
|  Indiana Finance Authority<br> (University of Evansville)<br>Series 2022<br>5.25%, 09/01/2057 | 1000 | 976679 |
|  Indiana Housing & Community Development Authority<br> (Vita of Marion LLC)<br>Series 2021-A<br>5.25%, 04/01/2041<sup>(b)</sup> | 1000 | 823311 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-B<br>4.00%, 04/01/2024 | 100 | 97440 |
|  |  | 5464751 |
|  **Iowa – 2.7%** |  |  |
|  Iowa Finance Authority<br>Series 2022-E<br>3.81% (SOFR + 0.80%), 01/01/2052<sup>(a)</sup> | 5000 | 4931757 |
|  Iowa Finance Authority<br> (Iowa Fertilizer Co. LLC)<br>Series 2022<br>5.00%, 12/01/2050 | 2000 | 2040356 |
|  Iowa Finance Authority<br> (Iowa Finance Authority State Revolving Fund)<br>Series 2017<br>5.00%, 08/01/2023 | 2500 | 2532765 |
|  Iowa Finance Authority<br> (Lifespace Communities, Inc. Obligated Group)<br>Series 2018-A<br>5.00%, 05/15/2043 | 500 | 441739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/2048 | 325 | 277704 |
|  Iowa Finance Authority<br> (Wesley Retirement Services, Inc. Obligated Group)<br>Series 2021<br>4.00%, 12/01/2031 | 115 | 105550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/01/2041 | 170 | 141016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/01/2046 | 115 | 90819 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/01/2051 | 205 | 156892 |
|  |  | 10718598 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Kansas – 0.1%** |  |  |
|  City of Overland Park KS Sales Tax Revenue<br>Series 2022<br>6.00%, 11/15/2034<sup>(b)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/15/2042<sup>(b)</sup> | 300 | 309752 |
|  |  | 413837 |
|  **Kentucky – 1.1%** |  |  |
|  City of Ashland KY<br> (Ashland Hospital Corp. Obligated Group)<br>Series 2019<br>4.00%, 02/01/2034 | 385 | 390055 |
|  City of Henderson KY<br> (Pratt Paper LLC)<br>Series 2022<br>3.70%, 01/01/2032<sup>(b)</sup> | 325 | 319416 |
|  Kentucky Economic Development Finance Authority<br> (Baptist Healthcare System Obligated Group)<br>Series 2017-B<br>5.00%, 08/15/2037 | 175 | 184512 |
|  Kentucky Economic Development Finance Authority<br> (Carmel Manor, Inc.)<br>Series 2022<br>4.50%, 10/01/2027 | 1000 | 1002489 |
|  Kentucky Economic Development Finance Authority<br> (CommonSpirit Health)<br>Series 2019-A<br>4.00%, 08/01/2039 | 160 | 157941 |
|  Kentucky Economic Development Finance Authority<br> (Masonic Homes of Kentucky, Inc. Obligated Group)<br>Series 2012<br>5.375%, 11/15/2042 | 65 | 56203 |
|  Kentucky Economic Development Finance Authority<br> (Owensboro Health, Inc. Obligated Group)<br>Series 2017-A<br>5.00%, 06/01/2037 | 425 | 442508 |
|  Kentucky Housing Corp.<br> (Churchill Park LLLP)<br>Series 2022-A<br>4.65%, 05/01/2025<sup>(b)</sup> | 130 | 130641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/01/2040<sup>(b)</sup> | 600 | 616404 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-B<br>6.75%, 11/01/2040<sup>(b)</sup> | 100 | 102599 |
|  Kentucky Public Energy Authority<br> (BP PLC)<br>Series 2020-A<br>4.00%, 12/01/2050 | 600 | 601122 |
|  Louisville/Jefferson County Metropolitan Government<br> (Norton Healthcare Obligated Group)<br>Series 2016<br>5.00%, 10/01/2033 | 225 | 238768 |
|  |  | 4242658 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Louisiana – 1.1%** |  |  |
|  City of New Orleans LA Water System Revenue<br>Series 2014<br>5.00%, 12/01/2034 (Pre-refunded/ETM) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104828 |
|  Louisiana Local Government Environmental Facilities & Community Development Auth<br> (Woman's Hospital Foundation)<br>Series 2017<br>5.00%, 10/01/2036 | 675 | 714218 |
|  Louisiana Public Facilities Authority<br> (Geo Prep Mid-City of Greater Baton Rouge)<br>Series 2022<br>6.125%, 06/01/2052<sup>(b)</sup> | 1025 | 1040242 |
|  Louisiana Public Facilities Authority<br> (Louisiana Pellets, Inc.)<br>Series 2014-A<br>7.50%, 07/01/2023<sup>(c) (d) (f)</sup> | 250 | 2 |
|  Louisiana Public Facilities Authority<br> (Louisiana State University & Agricultural & Mechanical College Auxiliary Revenue)<br>Series 2019<br>5.00%, 07/01/2059 | 1335 | 1377835 |
|  New Orleans Aviation Board<br>Series 2017-B<br>5.00%, 01/01/2043 | 215 | 221583 |
|  Parish of St. James LA<br> (NuStar Logistics LP)<br>Series 2020-2<br>6.35%, 07/01/2040<sup>(b)</sup> | 100 | 108639 |
|  State of Louisiana Gasoline & Fuels Tax Revenue<br>Series 2022-A<br>3.51% (SOFR + 0.50%), 05/01/2043<sup>(a)</sup> | 995 | 974474 |
|  |  | 4541821 |
|  **Maine – 0.0%** |  |  |
|  Finance Authority of Maine<br> (Casella Waste Systems, Inc.)<br>Series 2017<br>5.25%, 01/01/2025<sup>(b)</sup> | 100 | 100809 |
|  **Maryland – 2.6%** |  |  |
|  City of Baltimore MD<br> (East Baltimore Research Park Project)<br>Series 2017-A<br>5.00%, 09/01/2038 | 150 | 151946 |
|  Maryland Economic Development Corp.<br> (Air Cargo Obligated Group)<br>Series 2019<br>4.00%, 07/01/2044 | 600 | 542141 |
|  Maryland Economic Development Corp.<br> (Bowie State University)<br>Series 2020<br>5.00%, 07/01/2055 | 1000 | 1023420 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Maryland Economic Development Corp.<br> (Maryland Economic Development Corp. Morgan View & Thurgood Marshall Student Hsg)<br>Series 2022<br>6.00%, 07/01/2058 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109983 |
|  Maryland Economic Development Corp.<br> (Purple Line Transit Partners LLC)<br>Series 2022<br>5.25%, 06/30/2047 | 1000 | 1030202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/30/2052 | 1000 | 1027520 |
|  Maryland Health & Higher Educational Facilities Authority<br> (Adventist Healthcare Obligated Group)<br>Series 2021<br>5.00%, 01/01/2036 | 500 | 520809 |
|  Maryland Stadium Authority<br> (Baltimore City Public School Construction Financing Fund)<br>Series 2020<br>5.00%, 05/01/2050 | 1500 | 1686157 |
|  State of Maryland Department of Transportation<br>Series 2022-2<br>5.00%, 12/01/2023 | 3500 | 3576444 |
|  |  | 10668622 |
|  **Massachusetts – 0.7%** |  |  |
|  Commonwealth of Massachusetts AGC<br>Series 2007-A<br>3.545% (LIBOR 3 Month + 0.57%), 05/01/2037<sup>(a)</sup> | 1300 | 1277026 |
|  Massachusetts Development Finance Agency<br> (Merrimack College)<br>Series 2014<br>5.125%, 07/01/2044 | 620 | 626155 |
|  Massachusetts Development Finance Agency<br> (Wellforce Obligated Group)<br>Series 2019-A<br>5.00%, 07/01/2044 | 1000 | 1000000 |
|  |  | 2903181 |
|  **Michigan – 2.0%** |  |  |
|  City of Detroit MI<br>Series 2014-B<br>4.00%, 04/01/2044 | 245 | 184314 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018<br>5.00%, 04/01/2038 | 75 | 76270 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-A<br>5.00%, 04/01/2046 | 2000 | 1981352 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-B<br>3.644%, 04/01/2034 | 200 | 164117 |
|  City of Detroit MI Sewage Disposal System Revenue<br> (Great Lakes Water Authority Sewage Disposal System Revenue)<br>AGM Series 2006-D<br>3.794% (LIBOR 3 Month + 0.60%), 07/01/2032<sup>(a)</sup> | 1000 | 979195 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Michigan Finance Authority<br> (Michigan Finance Authority Tobacco Settlement Revenue)<br>Series 2020-A<br>3.267%, 06/01/2039 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883616 |
|  Michigan State Building Authority<br> (Michigan State Building Authority Lease)<br>Series 2013-I<br>5.00%, 10/15/2029 | 2000 | 2038017 |
|  Michigan Strategic Fund<br> (Michigan Strategic Fund - I 75 Improvement Project)<br>AGM Series 2018<br>4.125%, 06/30/2035 | 1610 | 1627027 |
|  Michigan Tobacco Settlement Finance Authority<br> (Tobacco Settlement Financing Corp./MI)<br>Series 2008-C<br>Zero Coupon, 06/01/2058 | 7750 | 323179 |
|  |  | 8257087 |
|  **Minnesota – 1.2%** |  |  |
|  City of Wayzata MN<br> (Wayzata Bay Senior Housing, Inc.)<br>Series 2019<br>5.00%, 08/01/2049 | 105 | 100543 |
|  Duluth Economic Development Authority<br> (Benedictine Health System Obligated Group)<br>Series 2021<br>4.00%, 07/01/2036 | 100 | 86756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2041 | 100 | 82361 |
|  Housing & Redevelopment Authority of The City of St. Paul Minnesota<br> (Minnesota Math & Science Academy)<br>Series 2021<br>4.00%, 06/01/2051<sup>(b)</sup> | 100 | 71632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/2056<sup>(b)</sup> | 100 | 69463 |
|  Minneapolis Special School District No 1<br>Series 2014-D<br>5.00%, 02/01/2023 | 4390 | 4390000 |
|  |  | 4800755 |
|  **Mississippi – 0.5%** |  |  |
|  Mississippi Business Finance Corp.<br> (Alden Group Renewable Energy Mississippi LLC)<br>Series 2022<br>8.00%, 12/01/2029<sup>(g)</sup> | 500 | 500571 |
|  Mississippi Business Finance Corp.<br> (Enviva, Inc.)<br>Series 2022<br>7.75%, 07/15/2047 | 270 | 272923 |
|  Mississippi Development Bank<br> (Magnolia Regional Health Center)<br>Series 2021<br>4.00%, 10/01/2035<sup>(b)</sup> | 1000 | 937442 |
|  Mississippi Hospital Equipment & Facilities Authority<br> (Baptist Memorial Health Care Obligated Group)<br>Series 2016-A<br>5.00%, 09/01/2036 | 250 | 257029 |
|  |  | 1967965 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Missouri – 0.1%** |  |  |
|  Kansas City Industrial Development Authority<br>Series 2019<br>5.00%, 07/01/2040<sup>(b)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157882 |
|  Lee's Summit Industrial Development Authority<br> (John Knox Village Obligated Group)<br>Series 2021-A<br>5.00%, 08/15/2056 | 300 | 254228 |
|  |  | 412110 |
|  **Nevada – 0.5%** |  |  |
|  City of Reno NV<br> (County of Washoe NV Sales Tax Revenue)<br>Series 2018-C<br>Zero Coupon, 07/01/2058<sup>(b)</sup> | 2000 | 253916 |
|  City of Sparks NV<br> (City of Sparks NV Sales Tax)<br>Series 2019-A<br>2.75%, 06/15/2028<sup>(b)</sup> | 525 | 477011 |
|  State of Nevada Department of Business & Industry<br> (DesertXpress Enterprises LLC)<br>Series 2023<br>3.70%, 01/01/2050 | 1100 | 1100184 |
|  |  | 1831111 |
|  **New Hampshire – 0.0%** |  |  |
|  New Hampshire Business Finance Authority<br>Series 2022-2<br>0.35%, 09/20/2036 | 1000 | 24467 |
|  **New Jersey – 2.7%** |  |  |
|  Essex County Improvement Authority<br> (Friends of TEAM Academy Charter School Obligated Group)<br>Series 2021<br>4.00%, 06/15/2051 | 1100 | 974731 |
|  New Jersey Economic Development Authority<br>Series 2019<br>5.25%, 04/01/2026 | 1000 | 1077449 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023<br>5.397%, 03/01/2033 | 1000 | 1019114 |
|  New Jersey Economic Development Authority<br> (United Airlines, Inc.)<br>Series 2012<br>5.25%, 09/15/2029 | 210 | 212219 |
|  New Jersey Educational Facilities Authority<br> (Stevens Institute of Technology International, Inc.)<br>Series 2020-A<br>5.00%, 07/01/2045 | 100 | 103893 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  New Jersey Health Care Facilities Financing Authority<br> (Inspira Health Obligated Group)<br>Series 2017-A<br>5.00%, 07/01/2036 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295730 |
|  New Jersey Transportation Trust Fund Authority<br>Series 2018-A<br>5.00%, 12/15/2035 | 340 | 368490 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-A<br>5.00%, 06/15/2033 | 1000 | 1159802 |
|  New Jersey Transportation Trust Fund Authority<br> (New Jersey Transportation Fed Hwy Grant)<br>Series 2016<br>5.00%, 06/15/2029 | 550 | 591622 |
|  New Jersey Turnpike Authority<br>Series 2017-B<br>5.00%, 01/01/2032 | 540 | 607265 |
|  South Jersey Transportation Authority BAM<br>Series 2022<br>5.25%, 11/01/2052 | 1000 | 1101613 |
|  Tobacco Settlement Financing Corp./NJ<br>Series 2018-B<br>5.00%, 06/01/2046 | 3500 | 3533938 |
|  |  | 11045866 |
|  **New Mexico – 0.4%** |  |  |
|  New Mexico Hospital Equipment Loan Council<br> (Haverland Carter Lifestyle Obligated Group)<br>Series 2019<br>5.00%, 07/01/2049 | 1000 | 833687 |
|  Winrock Town Center Tax Increment Development District No. 1<br>Series 2022<br>3.75%, 05/01/2028<sup>(b)</sup> | 867 | 820538 |
|  |  | 1654225 |
|  **New York – 8.7%** |  |  |
|  Build NYC Resource Corp.<br> (Integration Charter Schools)<br>Series 2021<br>5.00%, 06/01/2056<sup>(b)</sup> | 400 | 362243 |
|  Build NYC Resource Corp.<br> (Kipp NYC Public Charter Schools)<br>Series 2023<br>5.25%, 07/01/2062 | 1000 | 1036840 |
|  Hempstead Town Local Development Corp.<br> (Evergreen Charter School, Inc.)<br>Series 2022-A<br>5.50%, 06/15/2057 | 2000 | 2015878 |
|  Metropolitan Transportation Authority<br>Series 2020-A<br>5.00%, 02/01/2023 | 2000 | 2000000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/15/2045 | 1000 | 1092319 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-C<br>4.75%, 11/15/2045 | 1000 | 997309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/15/2050 | 1000 | 1024457 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-E<br>4.00%, 11/15/2026 | 1155 | 1186854 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-D<br>3.211% (SOFR + 0.33%), 11/01/2035<sup>(a)</sup> | 900 | 897810 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Monroe County Industrial Development Corp./NY<br> (St. Ann's of Greater Rochester Obligated Group)<br>Series 2019<br>5.00%, 01/01/2040 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486156 |
|  Monroe County Industrial Development Corp/NY<br> (Academy of Health Sciences Charter School)<br>Series 2022<br>6.00%, 07/01/2057<sup>(b)</sup> | 1000 | 1002074 |
|  New York City Transitional Finance Authority Building Aid Revenue <br>Series 2018-S<br>5.00%, 07/15/2032 | 865 | 983843 |
|  New York City Transitional Finance Authority Future Tax Secured Revenue<br>Series 2018<br>5.00%, 08/01/2023 | 1000 | 1013106 |
|  New York Counties Tobacco Trust V<br>Series 2005<br>Zero Coupon, 06/01/2050 | 350 | 50929 |
|  New York State Dormitory Authority<br> (Garnet Health Medical Center Obligated Group)<br>Series 2017<br>5.00%, 12/01/2034<sup>(b)</sup> | 1000 | 1014412 |
|  New York State Dormitory Authority<br> (State of New York Pers Income Tax)<br>Series 2014-A<br>5.00%, 02/15/2028 | 425 | 436918 |
|  New York State Dormitory Authority<br> (Wagner College)<br>Series 2022<br>5.00%, 07/01/2057 | 2000 | 2001501 |
|  New York Transportation Development Corp.<br> (Delta Air Lines, Inc.)<br>Series 2018<br>4.00%, 01/01/2036 | 275 | 267167 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020<br>4.375%, 10/01/2045 | 1000 | 947075 |
|  New York Transportation Development Corp.<br> (Laguardia Gateway Partners LLC)<br>Series 2016-A<br>5.00%, 07/01/2041 | 150 | 150852 |
|  Triborough Bridge & Tunnel Authority<br> (Metropolitan Transportation Authority Payroll Mobility Tax Revenue)<br>Series 2021-A<br>2.917%, 05/15/2040 | 500 | 378112 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-A<br>5.00%, 08/15/2024 | 5000 | 5185290 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-E<br>3.596%, 04/01/2026<sup>(h)</sup> | 10000 | 10102251 |
|  Ulster County Capital Resource Corp.<br> (Woodland Pond at New Paltz)<br>Series 2017<br>5.00%, 09/15/2037 | 120 | 99398 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Westchester County Local Development Corp.<br> (Purchase Senior Learning Community Obligated Group)<br>Series 2021<br>2.875%, 07/01/2026<sup>(b)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241298 |
|  Western Regional Off-Track Betting Corp.<br>Series 2021<br>4.125%, 12/01/2041<sup>(b)</sup> | 100 | 75751 |
|  |  | 35049843 |
|  **North Carolina – 0.4%** |  |  |
|  Fayetteville State University<br>Series 2023<br>5.00%, 04/01/2038<sup>(b)</sup> | 1045 | 1121905 |
|  North Carolina Turnpike Authority<br>Series 2017<br>5.00%, 01/01/2032 | 500 | 532397 |
|  |  | 1654302 |
|  **North Dakota – 0.0%** |  |  |
|  County of Grand Forks ND<br> (Red River Biorefinery LLC)<br>Series 2021<br>6.625%, 12/15/2031<sup>(b) (c) (d)</sup> | 100 | 55000 |
|  **Ohio – 1.9%** |  |  |
|  American Municipal Power, Inc.<br>Series 2020<br>4.00%, 02/15/2044 | 1000 | 969448 |
|  Buckeye Tobacco Settlement Financing Authority<br>Series 2020-B<br>5.00%, 06/01/2055 | 2630 | 2507751 |
|  City of Chillicothe OH<br> (Adena Health System Obligated Group)<br>Series 2017<br>5.00%, 12/01/2047 | 175 | 176287 |
|  Cleveland-Cuyahoga County Port Authority<br>Series 2021<br>4.00%, 12/01/2055<sup>(b)</sup> | 490 | 414512 |
|  County of Cuyahoga OH<br> (County of Cuyahoga OH Lease)<br>Series 2014<br>5.00%, 12/01/2028 | 365 | 374429 |
|  County of Cuyahoga OH<br> (MetroHealth System (The))<br>Series 2017<br>5.00%, 02/15/2042 | 205 | 207502 |
|  County of Marion OH<br> (United Church Homes, Inc. Obligated Group)<br>Series 2019<br>5.125%, 12/01/2049 | 100 | 89495 |
|  County of Montgomery OH<br> (Trousdale Foundation Obligated Group)<br>Series 2018-A<br>6.25%, 04/01/2049<sup>(b) (c) (d)</sup> | 100 | 35000 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  County of Washington OH<br> (Marietta Area Health Care, Inc. Obligated Group)<br>Series 2022<br>6.625%, 12/01/2042 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 12/01/2052 | 250 | 253893 |
|  Jefferson County Port Authority/OH<br> (JSW Steel USA Ohio, Inc.)<br>Series 2021<br>3.50%, 12/01/2051<sup>(b)</sup> | 1000 | 723813 |
|  Ohio Air Quality Development Authority<br> (Ohio Valley Electric Corp.)<br>Series 2019<br>3.25%, 09/01/2029 | 580 | 538735 |
|  Ohio Air Quality Development Authority<br> (Pratt Paper OH, Inc.)<br>Series 2017<br>4.25%, 01/15/2038<sup>(b)</sup> | 185 | 179414 |
|  Port of Greater Cincinnati Development Authority<br>Series 2021<br>4.375%, 06/15/2056 | 100 | 96785 |
|  |  | 7590930 |
|  **Oklahoma – 1.1%** |  |  |
|  Norman Regional Hospital Authority<br> (Norman Regional Hospital Authority Obligated Group)<br>Series 2019<br>3.25%, 09/01/2039 | 505 | 416353 |
|  Oklahoma Development Finance Authority<br> (Oklahoma City University Obligated Group)<br>Series 2019<br>5.00%, 08/01/2049 | 1180 | 1182383 |
|  Oklahoma Development Finance Authority<br> (OU Medicine Obligated Group)<br>Series 2018-B<br>5.25%, 08/15/2048 | 1000 | 918714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/15/2052 | 1000 | 968620 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-A<br>5.50%, 08/15/2044 | 1000 | 985064 |
|  |  | 4471134 |
|  **Oregon – 0.2%** |  |  |
|  Clackamas County Hospital Facility Authority<br> (Rose Villa, Inc. Obligated Group)<br>Series 2020-A<br>5.375%, 11/15/2055 | 1000 | 926866 |
|  **Other – 0.1%** |  |  |
|  Federal Home Loan Mortgage Corp. Multifamily VRD Certificates<br> (FHLMC Multifamily VRD Certificates)<br>2.65%, 06/15/2036<sup>(b)</sup> | 375 | 313282 |
|  **Pennsylvania – 3.7%** |  |  |
|  Allentown Neighborhood Improvement Zone Development Authority<br>Series 2022<br>5.25%, 05/01/2042<sup>(b)</sup> | 500 | 492980 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Berks County Municipal Authority (The)<br> (Tower Health Obligated Group)<br>Series 2020-B<br>5.00%, 02/01/2040 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904186 |
|  Bucks County Industrial Development Authority<br> (Grand View Hospital/Sellersville PA Obligated Group)<br>Series 2021<br>4.00%, 07/01/2051 | 1000 | 768666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2054 | 250 | 232121 |
|  Chester County Industrial Development Authority<br> (Collegium Charter School)<br>Series 2022<br>5.625%, 10/15/2042<sup>(b)</sup> | 250 | 250440 |
|  Lancaster County Hospital Authority/PA<br> (St Anne's Retirement Community Obligated Group)<br>Series 2020<br>5.00%, 03/01/2040 | 1000 | 891056 |
|  Montgomery County Higher Education and Health Authority<br> (Thomas Jefferson University Obligated Group)<br>Series 2022<br>5.00%, 05/01/2052 | 2000 | 2073115 |
|  Moon Industrial Development Authority<br> (Baptist Homes Society Obligated Group)<br>Series 2015<br>6.125%, 07/01/2050 | 1000 | 860463 |
|  Moon Industrial Development Authority<br> (Baptist Homes Society)<br>Series 2015<br>5.75%, 07/01/2035 | 100 | 91128 |
|  Pennsylvania Economic Development Financing Authority<br> (Commonwealth of Pennsylvania Department of Transportation)<br>Series 2022<br>5.25%, 06/30/2053 | 1000 | 1049616 |
| &nbsp;&nbsp;&nbsp;&nbsp; AGM Series 2022<br>5.00%, 12/31/2057 | 1000 | 1045296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/31/2062 | 1000 | 1098205 |
|  Pennsylvania Economic Development Financing Authority<br> (Covanta Holding Corp.)<br>Series 2019<br>3.25%, 08/01/2039<sup>(b)</sup> | 510 | 386605 |
|  Pennsylvania Economic Development Financing Authority<br> (Iron Cumberland LLC)<br>Series 2022<br>7.00%, 12/01/2029 | 1000 | 982897 |
|  Pennsylvania Economic Development Financing Authority<br> (PA Bridges Finco LP)<br>Series 2015<br>5.00%, 12/31/2038 | 100 | 101037 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Pennsylvania Economic Development Financing Authority<br> (UPMC Obligated Group)<br>Series 2022-C<br>2.36% (MUNIPSA + 0.70%), 11/15/2047<sup>(a)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970203 |
|  Pennsylvania Turnpike Commission<br>Series 2017-B<br>5.00%, 06/01/2036 | 200 | 212416 |
|  Philadelphia Authority for Industrial Development<br> (MaST Community Charter School III)<br>Series 2021<br>5.00%, 08/01/2054 | 100 | 101000 |
|  Philadelphia Authority for Industrial Development<br> (Philadelphia Performing Arts Charter School)<br>Series 2020<br>5.00%, 06/15/2040<sup>(b)</sup> | 1000 | 1002731 |
|  School District of Philadelphia (The)<br>Series 2019-A<br>5.00%, 09/01/2044<sup>(h)</sup> | 1350 | 1455702 |
|  |  | 14969863 |
|  **Puerto Rico – 3.0%** |  |  |
|  Children's Trust Fund<br>Series 2008-A<br>Zero Coupon, 05/15/2057 | 2600 | 187388 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2008-B<br> Zero Coupon, 05/15/2057 | 5000 | 295235 |
|  Commonwealth of Puerto Rico<br>Series 2021-A<br>Zero Coupon, 07/01/2024 | 41 | 38602 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 07/01/2033 | 779 | 450942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2033 | 2623 | 2452759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2035 | 111 | 100644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2037 | 95 | 84154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2041 | 129 | 111188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2046 | 134 | 112122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/01/2023 | 69 | 69164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 07/01/2025 | 242 | 247858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 07/01/2027 | 286 | 299602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 07/01/2029 | 284 | 301772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/01/2031 | 270 | 292820 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-A<br>Zero Coupon, 11/01/2051 | 2695 | 1185800 |
|  Commonwealth of Puerto Rico<br> (Commonwealth of Puerto Rico)<br>Series 2022-C<br>Zero Coupon, 11/01/2043 | 2973 | 1311742 |
|  GDB Debt Recovery Authority of Puerto Rico<br>Series 2018<br>7.50%, 08/20/2040 | 118 | 99540 |
|  HTA TRRB Custodial Trust<br>Series 2022<br>5.25%, 07/01/2036 | 110 | 110563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/01/2041 | 125 | 125788 |
|  Puerto Rico Commonwealth Aqueduct & Sewer Authority<br>Series 2008-A<br>6.125%, 07/01/2024 | 60 | 61127 |

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------

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| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Puerto Rico Electric Power Authority<br>Series 2007-T<br>5.00%, 07/01/2032<sup>(c) (d)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2037<sup>(c) (d)</sup> | 245 | 170887 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2008-W<br>5.00%, 07/01/2028<sup>(c) (d)</sup> | 245 | 170887 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2008-WW<br>5.375%, 07/01/2024<sup>(c) (d)</sup> | 125 | 87656 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2010-A<br>5.25%, 07/01/2029<sup>(c) (d)</sup> | 100 | 70000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/01/2030<sup>(c) (d)</sup> | 15 | 10500 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2010-C<br>5.00%, 07/01/2024<sup>(c) (d)</sup> | 25 | 17438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/01/2028<sup>(c) (d)</sup> | 175 | 122500 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2010-DDD<br>5.00%, 07/01/2021<sup>(c) (i)</sup> | 15 | 10313 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2010-X<br>5.25%, 07/01/2040<sup>(c) (d)</sup> | 340 | 238000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/01/2036<sup>(c) (d)</sup> | 125 | 88125 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2010-ZZ<br>5.25%, 07/01/2024<sup>(c) (d)</sup> | 40 | 28000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2012-A<br>5.00%, 07/01/2029<sup>(c) (d)</sup> | 50 | 34875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2042<sup>(c) (d)</sup> | 10 | 6975 |
| &nbsp;&nbsp;&nbsp;&nbsp; AGM Series 2007-V<br>5.25%, 07/01/2031 | 375 | 376754 |
|  Puerto Rico Highway & Transportation Authority<br>Series 2022-A<br>5.00%, 07/01/2062 | 580 | 558250 |
|  Puerto Rico Industrial Tourist Educational Medical & Environmental Control Facilities Financing Auth<br> (AES Puerto Rico LP)<br>Series 2000<br>6.625%, 06/01/2026 | 350 | 355835 |
|  Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue<br>Series 2018-A<br>Zero Coupon, 07/01/2024 | 6 | 5648 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 07/01/2027 | 17 | 14017 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 07/01/2029 | 17 | 12720 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 07/01/2046 | 2111 | 579695 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-A<br>4.329%, 07/01/2040 | 440 | 421222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2058 | 867 | 854211 |
|  |  | 12232606 |
|  **South Carolina – 0.5%** |  |  |
|  Columbia Housing Authority/SC<br>Series 2022<br>4.80%, 11/01/2024 | 150 | 146055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.26%, 11/01/2032 | 100 | 99165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.41%, 11/01/2039 | 310 | 304284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.28%, 11/01/2039 | 100 | 98262 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  South Carolina Jobs-Economic Development Authority<br> (Last Step Recycling LLC)<br>Series 2021<br>6.25%, 06/01/2040<sup>(b)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 06/01/2051<sup>(b)</sup> | 300 | 220188 |
|  South Carolina Jobs-Economic Development Authority<br> (PSG Patriot's Place Apartments LLC)<br>Series 2022<br>Zero Coupon, 06/01/2052 | 415 | 297624 |
|  South Carolina Public Service Authority<br>Series 2016-A<br>5.00%, 12/01/2036 | 265 | 274274 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022<br>4.00%, 12/01/2046 | 329 | 315385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/01/2049 | 220 | 208093 |
|  |  | 2040196 |
|  **Tennessee – 1.1%** |  |  |
|  Bristol Industrial Development Board<br> (Bristol Industrial Development Board Sales Tax)<br>Series 2016-A<br>5.00%, 12/01/2035<sup>(b)</sup> | 370 | 355564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 12/01/2042<sup>(b)</sup> | 1000 | 935528 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-B<br>Zero Coupon, 12/01/2031<sup>(b)</sup> | 150 | 92869 |
|  Chattanooga Health Educational & Housing Facility Board<br> (CommonSpirit Health)<br>Series 2019-A<br>4.00%, 08/01/2037 | 30 | 29952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/01/2038 | 100 | 99470 |
|  Knox County Industrial Development Board<br> (Tompaul Knoxville LLC)<br>Series 2022<br>9.25%, 11/01/2042<sup>(b)</sup> | 200 | 202568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.50%, 11/01/2052<sup>(b)</sup> | 400 | 405069 |
|  Metropolitan Government Nashville & Davidson County Health & Educational Facilities Board<br> (Trevecca Nazarene University)<br>Series 2021<br>4.00%, 10/01/2051 | 250 | 209345 |
|  Metropolitan Government Nashville & Davidson County Health & Educational Facilities Board<br> (Trousdale Foundation Obligated Group)<br>Series 2018-A<br>6.25%, 04/01/2049<sup>(b) (c) (d)</sup> | 135 | 47250 |
|  Metropolitan Government Nashville & Davidson County Health & Educational Facilities Board<br> (Vanderbilt University Medical Center Obligated Group)<br>Series 2016<br>5.00%, 07/01/2035 | 215 | 225694 |
|  Metropolitan Government Nashville & Davidson County Industrial Development Board<br> (South Nashville Central Business Improvement District)<br>Series 2021<br>Zero Coupon, 06/01/2043<sup>(b)</sup> | 1000 | 325347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/2051<sup>(b)</sup> | 100 | 81179 |

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---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Tennergy Corp/TN<br> (Goldman Sachs Group, Inc. (The))<br>Series 2022-A<br>5.50%, 10/01/2053 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083713 |
|  Wilson County Health & Educational Facilities Board<br>Series 2021<br>4.00%, 12/01/2039 | 200 | 156356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/01/2024 | 200 | 188525 |
|  |  | 4438429 |
|  **Texas – 7.5%** |  |  |
|  Abilene Convention Center Hotel Development Corp.<br> (City of Abilene TX Abilene Convention Center Revenue)<br>Series 2021-A<br>4.00%, 10/01/2050 | 250 | 201909 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-B<br>5.00%, 10/01/2050<sup>(b)</sup> | 500 | 440304 |
|  Arlington Higher Education Finance Corp.<br> (BASIS Texas Charter Schools, Inc.)<br>Series 2021<br>4.50%, 06/15/2056<sup>(b)</sup> | 500 | 484037 |
|  Arlington Higher Education Finance Corp.<br> (Magellan School/The)<br>Series 2022<br>6.25%, 06/01/2052<sup>(b)</sup> | 100 | 100903 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 06/01/2062<sup>(b)</sup> | 250 | 250930 |
|  Austin Convention Enterprises, Inc.<br>Series 2017-A<br>5.00%, 01/01/2034 | 500 | 519041 |
|  Baytown Municipal Development District<br> (Baytown Municipal Development District Hotel Occupancy Tax)<br>Series 2021<br>5.00%, 10/01/2050<sup>(b)</sup> | 400 | 346381 |
|  Board of Regents of the University of Texas System<br>Series 2016-E<br>5.00%, 08/15/2023 | 1000 | 1014442 |
|  Brazoria County Industrial Development Corp.<br> (Aleon Renewable Metals LLC)<br>Series 2022<br>10.00%, 06/01/2042<sup>(b)</sup> | 500 | 492010 |
|  Central Texas Regional Mobility Authority<br>Series 2021-B<br>5.00%, 01/01/2046 | 1000 | 1086425 |
|  City of Dallas Housing Finance Corp.<br> (DHFC The Briscoe Apartments LLC)<br>Series 2022<br>Zero Coupon, 12/01/2062<sup>(b)</sup> | 4760 | 339686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 12/01/2062  | 555 | 582839 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  City of Dallas Housing Finance Corp.<br> (DHFC The Dylan Apartments LLC)<br>Series 2022<br>6.00%, 12/01/2062<sup>(b)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 12/01/2054<sup>(b)</sup> | 100 | 94976 |
|  City of Houston TX<br> (City of Houston TX Hotel Occupancy Tax)<br>Series 2015<br>5.00%, 09/01/2031 | 160 | 163776 |
|  City of San Antonio TX Electric & Gas Systems Revenue<br>Series 2021-A<br>5.00%, 02/01/2046 | 1000 | 1095202 |
|  Conroe Local Government Corp. <br>(Conroe Local Government Corp. Conroe Convention Center Hotel)<br>Series 2021<br>4.00%, 10/01/2046 | 1000 | 989365 |
|  Dallas Area Rapid Transit<br>Series 2014-A<br>5.00%, 12/01/2025 (Pre-refunded/ETM) | 580 | 607467 |
|  Dallas County Flood Control District No. 1<br>Series 2015<br>5.00%, 04/01/2028<sup>(b)</sup> | 100 | 100108 |
|  Decatur Hospital Authority<br>Series 2021<br>4.00%, 09/01/2044 | 1000 | 845764 |
|  Grand Parkway Transportation Corp.<br>Series 2018<br>5.00%, 02/01/2023 (Pre-refunded/ETM) | 12045 | 12045000 |
|  Hidalgo County Regional Mobility Authority<br>Series 2022-A<br>4.00%, 12/01/2037 | 1600 | 1539190 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 12/01/2042 | 1400 | 476724 |
|  Love Field Airport Modernization Corp.<br> (Dallas Love Field)<br>Series 2015<br>5.00%, 11/01/2032 | 500 | 524059 |
|  Mission Economic Development Corp.<br> (Natgasoline LLC)<br>Series 2018<br>4.625%, 10/01/2031<sup>(b)</sup> | 450 | 446962 |
|  New Hope Cultural Education Facilities Finance Corp.<br> (Morningside Ministries Obligated Group)<br>Series 2020<br>5.00%, 01/01/2055 | 100 | 84489 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022<br>4.00%, 01/01/2047 | 100 | 73149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/01/2057 | 200 | 163993 |
|  New Hope Cultural Education Facilities Finance Corp.<br> (Outlook at Windhaven Forefront Living Obligated Group)<br>Series 2022<br>6.875%, 10/01/2057 | 1000 | 1000919 |

---

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---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Port Beaumont Navigation District<br> (Jefferson Railport Terminal II LLC)<br>Series 2020<br>4.00%, 01/01/2050<sup>(b)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74526 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021<br>2.625%, 01/01/2031<sup>(b)</sup> | 300 | 242386 |
|  Tarrant County Cultural Education Facilities Finance Corp.<br> (Edgemere Retirement Senior Quality Lifestyles Corp.)<br>Series 2015-A<br>5.00%, 11/15/2025<sup>(c) (d)</sup> | 675 | 270000 |
|  Tarrant County Cultural Education Facilities Finance Corp.<br> (Stayton at Museum Way)<br>Series 2020-A<br>5.75%, 12/01/2054<sup>(c) (d)</sup> | 456 | 296492 |
|  Texas Private Activity Bond Surface Transportation Corp.<br> (NTE Mobility Partners Segments 3 LLC)<br>Series 2019<br>5.00%, 06/30/2058 | 3000 | 3035932 |
|  |  | 30302004 |
|  **Utah – 0.6%** |  |  |
|  City of Salt Lake City UT Airport Revenue<br>Series 2018-A<br>5.00%, 07/01/2048<sup>(h)</sup> | 1000 | 1033554 |
|  Military Installation Development Authority<br>Series 2021-A<br>4.00%, 06/01/2052 | 500 | 383561 |
|  Utah Infrastructure Agency<br>Series 2022<br>5.00%, 10/15/2046 | 1000 | 971745 |
|  |  | 2388860 |
|  **Vermont – 0.1%** |  |  |
|  Vermont Economic Development Authority<br> (Casella Waste Systems, Inc.)<br>Series 2022<br>5.00%, 06/01/2052<sup>(b)</sup> | 500 | 502361 |
|  **Virginia – 2.4%** |  |  |
|  Align Affordable Housing Bond Fund LP<br> (Park Landing LP)<br>Series 2022-2<br>5.66%, 08/01/2052 | 320 | 317542 |
|  Halifax County Industrial Development Authority<br> (Virginia Electric and Power Co.)<br>Series 2022<br>1.65%, 12/01/2041 | 2000 | 1943380 |
|  Henrico County Economic Development Authority<br> (Westminster-Canterbury Corp. Obligated Group)<br>Series 2022<br>5.00%, 10/01/2047 | 1000 | 1064103 |
|  Tobacco Settlement Financing Corp./VA<br>Series 2007-B1<br>5.00%, 06/01/2047 | 165 | 160019 |

---

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---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Virginia Small Business Financing Authority<br> (95 Express Lanes LLC)<br>Series 2022<br>4.00%, 01/01/2048 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904938 |
|  Virginia Small Business Financing Authority<br> (Elizabeth River Crossings OpCo LLC)<br>Series 2022<br>4.00%, 01/01/2034 | 2000 | 2036086 |
|  Virginia Small Business Financing Authority<br> (Pure Salmon Virginia, LLC)<br>Series 2022<br>3.50%, 11/01/2052 | 2000 | 2000551 |
|  Virginia Small Business Financing Authority<br> (Total Fiber Recovery @ Chesapeake LLC)<br>Series 2022<br>7.677%, 06/01/2029<sup>(b)</sup> | 530 | 515777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 06/01/2042<sup>(b)</sup> | 615 | 585321 |
|  |  | 9527717 |
|  **Washington – 1.8%** |  |  |
|  Pend Oreille County Public Utility District No. 1 Box Canyon<br>Series 2018<br>5.00%, 01/01/2044 | 280 | 288961 |
|  Port of Seattle WA<br>Series 2015-C<br>5.00%, 04/01/2033 | 510 | 523368 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021<br>4.00%, 08/01/2040 | 1000 | 985049 |
|  Spokane County School District No. 81 Spokane<br>Series 2012<br>3.00%, 12/01/2031 | 1000 | 999988 |
|  Washington Economic Development Finance Authority<br> (Mura Cascade ELP LLC)<br>Series 2022<br>3.90%, 12/01/2042<sup>(b)</sup> | 2500 | 2503179 |
|  Washington State Convention Center Public Facilities District<br>Series 2021<br>4.00%, 07/01/2031 | 235 | 220351 |
|  Washington State Housing Finance Commission<br> (Presbyterian Retirement Communities Northwest Obligated Group)<br>Series 2013<br>5.25%, 01/01/2043<sup>(b)</sup> | 1000 | 897405 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-A<br>5.00%, 01/01/2055<sup>(b)</sup> | 1000 | 780414 |
|  Washington State Housing Finance Commission<br> (Rockwood Retirement Communities)<br>Series 2014-A<br>7.375%, 01/01/2044 (Pre-refunded/ETM)<sup>(b)</sup> | 200 | 208353 |
|  |  | 7407068 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **West Virginia – 0.2%** |  |  |
|  City of South Charleston WV<br> (City of South Charleston WV South Charleston Park Place Excise Tax District)<br>Series 2022<br>4.25%, 06/01/2042<sup>(b)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201508 |
|  Monongalia County Commission Excise Tax District<br>Series 2022-A<br>6.25%, 06/01/2024 | 250 | 250911 |
|  Tobacco Settlement Finance Authority/WV<br>Series 2020<br>3.00%, 06/01/2035 | 385 | 355707 |
|  |  | 808126 |
|  **Wisconsin – 3.6%** |  |  |
|  St. Croix Chippewa Indians of Wisconsin<br>Series 2021<br>5.00%, 09/30/2041<sup>(b)</sup> | 200 | 154871 |
|  UMA Education, Inc.<br>Series 2019<br>5.00%, 10/01/2025<sup>(b)</sup> | 100 | 101411 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/2027<sup>(b)</sup> | 130 | 132480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/2029<sup>(b)</sup> | 100 | 101865 |
|  Wisconsin Center District<br> (Wisconsin Center District Ded Tax)<br>Series 2022<br>5.25%, 12/15/2061<sup>(b)</sup> | 200 | 204260 |
|  Wisconsin Health & Educational Facilities Authority<br> (Advocate Aurora Health Obligated Group)<br>Series 2023<br>5.00%, 08/15/2054 | 1000 | 1077340 |
|  Wisconsin Health & Educational Facilities Authority<br> (Oakwood Lutheran Senior Ministries Obligated Group)<br>Series 2021<br>4.00%, 01/01/2047 | 100 | 76337 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/01/2057 | 1000 | 718221 |
|  Wisconsin Health & Educational Facilities Authority<br> (St. Camillus Health System Obligated Group)<br>Series 2019<br>5.00%, 11/01/2054 | 100 | 81076 |
|  Wisconsin Health & Educational Facilities Authority<br> (St. John's Communities, Inc. Obligated Group)<br>Series 2022<br>4.00%, 09/15/2036 | 775 | 689889 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/15/2041 | 765 | 653850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/15/2045 | 650 | 531941 |
|  Wisconsin Housing & Economic Development Authority<br> (Roers Sun Prairie Apartments Owner LLC)<br>Series 2022<br>4.625%, 03/15/2040<sup>(b)</sup> | 100 | 88975 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-A<br>3.875%, 12/01/2039<sup>(b)</sup> | 460 | 407081 |
|  Wisconsin Public Finance Authority<br>Series 2022<br>6.00%, 02/01/2062<sup>(b)</sup> | 1000 | 988212 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Wisconsin Public Finance Authority<br> (21st Century Public Academy)<br>Series 2020<br>3.75%, 06/01/2030<sup>(b)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317976 |
|  Wisconsin Public Finance Authority<br> (Catholic Bishop of Chicago (The))<br>Series 2021<br>5.75%, 07/25/2041<sup>(b)</sup> | 1000 | 922791 |
|  Wisconsin Public Finance Authority<br> (Celanese US Holdings LLC)<br>Series 2016-C<br>4.30%, 11/01/2030 | 100 | 97739 |
|  Wisconsin Public Finance Authority<br> (FAH Tree House LLC)<br>Series 2023<br>6.50%, 08/01/2053<sup>(b)</sup> | 500 | 511562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 02/01/2046<sup>(b)</sup> | 375 | 358626 |
|  Wisconsin Public Finance Authority<br> (Gannon University)<br>Series 2017<br>5.00%, 05/01/2042 | 1315 | 1318680 |
|  Wisconsin Public Finance Authority<br> (KDC Agribusiness LLC)<br>Series 2022<br>15.00%, 02/01/2023<sup>(b)</sup> | 600 | 600000 |
|  Wisconsin Public Finance Authority<br> (Mary's Woods at Marylhurst, Inc.)<br>Series 2017-A<br>5.25%, 05/15/2042<sup>(b)</sup> | 130 | 121753 |
|  Wisconsin Public Finance Authority<br> (McLemore Resort Manager LLC)<br>Series 2021<br>4.50%, 06/01/2056<sup>(b)</sup> | 295 | 225689 |
|  Wisconsin Public Finance Authority<br> (Queens University of Charlotte)<br>Series 2022<br>5.25%, 03/01/2042 | 1000 | 1032457 |
|  Wisconsin Public Finance Authority<br> (Roseman University of Health Sciences)<br>Series 2020<br>5.00%, 04/01/2050<sup>(b)</sup> | 200 | 188137 |
|  Wisconsin Public Finance Authority<br> (Samaritan Housing Foundation Obligated Group)<br>Series 2021<br>4.00%, 06/01/2056<sup>(b)</sup> | 500 | 334423 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022<br>4.00%, 06/01/2049<sup>(b)</sup> | 100 | 70417 |
|  Wisconsin Public Finance Authority<br> (Southeastern Regional Medical Center Obligated Group)<br>Series 2022<br>4.00%, 02/01/2034 | 1300 | 1304894 |
|  Wisconsin Public Finance Authority<br> (Uwharrie Charter Academy)<br>Series 2022<br>5.00%, 06/15/2062<sup>(b)</sup> | 500 | 441048 |

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| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Wisconsin Public Finance Authority<br> (Washoe Barton Medical Clinic)<br>Series 2021<br>4.00%, 12/01/2051 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | $| 800532 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14654533 |
|  Total Long-Term Municipal Bonds <br>(cost $352,389,927) | Total Long-Term Municipal Bonds <br>(cost $352,389,927) | Total Long-Term Municipal Bonds <br>(cost $352,389,927) |  | 338525206 |
|  **Short-Term Municipal Notes – 13.1%** |  |  |  |  |
|  **Arizona – 0.2%** | **Arizona – 0.2%** | **Arizona – 0.2%** | **Arizona – 0.2%** | **Arizona – 0.2%** |
|  Arizona Industrial Development Authority<br> (Phoenix Children's Hospital)<br>Series 2019<br>1.20%, 02/01/2048<sup>(j)</sup> |  | 635 |  | 635000 |
|  **Colorado – 1.5%** |  |  |  |  |
|  Colorado Educational & Cultural Facilities Authority<br> (Jewish Federation of South Palm Beach County, Inc.)<br>Series 2008<br>1.25%, 02/01/2038<sup>(j)</sup> |  | 2000 |  | 2000000 |
|  Colorado Educational & Cultural Facilities Authority<br> (Mandel Jewish Community Center of Cleveland (The))<br>Series 2008<br>1.25%, 09/01/2038<sup>(j)</sup> |  | 500 |  | 500000 |
|  Colorado Educational & Cultural Facilities Authority<br> (Mandel Jewish Community Center of Cleveland/The)<br>Series 2008<br>1.25%, 09/01/2038<sup>(j)</sup> |  | 1445 |  | 1445000 |
|  Colorado Educational & Cultural Facilities Authority<br> (Michael Ann Russell Jewish Community Center, Inc.)<br>Series 2012<br>1.25%, 01/01/2039<sup>(j)</sup> |  | 2000 |  | 2000000 |
|  |  |  |  | 5945000 |
|  **District of Columbia – 0.7%** |  |  |  |  |
|  District of Columbia<br> (Georgetown University (The))<br>Series 2016<br>1.63%, 04/01/2041<sup>(j)</sup> |  | 1120 |  | 1120000 |
|  District of Columbia<br> (MedStar Health Obligated Group)<br>Series 2017-A<br>1.20%, 08/15/2038<sup>(j)</sup> |  | 1800 |  | 1800000 |
|  |  |  |  | 2920000 |

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| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Florida – 1.8%** | **Florida – 1.8%** | **Florida – 1.8%** |
|  County of Palm Beach FL<br> (Raymond F Kravis Center for the Performing Arts, Inc. (The))<br>Series 2002<br>1.73%, 07/01/2032<sup>(j)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650000 |
|  Halifax Hospital Medical Center<br> (Halifax Hospital Medical Center Obligated Group)<br>Series 2010<br>1.65%, 06/01/2048<sup>(j)</sup> | 2080 | 2080000 |
|  Orange County Health Facilities Authority<br> (Nemours Foundation/Florida)<br>Series 2013-B<br>1.60%, 01/01/2039<sup>(j)</sup> | 2735 | 2735000 |
|  |  | 7465000 |
|  **Idaho – 0.4%** | **Idaho – 0.4%** | **Idaho – 0.4%** |
|  Idaho Health Facilities Authority<br> (St Luke's Health System Ltd. Obligated Group/ID)<br>Series 2018-C<br>1.21%, 03/01/2048<sup>(j)</sup> | 1675 | 1675000 |
|  **Illinois – 0.8%** | **Illinois – 0.8%** | **Illinois – 0.8%** |
|  Illinois Educational Facilities Authority<br> (Lincoln Park Society (The))<br>Series 1999<br>1.70%, 01/01/2029<sup>(j)</sup> | 300 | 300000 |
|  Illinois Finance Authority<br> (Illinois College)<br>Series 2005<br>1.65%, 10/01/2030<sup>(j)</sup> | 1325 | 1325000 |
|  Illinois Finance Authority<br> (Latin School of Chicago (The))<br>Series 2005-B<br>1.65%, 08/01/2035<sup>(j)</sup> | 385 | 385000 |
|  Illinois Finance Authority<br> (University of Chicago Medical Center Obligated Group)<br>Series 2010<br>1.25%, 08/01/2044<sup>(j)</sup> | 1000 | 1000000 |
|  Village of Brookfield IL<br> (Chicago Zoological Society (The))<br>Series 2008<br>1.68%, 06/01/2038<sup>(j)</sup> | 275 | 275000 |
|  |  | 3285000 |
|  **Indiana – 0.1%** | **Indiana – 0.1%** | **Indiana – 0.1%** |
|  Indiana Finance Authority<br> (Parkview Health System Obligated Group)<br>Series 2009D<br>1.30%, 11/01/2039<sup>(j)</sup> | 300 | 300000 |
|  **Iowa – 0.7%** | **Iowa – 0.7%** | **Iowa – 0.7%** |
|  Iowa Finance Authority<br> (Iowa Health System Obligated Group)<br>1.15%, 07/01/2041<sup>(j)</sup> | 500 | 500000 |

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------

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| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018<br>1.15%, 02/15/2041<sup>(j)</sup> | $690 | $690000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.15%, 07/01/2041<sup>(j)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | 1600000 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2790000 |
|  **Kentucky – 0.1%** |  |  |
|  Louisville/Jefferson County Metropolitan Government<br> (Norton Healthcare Obligated Group)<br>Series 2016-A<br>1.76%, 10/01/2039<sup>(j)</sup> | 235 | 235000 |
|  **Louisiana – 0.9%** |  |  |
|  Louisiana Public Facilities Authority<br> (CHRISTUS Health Obligated Group)<br>Series 2009<br>1.65%, 07/01/2047<sup>(j)</sup> | 365 | 365000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.83%, 07/01/2047<sup>(j)</sup> | 2000 | 2000000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 07/01/2047<sup>(j)</sup> | 1290 | 1290000 |
|  |  | 3655000 |
|  **Maryland – 0.5%** |  |  |
|  Maryland Health & Higher Educational Facilities Authority<br>Series 2014-A<br>1.72%, 04/01/2035<sup>(j)</sup> | 1000 | 1000000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014A<br>1.83%, 04/01/2035<sup>(j)</sup> | 1000 | 1000000 |
|  |  | 2000000 |
|  **Massachusetts – 0.8%** |  |  |
|  Massachusetts Development Finance Agency<br> (Trustees of Boston University)<br>Series 2013-U<br>1.15%, 10/01/2042<sup>(j)</sup> | 1250 | 1250000 |
|  Massachusetts Health & Educational Facilities Authority<br> (Baystate Medical Obligated Group)<br>Series 2019-J<br>1.10%, 07/01/2044<sup>(j)</sup> | 2000 | 2000000 |
|  |  | 3250000 |
|  **Minnesota – 1.2%** |  |  |
|  City of Minneapolis MN<br> (Fairview Health Services Obligated Group)<br>Series 2018<br>1.30%, 11/15/2048<sup>(j)</sup> | 2000 | 2000000 |
|  City of Minneapolis MN/St Paul Housing & Redevelopment Authority <br>(Allina Health Obligated Group)<br>Series 2009-B<br>1.20%, 11/15/2035<sup>(j)</sup> | 1600 | 1600000 |

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| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Housing & Redevelopment Authority of The City of St Paul Minnesota<br> (Allina Health Obligated Group)<br>Series 2009-C<br>1.65%, 11/15/2035<sup>(j)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200000 |
|  |  | 4800000 |
|  **New Jersey – 0.8%** |  |  |
|  Essex County Improvement Authority<br> (Jewish Community Center of MetroWest, Inc.)<br>Series 2005<br>1.70%, 07/01/2025<sup>(j)</sup> | 2165 | 2165000 |
|  New Jersey Health Care Facilities Financing Authority<br> (AHS Hospital Corp.)<br>Series 2008-C<br>1.55%, 07/01/2036<sup>(j)</sup> | 1000 | 1000000 |
|  |  | 3165000 |
|  **New York – 0.3%** |  |  |
|  New York City Housing Development Corp.<br> (2 Gold LLC)<br>Series 2008-A<br>1.55%, 04/15/2036<sup>(j)</sup> | 900 | 900000 |
|  New York City Housing Development Corp.<br> (BCRE-90 West Street LLC)<br>Series 2006A<br>1.55%, 03/15/2036<sup>(j)</sup> | 355 | 355000 |
|  |  | 1255000 |
|  **Ohio – 0.4%** |  |  |
|  Columbus Regional Airport Authority<br>Series 2005<br>1.68%, 07/01/2035<sup>(j)</sup> | 1465 | 1465000 |
|  **Oregon – 0.1%** |  |  |
|  Oregon State Facilities Authority<br> (PeaceHealth Obligated Group)<br>Series 2018-A<br>1.21%, 08/01/2034<sup>(j)</sup> | 600 | 600000 |
|  **Rhode Island – 0.4%** |  |  |
|  Rhode Island Health and Educational Building Corp.<br> (Roger Williams University)<br>Series 2012-B<br>1.67%, 11/15/2038<sup>(j)</sup> | 850 | 850000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.82%, 11/15/2038<sup>(j)</sup> | 825 | 825000 |
|  |  | 1675000 |
|  **South Carolina – 0.1%** |  |  |
|  South Carolina Jobs-Economic Development Authority<br> (PSG Patriot's Place Apartments LLC)<br>Series 2022<br>6.00%, 06/01/2023 | 235 | 233271 |

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------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Virginia – 0.5%** | **Virginia – 0.5%** | **Virginia – 0.5%** |
|  Loudoun County Economic Development Authority<br> (Jack Kent Cooke Foundation)<br>Series 2004<br>1.68%, 06/01/2034<sup>(j)</sup> | $300 | $300000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.82%, 06/01/2034<sup>(j)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750000 |
|  |  | 2050000 |
|  **Washington – 0.6%** | **Washington – 0.6%** | **Washington – 0.6%** |
|  Washington State Housing Finance Commission<br> (Panorama/United States)<br>Series 2008<br>1.65%, 04/01/2043<sup>(j)</sup> | 2250 | 2250000 |
|  Washington State Housing Finance Commission<br> (West Valley Nursing Homes, Inc.)<br>Series 2000<br>1.65%, 10/01/2031<sup>(j)</sup> | 250 | 250000 |
|  |  | 2500000 |
|  **Wisconsin – 0.2%** | **Wisconsin – 0.2%** | **Wisconsin – 0.2%** |
|  Wisconsin Health & Educational Facilities Authority<br> (Medical College of Wisconsin, Inc.)<br>Series 2008-B<br>1.21%, 12/01/2033<sup>(j)</sup> | 1000 | 1000000 |
|  Total Short-Term Municipal Notes <br>(cost $52,899,807) | Total Short-Term Municipal Notes <br>(cost $52,899,807) | 52898271 |
|  Total Municipal Obligations <br>(cost $405,289,734) | Total Municipal Obligations <br>(cost $405,289,734) | 391423477 |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.4%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.4%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.4%** |
|  **Agency CMBS – 0.5%** | **Agency CMBS – 0.5%** | **Agency CMBS – 0.5%** |
|  California Housing Finance Agency<br>Series 2019-2, Class A<br>4.00%, 03/20/2033 | 152 | 154208 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2, Class A<br>3.75%, 03/25/2035 | 984 | 983675 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2, Class X<br>0.823%, 03/25/2035<sup>(k)</sup> | 982 | 53799 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-3, Class A<br>3.25%, 08/20/2036 | 246 | 227606 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-3, Class X<br>0.788%, 08/20/2036<sup>(k)</sup> | 982 | 54772 |
|  Federal Home Loan Mortgage Corp.<br>Series 2022-ML13, Class XUS<br>0.983%, 09/25/2036<sup>(k)</sup> | 1197 | 86437 |
|  Washington State Housing Finance Commission<br>Series 2021-1, Class A<br>3.50%, 12/20/2035 | 278 | 262114 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class X<br>0.726%, 12/20/2035<sup>(k)</sup> | 978 | 49227 |
|  |  | 1871838 |

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---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Non-Agency Fixed Rate CMBS – 0.8%** |  |  |
|  Arizona Industrial Development Authority<br>Series 2019-2, Class A<br>3.625%, 05/20/2033 | $193 | $186119 |
|  New Hampshire Business Finance Authority<br>Series 2020-1, Class A<br>4.125%, 01/20/2034 | 206 | 207770 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1, Class A<br>4.375%, 09/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1986 | 1990361 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-2, Class A<br>4.00%, 10/20/2036 | 996 | 965033 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-2, Class X<br>0.719%, 10/01/2036<sup>(k)</sup> | 996 | 52006 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3401289 |
|  **Non-Agency Floating Rate CMBS – 0.1%** |  |  |
|  BAMLL Commercial Mortgage Securities Trust<br>Series 2017-SCH, Class AF<br>5.46% (LIBOR 1 Month + 1.00%), 11/15/2033<sup>(a) (b)</sup> | 250 | 236780 |
|  DBWF Mortgage Trust<br>Series 2018-GLKS, Class A<br>5.60% (LIBOR 1 Month + 1.13%), 12/19/2030<sup>(a) (b)</sup> | 275 | 269310 |
|  |  | 506090 |
|  Total Commercial Mortgage-Backed Securities <br>(cost $5,807,537) |  | 5779217 |
|  **CORPORATES - NON-INVESTMENT GRADE – 1.0%** |  |  |
|  **Industrial – 0.9%** |  |  |
|  **Communications - Media – 0.2%** |  |  |
|  CCO Holdings LLC/CCO Holdings Capital Corp.<br>4.25%, 01/15/2034<sup>(b)</sup> | 309 | 241517 |
|  DISH DBS Corp.<br>5.25%, 12/01/2026<sup>(b)</sup> | 240 | 206796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/01/2028<sup>(b)</sup> | 250 | 205043 |
|  |  | 653356 |
|  **Communications - Telecommunications – 0.0%** |  |  |
|  Intelsat Jackson Holdings SA<br>5.50%, 08/01/2023<sup>(c) (l) (m)</sup> | 275 | 0 |
|  **Consumer Cyclical - Entertainment – 0.5%** |  |  |
|  Carnival Corp.<br>4.00%, 08/01/2028<sup>(b)</sup> | 400 | 344812 |
|  Royal Caribbean Cruises Ltd.<br>8.25%, 01/15/2029<sup>(b)</sup> | 725 | 757429 |
|  Wild Rivers Water Park<br>8.50%, 11/01/2051<sup>(l)</sup> | 1225 | 998889 |
|  |  | 2101130 |
|  **Consumer Non-Cyclical – 0.1%** |  |  |
|  Medline Borrower LP<br>3.875%, 04/01/2029<sup>(b)</sup> | 350 | 299474 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Services – 0.0%** |  |  |
|  Trousdale Issuer LLC<br>Series A<br>6.50%, 04/01/2025<sup>(c) (d) (l)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 |
|  **Transportation - Airlines – 0.1%** |  |  |
|  American Airlines, Inc./AAdvantage Loyalty IP Ltd.<br>5.50%, 04/20/2026<sup>(b)</sup> | 155 | 152009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/20/2029<sup>(b)</sup> | 165 | 159733 |
|  United Airlines, Inc.<br>4.375%, 04/15/2026<sup>(b)</sup> | 150 | 142488 |
|  |  | 454230 |
|  |  | 3578190 |
|  **Utility – 0.1%** |  |  |
|  Vistra Corp.<br>7.00%, 12/15/2026<sup>(b) (n)</sup> | 225 | 211806 |
|  **Financials – 0.0%** |  |  |
|  **Insurance – 0.0%** |  |  |
|  Tower Health<br>Series 2020<br>4.451%, 02/01/2050 | 400 | 189028 |
|  **Financial Institutions – 0.0%** |  |  |
|  **Banking – 0.0%** |  |  |
|  UMB Financial Corp.<br>10.00%, 01/01/2049<sup>(l) (m)</sup> | 152 | 150836 |
|  Total Corporates - Non-Investment Grade <br>(cost $4,534,712) |  | 4129860 |
|  **CORPORATES - INVESTMENT GRADE – 0.8%** |  |  |
|  **Industrial – 0.4%** |  |  |
|  **Consumer Cyclical - Entertainment – 0.2%** |  |  |
|  YMCA of Greater New York<br>2.303%, 08/01/2026 | 1000 | 906130 |
|  **Consumer Cyclical - Other – 0.1%** |  |  |
|  Las Vegas Sands Corp.<br>3.20%, 08/08/2024 | 600 | 576702 |
|  **Consumer Non-Cyclical – 0.1%** |  |  |
|  Newell Brands, Inc.<br>4.45%, 04/01/2026 | 173 | 164334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/01/2025 | 18 | 17588 |
|  |  | 181922 |
|  |  | 1664754 |
|  **Financial Institutions – 0.4%** |  |  |
|  **Banking – 0.2%** |  |  |
|  Bank of New York Mellon Corp. (The)<br>Series H<br>3.70%, 03/20/2026<sup>(n)</sup> | 100 | 93007 |
|  Comerica, Inc.<br>5.625%, 07/01/2025<sup>(n)</sup> | 100 | 98307 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Fifth Third Bancorp<br>Series L<br>4.50%, 09/30/2025<sup>(n)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96807 |
|  Huntington Bancshares, Inc./OH<br>Series F<br>5.625%, 07/15/2030<sup>(n)</sup> | 100 | 98577 |
|  JPMorgan Chase & Co.<br>Series Q<br>5.15%, 05/01/2023<sup>(n)</sup> | 50 | 49676 |
|  Truist Financial Corp.<br>Series Q<br>5.10%, 03/01/2030<sup>(n)</sup> | 100 | 97355 |
|  Wells Fargo & Co.<br>Series BB<br>3.90%, 03/15/2026<sup>(n)</sup> | 100 | 92113 |
|  |  | 625842 |
|  **Finance – 0.1%** |  |  |
|  Air Lease Corp.<br>3.625%, 04/01/2027 | 600 | 564348 |
|  **Insurance – 0.1%** |  |  |
|  Centene Corp.<br>4.25%, 12/15/2027 | 232 | 222764 |
|  Prudential Financial, Inc.<br>5.625%, 06/15/2043 | 215 | 213749 |
|  |  | 436513 |
|  |  | 1626703 |
|  Total Corporates - Investment Grade <br>(cost $3,582,829) |  | 3291457 |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 0.2%** |  |  |
|  **Risk Share Floating Rate – 0.2%** |  |  |
|  Bellemeade Re Ltd.<br>Series 2019-3A, Class M1B<br>6.106% (LIBOR 1 Month + 1.60%), 07/25/2029<sup>(a) (b)</sup> | 21 | 21103 |
|  Federal National Mortgage Association Connecticut Avenue Securities<br>Series 2014-C01, Class M2<br>8.906% (LIBOR 1 Month + 4.40%), 01/25/2024<sup>(a)</sup> | 77 | 79029 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C03, Class 2M2<br>7.406% (LIBOR 1 Month + 2.90%), 07/25/2024<sup>(a)</sup> | 28 | 28408 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C02, Class 1M2<br>8.506% (LIBOR 1 Month + 4.00%), 05/25/2025<sup>(a)</sup> | 33 | 33259 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C01, Class 1M2<br>11.256% (LIBOR 1 Month + 6.75%), 08/25/2028<sup>(a)</sup> | 84 | 89429 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C02, Class 1M2<br>10.506% (LIBOR 1 Month + 6.00%), 09/25/2028<sup>(a)</sup> | 97 | 102194 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-C04, Class 2M2<br>7.356% (LIBOR 1 Month + 2.85%), 11/25/2029<sup>(a)</sup> | $178 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181486 |
|  Total Collateralized Mortgage Obligations <br>(cost $517,579) |  | 534908 |
|  **ASSET-BACKED SECURITIES – 0.1%** |  |  |
|  **Autos - Fixed Rate – 0.0%** |  |  |
|  CPS Auto Receivables Trust<br>Series 2021-B, Class C<br>1.23%, 03/15/2027<sup>(b)</sup> | 250 | 242866 |
|  **Other ABS - Fixed Rate – 0.1%** |  |  |
|  Affirm Asset Securitization Trust<br>Series 2021-Z1, Class A<br>1.07%, 08/15/2025<sup>(b)</sup> | 114 | 110576 |
|  Domino's Pizza Master Issuer LLC<br>Series 2021-1A, Class A2I<br>2.662%, 04/25/2051<sup>(b)</sup> | 197 | 171298 |
|  |  | 281874 |
|  Total Asset-Backed Securities <br>(cost $560,066) |  | 524740 |
|  **COLLATERALIZED LOAN OBLIGATIONS – 0.1%** |  |  |
|  **CLO - Floating Rate – 0.1%** |  |  |
|  THL Credit Wind River CLO Ltd.<br>Series 2014-2A, Class AR<br>5.932% (LIBOR 3 Month + 1.14%), 01/15/2031<sup>(a) (b)</sup> <br>(cost $250,000) | 250 | 247542 |
|  | **Shares** |  |
|  **COMMON STOCKS – 0.0%** |  |  |
|  **Communication Services – 0.0%** |  |  |
|  **Diversified Telecommunication Services – 0.0%** |  |  |
|  Intelsat Jackson Holdings SA<sup>(c) (l) (m)</sup> | 538 | 0 |
|  Intelsat SA/Luxembourg<sup>(c) (l)</sup> | 2571 | 58920 |
|  Total Common Stocks <br>(cost $219,617) |  | 58920 |
|  **SHORT-TERM INVESTMENTS – 1.2%** |  |  |
|  **Investment Companies – 1.2%** |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB, 4.15%<sup>(o) (p) (q)</sup> <br>(cost $4,909,556) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4909556 | 4909556 |

---

------

---

| | |
|:---|:---|
| | **U.S. $ Value** |
|  **Total Investments – 101.7%** <br> (cost $425,671,630)<sup>(r)</sup> | $410899677 |
|  Other assets less liabilities – (1.7)% | (6809935) |
|  **Net Assets – 100.0%** | $**404089742** |

---

**CENTRALLY CLEARED CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>January 31,<br>2023** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums**<br> **Paid**<br> **(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAHY Series 39, 5 Year Index, 12/20/2027\* | 5.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;4.29% | USD | 5000 | $167658 | $(179129) | $346787 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAIG Series 39, 5 Year Index, 12/20/2027\* | 1.00 | Quarterly | 0.71 | USD | 15000 | 206048 | 7935 | 198113 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373706 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(171194) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544900 |

---

*\** *Termination date* 

**CENTRALLY CLEARED INFLATION (CPI) SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Rate Type** | **Rate Type** | | | | |
| **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | <br>**Payment<br>Frequency**<br> **Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| USD | 1180 | 01/15/2025 | 4.028% | CPI# | Maturity | $28505 | $— | $28505 |
| USD | 4860 | 01/15/2026 | 3.765% | CPI# | Maturity | 103511 |  | 103511 |
| USD | 3030 | 01/15/2027 | CPI# | 3.323% | Maturity | (103509) |  | (103509) |
| USD | 2760 | 01/15/2027 | CPI# | 3.466% | Maturity | (69943) | (2972) | (66971) |
| USD | 1340 | 01/15/2027 | CPI# | 3.320% | Maturity | (46023) |  | (46023) |
| USD | 1110 | 01/15/2028 | 1.230% | CPI# | Maturity | 188299 |  | 188299 |
| USD | 650 | 01/15/2028 | 0.735% | CPI# | Maturity | 133568 |  | 133568 |
| USD | 4600 | 01/15/2029 | CPI# | 3.390% | Maturity | (58792) |  | (58792) |
| USD | 3720 | 01/15/2029 | CPI# | 3.331% | Maturity | (65718) |  | (65718) |
| USD | 1680 | 01/15/2030 | 1.714% | CPI# | Maturity | 247981 |  | 247981 |
| USD | 1680 | 01/15/2030 | 1.731% | CPI# | Maturity | 245324 |  | 245324 |
| USD | 1600 | 01/15/2030 | 1.585% | CPI# | Maturity | 255251 |  | 255251 |
| USD | 525 | 01/15/2030 | 1.572% | CPI# | Maturity | 84381 |  | 84381 |
| USD | 525 | 01/15/2030 | 1.587% | CPI# | Maturity | 83658 |  | 83658 |
| USD | 1650 | 01/15/2031 | 2.782% | CPI# | Maturity | 92795 |  | 92795 |
| USD | 1380 | 01/15/2031 | 2.680% | CPI# | Maturity | 91491 |  | 91491 |
| USD | 1100 | 01/15/2031 | 2.601% | CPI# | Maturity | 81429 |  | 81429 |
| USD | 920 | 01/15/2031 | 2.989% | CPI# | Maturity | 32751 |  | 32751 |
| USD | 1990 | 01/15/2032 | CPI# | 3.448% | Maturity | 42187 |  | 42187 |
| USD | 1420 | 01/15/2032 | CPI# | 3.064% | Maturity | (31992) |  | (31992) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335154 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2972) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338126 |

---

*#* *Variable interest rate based on the rate of inflation as determined by the Consumer Price Index (CPI).* 

------

**CENTRALLY CLEARED INTEREST RATE SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | | **Rate Type** | **Rate Type** | | | | |
| **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | <br>**Payment<br>Frequency**<br> **Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| USD | 10000 | 01/15/2027 | 1 Day SOFR | 2.711% | Annual | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(318211) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(318211) |
| USD | 10000 | 01/15/2027 | 1 Day SOFR | 3.533% | Annual | (14808) |  | (14808) |
| USD | 7500 | 04/15/2032 | 2.528% | 1 Day SOFR | Annual | 431445 |  | 431445 |
| USD | 5000 | 04/15/2032 | 2.881% | 1 Day SOFR | Annual | 144640 | 766 | 143874 |
| USD | 5000 | 04/15/2032 | 3.065% | 1 Day SOFR | Annual | 77848 |  | 77848 |
| USD | 5000 | 04/15/2032 | 3.067% | 1 Day SOFR | Annual | 77018 |  | 77018 |
| USD | 4300 | 04/15/2032 | 2.850% | 1 Day SOFR | Annual | 124761 |  | 124761 |
| USD | 4000 | 04/15/2032 | 2.473% | 1 Day SOFR | Annual | 240847 |  | 240847 |
| USD | 1600 | 04/15/2032 | 3.069% | 1 Day SOFR | Annual | 19735 |  | 19735 |
| USD | 4500 | 02/15/2052 | 1 Day SOFR | 3.129% | Annual | 100842 |  | 100842 |
|  |  |  |  |  |  | $884117 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 | $883351 |

---

**CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap Counterparty & <br>Referenced Obligation** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>January 31,<br>2023** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** |
| Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00% | Monthly | 7.50% | USD | 319 | $(77699) | $(35281) | $(42418) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 619 | (150873) | (75259) | (75614) |
| Credit Suisse International | Credit Suisse International | Credit Suisse International | Credit Suisse International | Credit Suisse International | Credit Suisse International | Credit Suisse International | Credit Suisse International | Credit Suisse International |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 619 | (150873) | (76570) | (74303) |
| JPMorgan Securities, LLC | JPMorgan Securities, LLC | JPMorgan Securities, LLC | JPMorgan Securities, LLC | JPMorgan Securities, LLC | JPMorgan Securities, LLC | JPMorgan Securities, LLC | JPMorgan Securities, LLC | JPMorgan Securities, LLC |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.A Series 6, 05/11/2063\* | 2.00 | Monthly | 7.50 | USD | 1222 | (177881) | 18835 | (196716) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(557326) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(168275) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(389051) |

---

*\** *Termination date* 

**INTEREST RATE SWAPS** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | | | **Rate Type** | **Rate Type** | | | | |
| <br>**Swap Counterparty** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | <br>**Payment<br>Frequency<br>Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| Citibank, NA | USD | 2000 | 04/07/2023 | SIFMA\* | 2.655% | Maturity | $29584 | $— | $29584 |
| Citibank, NA | USD | 2000 | 01/10/2024 | SIFMA\* | 2.980% | Maturity |  |  |  |
| Citibank, NA | USD | 2220 | 10/09/2029 | 1.125% | SIFMA\* | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231264 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231264 |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | | | **Rate Type** | **Rate Type** | | | | |
| <br>**Swap Counterparty** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** |<br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** |<br>**Payment<br>Frequency<br>Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| Morgan Stanley Capital Services LLC | USD | 2000 | 02/13/2023 | SIFMA\* | 2.000% | Maturity | $(58618) | $— | $(58618) |
| Morgan Stanley Capital Services LLC | USD | 2000 | 03/15/2023 | SIFMA\* | 2.400% | Maturity | (8221) |  | (8221) |
| Morgan Stanley Capital Services LLC | USD | 2000 | 03/23/2023 | SIFMA\* | 2.460% | Maturity | (942) |  | (942) |
| Morgan Stanley Capital Services LLC | USD | 2000 | 05/15/2023 | SIFMA\* | 3.400% | Maturity | 158274 |  | 158274 |
|  |  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351341 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351341 |

---

*\** *Variable interest rate based on the Securities Industry & Financial Markets Association (SIFMA) Municipal Swap Index.* 

*(a)* *Floating Rate Security. Stated interest/floor/ceiling rate was in effect at January 31, 2023.* 

*(b)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration. At January 31, 2023, the aggregate market value of these securities amounted to $63,274,723 or 15.7% of net assets.* 

*(c)* *Non-income producing security.* 

*(d)* *Defaulted.* 

*(e)* *When-Issued or delayed delivery security.* 

*(f)* *Restricted and illiquid security.* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Restricted & Illiquid Securities** | **Acquisition<br>Date** | **Cost** | | **Market<br>Value** | | **Percentage<br>of<br>Net Assets** |
|  *Louisiana Public Facilities Authority<br>(Louisiana Pellets, Inc.)<br>Series 2014-A<br>7.50%, 07/01/2023* | *07/01/2014* | $*173773* | | $*2* | | *0.00%* |

---

*(g)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities, which represent 0.12% of net assets as of January 31, 2023, are considered illiquid and restricted. Additional information regarding such securities follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | **Acquisition<br>Date** | **Cost** | | **Market<br>Value** | | **Percentage<br>of<br>Net Assets** |
|  *Mississippi Business Finance Corp. <br>(Alden Group Renewable Energy Mississippi LLC)<br>Series 2022 <br>8.00%, 12/01/2029* | *12/07/2017* | $*492608* | | $*500571* | | *0.12%* |

---

*(h)* *Security represents the underlying municipal obligation of an inverse floating rate obligation held by the Fund.* 

*(i)* *Defaulted matured security.* 

*(j)* *Variable Rate Demand Notes are instruments whose interest rates change on a specific date (such as coupon date or interest payment date) or whose interest rates vary with changes in a designated base rate (such as the prime interest rate). This instrument is payable on demand and is secured by letters of credit or other credit support agreements from major banks.* 

*(k)* *IO - Interest Only.* 

*(l)* *Security in which significant unobservable inputs (Level 3) were used in determining fair value.* 

*(m)* *Fair valued by the Adviser.* 

------

*(n)* *Securities are perpetual and, thus, do not have a predetermined maturity date. The date shown, if applicable, reflects the next call date.* 

*(o)* *Affiliated investments.* 

*(p)* *The rate shown represents the 7-day yield as of period end.* 

*(q)* *To obtain a copy of the fund's shareholder report, please go to the Securities and Exchange Commission's website at www.sec.gov, or call AB at (800) 227-4618.* 

*(r)* *As of January 31, 2023, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $7,499,687 and gross unrealized depreciation of investments was $(19,542,973), resulting in net unrealized depreciation of $(12,043,286).* 

*As of January 31, 2023, the Fund's percentages of investments in municipal bonds that are insured and in insured municipal bonds that have been pre-refunded or escrowed to maturity are 3.1% and 0.0%, respectively.* 

*Glossary:* 

*ABS – Asset-Backed Securities* 

*AGC – Assured Guaranty Corporation* 

*AGM – Assured Guaranty Municipal* 

*BAM – Build American Mutual* 

*CCRC – Congregate Care Retirement Center* 

*CDX-CMBX.NA – North American Commercial Mortgage-Backed Index* 

*CDX-NAHY – North American High Yield Credit Default Swap Index* 

*CDX-NAIG – North American Investment Grade Credit Default Swap Index* 

*CLO – Collateralized Loan Obligations* 

*CMBS – Commercial Mortgage-Backed Securities* 

*COP – Certificate of Participation* 

*CPI – Consumer Price Index* 

*ETM – Escrowed to Maturity* 

*FHLMC – Federal Home Loan Mortgage Corporation* 

*ID – Improvement District* 

*LIBOR – London Interbank Offered Rate* 

*MUNIPSA – SIFMA Municipal Swap Index* 

*SOFR – Secured Overnight Financing Rate* 

*UPMC – University of Pittsburgh Medical Center* 

------

**AB Tax-Aware Fixed Income Opportunities Portfolio** 

**January 31, 2023 (unaudited)** 

In accordance with U.S. GAAP regarding fair value measurements, fair value is defined as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. U.S. GAAP establishes a framework for measuring fair value, and a three-level hierarchy for fair value measurements based upon the transparency of inputs to the valuation of an asset or liability (including those valued based on their market values). Inputs may be observable or unobservable and refer broadly to the assumptions that market participants would use in pricing the asset or liability. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the Fund. Unobservable inputs reflect the Fund's own assumptions about the assumptions that market participants would use in pricing the asset or liability based on the best information available in the circumstances. Each investment is assigned a level based upon the observability of the inputs which are significant to the overall valuation. The three-tier hierarchy of inputs is summarized below.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical investments

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates,
prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value
of investments)

The fair value of debt instruments, such as bonds, and over-the-counter derivatives is generally based on market price quotations, recently executed market transactions (where observable) or industry recognized modeling techniques and are generally classified as Level 2. Pricing vendor inputs to Level 2 valuations may include quoted prices for similar investments in active markets, interest rate curves, coupon rates, currency rates, yield curves, option adjusted spreads, default rates, credit spreads and other unique security features in order to estimate the relevant cash flows which is then discounted to calculate fair values. If these inputs are unobservable and significant to the fair value, these investments will be classified as Level 3. In addition, non-agency rated investments are classified as Level 3.

Other fixed income investments, including non-U.S. government and corporate debt, are generally valued using quoted market prices, if available, which are typically impacted by current interest rates, maturity dates and any perceived credit risk of the issuer. Additionally, in the absence of quoted market prices, these inputs are used by pricing vendors to derive a valuation based upon industry or proprietary models which incorporate issuer specific data with relevant yield/spread comparisons with more widely quoted bonds with similar key characteristics. Those investments for which there are observable inputs are classified as Level 2. Where the inputs are not observable, the investments are classified as Level 3.

Valuations of mortgage-backed or other asset backed securities, by pricing vendors, are based on both proprietary and industry recognized models and discounted cash flow techniques. Significant inputs to the valuation of these instruments are value of the collateral, the rates and timing of delinquencies, the rates and timing of prepayments, and default and loss expectations, which are driven in part by housing prices for residential mortgages. Significant inputs are determined based on relative value analyses, which incorporate comparisons to instruments with similar collateral and risk profiles, including relevant indices. Mortgage and asset backed securities for which management has collected current observable data through pricing services are generally categorized within Level 2. Those investments for which current observable data has not been provided are classified as Level 3.

------

The following table summarizes the valuation of the Fund's investments by the above fair value hierarchy levels as of January 31, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** |  |  |  |  |
| Long-Term Municipal Bonds | $— | $338525206 | $— | $338525206 |
| Short-Term Municipal Notes |  | 52898271 |  | 52898271 |
| Commercial Mortgage-Backed Securities |  | 5779217 |  | 5779217 |
| Corporates - Non-Investment Grade |  | 2910135 | 1219725 <sup>(a)</sup> | 4129860 |
| Corporates - Investment Grade |  | 3291457 |  | 3291457 |
| Collateralized Mortgage Obligations |  | 534908 |  | 534908 |
| Asset-Backed Securities |  | 524740 |  | 524740 |
| Collateralized Loan Obligations |  | 247542 |  | 247542 |
| Common Stock |  |  | 58920 <sup>(a)</sup> | 58920 |
| Short-Term Investments | 4909556 |  |  | 4909556 |
| **Liabilities:** |  |  |  |  |
| Floating Rate Notes<sup>(b)</sup> | (9600000) |  |  | (9600000) |
| Total Investments in Securities | (4690444) | 404711476 | 1278645 <sup>(a)</sup> | 401299677 |
| **Other Financial Instruments<sup>(c)</sup>:** |  |  |  |  |
| **Assets:** |  |  |  |  |
| Centrally Cleared Credit Default Swaps |  | 373706 |  | 373706 |
| Centrally Cleared Inflation (CPI) Swaps |  | 1711131 |  | 1711131 |
| Centrally Cleared Interest Rate Swaps |  | 1217136 |  | 1217136 |
| Interest Rate Swaps |  | 419122 |  | 419122 |
| **Liabilities:** |  |  |  |  |
| Centrally Cleared Inflation (CPI) Swaps |  | (375977) |  | (375977) |
| Centrally Cleared Interest Rate Swaps |  | (333019) |  | (333019) |
| Credit Default Swaps |  | (557326) |  | (557326) |
| Interest Rate Swaps |  | (67781) |  | (67781) |
| **Total** | **$(4690444)** | $**407098468** | $**1278645** **<sup>(a)</sup>** | $**403686669** |

---

*<sup>(a)</sup>* *The Fund held securities with zero market value at period end.* 

*<sup>(b)</sup>* *The Fund may hold liabilities in which the fair value approximates the carrying amount for financial statement purposes.* 

*<sup>(c)</sup>* *Other financial instruments are derivative instruments, such as futures, forwards and swaps, which are valued at the unrealized appreciation (depreciation) on the instrument. Other financial instruments may also include swaps with upfront premiums, written options and written swaptions which are valued at market value.* 

------

A summary of the Fund's transactions in AB mutual funds for the three months ended January 31, 2023 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value**<br> **10/31/2022**<br> **(000)** | **Purchases**<br> **at Cost**<br> **(000)** | **Sales**<br> **Proceeds**<br> **(000)** | **Market Value**<br> **01/31/2023**<br> **(000)** | **Dividend**<br> **Income**<br> **(000)** |
|  Government Money Market Portfolio | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73625 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69279 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4910 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-02383

- **c. CIK number of Registrant:** 0000003794

- **d. LEI of Registrant:** 549300RYJMGGIS1UBQ97

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

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

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

- **a. Name of Series:** AB Tax-Aware Fixed Income Opportunities Portfolio

- **b. EDGAR series identifier (if any):** S000043269

- **c. LEI of Series:** 549300OL1W257VM9JW61

**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:** $417033737.96

**Total Liabilities:** $15436001.76

**Net Assets:** $401597736.20

**Delayed Delivery Securities:** $3739717.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -18.61000000 | **1-Year:** -409.77000000 | **5-Year:** -607.08000000 | **10-Year:** -849.34000000 | **30-Year:** -518.74000000

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

- **3-Month:** -687.98000000 | **1-Year:** -2582.56000000 | **5-Year:** 16955.98000000 | **10-Year:** -9194.47000000 | **30-Year:** -12156.31000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000133860 | 5.07%                | -0.06%               | 3.12%                |
| Class ID C000133864 | 4.99%                | -0.15%               | 3.03%                |
| Class ID C000133863 | 5.05%                | -0.08%               | 3.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1585050.47             | $16255938.94                               |
| Month 2  | $-2435359.15             | $760880.58                                 |
| Month 3  | $-745089.85              | $10939965.12                               |

**Designated Index Information**

- **Index Name:** Bloomberg Municipal Bond Unhedged

- **Index Identifier:** LMBITR:IND

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                                                              | United Airlines Inc                                                                                                                     | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142488.00    | 0.04%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hastings Campus Housing Finance Authority                                        | HASTINGS CAMPUS HSG FIN AUTH CA CAMPUS HSG REVENUE                                                                                      | CUSIP: 418338AB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $821217.50    | 0.20%             | 2061-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2C1M1   IRS USD R F  3.32000 IS2C1M1 CCPINFLATIONZERO / Short: SS2C1M1   IRS USD P V 12MUSCPI IS2C1N2 CCPINFLATIONZERO          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1340000 | OU      | $-46023.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                         | Long: IS2ECW4   IRS USD R F  2.00000 IS2ECW4 VANILLA / Short: IS2ECW4   IRS USD P V 01MMUNIP IS2ECX5 VANILLA                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   2000000 | OU      | $-58617.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                          | BUILD NYC RESOURCE CORP NY REVENUE                                                                                                      | CUSIP: 12008ETZ9<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1036840.20   | 0.26%             | 2062-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                                                            | CUSIP: 167593A44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $782086.72    | 0.19%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                  | KENTUCKY ST ECON DEV FIN AUTH HLTH CARE REVENUE                                                                                         | CUSIP: 49126TBE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1002488.60   | 0.25%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH REVENUE                                                                                                                | CUSIP: 46246K4T6<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    325000 | PA      | $277704.44    | 0.07%             | 2048-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                   | CUSIP: 74526QPP1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    375000 | PA      | $376754.14    | 0.09%             | 2031-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2GFZ4   IRS USD R V 00MSOFR IS2GG06 CCPOIS / Short: BS2GFZ4   IRS USD P F  3.06900 IS2GFZ4 CCPOIS                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1600000 | OU      | $19734.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                   | CUSIP: 167505YL4<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1813132.80   | 0.45%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH REVENUE                                                                                                             | CUSIP: 45506DGY5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100888.19    | 0.03%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                     | Comerica Inc                                                                                                                            | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98307.00     | 0.02%             | 2025-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                                                                                    | CUSIP: 65000BMZ8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2001501.00   | 0.50%             | 2057-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH REVENUE                                                                                                     | CUSIP: 64577B6A7<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1077449.10   | 0.27%             | 2026-04-01      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                      | WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE                                                                                  | CUSIP: 939783SY3<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $897404.60    | 0.22%             | 2043-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                         | Long: IS2G3B6   IRS USD R F  3.40000 IS2G3B6 VANILLA / Short: IS2G3B6   IRS USD P V 12MMUNIP IS2G3C7 VANILLA                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   2000000 | OU      | $158273.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hidalgo County Regional Mobility Authority                                       | HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI                                                                            | CUSIP: 42934AAK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1539190.08   | 0.38%             | 2037-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 126292BR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $257502.84    | 0.06%             | 2057-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 13013FBK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $949213.70    | 0.24%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bucks County Industrial Development Authority                                    | BUCKS CNTY PA INDL DEV AUTH HOSP REVENUE                                                                                                | CUSIP: 11861MBM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $768666.20    | 0.19%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Minneapolis MN                                                           | MINNEAPOLIS MN HLTH CARE SYS REVENUE                                                                                                    | CUSIP: 60374VEJ8<br>LEI: 54930069TEI1INHRHS55 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2000000.00   | 0.50%             | 2048-11-15      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                              | CUSIP: 74442PYM1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    600000 | PA      | $600000.00    | 0.15%             | 2023-02-01      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Bexley Community Development District                                            | BEXLEY CDD FL SPL ASSMNT REVENUE                                                                                                        | CUSIP: 088570AD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $93488.75     | 0.02%             | 2047-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 126292BJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $717874.10    | 0.18%             | 2058-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | MET GOVT NASHVILLE & DAVIDSON CNTY TN HLTH & EDUCTNL FAC BRD                                                                            | CUSIP: 59212TAH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $47250.00     | 0.01%             | 2049-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                      | WASHINGTON ST HSG FIN COMMISSION                                                                                                        | CUSIP: 93978TS59<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |    278140 | PA      | $262114.02    | 0.07%             | 2035-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PENNSYLVANIA ST ECON DEV FING AUTH SOLID WASTE DISPOSAL REV                                                                             | CUSIP: 708692BW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $982896.50    | 0.24%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Town of Hamden CT                                                                | HAMDEN CT REVENUE                                                                                                                       | CUSIP: 406802AA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104645.65    | 0.03%             | 2053-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oregon State Facilities Authority                                                | OREGON ST FACS AUTH REVENUE                                                                                                             | CUSIP: 68608JXD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $600000.00    | 0.15%             | 2034-08-01      | Floating      | 1.21%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 126292AS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $302353.96    | 0.08%             | 2056-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                         | ARIZONA ST INDL DEV AUTH ECON DEV REVENUE                                                                                               | CUSIP: 040523AF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $650000.00    | 0.16%             | 2050-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS249F6   IRS USD R V 12MUSCPI IS249G7 CCPINFLATIONZERO / Short: BS249F6   IRS USD P F  1.71400 IS249F6 CCPINFLATIONZERO          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1680000 | OU      | $247981.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                            | CUSIP: 64542UFJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $84489.13     | 0.02%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                                 | Bellemeade Re 2019-3 Ltd                                                                                                                | CUSIP: 07877GAB5<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |     21110 | PA      | $21103.43     | 0.01%             | 2029-07-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE                                                                                                | CUSIP: 67884XCH8<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $918713.80    | 0.23%             | 2048-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Spokane County School District No 81 Spokane                                     | SPOKANE CNTY WA SCH DIST #81 SPOKANE                                                                                                    | CUSIP: 848712PU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $999988.40    | 0.25%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                      | CUSIP: 74514L3E5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     68836 | PA      | $69164.01     | 0.02%             | 2023-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                             | CUSIP: 452152Q61<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    930000 | PA      | $991717.68    | 0.25%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vermont Economic Development Authority                                           | VERMONT ST ECON DEV AUTH SOLID WST DISP REVENUE                                                                                         | CUSIP: 924157AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $502360.80    | 0.13%             | 2052-06-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Ashland KY                                                               | ASHLAND KY MED CENTER REVENUE                                                                                                           | CUSIP: 044293BW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $390055.09    | 0.10%             | 2034-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | LOUISIANA PUB FACS AUTH REVENUE                                                                                                         | CUSIP: 546399PR1<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1040241.96   | 0.26%             | 2052-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2K910   IRS USD R F  3.12850 IS2K910 CCPOIS / Short: SS2K910   IRS USD P V 00MSOFR IS2K921 CCPOIS                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4500000 | OU      | $100841.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                           | CUSIP: 59261AJ24<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1155000 | PA      | $1186853.98   | 0.30%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colorado Educational & Cultural Facilities Authority                             | COLORADO ST EDUCTNL & CULTURAL FACS AUTH REVENUE                                                                                        | CUSIP: 19645RDH1<br>LEI: 549300BJRX2FHSSZP042 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2000000.00   | 0.50%             | 2038-02-01      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| Port of Seattle WA                                                               | PORT OF SEATTLE WA REVENUE                                                                                                              | CUSIP: 735389WM6<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |    510000 | PA      | $523368.02    | 0.13%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                      | Vistra Corp                                                                                                                             | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    225000 | PA      | $211806.00    | 0.05%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                            | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309000 | PA      | $241517.49    | 0.06%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMB FINANCIAL CORP                                                               | UMB FINANCIAL CORP                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MGEH3N3CUCV828 | Long             | DBT              | CORP              | US        |    152148 | PA      | $150836.22    | 0.04%             | 2023-03-30      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH REVENUE                                                                                                             | CUSIP: 45506EEQ2<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    100000 | PA      | $80440.28     | 0.02%             | 2037-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Community Choice Financing Authority                                  | CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE                                                                             | CUSIP: 13013JCB0<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1070527.30   | 0.27%             | 2053-07-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Seattle WA                                                               | PORT OF SEATTLE WA REVENUE                                                                                                              | CUSIP: 735389Q84<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $985048.70    | 0.25%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                             | CUSIP: 4521525L1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1083896.20   | 0.27%             | 2031-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI SENIOR LIVING REVENUE                                                                                                | CUSIP: 74443UBA0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    130000 | PA      | $121753.00    | 0.03%             | 2042-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HOSP REVENUE                                                                                                         | CUSIP: 74442CDH4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $800531.60    | 0.20%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                                 | MARICOPA CNTY INDL DEV AUTH EXEMPT FACS REVENUE                                                                                         | CUSIP: 56678TAA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $126776.09    | 0.03%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Columbia Housing Authority/SC                                                    | COLUMBIA SC HSG AUTH MF HSG REVENUE                                                                                                     | CUSIP: 198409AE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $99164.94     | 0.02%             | 2032-11-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| California Community Choice Financing Authority                                  | CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE                                                                             | CUSIP: 13013JCC8<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2006688.80   | 0.50%             | 2053-07-01      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Aurora Highlands Community Authority Board                                       | AURORA HIGHLANDS CMNTY AUTH BRD CO SPL TAX REVENUE                                                                                      | CUSIP: 05164HAV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $460026.20    | 0.11%             | 2051-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                                                                            | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    232000 | PA      | $222764.08    | 0.06%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| City of Detroit MI                                                               | DETROIT MI                                                                                                                              | CUSIP: 2510935E6<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1981352.40   | 0.49%             | 2046-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PENNSYLVANIA ST ECON DEV FING AUTH UPMC REVENUE                                                                                         | CUSIP: 70870JEM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $970203.40    | 0.24%             | 2047-11-15      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| Douglas County Housing Partnership                                               | DOUGLAS CNTY CO HSG PARTNERSHIP                                                                                                         | CUSIP: 25889FAB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $191002.83    | 0.05%             | 2041-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Love Field Airport Modernization Corp                                            | LOVE FIELD TX ARPT MODERNIZATION CORP GEN ARPT REVENUE                                                                                  | CUSIP: 54714CAQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $524059.05    | 0.13%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                        | CENTRL TX REGL MOBILITY AUTH REVENUE                                                                                                    | CUSIP: 155498LW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1086425.50   | 0.27%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                              | CUSIP: 74442PSF3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $922790.80    | 0.23%             | 2041-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Idaho Health Facilities Authority                                                | IDAHO ST HLTH FACS AUTH REVENUE                                                                                                         | CUSIP: 451295ZZ5<br>LEI: 549300X43KY1C2WW0J97 | Long             | DBT              | MUN               | US        |   1675000 | PA      | $1675000.00   | 0.42%             | 2048-03-01      | Floating      | 1.21%                 | No            |                  2 | On Loan: No      |
| Chattanooga Health Educational & Housing Facility Board                          | CHATTANOOGA TN HLTH EDUCTNL &HSG FAC BRD REVENUE                                                                                        | CUSIP: 162410EK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $99469.92     | 0.02%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Detroit MI                                                               | DETROIT MI                                                                                                                              | CUSIP: 2510935R7<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    200000 | PA      | $164116.74    | 0.04%             | 2034-04-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI CHRT SCH LESE REVENUE                                                                                                | CUSIP: 74446LAA8<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    350000 | PA      | $317976.16    | 0.08%             | 2030-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ESC GCB INTELSAT JACKS                                                           | ESC GCB INTELSAT JACKS                                                                                                                  | CUSIP: 458ESCAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    275000 | PA      | $0.00         | 0.00%             | 2023-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| North Broward Hospital District                                                  | NORTH BROWARD FL HOSP DIST                                                                                                              | CUSIP: 657883DL5<br>LEI: 549300HZL14T4Q7UDP41 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103624.39    | 0.03%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duluth Economic Development Authority                                            | DULUTH MN ECON DEV AUTH REVENUE                                                                                                         | CUSIP: 26444VAH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $82360.76     | 0.02%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency                                                      | CMFA SPL FIN AGY CA ESSENTIAL HSG REVENUE                                                                                               | CUSIP: 12574WAJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $327041.64    | 0.08%             | 2058-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Tobacco Settlement Financing Authority                                   | BUCKEYE OH TOBACCO SETTLEMENT FING AUTH                                                                                                 | CUSIP: 118217CZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2630000 | PA      | $2507750.76   | 0.62%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Copper Ridge Metropolitan District                                               | COPPER RIDGE MET DIST CO TAX INCR & SALES TAX SUPPORTED REVE                                                                            | CUSIP: 217558AB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $468935.85    | 0.12%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chester County Industrial Development Authority                                  | CHESTER CNTY PA INDL DEV AUTH                                                                                                           | CUSIP: 165588FL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250439.58    | 0.06%             | 2042-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                            | CUSIP: 64542UGH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000919.20   | 0.25%             | 2057-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Duluth Economic Development Authority                                            | DULUTH MN ECON DEV AUTH REVENUE                                                                                                         | CUSIP: 26444VAG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $86756.30     | 0.02%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dallas County Flood Control District No 1                                        | DALLAS CNTY TX FLOOD CONTROL DIST                                                                                                       | CUSIP: 234662DU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100108.18    | 0.02%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Air Quality Development Authority                                           | OHIO ST AIR QUALITY DEV AUTH EXEMPT FACS REVENUE                                                                                        | CUSIP: 67754AAD6<br>LEI: 549300DZUU80AYOR6M80 | Long             | DBT              | MUN               | US        |    185000 | PA      | $179413.85    | 0.04%             | 2038-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                                                                     | CUSIP: 48124BAC9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49676.00     | 0.01%             | 2023-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                              | CUSIP: 74442PTL9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    500000 | PA      | $334423.40    | 0.08%             | 2056-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH EXEMPT FAC REVENUE                                                                                                  | CUSIP: 45470DAA5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1110000 | PA      | $853470.12    | 0.21%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                             | CUSIP: 4521522K6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1076830.70   | 0.27%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2C596   IRS USD R F  3.46600 IS2C596 CCPINFLATIONZERO / Short: SS2C596   IRS USD P V 12MUSCPI IS2C5A7 CCPINFLATIONZERO          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2760000 | OU      | $-69943.15    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp/NY                                     | MONROE CNTY NY INDL DEV CORP CHRT SCH REVENUE                                                                                           | CUSIP: 61075YAJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1002074.10   | 0.25%             | 2057-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 13013FAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $422756.80    | 0.11%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Salt Lake City UT Airport Revenue                                        | SALT LAKE CITY UT ARPT REVENUE                                                                                                          | CUSIP: 795576HL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $333553.50    | 0.08%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp/NY                                     | MONROE CNTY NY INDL DEV CORP REVENUE                                                                                                    | CUSIP: 61075TUG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $486155.73    | 0.12%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp                                           | NEW YORK CITY NY HSG DEV CORP                                                                                                           | CUSIP: 64970HCH5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    355000 | PA      | $355000.00    | 0.09%             | 2036-03-15      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                            | CUSIP: 45203HY48<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    250000 | PA      | $257405.00    | 0.06%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                   | Long: IS1PAG8   CDS USD R F  3.00000 IS1PAG8 CMBX / Short: IS1PAG8   CDS USD P V 01MEVENT IS1PAH9 CMBX                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    618541 | OU      | $-150872.43   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | Long: BS2I1J6   IRS USD R V 00MSOFR IS2I1K7 CCPOIS / Short: BS2I1J6   IRS USD P F  3.06650 IS2I1J6 CCPOIS                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5000000 | OU      | $77018.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                            | CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE                                                                                    | CUSIP: 13034A2R0<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2999927.10   | 0.75%             | 2050-01-01      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| Arkansas Development Finance Authority                                           | ARKANSAS DEV FIN AUTH HLTHCARE REVENUE                                                                                                  | CUSIP: 04084RBZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1015704.40   | 0.25%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Industrial Development Authority of the City of Phoenix Arizona/The              | PHOENIX AZ INDL DEV AUTH EDU REVENUE                                                                                                    | CUSIP: 71885FDK0<br>LEI: 549300A62PWFBDWB8332 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100768.70    | 0.03%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Davie FL                                                                 | DAVIE FL EDUCTNL FACS REVENUE                                                                                                           | CUSIP: 23867PBU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    530000 | PA      | $547781.18    | 0.14%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                                               | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                                        | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |   4909556 | NS      | $4909556.09   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                                       | CUSIP: 74529JRH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $71799.20     | 0.02%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Clackamas County Hospital Facility Authority                                     | CLACKAMAS CNTY OR HOSP FAC AUTH REVENUE                                                                                                 | CUSIP: 179027YN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $926865.70    | 0.23%             | 2055-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2CPI5   IRS USD R F  3.33100 IS2CPI5 CCPINFLATIONZERO / Short: SS2CPI5   IRS USD P V 12MUSCPI IS2CPJ6 CCPINFLATIONZERO          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3720000 | OU      | $-65718.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Lees Summit Industrial Development Authority                                     | LEES SUMMIT MO INDL DEV AUTH SENIOR LIVING FACS REVENUE                                                                                 | CUSIP: 524292BH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $254228.10    | 0.06%             | 2056-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                      | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    286046 | PA      | $299602.21    | 0.07%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                                              | DBWF 2018-GLKS Mortgage Trust                                                                                                           | CUSIP: 23307GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274820 | PA      | $269309.67    | 0.07%             | 2030-12-19      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Mississippi Business Finance Corp                                                | MISSISSIPPI ST BUSINESS FIN CORP SOL WST DISP REVENUE                                                                                   | CUSIP: 60527MBB4<br>LEI: 549300DYV074JUDKBQ77 | Long             | DBT              | MUN               | US        |    500000 | PA      | $500571.00    | 0.12%             | 2029-12-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Puerto Rico Highway & Transportation Authority                                   | PUERTO RICO CMWLTH HIGHWAY & TRANSPRTN AUTH RESTRUCTURED TOL                                                                            | CUSIP: 745197AA1<br>LEI: 549300J6QBXVWJXB7Y41 | Long             | DBT              | MUN               | US        |    580000 | PA      | $558250.00    | 0.14%             | 2062-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Centerra Metropolitan District No 1                                              | CENTERRA CO MET DIST #1 SPL REVENUE                                                                                                     | CUSIP: 15200XAL7<br>LEI: 549300SHE5ZPSMGZH793 | Long             | DBT              | MUN               | US        |    500000 | PA      | $508210.30    | 0.13%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| City of Detroit MI                                                               | DETROIT MI                                                                                                                              | CUSIP: 2510933S7<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76269.45     | 0.02%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbia Housing Authority/SC                                                    | COLUMBIA SC HSG AUTH MF HSG REVENUE                                                                                                     | CUSIP: 198409AF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $304284.13    | 0.08%             | 2039-11-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| City of Fort Wayne IN                                                            | FORT WAYNE IN ECON DEV SOLID WST FAC REVENUE                                                                                            | CUSIP: 34924CAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1035000 | PA      | $1043756.62   | 0.26%             | 2044-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                   | CUSIP: 74526QZM7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     15000 | PA      | $10312.50     | 0.00%             | 2021-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TROUSDALE ISSUER LLC                                                             | Trousdale Issuer LLC                                                                                                                    | CUSIP: 897186AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $70000.00     | 0.02%             | 2025-04-01      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                                                                                    | CUSIP: 64990EMS3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    425000 | PA      | $436918.02    | 0.11%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                         | ARIZONA INDL DEV AUTH HOSP REVENUE                                                                                                      | CUSIP: 04052EAC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $635000.00    | 0.16%             | 2048-02-01      | Floating      | 1.20%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2FHZ5   IRS USD R V 00MSOFR IS2FI07 CCPOIS / Short: BS2FHZ5   IRS USD P F  2.47300 IS2FHZ5 CCPOIS                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $240846.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Baltimore MD                                                             | BALTIMORE MD SPL OBLIG                                                                                                                  | CUSIP: 05923TBY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151945.47    | 0.04%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GDB Debt Recovery Authority of Puerto Rico                                       | GDB DEBT RECOVERY AUTH OF CMWLTH PUERTO RICO                                                                                            | CUSIP: 36829QAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    118148 | PA      | $99539.69     | 0.02%             | 2040-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State of Maryland Department of Transportation                                   | MARYLAND ST DEPT OF TRANSPRTN CONSOL TRANSPRTN                                                                                          | CUSIP: 574204U35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3576443.50   | 0.89%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Wayzata MN                                                               | WAYZATA MN SENIOR HSG REVENUE                                                                                                           | CUSIP: 946829BQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $100542.60    | 0.03%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Securitization Authority of Northern California                          | TOBACCO SECURITIZATION AUTH NTHRN CA TOBACCO SETTLEMENT REVE                                                                            | CUSIP: 888794CA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $35461.82     | 0.01%             | 2060-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2GNN8   IRS USD R V 00MSOFR IS2GNO9 CCPOIS / Short: BS2GNN8   IRS USD P F  2.88100 IS2GNN8 CCPOIS                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $144640.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Michigan Strategic Fund                                                          | MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE                                                                                             | CUSIP: 594698QR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1610000 | PA      | $1627027.04   | 0.41%             | 2035-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                           | CUSIP: 59261AG68<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1092318.80   | 0.27%             | 2045-11-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                          | MIAMI-DADE CNTY FL PUBLIC FACS REVENUE                                                                                                  | CUSIP: 59333TDX5<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    780000 | PA      | $823403.33    | 0.21%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arlington Higher Education Finance Corp                                          | ARLINGTON TX HGR EDU FIN CORP EDU REVENUE                                                                                               | CUSIP: 041807CE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250930.48    | 0.06%             | 2062-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV CORP STUDENT HSG REVENUE                                                                                           | CUSIP: 57420VRJ4<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1023420.40   | 0.25%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS Corp                                                                                                                           | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $205042.50    | 0.05%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| County of Jefferson AL Sewer Revenue                                             | JEFFERSON CNTY AL SWR REVENUE WARRANTS                                                                                                  | CUSIP: 472682RL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $117506.27    | 0.03%             | 2042-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bucks County Industrial Development Authority                                    | BUCKS CNTY PA INDL DEV AUTH HOSP REVENUE                                                                                                | CUSIP: 11861MBN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $232121.10    | 0.06%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                         | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                                                                                          | CUSIP: 650116DA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $947075.50    | 0.24%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | Medline Borrower LP                                                                                                                     | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    350000 | PA      | $299474.00    | 0.07%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                                       | CUSIP: 74529JPX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    867000 | PA      | $854210.62    | 0.21%             | 2058-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Palm Beach FL                                                          | PALM BEACH CNTY FL REVENUE                                                                                                              | CUSIP: 696547CN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1400000.00   | 0.35%             | 2032-07-01      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Columbia Housing Authority/SC                                                    | COLUMBIA SC HSG AUTH MF HSG REVENUE                                                                                                     | CUSIP: 198409AG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $146054.91    | 0.04%             | 2024-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                   | CUSIP: 74526QWE8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    125000 | PA      | $88125.00     | 0.02%             | 2036-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mississippi Business Finance Corp                                                | MISSISSIPPI ST BUSINESS FIN CORP EXEPT FACS REVENUE                                                                                     | CUSIP: 60528DAA6<br>LEI: 549300DYV074JUDKBQ77 | Long             | DBT              | MUN               | US        |    270000 | PA      | $272922.83    | 0.07%             | 2047-07-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH SF MTGE REVENUE                                                                                                        | CUSIP: 462467Y62<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4931756.50   | 1.23%             | 2052-01-01      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                                                                                       | CUSIP: 79625GDV2<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1095202.40   | 0.27%             | 2046-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                      | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    269999 | PA      | $292820.10    | 0.07%             | 2031-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Essex County Improvement Authority                                               | ESSEX CNTY NJ IMPT AUTH                                                                                                                 | CUSIP: 296809RW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2165000 | PA      | $2165000.00   | 0.54%             | 2025-07-01      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                                    | CUSIP: 57583RWB7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1250000.00   | 0.31%             | 2042-10-01      | Floating      | 1.15%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2AU39   IRS USD R V 12MUSCPI IS2AU40 CCPINFLATIONZERO / Short: BS2AU39   IRS USD P F  2.68000 IS2AU39 CCPINFLATIONZERO          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1380000 | OU      | $91490.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                   | CUSIP: 167505WN2<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106227.08    | 0.03%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Four Corners Business Improvement District                                       | FOUR CORNERS BUSINESS IMPT DIST CO LIMITED TAX SUPPORTED                                                                                | CUSIP: 35084NAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $466876.60    | 0.12%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                               | CUSIP: 837151C49<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    329000 | PA      | $315385.29    | 0.08%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ulster County Capital Resource Corp                                              | ULSTER CNTY NY CAPITAL RESOURCE CORP REVENUE                                                                                            | CUSIP: 903768AD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $99397.67     | 0.02%             | 2037-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                                | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                                        | CUSIP: 13033DAJ4<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |    245594 | PA      | $227606.50    | 0.06%             | 2036-08-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                             | COLORADO ST HLTH FACS AUTH REVENUE                                                                                                      | CUSIP: 19648FSV7<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    250000 | PA      | $190384.25    | 0.05%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                              | CUSIP: 74442PMQ5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    130000 | PA      | $132480.21    | 0.03%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI EDUCTNL FAC REVENUE                                                                                                  | CUSIP: 74443DHG9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1032457.10   | 0.26%             | 2042-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hempstead Town Local Development Corp                                            | HEMPSTEAD TOWN NY LOCAL DEV CORP EDU REVENUE                                                                                            | CUSIP: 424685BB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2015877.80   | 0.50%             | 2057-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| County of Washington OH                                                          | WASHINGTON CNTY OH HOSP REVENUE                                                                                                         | CUSIP: 938154DX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $253892.68    | 0.06%             | 2052-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI EDU REVENUE                                                                                                          | CUSIP: 74442EJK7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    500000 | PA      | $441047.60    | 0.11%             | 2062-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | Carnival Corp                                                                                                                           | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    400000 | PA      | $344812.00    | 0.09%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Detroit MI                                                               | DETROIT MI                                                                                                                              | CUSIP: 251093S84<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    245000 | PA      | $184313.87    | 0.05%             | 2044-04-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Vauxmont Metropolitan District                                                   | VAUXMONT MET DIST CO                                                                                                                    | CUSIP: 92242SAH6<br>LEI: 549300M7XL6MB0OW8D56 | Long             | DBT              | MUN               | US        |    380000 | PA      | $409550.24    | 0.10%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Cuyahoga OH                                                            | CUYAHOGA CNTY OH HOSP REVENUE                                                                                                           | CUSIP: 2322655Q7<br>LEI: 549300GHDK9DGLUNJU89 | Long             | DBT              | MUN               | US        |    205000 | PA      | $207502.44    | 0.05%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Samoa Economic Development Authority                                    | AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE                                                                                             | CUSIP: 02936TAG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $150714.62    | 0.04%             | 2038-09-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                      | NEW JERSEY ST EDUCTNL FACS AUTH REVENUE                                                                                                 | CUSIP: 6460666J4<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103893.07    | 0.03%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                       | Affirm Asset Securitization Trust 2021-Z1                                                                                               | CUSIP: 00834CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113568 | PA      | $110575.61    | 0.03%             | 2025-08-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPOSITION AUTH IL REVENUE                                                                                                   | CUSIP: 592250DM3<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |    640000 | PA      | $649598.66    | 0.16%             | 2050-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                   | CUSIP: 74526QYD8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     15000 | PA      | $10500.00     | 0.00%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                   | CUSIP: 74526QYX4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     25000 | PA      | $17437.50     | 0.00%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARC70 II TRUST                                                                   | ARC70 II TR CA                                                                                                                          | CUSIP: 03880NAA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $259242.93    | 0.06%             | 2059-12-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Southeast Energy Authority A Cooperative District                                | SOUTHEAST ENERGY AUTH AL COMMODITY SPLY REVENUE                                                                                         | CUSIP: 84136FBM8<br>LEI: 25490090A3RLJHITY273 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2066035.80   | 0.51%             | 2053-01-01      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Baytown Municipal Development District                                           | BAYTOWN MUNI DEV DIST TX                                                                                                                | CUSIP: 073201AD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $346381.36    | 0.09%             | 2050-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA                                                            | INTELSAT EMERGENCE SA                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      2571 | NS      | $58919.61     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 13013FAU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $355980.35    | 0.09%             | 2056-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                | PHILADELPHIA PA AUTH FOR INDL DEV CHRT SCH REVENUE                                                                                      | CUSIP: 71780CBE9<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101000.13    | 0.03%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DISTRICT OF COLUMBIA REVENUE                                                                                                            | CUSIP: 254839RX3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1800000.00   | 0.45%             | 2038-08-15      | Floating      | 1.20%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH REVENUE                                                                                                                | CUSIP: 46247SBU7<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    205000 | PA      | $156891.77    | 0.04%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily VRD Certificates                                               | FEDERAL HOME LOAN MTGE CORP VA MF VARIABLE RATE CTFS                                                                                    | CUSIP: 31350ACQ9<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    375000 | PA      | $313282.43    | 0.08%             | 2036-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| City of South Charleston WV                                                      | SOUTH CHARLESTON WV SPL DIST EXCISE TAX                                                                                                 | CUSIP: 837323AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $201507.78    | 0.05%             | 2042-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                    | Long: IS1WUB4   IRS USD R V 01MMUNIP IS1WUC5 VANILLA / Short: IS1WUB4   IRS USD P F  1.12500 IS1WUB4 VANILLA                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   2220000 | OU      | $231264.06    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Henderson KY                                                             | HENDERSON KY EXEMPT FACS REVENUE                                                                                                        | CUSIP: 425099AC2<br>LEI: 549300UJ32J1O26W1T80 | Long             | DBT              | MUN               | US        |    325000 | PA      | $319416.11    | 0.08%             | 2032-01-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS23VV3   IRS USD R V 12MUSCPI IS23VW4 CCPINFLATIONZERO / Short: BS23VV3   IRS USD P F  1.58500 IS23VV3 CCPINFLATIONZERO          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1600000 | OU      | $255250.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                          | Freddie Mac Multifamily ML Certificates                                                                                                 | CUSIP: 3137H9JQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1196748 | PA      | $86436.65     | 0.02%             | 2036-09-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                                                                                | CUSIP: 30711XBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83831 | PA      | $89428.93     | 0.02%             | 2028-08-25      | Floating      | 11.26%                | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2I1B8   IRS USD R V 00MSOFR IS2I1C9 CCPOIS / Short: BS2I1B8   IRS USD P F  3.06450 IS2I1B8 CCPOIS                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $77847.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH REVENUE                                                                                                             | CUSIP: 45506EED1<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $784145.80    | 0.20%             | 2043-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                             | CUSIP: 452153ER6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1080809.30   | 0.27%             | 2045-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH                                                                                                             | CUSIP: 64578EMS3<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1019113.70   | 0.25%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                            | CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE                                                                                    | CUSIP: 13034AY87<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    590000 | PA      | $590653.90    | 0.15%             | 2050-01-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                   | CUSIP: 167505XC5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104613.47    | 0.03%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                      | WASHINGTON ST HSG FIN COMMISSION NONPROFIT REVENUE                                                                                      | CUSIP: 93978LEX0<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2250000.00   | 0.56%             | 2043-04-01      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                        | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP RETMNT FAC REVENU                                                                            | CUSIP: 87638RKD8<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |    456141 | PA      | $296491.65    | 0.07%             | 2054-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE                                                                                                | CUSIP: 67884XCX3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $985064.40    | 0.25%             | 2044-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                                       | CUSIP: 74529JQC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     17000 | PA      | $14017.32     | 0.00%             | 2027-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | Newell Brands Inc                                                                                                                       | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    173000 | PA      | $164334.43    | 0.04%             | 2026-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                         | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                                                                                          | CUSIP: 650116CQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $267166.60    | 0.07%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Village Community Development District No 13                                     | VLG FL CDD #13 SPL ASSMNT REVENUE                                                                                                       | CUSIP: 92708HAD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    610000 | PA      | $510557.43    | 0.13%             | 2039-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| New Jersey Health Care Facilities Financing Authority                            | NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE                                                                                          | CUSIP: 645790LM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $295730.29    | 0.07%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                           | CUSIP: 97712JCM3<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    650000 | PA      | $531940.89    | 0.13%             | 2045-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                   | CUSIP: 74526QKW1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     85000 | PA      | $59287.50     | 0.01%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                     | BAMLL Commercial Mortgage Securities Trust 2017-SCH                                                                                     | CUSIP: 054966AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $236780.18    | 0.06%             | 2033-11-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                        | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP RETMNT FAC REVENU                                                                            | CUSIP: 87638REK9<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |    675000 | PA      | $270000.00    | 0.07%             | 2025-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Children's Trust Fund                                                            | THE CHILDRENS TRUST FUND PR TOBACCO SETTLEMENT REVENUE                                                                                  | CUSIP: 16876QBM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $295235.50    | 0.07%             | 2057-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kansas City Industrial Development Authority                                     | KANSAS CITY MO INDL DEV AUTH                                                                                                            | CUSIP: 48503SGQ6<br>LEI: 549300QWDXL46XQC8110 | Long             | DBT              | MUN               | US        |    180000 | PA      | $157881.58    | 0.04%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Cuyahoga OH                                                            | CUYAHOGA CNTY OH COPS                                                                                                                   | CUSIP: 23225PAM7<br>LEI: 549300GHDK9DGLUNJU89 | Long             | DBT              | MUN               | US        |    365000 | PA      | $374428.90    | 0.09%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Chillicothe OH                                                           | CHILLICOTHE OH HOSP FACS REVENUE                                                                                                        | CUSIP: 169203AK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $176286.97    | 0.04%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                                                                        | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92113.00     | 0.02%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sterling Ranch Community Authority Board                                         | STERLING RANCH CMNTY AUTH BRD CO SUPPORTED REVENUE                                                                                      | CUSIP: 85950NAQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $512251.15    | 0.13%             | 2042-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                                | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                                        | CUSIP: 13033DAH8<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |    981744 | PA      | $53798.62     | 0.01%             | 2035-03-25      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Long: SS2IKT9   CDS USD R F  5.00000 IS2IKT9 CCPCDX / Short: SS2IKT9   CDS USD P V 03MEVENT IS2IKU0 CCPCDX                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   5000000 | OU      | $167657.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Abilene Convention Center Hotel Development Corp                                 | ABILENE TX CONVENTION CENTER HOTEL DEV CORP HOTEL REVENUE                                                                               | CUSIP: 00344PAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $440304.45    | 0.11%             | 2050-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Housing & Community Development Authority                                | INDIANA ST HSG & CMNTY DEV AUTH MF HSG REVENUE                                                                                          | CUSIP: 45506CBB2<br>LEI: 549300QRKDYVNHT1OE86 | Long             | DBT              | MUN               | US        |    100000 | PA      | $97439.54     | 0.02%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                            | CUSIP: 45200BKS6<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1325000 | PA      | $1325000.00   | 0.33%             | 2030-10-01      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH REVENUE                                                                                                                | CUSIP: 46246K5E8<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |   2100000 | PA      | $2100000.00   | 0.52%             | 2041-07-01      | Floating      | 1.15%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA ST DEV FIN CORP EDUCTNL FACS REVENUE                                                                                            | CUSIP: 34061UFY9<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $968880.10    | 0.24%             | 2055-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| St Croix Chippewa Indians of Wisconsin                                           | ST CROIX CHIPPEWA INDIANS OF WISCONSIN                                                                                                  | CUSIP: 788400AA7<br>LEI: 5493006ZQ04VD450FS17 | Long             | DBT              | MUN               | US        |    200000 | PA      | $154870.74    | 0.04%             | 2041-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Housing Corp                                                            | KENTUCKY ST HSG CORP MF REVENUE                                                                                                         | CUSIP: 491312ES9<br>LEI: 549300NTBUU903EKQ287 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102598.56    | 0.03%             | 2040-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                                | Territory of Guam                                                                                                                       | CUSIP: 40065NCM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1089005.70   | 0.27%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                      | CUSIP: 74514L4C8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   2695000 | PA      | $1185800.00   | 0.30%             | 2051-11-01      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency                                                      | CMFA SPL FIN AGY CA ESSENTIAL HSG REVENUE                                                                                               | CUSIP: 12574WAD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $219922.87    | 0.05%             | 2056-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norman Regional Hospital Authority                                               | NORMAN OK REGL HOSP AUTH HOSP REVENUE                                                                                                   | CUSIP: 656178EH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $416352.45    | 0.10%             | 2039-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                      | WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE                                                                                  | CUSIP: 939783ZB5<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $780413.60    | 0.19%             | 2055-01-01      | 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: 762197CM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $850000.00    | 0.21%             | 2038-11-15      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| Southeast Energy Authority A Cooperative District                                | SOUTHEAST ENERGY AUTH AL COMMODITY SPLY REVENUE                                                                                         | CUSIP: 84136FBL0<br>LEI: 25490090A3RLJHITY273 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1088628.70   | 0.27%             | 2053-01-01      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                                                                            | CUSIP: 59447TH97<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $883615.90    | 0.22%             | 2039-06-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HGR EDU FACS REVENUE                                                                                                 | CUSIP: 74445FAH7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1315000 | PA      | $1318680.42   | 0.33%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA DEV FIN CORP SURFACE TRANPRTN FAC REVENUE                                                                                       | CUSIP: 34061YAH3<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    500000 | PA      | $451034.60    | 0.11%             | 2049-01-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                              | CUSIP: 74442PMN2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101411.47    | 0.03%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Glendale AZ                                                              | GLENDALE AZ COPS                                                                                                                        | CUSIP: 37828AAG4<br>LEI: 5493002BC35ZY7XRQ949 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $833448.40    | 0.21%             | 2030-07-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                             | COLORADO ST HLTH FACS AUTH REVENUE                                                                                                      | CUSIP: 19648AZ81<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    200000 | PA      | $208682.24    | 0.05%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                                   | CPS Auto Receivables Trust 2021-B                                                                                                       | CUSIP: 12656QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $242866.35    | 0.06%             | 2027-03-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                             | COLORADO ST HLTH FACS AUTH REVENUE                                                                                                      | CUSIP: 19648FTD6<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    100000 | PA      | $81058.08     | 0.02%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital Trust Agency Inc                                                         | CAPITAL TRUST AGY FL REVENUE                                                                                                            | CUSIP: 14052WDN4<br>LEI: 549300F49UWS7X0OGQ59 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $928186.60    | 0.23%             | 2056-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Western Regional Off-Track Betting Corp                                          | WESTERN REGL OFF-TRACK BETTING CORP REVENUE                                                                                             | CUSIP: 959321AB6<br>LEI: 549300OJK9LIIXQUYY95 | Long             | DBT              | MUN               | US        |    100000 | PA      | $75751.00     | 0.02%             | 2041-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                                                                             | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $905787.80    | 0.23%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                          | MASSACHUSETTS ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                       | CUSIP: 57586EKB6<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2000000.00   | 0.50%             | 2044-07-01      | Floating      | 1.10%                 | No            |                  2 | On Loan: No      |
| New Mexico Hospital Equipment Loan Council                                       | NEW MEXICO ST HOSP EQUIPMENT LOAN COUNCIL 1ST MTGE REVENUE                                                                              | CUSIP: 647377AN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $833687.30    | 0.21%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Economic Development Finance Authority                                | WASHINGTON ST ECON DEV FIN AUTH ENVRNMNYL FACS REVENUE                                                                                  | CUSIP: 93975YAN1<br>LEI: 549300TQ7IXFA28IYO51 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2503178.75   | 0.62%             | 2042-12-01      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE                                                                                                | CUSIP: 67884XCK1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $968620.30    | 0.24%             | 2052-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | LOUISIANA ST PUBLIC FACS AUTH REVENUE                                                                                                   | CUSIP: 546398C71<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |    365000 | PA      | $365000.00    | 0.09%             | 2047-07-01      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH REVENUE                                                                                                                | CUSIP: 46247SBT0<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    115000 | PA      | $90819.08     | 0.02%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                   | CUSIP: 74526QVX7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    340000 | PA      | $238000.00    | 0.06%             | 2040-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH SPL FAC REVENUE                                                                                             | CUSIP: 64578CAH4<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    210000 | PA      | $212218.67    | 0.05%             | 2029-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                            | CUSIP: 45204FQP3<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $927525.40    | 0.23%             | 2057-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA ST DEV FIN CORP                                                                                                                 | CUSIP: 340618DE4<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2998191.60   | 0.75%             | 2056-12-01      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | LOUISIANA ST PUBLIC FACS AUTH REVENUE                                                                                                   | CUSIP: 546398C71<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |   1290000 | PA      | $1290000.00   | 0.32%             | 2047-07-01      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                         | Long: IS1Z121   CDS USD R F  2.00000 IS1Z121 CMBX / Short: IS1Z121   CDS USD P V 01MEVENT IS1Z132 CMBX                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |   1222461 | OU      | $-177881.71   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                         | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                                                                                          | CUSIP: 650116AQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $150852.18    | 0.04%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs-Economic Development Authority                               | SOUTH CAROLINA ST JOBS-ECON DEV AUTH SOL WST DISP REVENUE                                                                               | CUSIP: 83704DAM8<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |    300000 | PA      | $220188.15    | 0.05%             | 2051-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                            | CUSIP: 45200BVD7<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    385000 | PA      | $385000.00    | 0.10%             | 2035-08-01      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 126292BD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $351040.88    | 0.09%             | 2056-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp/VA                                             | TOBACCO SETTLEMENT FING CORP VA                                                                                                         | CUSIP: 88880NAU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $160018.96    | 0.04%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Orleans LA Water System Revenue                                      | NEW ORLEANS LA WTR REVENUE                                                                                                              | CUSIP: 647753KT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104827.55    | 0.03%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                                                                        | CUSIP: 57582PCU2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1277025.75   | 0.32%             | 2037-05-01      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Brazoria County Industrial Development Corp                                      | BRAZORIA CNTY TX INDL DEV CORP SOLID WST DISP FACS REVENUE                                                                              | CUSIP: 10604PAE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $492010.00    | 0.12%             | 2042-06-01      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                   | CUSIP: 74526QZZ8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     50000 | PA      | $34875.00     | 0.01%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth  | PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC                                                                            | CUSIP: 74527JAC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $355835.48    | 0.09%             | 2026-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                                | California Housing Finance Agency                                                                                                       | CUSIP: 13033DAK1<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |    982376 | PA      | $54772.49     | 0.01%             | 2036-08-20      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Arlington Higher Education Finance Corp                                          | ARLINGTON TX HGR EDU FIN CORP EDU REVENUE                                                                                               | CUSIP: 0418063B4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $484036.50    | 0.12%             | 2056-06-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Black Belt Energy Gas District                                                   | BLACK BELT ENERGY GAS DIST AL GAS PROJECT REVENUE                                                                                       | CUSIP: 09182TBT3<br>LEI: 549300I8V0Z68JQCB679 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2148077.80   | 0.53%             | 2053-11-01      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                                               | THL Credit Wind River 2014-2 CLO Ltd                                                                                                    | CUSIP: 88390AAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247542.00    | 0.06%             | 2031-01-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TEXAS ST PRIV ACTIVITY BOND SURFACE TRANSPRTN CORP REVENUE                                                                              | CUSIP: 882667AN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3035931.60   | 0.76%             | 2058-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                           | CUSIP: 59261AM20<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    900000 | PA      | $897810.39    | 0.22%             | 2035-11-01      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GA                                                                                                                    | CUSIP: 62620HGR7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1046987.00   | 0.26%             | 2064-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HOTEL REVENUE                                                                                                        | CUSIP: 74447DAG2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $988212.00    | 0.25%             | 2062-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HOSP REVENUE                                                                                                         | CUSIP: 74442CEF7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1304894.11   | 0.32%             | 2034-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Finance Authority of Maine                                                       | MAINE ST FIN AUTH SOL WST DISP REVENUE                                                                                                  | CUSIP: 56042CAU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100809.16    | 0.03%             | 2025-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wisconsin Housing & Economic Development Authority                               | WISCONSIN ST HSG & ECON DEV AUTH MF HSG                                                                                                 | CUSIP: 97689RER1<br>LEI: 549300AT0SEG8YQT2K79 | Long             | DBT              | MUN               | US        |    100000 | PA      | $88975.04     | 0.02%             | 2040-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE                                                                                               | CUSIP: 544445F53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $973259.60    | 0.24%             | 2047-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Long: SS2IFR2   CDS USD R F  1.00000 IS2IFR2 CCPCDX / Short: SS2IFR2   CDS USD P V 03MEVENT IS2IFS3 CCPCDX                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  15000000 | OU      | $206048.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | MET GOVT NASHVILLE & DAVIDSON CNTY TN HLTH & EDUCTNL FAC BRD                                                                            | CUSIP: 592029AR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $209345.50    | 0.05%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                                       | CUSIP: 74529JRJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $349422.75    | 0.09%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Mississippi Hospital Equipment & Facilities Authority                            | MISSISSIPPI ST HOSP EQUIPMENT & FACS AUTH                                                                                               | CUSIP: 605360SB3<br>LEI: 549300DW2GVUIGE04396 | Long             | DBT              | MUN               | US        |    250000 | PA      | $257029.65    | 0.06%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH REVE                                                                            | CUSIP: 54628CAQ5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    675000 | PA      | $714218.51    | 0.18%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbia Housing Authority/SC                                                    | COLUMBIA SC HSG AUTH MF HSG REVENUE                                                                                                     | CUSIP: 198409AH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $98262.16     | 0.02%             | 2039-11-01      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| County of Lake FL                                                                | LAKE CNTY FLA RETMNT FAC REVENUE                                                                                                        | CUSIP: 50826FAD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $175670.16    | 0.04%             | 2055-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                           | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                                 | CUSIP: 13080SML5<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250439.73    | 0.06%             | 2056-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Columbus Regional Airport Authority                                              | COLUMBUS OH REGL ARPT AUTH CAPITAL FUNDING REVENUE                                                                                      | CUSIP: 199544AA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50000.00     | 0.01%             | 2035-07-01      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2K3B8   IRS USD R F  3.53300 IS2K3B8 CCPOIS / Short: SS2K3B8   IRS USD P V 00MSOFR IS2K3C9 CCPOIS                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $-14807.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Children's Trust Fund                                                            | THE CHILDRENS TRUST FUND PR TOBACCO SETTLEMENT REVENUE                                                                                  | CUSIP: 16876QBL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2600000 | PA      | $187388.24    | 0.05%             | 2057-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH REVENUE                                                                                                             | CUSIP: 45506DQZ1<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    190000 | PA      | $192152.04    | 0.05%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                  | KENTUCKY ST ECON DEV FIN AUTH                                                                                                           | CUSIP: 49126KKC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $442507.79    | 0.11%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Moon Industrial Development Authority                                            | MOON INDL DEV AUTH PA REVENUE                                                                                                           | CUSIP: 61543RAU0<br>LEI: 549300CGX4T1GTNHL435 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $860462.80    | 0.21%             | 2050-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Main Street Natural Gas Inc                                                      | MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE                                                                                       | CUSIP: 56035DCR1<br>LEI: 549300NY5M0QVZ6X4U26 | Long             | DBT              | MUN               | US        |   3215000 | PA      | $3234311.54   | 0.81%             | 2050-03-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                                                                                    | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    600000 | PA      | $576702.00    | 0.14%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                    | Long: IS2FES7   IRS USD R F  2.65500 IS2FES7 VANILLA / Short: IS2FES7   IRS USD P V 01MMUNIP IS2FET8 VANILLA                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   2000000 | OU      | $29583.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| County of Montgomery OH                                                          | MONTGOMERY CNTY OH SENIOR LIVING REVENUE                                                                                                | CUSIP: 613554AG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $35000.00     | 0.01%             | 2049-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                                | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                                        | CUSIP: 13033DAC9<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |    152154 | PA      | $154207.92    | 0.04%             | 2033-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                            | CUSIP: 45204E6Z6<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    100000 | PA      | $90468.91     | 0.02%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                                                                                | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213748.70    | 0.05%             | 2043-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                         | ARIZONA ST INDL DEV AUTH REVENUE                                                                                                        | CUSIP: 04052ABH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    192585 | PA      | $186119.38    | 0.05%             | 2033-05-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ohio Air Quality Development Authority                                           | OHIO ST AIR QUALITY DEV AUTH                                                                                                            | CUSIP: 677525WB9<br>LEI: 549300DZUU80AYOR6M80 | Long             | DBT              | MUN               | US        |    580000 | PA      | $538734.97    | 0.13%             | 2029-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| City of Reno NV                                                                  | RENO NV SALES TAX REVENUE                                                                                                               | CUSIP: 759861EJ2<br>LEI: 549300M4R5WWSUWY8D52 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $253916.20    | 0.06%             | 2058-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | MIAMI-DADE CNTY FL AVIATION REVENUE                                                                                                     | CUSIP: 59333PR34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $276535.69    | 0.07%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 126292AY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $343637.45    | 0.09%             | 2056-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS21YN0   IRS USD R V 12MUSCPI IS21YO1 CCPINFLATIONZERO / Short: BS21YN0   IRS USD P F  1.23000 IS21YN0 CCPINFLATIONZERO          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1110000 | OU      | $188299.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Arlington Higher Education Finance Corp                                          | ARLINGTON TX HGR EDU FIN CORP EDU REVENUE                                                                                               | CUSIP: 041807CD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100903.29    | 0.03%             | 2052-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                                                                                | CUSIP: 30711XAX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32600 | PA      | $33258.97     | 0.01%             | 2025-05-25      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                   | CUSIP: 74526QXP2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     40000 | PA      | $28000.00     | 0.01%             | 2024-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Port of Greater Cincinnati Development Authority                                 | PORT OF GTR CINCINNATI DEV AUTH OH EDU REVENUE                                                                                          | CUSIP: 73421LAA9<br>LEI: 549300IK2RCZBY62ST97 | Long             | DBT              | MUN               | US        |    100000 | PA      | $96785.35     | 0.02%             | 2056-06-15      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH REVENUE                                                                                                                | CUSIP: 46246K4S8<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    500000 | PA      | $441739.40    | 0.11%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                      | WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE                                                                                  | CUSIP: 939783RY4<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |    200000 | PA      | $208353.50    | 0.05%             | 2044-01-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Jefferson County Port Authority/OH                                               | JEFFERSON CNTY OH PORT AUTH ECECON DEV REVENUE                                                                                          | CUSIP: 473318AA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $723813.30    | 0.18%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                                                                            | CUSIP: 6461397G4<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    540000 | PA      | $607265.53    | 0.15%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                      | CUSIP: 74514L3Q8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     41217 | PA      | $38602.03     | 0.01%             | 2024-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                                     | CUSIP: 13048VF37<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1102490.30   | 0.27%             | 2053-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Port Beaumont Navigation District                                                | PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE                                                                                       | CUSIP: 73360CAD6<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |    100000 | PA      | $74526.17     | 0.02%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                             | COLORADO ST HLTH FACS AUTH REVENUE                                                                                                      | CUSIP: 19648FTH7<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    100000 | PA      | $81530.89     | 0.02%             | 2049-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS Corp                                                                                                                           | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $206796.00    | 0.05%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPOSITION AUTH IL REVENUE                                                                                                   | CUSIP: 592250BR4<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |    600000 | PA      | $605887.56    | 0.15%             | 2045-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of Denver CO                                                       | DENVER CITY & CNTY CO SPL FACS ARPT REVENUE                                                                                             | CUSIP: 249271GV3<br>LEI: MMTY7HA2MSCBUO4F7J71 | Long             | DBT              | MUN               | US        |    615000 | PA      | $616747.15    | 0.15%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2D890   IRS USD R F  3.32300 IS2D890 CCPINFLATIONZERO / Short: SS2D890   IRS USD P V 12MUSCPI IS2D8A1 CCPINFLATIONZERO          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3030000 | OU      | $-103508.77   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Overland Park KS Sales Tax Revenue                                       | OVERLAND PARK KS SALES TAX SPL OBLIG REVENUE                                                                                            | CUSIP: 69030SAF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $309751.83    | 0.08%             | 2042-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                      | VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE                                                                                            | CUSIP: 928104PX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $904937.40    | 0.23%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                                                                                   | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97355.00     | 0.02%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 126292BT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $358589.35    | 0.09%             | 2056-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH HOSP REVENUE                                                                                                        | CUSIP: 45471AAS1<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    300000 | PA      | $300000.00    | 0.07%             | 2039-11-01      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2AF34   IRS USD R V 12MUSCPI IS2AF45 CCPINFLATIONZERO / Short: BS2AF34   IRS USD P F  2.60100 IS2AF34 CCPINFLATIONZERO          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1100000 | OU      | $81429.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                   | CUSIP: 167505PL4<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    240000 | PA      | $239504.45    | 0.06%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YMCA OF GREATER NY                                                               | YMCA of Greater New York                                                                                                                | CUSIP: 98425BAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $906130.00    | 0.23%             | 2026-08-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH HLTH FAC REVENUE                                                                                                    | CUSIP: 45471CBP2<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    100000 | PA      | $109157.19    | 0.03%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vauxmont Metropolitan District                                                   | VAUXMONT MET DIST CO                                                                                                                    | CUSIP: 92242SBE2<br>LEI: 549300M7XL6MB0OW8D56 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104471.72    | 0.03%             | 2050-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Turnpike Authority                                                | NORTH CAROLINA ST TURNPIKE AUTH                                                                                                         | CUSIP: 65830RBL2<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |    500000 | PA      | $532396.50    | 0.13%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                    | Long: IS2KBN6   IRS USD R F   .00000 MMD 2.98 20230109 IRATELOCK / Short: IS2KBN6   IRS USD P F   .00000 USD/MUNIRATELOCK/10Y/T3750/0.0 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   2000000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                         | Long: IS2ESG0   IRS USD R F  2.40000 IS2ESG0 VANILLA / Short: IS2ESG0   IRS USD P V 01MMUNIP IS2ESH1 VANILLA                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   2000000 | OU      | $-8221.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Development Authority of the County of Pima/The                       | PIMA CNTY AZ INDL DEV AUTH SENIOR LIVING REVENUE                                                                                        | CUSIP: 72178AAJ1<br>LEI: 549300QDTQ25545R4K19 | Long             | DBT              | MUN               | US        |    250000 | PA      | $259462.93    | 0.06%             | 2057-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PENNSYLVANIA ST ECON DEV FING AUTH T/E PRIVATE ACTIVITY REV                                                                             | CUSIP: 70868YAX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1045296.20   | 0.26%             | 2057-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI MF HSG REVENUE                                                                                                       | CUSIP: 74441XHQ5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    500000 | PA      | $511562.40    | 0.13%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                           | CUSIP: 97710BDK5<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000000.00   | 0.25%             | 2033-12-01      | Floating      | 1.21%                 | No            |                  2 | On Loan: No      |
| Palm Beach County Health Facilities Authority                                    | PALM BEACH CNTY FL HLTH FACS AUTH REVENUE                                                                                               | CUSIP: 696507VL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $152107.30    | 0.04%             | 2056-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Monongalia County Commission Excise Tax District                                 | MONONGALIA CNTY WV COMMISSION SPL DIST EXCISE TAX REVENUE                                                                               | CUSIP: 61022CAK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250911.23    | 0.06%             | 2024-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tennergy Corp/TN                                                                 | TENNERGY CORP TN GAS REVENUE                                                                                                            | CUSIP: 880397CF9<br>LEI: 5493008K3JJFBSC4C235 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1083713.30   | 0.27%             | 2053-10-01      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Abilene Convention Center Hotel Development Corp                                 | ABILENE TX CONVENTION CENTER HOTEL DEV CORP HOTEL REVENUE                                                                               | CUSIP: 00344PAB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $201908.65    | 0.05%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                                                                            | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98577.00     | 0.02%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| California Pollution Control Financing Authority                                 | CALIFORNIA ST POLL CONTROL FING AUTH WTR FURNISHING REVENUE                                                                             | CUSIP: 13054WAC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250457.55    | 0.06%             | 2045-11-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                             | CUSIP: 452152G54<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    375000 | PA      | $382957.05    | 0.10%             | 2024-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | Newell Brands Inc                                                                                                                       | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17587.98     | 0.00%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| City of Overland Park KS Sales Tax Revenue                                       | OVERLAND PARK KS SALES TAX SPL OBLIG REVENUE                                                                                            | CUSIP: 69030SAE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104085.53    | 0.03%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                                                                                     | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96807.00     | 0.02%             | 2025-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV CORP STUDENT HSG REVENUE                                                                                           | CUSIP: 57420VSP9<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1109983.10   | 0.28%             | 2058-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of Nevada Department of Business & Industry                                | DIRECTOR OF THE ST OF NEVADA DEPT OF BUSINESS & INDUSTRY                                                                                | CUSIP: 25457VBS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1100183.70   | 0.27%             | 2050-01-01      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH POLL CONTROL REVENUE                                                                                                | CUSIP: 45505VAE6<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    165000 | PA      | $142893.47    | 0.04%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                   | CUSIP: 167505WP7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105290.36    | 0.03%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                         | NATIONAL FIN AUTH NH MUNI CTFS                                                                                                          | CUSIP: 63607WAC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1985580 | PA      | $1990361.04   | 0.50%             | 2036-09-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                                                                                | CUSIP: 6789083T9<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   1180000 | PA      | $1182383.01   | 0.29%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Marion OH                                                              | MARION CNTY OH HLTH CARE FAC REVENUE                                                                                                    | CUSIP: 569120AW8<br>LEI: 549300Y83A05IEINZY87 | Long             | DBT              | MUN               | US        |    100000 | PA      | $89495.14     | 0.02%             | 2049-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                                | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                                        | CUSIP: 13033DAG0<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |    983825 | PA      | $983675.15    | 0.24%             | 2035-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                      | WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE                                                                                  | CUSIP: 939783NX0<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250000.00    | 0.06%             | 2031-10-01      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| County of Washington OH                                                          | WASHINGTON CNTY OH HOSP REVENUE                                                                                                         | CUSIP: 938154DW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1023865.50   | 0.25%             | 2042-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Indiana Housing & Community Development Authority                                | INDIANA ST HSG & CMNTY DEV AUTH MF HSG REVENUE                                                                                          | CUSIP: 45506CBA4<br>LEI: 549300QRKDYVNHT1OE86 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $823311.40    | 0.21%             | 2041-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                         | NATIONAL FIN AUTH NH MUNI CTFS                                                                                                          | CUSIP: 63607WAD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $24466.60     | 0.01%             | 2036-09-20      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| Village of Brookfield IL                                                         | BROOKFIELD IL                                                                                                                           | CUSIP: 112732AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $275000.00    | 0.07%             | 2038-06-01      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Align Affordable Housing Bond Fund LP                                            | ALIGN CAP SER 2022-1 TRUST VIRGINIA                                                                                                     | CUSIP: 01630QAA6<br>LEI: 549300B2I0LUTCXK9B86 | Long             | DBT              | MUN               | US        |    268431 | PA      | $266518.32    | 0.07%             | 2052-08-01      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                              | CUSIP: 74442PTM7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    100000 | PA      | $70416.80     | 0.02%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                      | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     95100 | PA      | $84153.50     | 0.02%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PENNSYLVANIA ST ECON DEV FING AUTH T/E PRIVATE ACTIVITY REV                                                                             | CUSIP: 70868YAZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1098204.90   | 0.27%             | 2062-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                               | CUSIP: 837151PS2<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    265000 | PA      | $274274.34    | 0.07%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 126292AP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $784405.50    | 0.20%             | 2056-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                      | VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE                                                                                            | CUSIP: 928104NQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2036086.20   | 0.51%             | 2034-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                      | VIRGINIA ST SMALL BUSINESS FING AUTH ENVIRONMENTAL FACS REVE                                                                            | CUSIP: 92810RAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2000551.00   | 0.50%             | 2052-11-01      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Housing & Economic Development Authority                               | WISCONSIN ST HSG & ECON DEV AUTH MF HSG                                                                                                 | CUSIP: 97689REQ3<br>LEI: 549300AT0SEG8YQT2K79 | Long             | DBT              | MUN               | US        |    460000 | PA      | $407080.91    | 0.10%             | 2039-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                   | Long: IS1O5D7   CDS USD R F  3.00000 IS1O5D7 CMBX / Short: IS1O5D7   CDS USD P V 01MEVENT IS1O5E8 CMBX                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    318549 | OU      | $-77699.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                                                                          | CUSIP: 235241PC4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    580000 | PA      | $607466.65    | 0.15%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 126292AM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $156248.52    | 0.04%             | 2056-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                                       | CUSIP: 74529JQD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     17000 | PA      | $12719.85     | 0.00%             | 2029-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| County of Grand Forks ND                                                         | GRAND FORKS CNTY ND                                                                                                                     | CUSIP: 38543PAE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $55000.00     | 0.01%             | 2031-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| District of Columbia Tobacco Settlement Financing Corp                           | DIST OF COLUMBIA TOBACCO SETTLEMENT FING CORP                                                                                           | CUSIP: 254842BD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $151406.25    | 0.04%             | 2055-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Industrial Development Board | MET GOVT NASHVILLE & DAVIDSON CNTY TN INDL DEV BRD SPL ASSMN                                                                            | CUSIP: 59211SAA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $81179.10     | 0.02%             | 2051-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana Gasoline & Fuels Tax Revenue                                  | LOUISIANA ST GAS & FUELS TAX REVENUE                                                                                                    | CUSIP: 546475VU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    995000 | PA      | $974474.05    | 0.24%             | 2043-05-01      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp                                           | NEW YORK CITY NY HSG DEV CORP                                                                                                           | CUSIP: 64970HCK8<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    900000 | PA      | $900000.00    | 0.22%             | 2036-04-15      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| Michigan Tobacco Settlement Finance Authority                                    | MICHIGAN ST TOBACCO SETTLEMENT FIN AUTH                                                                                                 | CUSIP: 594751AM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7750000 | PA      | $323178.88    | 0.08%             | 2058-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs-Economic Development Authority                               | SOUTH CAROLINA ST JOBS-ECON DEV AUTH ECON DEV REVENUE                                                                                   | CUSIP: 837031D91<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |    415000 | PA      | $297623.56    | 0.07%             | 2052-06-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                   | CUSIP: 74526QVA7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    125000 | PA      | $87656.25     | 0.02%             | 2024-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2COQ6   IRS USD R F  3.39000 IS2COQ6 CCPINFLATIONZERO / Short: SS2COQ6   IRS USD P V 12MUSCPI IS2COR7 CCPINFLATIONZERO          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4600000 | OU      | $-58791.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                           | CUSIP: 97712JED1<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    100000 | PA      | $76336.69     | 0.02%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                              | CUSIP: 74442PMS1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101864.88    | 0.03%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 126292BU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $143800.48    | 0.04%             | 2058-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington State Convention Center Public Facilities District                    | WASHINGTON ST CONVENTION CENTER PUBLIC FACS DIST                                                                                        | CUSIP: 93976ACR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $220351.42    | 0.05%             | 2031-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Housing & Redevelopment Authority of The City of St Paul Minnesota               | SAINT PAUL MN HSG & REDEV AUTH CHRT SCH LEASE REVENUE                                                                                   | CUSIP: 852297DJ6<br>LEI: 549300FQCUW4VH929113 | Long             | DBT              | MUN               | US        |    100000 | PA      | $69463.36     | 0.02%             | 2056-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX                                                                                 | CUSIP: 89602HDT1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5185290.00   | 1.29%             | 2024-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                         | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    165000 | PA      | $159733.20    | 0.04%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp                                                | TOBACCO SETTLEMENT FING CORP NJ                                                                                                         | CUSIP: 888808HT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3533938.45   | 0.88%             | 2046-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                                    | CUSIP: 57583UL48<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    620000 | PA      | $626155.11    | 0.16%             | 2044-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kentucky Public Energy Authority                                                 | KENTUCKY ST PUBLIC ENERGY AUTH GAS SPLY REVENUE                                                                                         | CUSIP: 74440DCZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $601121.64    | 0.15%             | 2050-12-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | Triborough Bridge & Tunnel Authority                                                                                                    | CUSIP: 89602HEW3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2102251.00   | 0.52%             | 2026-04-01      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS20V36   IRS USD R V 12MUSCPI IS20V47 CCPINFLATIONZERO / Short: BS20V36   IRS USD P F   .73500 IS20V36 CCPINFLATIONZERO          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    650000 | OU      | $133568.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 13013FBB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $708883.10    | 0.18%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA ST DEV FIN CORP EDUCTNL FACS REVENUE                                                                                            | CUSIP: 34061ULM8<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $981520.00    | 0.24%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                           | CUSIP: 59261AE78<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2000000.00   | 0.50%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Health Care Facilities Financing Authority                            | NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE                                                                                          | CUSIP: 64579FWQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000000.00   | 0.25%             | 2036-07-01      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| Colorado Educational & Cultural Facilities Authority                             | COLORADO ST EDUCTNL & CULTURAL FACS AUTH REVENUE                                                                                        | CUSIP: 19645RGM7<br>LEI: 549300BJRX2FHSSZP042 | Long             | DBT              | MUN               | US        |   1945000 | PA      | $1945000.00   | 0.48%             | 2038-09-01      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| Black Belt Energy Gas District                                                   | BLACK BELT ENERGY GAS DIST AL GAS PROJECT REVENUE                                                                                       | CUSIP: 09182TAM9<br>LEI: 549300I8V0Z68JQCB679 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001676.00   | 0.25%             | 2052-10-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Pinellas County Industrial Development Authority                                 | PINELLAS CNTY FL INDL DEV AUTH INDL DEV REVENUE                                                                                         | CUSIP: 72316VAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $503069.49    | 0.13%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | Long: SS2FL08   IRS USD R F  2.71100 IS2FL08 CCPOIS / Short: SS2FL08   IRS USD P V 00MSOFR IS2FL19 CCPOIS                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  10000000 | OU      | $-318211.40   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency VIII                                                 | CMFA SPL FIN AGY VIII CA ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 12574VAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $693898.00    | 0.17%             | 2056-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                         | NATIONAL FIN AUTH NH MUNI CTFS                                                                                                          | CUSIP: 63607WAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205656 | PA      | $207769.83    | 0.05%             | 2034-01-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                  | KENTUCKY ST ECON DEV FIN AUTH                                                                                                           | CUSIP: 49126PGD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $157941.18    | 0.04%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2CPG3   IRS USD R V 12MUSCPI IS2CPH4 CCPINFLATIONZERO / Short: BS2CPG3   IRS USD P F  3.76500 IS2CPG3 CCPINFLATIONZERO          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4860000 | OU      | $103510.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fayetteville State University                                                    | FAYETTEVILLE NC ST UNIV                                                                                                                 | CUSIP: 312810FM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $1121905.31   | 0.28%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                                                                               | CUSIP: 626207Y99<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106088.40    | 0.03%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                  | KENTUCKY ST ECON DEV FIN AUTH HLTH CARE REVENUE                                                                                         | CUSIP: 49126TAJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $56202.60     | 0.01%             | 2042-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                   | CUSIP: 74526QA28<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     10000 | PA      | $6975.00      | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Sparks NV                                                                | SPARKS NV TOURISM IMPT DIST #1 REVENUE                                                                                                  | CUSIP: 846562AD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $477011.12    | 0.12%             | 2028-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| New York Counties Tobacco Trust V                                                | NEW YORK CNTYS NY TOBACCO TRUST V                                                                                                       | CUSIP: 649441AB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $50929.13     | 0.01%             | 2050-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                                                                                | CUSIP: 30711XAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28120 | PA      | $28407.79     | 0.01%             | 2024-07-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                                                            | CUSIP: 167593Y48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5448176.00   | 1.36%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA ST DEV FIN CORP EDUCTNL FACS LEASE REVENUE                                                                                      | CUSIP: 34062FAB6<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1045904.90   | 0.26%             | 2047-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wilson County Health & Educational Facilities Board                              | WILSON CNTY TN HLTH & EDUCTNL FACS BRD MF REVENUE                                                                                       | CUSIP: 972178AE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $188524.74    | 0.05%             | 2024-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2EQQ6   IRS USD R F  3.44800 IS2EQQ6 CCPINFLATIONZERO / Short: SS2EQQ6   IRS USD P V 12MUSCPI IS2EQR7 CCPINFLATIONZERO          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1990000 | OU      | $42187.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                                 | CUSIP: 64613CAR9<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1159801.90   | 0.29%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palm Beach County Educational Facilities Authority                               | PALM BEACH CNTY FL EDUCTNL FACS AUTH                                                                                                    | CUSIP: 696506AR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $936361.30    | 0.23%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs-Economic Development Authority                               | SOUTH CAROLINA ST JOBS-ECON DEV AUTH ECON DEV REVENUE                                                                                   | CUSIP: 837031E25<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |    235000 | PA      | $233270.80    | 0.06%             | 2023-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                           | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                                 | CUSIP: 13080SM84<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1083409.40   | 0.27%             | 2057-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                                                            | CUSIP: 167593L67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1031993.30   | 0.26%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS249D4   IRS USD R V 12MUSCPI IS249E5 CCPINFLATIONZERO / Short: BS249D4   IRS USD P F  1.73100 IS249D4 CCPINFLATIONZERO          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1680000 | OU      | $245324.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                      | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    283840 | PA      | $301772.05    | 0.08%             | 2029-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                | PHILADELPHIA PA AUTH FOR INDL DEV CHRT SCH REVENUE                                                                                      | CUSIP: 71780CAZ3<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1002731.20   | 0.25%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Halifax Hospital Medical Center                                                  | HALIFAX FL HOSP MED CTR                                                                                                                 | CUSIP: 405815HE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2080000 | PA      | $2080000.00   | 0.52%             | 2048-06-01      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Palm Beach County Health Facilities Authority                                    | PALM BEACH CNTY FL HLTH FACS AUTH REVENUE                                                                                               | CUSIP: 696507VM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $97762.22     | 0.02%             | 2027-07-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority                                           | ILLINOIS ST HSG DEV AUTH MF HSG REVENUE                                                                                                 | CUSIP: 45203LDQ3<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1008214.00   | 0.25%             | 2025-12-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Louisville/Jefferson County Metropolitan Government                              | LOUISVILLE & JEFFERSON CNTY KY MET GOVT HLTH SYS REVENUE                                                                                | CUSIP: 54659LAK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $235000.00    | 0.06%             | 2039-10-01      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Illinois Educational Facilities Authority                                        | ILLINOIS ST EDUCTNL FACS AUTH                                                                                                           | CUSIP: 452001L81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $300000.00    | 0.07%             | 2029-01-01      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| City of Minneapolis MN/St Paul Housing & Redevelopment Authority                 | MINNEAPOLIS MN & SAINT PAUL MN HSG & REDEV AUTH HLTH CARE                                                                               | CUSIP: 603695FV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1600000.00   | 0.40%             | 2035-11-15      | Floating      | 1.20%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 126292AR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $709428.60    | 0.18%             | 2056-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI EXEMPT FACS REVENUE                                                                                                  | CUSIP: 74443QAD4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    100000 | PA      | $97738.67     | 0.02%             | 2030-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                      | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    129299 | PA      | $111188.13    | 0.03%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                                                                          | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    600000 | PA      | $564348.00    | 0.14%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Industrial Development Authority of the County of Pima/The                       | PIMA CNTY AZ INDL DEV AUTH SENIOR LIVING REVENUE                                                                                        | CUSIP: 72178AAG7<br>LEI: 549300QDTQ25545R4K19 | Long             | DBT              | MUN               | US        |    250000 | PA      | $261063.18    | 0.07%             | 2042-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Knox County Industrial Development Board                                         | KNOX CNTY TN INDL DEV BRD SOL WST DISPOSAL REVENUE                                                                                      | CUSIP: 499534AC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $405069.12    | 0.10%             | 2052-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                      | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   2972785 | PA      | $1311741.56   | 0.33%             | 2043-11-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                   | CUSIP: 167505PT7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $999946.30    | 0.25%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Main Street Natural Gas Inc                                                      | MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE                                                                                       | CUSIP: 56035DDP4<br>LEI: 549300NY5M0QVZ6X4U26 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $963820.90    | 0.24%             | 2052-08-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol Industrial Development Board                                             | BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE                                                                                            | CUSIP: 11023PAM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $92869.01     | 0.02%             | 2031-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                                 | CUSIP: 6461364G3<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    340000 | PA      | $368489.76    | 0.09%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                      | CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                         | CUSIP: 20775DPH9<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $980680.10    | 0.24%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland Stadium Authority                                                       | MARYLAND ST STADIUM AUTH REVENUE                                                                                                        | CUSIP: 574296CR8<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1686157.20   | 0.42%             | 2050-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 126292CM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $443857.15    | 0.11%             | 2059-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                              | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                             | CUSIP: 13058TQB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1020593.60   | 0.25%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cuyahoga County Port Authority                                         | CLEVELAND-CUYAHOGA CNTY OH PORT AUTH TAX INCREMENT FING REV                                                                             | CUSIP: 18611HAB1<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |    490000 | PA      | $414511.97    | 0.10%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                           | CUSIP: 97712JEE9<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $718220.80    | 0.18%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Utah Infrastructure Agency                                                       | UTAH INFRASTRUCTURE AGY TELECOMUNICATION REVENUE                                                                                        | CUSIP: 917467CJ9<br>LEI: 549300WD2FDRNXU16V82 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $971745.40    | 0.24%             | 2046-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Finance Authority                                             | TOBACCO SETTLEMENT FIN AUTH WV ASSET BACKED                                                                                             | CUSIP: 88880LAV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    384566 | PA      | $355707.30    | 0.09%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Winrock Town Center Tax Increment Development District No 1                      | WINROCK TOWN CENTER NM TAX INCR DEV DIST #1                                                                                             | CUSIP: 97535RAE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    867000 | PA      | $820537.38    | 0.20%             | 2028-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DIST OF COLUMBIA UNIV REVENUE                                                                                                           | CUSIP: 25484JAQ3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   1120000 | PA      | $1120000.00   | 0.28%             | 2041-04-01      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| City of Fort Wayne IN                                                            | FORT WAYNE IN ECON DEV SOLID WST FAC REVENUE                                                                                            | CUSIP: 34924CAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $139866.62    | 0.03%             | 2029-12-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH MIDWSTRN DISASTER AREA REVENUE                                                                                         | CUSIP: 46246SAV7<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2040355.80   | 0.51%             | 2050-12-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade County Industrial Development Authority                               | MIAMI-DADE CNTY FL INDL DEV AUTH EDUCTNL FACS REVENUE                                                                                   | CUSIP: 59334GAN7<br>LEI: 549300RM19LZY32DAU30 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $908632.90    | 0.23%             | 2061-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 13013FAL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $219288.00    | 0.05%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | LOUISIANA ST PUBLIC FACS AUTHLEASE REVENUE                                                                                              | CUSIP: 54639TCV2<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |   1335000 | PA      | $1377834.81   | 0.34%             | 2059-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                                                                                | CUSIP: 30711XAD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76870 | PA      | $79028.62     | 0.02%             | 2024-01-25      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV CORP PRIV ACTIVITY REVENUE                                                                                         | CUSIP: 57422JBZ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1027520.10   | 0.26%             | 2052-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| E-470 Public Highway Authority                                                   | E-470 CO PUBLIC HIGHWAY AUTH                                                                                                            | CUSIP: 26822LMV3<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $995728.50    | 0.25%             | 2039-09-01      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                      | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    134469 | PA      | $112121.70    | 0.03%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                                                                                    | CUSIP: 64990CPZ8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1014412.40   | 0.25%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wilson County Health & Educational Facilities Board                              | WILSON CNTY TN HLTH & EDUCTNL FACS BRD MF REVENUE                                                                                       | CUSIP: 972178AD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $156356.28    | 0.04%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Decatur Hospital Authority                                                       | DECATUR TX HOSP AUTH                                                                                                                    | CUSIP: 243323CA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $845764.20    | 0.21%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2G770   IRS USD R V 00MSOFR IS2G781 CCPOIS / Short: BS2G770   IRS USD P F  2.52750 IS2G770 CCPOIS                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7500000 | OU      | $431445.28    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Lee County Industrial Development Authority/FL                                   | LEE CNTY FL INDL DEV AUTH HLTHCR FACS REVENUE                                                                                           | CUSIP: 52349EEK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $448913.25    | 0.11%             | 2052-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Minneapolis Special School District No 1                                         | MINNEAPOLIS MN SPL SCH DIST #1 COPS                                                                                                     | CUSIP: 603792RV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4390000 | PA      | $4390000.00   | 1.09%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                   | CUSIP: 74526QYC0<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    100000 | PA      | $70000.00     | 0.02%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Tampa FL                                                                 | TAMPA FL CAPITAL IMPT CIGARETTE TAX ALLOCATION                                                                                          | CUSIP: 875146BD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $226241.20    | 0.06%             | 2053-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH REVENUE                                                                                                                | CUSIP: 46247SBS2<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    170000 | PA      | $141016.39    | 0.04%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                           | CUSIP: 97712D4D5<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    100000 | PA      | $81075.65     | 0.02%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chattanooga Health Educational & Housing Facility Board                          | CHATTANOOGA TN HLTH EDUCTNL &HSG FAC BRD REVENUE                                                                                        | CUSIP: 162410EJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $29951.50     | 0.01%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV CORP AIR CARGO REVENUE                                                                                             | CUSIP: 57420MAT0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    600000 | PA      | $542140.56    | 0.13%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                      | VIRGINIA ST SMALL BUSINESS FING AUTH SOL WST DISP FAC REVENU                                                                            | CUSIP: 928106AR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    530000 | PA      | $515777.24    | 0.13%             | 2029-06-01      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2DII9   IRS USD R F  3.06350 IS2DII9 CCPINFLATIONZERO / Short: SS2DII9   IRS USD P V 12MUSCPI IS2DIJ0 CCPINFLATIONZERO          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1420000 | OU      | $-31991.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Houston TX Hotel Occupancy Tax & Special Revenue                         | HOUSTON TX HOTEL OCCUPANCY TAX & SPL REVENUE                                                                                            | CUSIP: 44237NHR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $163776.05    | 0.04%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| School District of Philadelphia/The                                              | PHILADELPHIA PA SCH DIST                                                                                                                | CUSIP: 717883WG3<br>LEI: 254900HSKDHZKBZCUL90 | Long             | DBT              | MUN               | US        |    450000 | PA      | $555702.03    | 0.14%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                                | GUAM GOVT                                                                                                                               | CUSIP: 40065BCQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $209418.32    | 0.05%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS TX UNIV REVENUES                                                                                                          | CUSIP: 91514AES0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1014442.20   | 0.25%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                                        | CUSIP: 574215RC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000000.00   | 0.25%             | 2035-04-01      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX                                                                                 | CUSIP: 89602HAL1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    500000 | PA      | $378111.85    | 0.09%             | 2040-05-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS23W54   IRS USD R V 12MUSCPI IS23W65 CCPINFLATIONZERO / Short: BS23W54   IRS USD P F  1.58700 IS23W54 CCPINFLATIONZERO          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    525000 | OU      | $83657.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV CORP PRIV ACTIVITY REVENUE                                                                                         | CUSIP: 57422JBY3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1030202.20   | 0.26%             | 2047-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arkansas Development Finance Authority                                           | ARKANSAS DEV FIN AUTH ENVIRONMENTAL REVENUE                                                                                             | CUSIP: 04110FAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $199406.96    | 0.05%             | 2052-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                           | CUSIP: 97712JCL5<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    765000 | PA      | $653849.55    | 0.16%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 126292BY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $215609.19    | 0.05%             | 2058-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                                                    | INTELSAT JACKSON HOLDINGS S A                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |       269 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Columbus Regional Airport Authority                                              | COLUMBUS OH REGL ARPT AUTH CAPITAL FUNDING REVENUE                                                                                      | CUSIP: 199544AA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1415000 | PA      | $1415000.00   | 0.35%             | 2035-07-01      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Mission Economic Development Corp                                                | MISSION TX ECON DEV CORP REVENUE                                                                                                        | CUSIP: 605156AC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $446961.87    | 0.11%             | 2031-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| City of Valparaiso IN                                                            | VALPARAISO IN MF HSG REVENUE                                                                                                            | CUSIP: 920286AA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $120551.21    | 0.03%             | 2041-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI MF HSG REVENUE                                                                                                       | CUSIP: 74441XHR3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    375000 | PA      | $358626.38    | 0.09%             | 2046-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2DIG7   IRS USD R V 12MUSCPI IS2DIH8 CCPINFLATIONZERO / Short: BS2DIG7   IRS USD P F  4.02750 IS2DIG7 CCPINFLATIONZERO          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1180000 | OU      | $28505.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PENNSYLVANIA ST ECON DEV FING AUTH REVENUE                                                                                              | CUSIP: 70869PJY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101036.74    | 0.03%             | 2038-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                              | CUSIP: 74442PPE9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    200000 | PA      | $188137.08    | 0.05%             | 2050-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Tobacco Settlement Financing Corp                           | DIST OF COLUMBIA TOBACCO SETTLEMENT FING CORP                                                                                           | CUSIP: 254842BE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $85063.00     | 0.02%             | 2055-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                         | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    155000 | PA      | $152008.50    | 0.04%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS23XF1   IRS USD R V 12MUSCPI IS23XG2 CCPINFLATIONZERO / Short: BS23XF1   IRS USD P F  1.57200 IS23XF1 CCPINFLATIONZERO          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    525000 | OU      | $84380.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HTA TRRB Custodial Trust                                                         | HTA TRRB-2007N-745190ZS0 ASSURED CUSTODIAL TR                                                                                           | CUSIP: 40445GAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $110563.32    | 0.03%             | 2036-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority                                           | ILLINOIS ST HSG DEV AUTH MF HSG REVENUE                                                                                                 | CUSIP: 45203LDS9<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104157.41    | 0.03%             | 2038-11-01      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                                 | CUSIP: 6461362D2<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    550000 | PA      | $591621.69    | 0.15%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | MET GOVT NASHVILLE & DAVIDSONCNTY TN HLTH & EDUCTNL FAC BRD                                                                             | CUSIP: 592041WF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $225693.69    | 0.06%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR OH INC SOLAR ELECTRICITY PREPAYMENT                                                                                   | CUSIP: 02765MBT8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $969447.80    | 0.24%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                            | CUSIP: 64542UFZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $73148.83     | 0.02%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                                        | CUSIP: 574215RC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000000.00   | 0.25%             | 2035-04-01      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| Housing & Redevelopment Authority of The City of St Paul Minnesota               | SAINT PAUL MN HSG & REDEV AUTH CHRT SCH LEASE REVENUE                                                                                   | CUSIP: 852297DH0<br>LEI: 549300FQCUW4VH929113 | Long             | DBT              | MUN               | US        |    100000 | PA      | $71631.62     | 0.02%             | 2051-06-01      | Fixed         | 4.00%                 | 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: 64972HR46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    865000 | PA      | $983843.39    | 0.24%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Knox County Industrial Development Board                                         | KNOX CNTY TN INDL DEV BRD SOL WST DISPOSAL REVENUE                                                                                      | CUSIP: 499534AB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202567.84    | 0.05%             | 2042-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                              | PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE                                                                                          | CUSIP: 745160PX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61126.94     | 0.02%             | 2024-07-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                                                            | CUSIP: 167593SB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $345912.83    | 0.09%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                             | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    232143 | PA      | $250211.37    | 0.06%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| City of Detroit MI Sewage Disposal System Revenue                                | DETROIT MI SWR DISP SYS REVENUE                                                                                                         | CUSIP: 251237W66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $979195.40    | 0.24%             | 2032-07-01      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Augusta Development Authority                                                    | AUGUSTA GA DEV AUTH REVENUE                                                                                                             | CUSIP: 05115CAJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1065000 | PA      | $1051802.09   | 0.26%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                                       | CUSIP: 74529JQG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2111000 | PA      | $579695.38    | 0.14%             | 2046-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FIN AUTH STUDENT HSG REVENUE                                                                                         | CUSIP: 13049YDW8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    250000 | PA      | $257223.40    | 0.06%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                      | Washington State Housing Finance Commission                                                                                             | CUSIP: 93978TS67<br>LEI: 549300YL1HU59NREG764 | Long             | ABS-MBS          | CORP              | US        |    978415 | PA      | $49226.91     | 0.01%             | 2035-12-20      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                | MICHIGAN ST BLDG AUTH REVENUE                                                                                                           | CUSIP: 594615AQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2038017.20   | 0.51%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA ST DEV FIN CORP EDUCTNL FACS REVENUE                                                                                            | CUSIP: 34061UHZ4<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    100000 | PA      | $79164.21     | 0.02%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Berks County Municipal Authority/The                                             | BERKS CNTY PA MUNI AUTH                                                                                                                 | CUSIP: 084538JB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $904186.00    | 0.23%             | 2040-02-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Loudoun County Economic Development Authority                                    | LOUDOUN CNTY VA INDL DEV AUTH INDL DEV REVENUE                                                                                          | CUSIP: 545901AL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1750000.00   | 0.44%             | 2034-06-01      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                         | NATIONAL FIN AUTH NH MUNI CTFS                                                                                                          | CUSIP: 63607WAE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    996012 | PA      | $965033.03    | 0.24%             | 2036-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2BFX7   IRS USD R V 12MUSCPI IS2BFY8 CCPINFLATIONZERO / Short: BS2BFX7   IRS USD P F  2.78200 IS2BFX7 CCPINFLATIONZERO          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1650000 | OU      | $92794.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                            | CUSIP: 45204FHC2<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     76500 | PA      | $45688.91     | 0.01%             | 2060-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA ST DEV FIN CORP EDUCTNL FACS REVENUE                                                                                            | CUSIP: 34061ULK2<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    350000 | PA      | $334805.94    | 0.08%             | 2057-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | LOUISIANA ST PUBLIC FACS AUTH REVENUE                                                                                                   | CUSIP: 546398C30<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2000000.00   | 0.50%             | 2047-07-01      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| South Jersey Transportation Authority                                            | S JERSEY NJ TRANSPRTN AUTH TRANSPRTN SYS REVENUE                                                                                        | CUSIP: 838536MQ0<br>LEI: 549300W8SZI2CAOKT956 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1101612.90   | 0.27%             | 2052-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                                        | CUSIP: 57421CBT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $520809.00    | 0.13%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Convention Enterprises Inc                                                | AUSTIN CONVENTION ENTERPRISES INC TX CONVENTION CENTER                                                                                  | CUSIP: 052409DR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $519041.35    | 0.13%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alameda Corridor Transportation Authority                                        | ALAMEDA CA CORRIDOR TRANSPRTN AUTH REVENUE                                                                                              | CUSIP: 010869JP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $498873.50    | 0.12%             | 2049-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                      | VIRGINIA ST SMALL BUSINESS FING AUTH SOL WST DISP FAC REVENU                                                                            | CUSIP: 928106AS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    615000 | PA      | $585320.96    | 0.15%             | 2042-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 13013FBJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $160922.00    | 0.04%             | 2065-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                         | Long: IS2F0D4   IRS USD R F  2.46000 IS2F0D4 VANILLA / Short: IS2F0D4   IRS USD P V 12MMUNIP IS2F0E5 VANILLA                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   2000000 | OU      | $-942.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                            | CUSIP: 45204FRD9<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1015957.80   | 0.25%             | 2047-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| County of Palm Beach FL                                                          | PALM BEACH CNTY FL REVENUE                                                                                                              | CUSIP: 696547CN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1250000.00   | 0.31%             | 2032-07-01      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bristol Industrial Development Board                                             | BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE                                                                                            | CUSIP: 11023PAB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $355564.45    | 0.09%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency                                                      | CMFA SPL FIN AGY CA ESSENTIAL HSG REVENUE                                                                                               | CUSIP: 12574WAA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $219475.68    | 0.05%             | 2056-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILD RIVERS WATER PARK                                                           | Wild Rivers Water Park                                                                                                                  | CUSIP: 96810LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $998888.77    | 0.25%             | 2051-11-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                                                                        | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93007.00     | 0.02%             | 2026-03-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HTA TRRB Custodial Trust                                                         | HTA TRRB 2005L-745190UR7 ASSURED CUSTODIAL TRUST                                                                                        | CUSIP: 40444FAA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125788.40    | 0.03%             | 2041-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPRTN CORP T                                                                                                          | CUSIP: 38612PAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12045000 | PA      | $12045000.00  | 3.00%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pend Oreille County Public Utility District No 1 Box Canyon                      | PEND OREILLE CNTY WA PUBLIC UTILITY DIST #1 BOX CANYON                                                                                  | CUSIP: 706643DG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $288960.87    | 0.07%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                      | Long: IS1POO4   CDS USD R F  3.00000 IS1POO4 CMBX / Short: IS1POO4   CDS USD P V 01MEVENT IS1POP5 CMBX                                  | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |    618541 | OU      | $-150872.43   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Dallas Housing Finance Corp                                              | DALLAS TX HSG FIN CORP RSDL DEV REVENUE                                                                                                 | CUSIP: 23529CAD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $94975.89     | 0.02%             | 2054-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH REVENUE                                                                                                                | CUSIP: 46246K3X8<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2532764.50   | 0.63%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                      | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   2623271 | PA      | $2452758.91   | 0.61%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Essex County Improvement Authority                                               | ESSEX CNTY NJ IMPT AUTH CHRT SCH REVENUE                                                                                                | CUSIP: 29681CBG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $974731.01    | 0.24%             | 2051-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johnstown Plaza Metropolitan District                                            | JOHNSTOWN PLAZA MET DIST CO                                                                                                             | CUSIP: 479706AA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    488000 | PA      | $401540.94    | 0.10%             | 2046-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                           | CUSIP: 59261AG43<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1024457.10   | 0.26%             | 2050-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Halifax County Industrial Development Authority                                  | HALIFAX CNTY VA INDL DEV AUTH REVENUE                                                                                                   | CUSIP: 40579PAD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1943379.60   | 0.48%             | 2041-12-01      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 126292AF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $73828.42     | 0.02%             | 2056-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| National Finance Authority                                                       | National Finance Authority                                                                                                              | CUSIP: 63607WAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    996012 | PA      | $52006.09     | 0.01%             | 2036-10-01      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                                | GUAM GOVT LTD OBLG REVENUE                                                                                                              | CUSIP: 40065HDV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200273.74    | 0.05%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                   | CUSIP: 167505XJ0<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1057446.90   | 0.26%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WASHINGTON DC ARPTS AUTH DULLES TOLL ROAD REVENUE                                                                                   | CUSIP: 592643DR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1945569.80   | 0.48%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                   | CUSIP: 74526QKX9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    245000 | PA      | $170887.50    | 0.04%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Moon Industrial Development Authority                                            | MOON INDL DEV AUTH PA REVENUE                                                                                                           | CUSIP: 61543RAS5<br>LEI: 549300CGX4T1GTNHL435 | Long             | DBT              | MUN               | US        |    100000 | PA      | $91128.08     | 0.02%             | 2035-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Port Beaumont Navigation District                                                | PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE                                                                                       | CUSIP: 73360CAK0<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |    300000 | PA      | $242386.02    | 0.06%             | 2031-01-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA FIN AUTH EDUCTNL FACS REVENUE                                                                                                   | CUSIP: 45470ECC7<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $976678.50    | 0.24%             | 2057-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                                       | CUSIP: 74529JQB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      6000 | PA      | $5647.70      | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Dallas Housing Finance Corp                                              | DALLAS TX HSG FIN CORP RSDL DEV REVENUE                                                                                                 | CUSIP: 23529CAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    555000 | PA      | $582838.86    | 0.15%             | 2062-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of Palmetto FL                                                              | PALMETTO FL EDUCTNL FACS REVENUE                                                                                                        | CUSIP: 697074AE2<br>LEI: 549300O5DRDBXPBU6I08 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1015999.60   | 0.25%             | 2057-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Montgomery County Higher Education and Health Authority                          | MONTGOMERY CNTY PA HGR EDU & HLTH AUTH                                                                                                  | CUSIP: 613603G60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2073115.20   | 0.52%             | 2052-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Henrico County Economic Development Authority                                    | HENRICO CNTY VA ECON DEV AUTH RSDL CARE FAC REVENUE                                                                                     | CUSIP: 42605QHM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1064103.00   | 0.26%             | 2047-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Augusta Development Authority                                                    | AUGUSTA GA DEV AUTH REVENUE                                                                                                             | CUSIP: 05115CAC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $145665.58    | 0.04%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                   | CUSIP: 74526QYZ9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    175000 | PA      | $122500.00    | 0.03%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Guam Power Authority                                                             | GUAM PWR AUTH REVENUE                                                                                                                   | CUSIP: 400653KJ9<br>LEI: 549300IPOV320QCKW060 | Long             | DBT              | MUN               | US        |    500000 | PA      | $526863.55    | 0.13%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Tempe AZ                                                                 | TEMPE AZ COPS                                                                                                                           | CUSIP: 87971LAT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $772866.20    | 0.19%             | 2036-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE                                                                                               | CUSIP: 544445F79<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2184179.80   | 0.54%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allentown Neighborhood Improvement Zone Development Authority                    | ALLENTOWN PA NEIGHBORHOOD IMPTZONE DEV AUTH TAX REV                                                                                     | CUSIP: 018444CA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $492979.50    | 0.12%             | 2042-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumter County Industrial Development Authority/AL                                | SUMTER CNTY AL INDL DEV AUTH EXEMPT FACS REVENUE                                                                                        | CUSIP: 86651LAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1185000 | PA      | $1086366.41   | 0.27%             | 2052-07-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Pueblo Urban Renewal Authority                                                   | PUEBLO CO URBAN RENEWAL AUTH TAX INCR REVENUE                                                                                           | CUSIP: 744826AX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $222257.70    | 0.06%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                             | CUSIP: 452152SS1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    270000 | PA      | $273070.06    | 0.07%             | 2025-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Military Installation Development Authority                                      | MILITARY INSTALLATION DEV AUTH UT TAX ALLOCATION REVENUE                                                                                | CUSIP: 599772AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $383561.30    | 0.10%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                            | CUSIP: 45200F6G9<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000000.00   | 0.25%             | 2044-08-01      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                                  | Domino's Pizza Master Issuer LLC                                                                                                        | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    196500 | PA      | $171298.48    | 0.04%             | 2051-04-25      | Fixed         | 2.66%                 | 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: 79766DMA4<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1050208.70   | 0.26%             | 2044-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Haven CT                                                             | NEW HAVEN CT                                                                                                                            | CUSIP: 6450206E3<br>LEI: 549300U4OHEAZ124LQ06 | Long             | DBT              | MUN               | US        |    615000 | PA      | $671003.07    | 0.17%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Colorado Educational & Cultural Facilities Authority                             | COLORADO EDUCTNL & CULTURAL AUTH REVENUE                                                                                                | CUSIP: 19645UNS9<br>LEI: 549300BJRX2FHSSZP042 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1012927.60   | 0.25%             | 2062-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| River Islands Public Financing Authority                                         | RIVER ISLANDS CA PUBLIC FING AUTH SPL TAX                                                                                               | CUSIP: 76827QHK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1003511.10   | 0.25%             | 2052-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| City of Dallas Housing Finance Corp                                              | DALLAS TX HSG FIN CORP RSDL DEV REVENUE                                                                                                 | CUSIP: 23529CAC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $272617.97    | 0.07%             | 2062-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mississippi Development Bank                                                     | MISSISSIPPI DEV BK SPL OBLIG                                                                                                            | CUSIP: 60534XLT1<br>LEI: 549300122LOI8CB50V38 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $937442.00    | 0.23%             | 2035-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                  | KENTUCKY ST ECON DEV FIN AUTH                                                                                                           | CUSIP: 49126KLA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $184512.09    | 0.05%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange County Health Facilities Authority                                        | ORANGE CNTY FL HLTH FACS AUTH REVENUE                                                                                                   | CUSIP: 68450LGM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $220610.25    | 0.05%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                      | CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                         | CUSIP: 20775DUX8<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |   2200000 | PA      | $2196976.32   | 0.55%             | 2048-07-01      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade Seaport Department                                          | MIAMI-DADE CNTY FL SEAPORT REVENUE                                                                                                      | CUSIP: 59335KFB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1068606.90   | 0.27%             | 2052-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 126292BQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $184172.25    | 0.05%             | 2057-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PENNSYLVANIA ST ECON DEV FING AUTH SOLID WASTE DISPOSAL REV                                                                             | CUSIP: 708692BQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $386605.30    | 0.10%             | 2039-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PENNSYLVANIA ST ECON DEV FING AUTH T/E PRIVATE ACTIVITY REV                                                                             | CUSIP: 70868YAW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1049615.80   | 0.26%             | 2053-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs-Economic Development Authority                               | SOUTH CAROLINA ST JOBS-ECON DEV AUTH SOL WST DISP REVENUE                                                                               | CUSIP: 83704DAL0<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |    100000 | PA      | $76865.63     | 0.02%             | 2040-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | LOUISIANA ST PUBLIC FACS AUTH SOL WST DISP FAC REVENUE                                                                                  | CUSIP: 54640TAD1<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |    250000 | PA      | $2.50         | 0.00%             | 2023-07-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Housing & Redevelopment Authority of The City of St Paul Minnesota               | SAINT PAUL MN HSG & REDEV AUTH HLTH CARE REVENUE                                                                                        | CUSIP: 792909BJ1<br>LEI: 549300FQCUW4VH929113 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1200000.00   | 0.30%             | 2035-11-15      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                   | CUSIP: 74526QVC3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    245000 | PA      | $170887.50    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade Seaport Department                                          | MIAMI-DADE CNTY FL SEAPORT REVENUE                                                                                                      | CUSIP: 59335KAT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5118274.50   | 1.27%             | 2038-10-01      | Fixed         | 6.00%                 | 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        |   1000000 | PA      | $1013105.80   | 0.25%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange County Health Facilities Authority                                        | ORANGE CNTY FL HLTH FACS AUTH                                                                                                           | CUSIP: 6845036V2<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DBT              | MUN               | US        |   2735000 | PA      | $2735000.00   | 0.68%             | 2039-01-01      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2FXT1   IRS USD R V 00MSOFR IS2FXU2 CCPOIS / Short: BS2FXT1   IRS USD P F  2.85000 IS2FXT1 CCPOIS                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4300000 | OU      | $124761.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                           | CUSIP: 97712JGW7<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1077340.50   | 0.27%             | 2054-08-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Center District                                                        | WISCONSIN CENTER DIST WI TAX REVENUE                                                                                                    | CUSIP: 976595JE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $204260.28    | 0.05%             | 2061-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                              | CUSIP: 74442PSG1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    295000 | PA      | $225689.04    | 0.06%             | 2056-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Loudoun County Economic Development Authority                                    | LOUDOUN CNTY VA INDL DEV AUTH INDL DEV REVENUE                                                                                          | CUSIP: 545901AL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $300000.00    | 0.07%             | 2034-06-01      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Parish of St James LA                                                            | SAINT JAMES PARISH LA REVENUE                                                                                                           | CUSIP: 790103AV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $108639.16    | 0.03%             | 2040-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPOSITION AUTH IL REVENUE                                                                                                   | CUSIP: 592250EW0<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $935338.80    | 0.23%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GA                                                                                                                    | CUSIP: 62620HEN8<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1570690.05   | 0.39%             | 2063-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                           | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                                 | CUSIP: 13080SMJ0<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1003047.50   | 0.25%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Westchester County Local Development Corp                                        | WESTCHESTER CNTY NY LOCAL DEV CORP REVENUE                                                                                              | CUSIP: 95737TEY8<br>LEI: 549300KOSU8OC75V9238 | Long             | DBT              | MUN               | US        |    250000 | PA      | $241298.35    | 0.06%             | 2026-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tobacco Securitization Authority of Southern California                          | TOBACCO SECURITIZATION AUTH STHRN CA TOBACCO SETTLEMENT REVE                                                                            | CUSIP: 888804AZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $195751.30    | 0.05%             | 2046-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                          | BUILD NYC RESOURCE CORP NY REVENUE                                                                                                      | CUSIP: 12008ESC1<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    400000 | PA      | $362242.60    | 0.09%             | 2056-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                               | CUSIP: 837151C31<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    220000 | PA      | $208093.16    | 0.05%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colorado Educational & Cultural Facilities Authority                             | COLORADO ST EDUCTNL & CULTURAL FACS AUTH REVENUE                                                                                        | CUSIP: 19645RPQ8<br>LEI: 549300BJRX2FHSSZP042 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2000000.00   | 0.50%             | 2039-01-01      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| Antonio B Won Pat International Airport Authority                                | GUAM INTERNATIONAL ARPT AUTH                                                                                                            | CUSIP: 40064REL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $804994.80    | 0.20%             | 2043-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Conroe Local Government Corp                                                     | CONROE TX LOCAL GOVT CORP HOTEL & CONTRACT REVENUE                                                                                      | CUSIP: 20841CAL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $989364.80    | 0.25%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                                                                                    | CUSIP: 709224WN5<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    200000 | PA      | $212416.36    | 0.05%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                           | CUSIP: 59261AG35<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $997308.70    | 0.25%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kentucky Housing Corp                                                            | KENTUCKY ST HSG CORP MF REVENUE                                                                                                         | CUSIP: 491312EQ3<br>LEI: 549300NTBUU903EKQ287 | Long             | DBT              | MUN               | US        |    600000 | PA      | $616404.36    | 0.15%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH REVENUE                                                                                                                | CUSIP: 46246K5H1<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    690000 | PA      | $690000.00    | 0.17%             | 2041-02-15      | Floating      | 1.15%                 | No            |                  2 | On Loan: No      |
| Palm Beach County Health Facilities Authority                                    | PALM BEACH CNTY FL HLTH FACS AUTH HOSP REVENUE                                                                                          | CUSIP: 69651ACE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2058776.80   | 0.51%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lancaster County Hospital Authority/PA                                           | LANCASTER CNTY PA HOSP AUTH                                                                                                             | CUSIP: 514045V59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $891056.30    | 0.22%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE                                                                                               | CUSIP: 544445RD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1085090.50   | 0.27%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                            | CUSIP: 64542UGA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $163992.72    | 0.04%             | 2057-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                          | Royal Caribbean Cruises Ltd                                                                                                             | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    725000 | PA      | $757429.25    | 0.19%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Chandler Industrial Development Authority                                        | CHANDLER AZ INDL DEV AUTH INDL DEV REVENUE                                                                                              | CUSIP: 158862CA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2118291.60   | 0.53%             | 2042-09-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                      | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    778640 | PA      | $450941.73    | 0.11%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Health and Educational Building Corp                                | RHODE ISLAND ST HLTH & EDUCTNL BLDG CORP HGR EDU FAC REVENUE                                                                            | CUSIP: 762197CM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    825000 | PA      | $825000.00    | 0.21%             | 2038-11-15      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| New Orleans Aviation Board                                                       | NEW ORLEANS LA AVIATION BRD                                                                                                             | CUSIP: 64763HHJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $221582.76    | 0.06%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                             | CUSIP: 452153DB2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1073403.10   | 0.27%             | 2047-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Colorado Educational & Cultural Facilities Authority                             | COLORADO EDUCTNL & CULTURAL AUTH REVENUE                                                                                                | CUSIP: 19645UKK9<br>LEI: 549300BJRX2FHSSZP042 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $813696.80    | 0.20%             | 2061-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Osceola FL Transportation Revenue                                      | OSCEOLA CNTY FL TRANSPRTN REVENUE                                                                                                       | CUSIP: 688031ER0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $115524.58    | 0.03%             | 2036-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOWER HEALTH                                                                     | Tower Health                                                                                                                            | CUSIP: 891792AA1<br>LEI: 549300SLJK3XUAQHFO63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $189028.00    | 0.05%             | 2050-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Kentucky Housing Corp                                                            | KENTUCKY ST HSG CORP MF REVENUE                                                                                                         | CUSIP: 491312ER1<br>LEI: 549300NTBUU903EKQ287 | Long             | DBT              | MUN               | US        |    130000 | PA      | $130641.26    | 0.03%             | 2025-05-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA ST DEV FIN CORP EDU REVENUE                                                                                                     | CUSIP: 34061VAA4<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100535.71    | 0.03%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                                                                                | CUSIP: 30711XLT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177931 | PA      | $181485.62    | 0.05%             | 2029-11-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                                     | CUSIP: 13048VCD8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1012909.10   | 0.25%             | 2047-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Align Affordable Housing Bond Fund LP                                            | ALIGN CAP SER 2021-3 TRUST                                                                                                              | CUSIP: 01631GAA7<br>LEI: 549300B2I0LUTCXK9B86 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $884591.10    | 0.22%             | 2051-12-01      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                           | CUSIP: 97712JCK7<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    775000 | PA      | $689888.88    | 0.17%             | 2036-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                                                    | INTELSAT JACKSON HOLDINGS S A                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |       269 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                      | CUSIP: 74514L3F2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    242291 | PA      | $247858.22    | 0.06%             | 2025-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2CZ96   IRS USD R V 12MUSCPI IS2CZA7 CCPINFLATIONZERO / Short: BS2CZ96   IRS USD P F  2.98850 IS2CZ96 CCPINFLATIONZERO          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    920000 | OU      | $32751.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hidalgo County Regional Mobility Authority                                       | HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI                                                                            | CUSIP: 42934ABV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $476723.66    | 0.12%             | 2042-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                      | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    110804 | PA      | $100643.58    | 0.03%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Louisville/Jefferson County Metropolitan Government                              | LOUISVILLE & JEFFERSON CNTY KY MET GOVT HLTH SYS REVENUE                                                                                | CUSIP: 54659LBR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $238768.20    | 0.06%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Dallas Housing Finance Corp                                              | DALLAS TX HSG FIN CORP RSDL DEV REVENUE                                                                                                 | CUSIP: 23529CAB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4760000 | PA      | $339685.50    | 0.08%             | 2062-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH REVENUE                                                                                                                | CUSIP: 46247SBR4<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    115000 | PA      | $105550.40    | 0.03%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                         | ARIZONA ST INDL DEV AUTH EDU REVENUE                                                                                                    | CUSIP: 04052BLS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $79112.69     | 0.02%             | 2050-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                          | CUSIP: 13013FAR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $878665.10    | 0.22%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                                                                                | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97353 | PA      | $102194.32    | 0.03%             | 2028-09-25      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DIST OF COLUMBIA REVENUE                                                                                                                | CUSIP: 25483VQX5<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101501.21    | 0.03%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol Industrial Development Board                                             | BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE                                                                                            | CUSIP: 11023PAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $935528.10    | 0.23%             | 2042-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Industrial Development Board | MET GOVT NASHVILLE & DAVIDSON CNTY TN INDL DEV BRD SPL ASSMN                                                                            | CUSIP: 59211SAB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $325346.90    | 0.08%             | 2043-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** AB BOND FUND, INC.

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer