# EDGAR Filing Document

**Accession Number:** 0001657201
**File Stem:** 0001657201-26-000382
**Filing Date:** 2026-4
**Character Count:** 920202
**Document Hash:** cc58608952ef21207c52618606459ded
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001657201-26-000382.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001657201-26-000382

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Invesco Exchange-Traded Self-Indexed Fund Trust
- **CENTRAL INDEX KEY:** 0001657201

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23304
- **FILM NUMBER:** 26906788

**BUSINESS ADDRESS:**
- **STREET 1:** 3500 LACEY ROAD
- **STREET 2:** SUITE 700
- **CITY:** DOWNERS GROVE
- **STATE:** IL
- **ZIP:** 60515
- **BUSINESS PHONE:** 800-983-0903

**MAIL ADDRESS:**
- **STREET 1:** 3500 LACEY ROAD
- **STREET 2:** SUITE 700
- **CITY:** DOWNERS GROVE
- **STATE:** IL
- **ZIP:** 60515

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PowerShares Exchange-Traded Self-Indexed Fund Trust
- **DATE OF NAME CHANGE:** 20151030

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PowerShares Exchange-Traded Fund Trust III
- **DATE OF NAME CHANGE:** 20151030

## Series and Classes Contracts Data

### Invesco BulletShares 2030 Municipal Bond ETF (Series ID: S000066148)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000213744 | Invesco BulletShares 2030 Municipal Bond ETF | BSMU            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Invesco Exchange-Traded Self-Indexed Fund Trust

- **b. Investment Company Act file number:** 811-23304

- **c. CIK number of Registrant:** 0001657201

- **d. LEI of Registrant:** 549300U103VG1ABIOE62

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

  - **Street Address 1:** 3500 Lacey Road

  - **City:** Downers Grove

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60515

  - **Telephone number:** 800-983-0903

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

- **a. Name of Series:** Invesco BulletShares 2030 Municipal Bond ETF

- **b. EDGAR series identifier (if any):** S000066148

- **c. LEI of Series:** 549300TVYVFWZ8TYU483

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $244756886.21

**Total Liabilities:** $33254.98

**Net Assets:** $244723631.23

**Cash Not Reported:** $514100.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -247.00594790 | **1-Year:** -15724.34378505 | **5-Year:** -71390.16414214 | **10-Year:** -25295.67344716 | **30-Year:** -4921.26214274

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

- **3-Month:** -0.17454814 | **1-Year:** -13.52493393 | **5-Year:** -61.07374937 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213744 | 0.32%                | 0.90%                | 0.85%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-110155.50                                |
| Month 2  | $-11612.57               | $1340966.31                                |
| Month 3  | $72.80                   | $1193736.40                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2019 A, GO Bonds                                                                                           | CUSIP: 57582RVL7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $108231.97    | 0.04%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Airport Commission (San Francisco International Airport)                                           | San Francisco (City & County of), CA Airport Commission (San Francisco International Airport), Series 2019 D, Ref. RB                              | CUSIP: 79766DMM8<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |     30000 | PA      | $33032.50     | 0.01%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Advocate Health Care Network)                                                                    | Illinois (State of) Finance Authority (Advocate Health Care Network), Series 2008 A, Ref. RB                                                       | CUSIP: 45204EY93<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    120000 | PA      | $126159.40    | 0.05%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2019, Ref. GO Bonds                                                                                                  | CUSIP: 13063DLF3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43655.12     | 0.02%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2019, Ref. GO Bonds                                                                                                  | CUSIP: 13063DLG1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    350000 | PA      | $391965.84    | 0.16%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2019, GO Bonds                                                                                                       | CUSIP: 13063DNF1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     45000 | PA      | $49112.01     | 0.02%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2019 A, GO Bonds                                                                                                    | CUSIP: 20772KFY0<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     65000 | PA      | $70596.05     | 0.03%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cypress-Fairbanks Independent School District                                                                                           | Cypress-Fairbanks Independent School District, Series 2019, Ref. GO Bonds                                                                          | CUSIP: 232769EL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $205609.18    | 0.08%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                                                                               | Dallas Area Rapid Transit, Series 2019, RB                                                                                                         | CUSIP: 235241TD8<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27521.38     | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of) River Port Authority                                                                                                | Delaware (State of) River Port Authority, Series 2018, RB                                                                                          | CUSIP: 246352GT9<br>LEI: 549300OBM31KJO8JR048 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53898.65     | 0.02%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                       | Hawaii (State of), Series 2019 FW, GO Bonds                                                                                                        | CUSIP: 419792XR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $102570.67    | 0.04%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Toll Highway Authority                                                                                              | Illinois (State of) Toll Highway Authority, Series 2019 A, Ref. RB                                                                                 | CUSIP: 452252NF2<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    225000 | PA      | $242370.92    | 0.10%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jacksonville (City of), FL                                                                                                              | Jacksonville (City of), FL, Series 2015, Ref. RB                                                                                                   | CUSIP: 469495DK8<br>LEI: 549300XQE0JVN9WV0J40 | Long             | DBT              | MUN               | US        |    350000 | PA      | $350131.22    | 0.14%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of)                                                                                                                    | Louisiana (State of), Series 2019 A, GO Bonds                                                                                                      | CUSIP: 546417CC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $119133.42    | 0.05%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                     | Maryland (State of), First Series 2019, GO Bonds                                                                                                   | CUSIP: 574193RF7<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    270000 | PA      | $293096.69    | 0.12%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Water Infrastructure Financing Administration Bay Restoration Fund                                                             | Maryland Water Infrastructure Financing Administration Bay Restoration Fund, Series 2015, RB                                                       | CUSIP: 57430YCC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35002.73     | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Bay Transportation Authority                                                                            | Massachusetts (Commonwealth of) Bay Transportation Authority, Series 2004 B, Ref. RB                                                               | CUSIP: 575579FJ1<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |     70000 | PA      | $76450.33     | 0.03%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Bay Transportation Authority                                                                            | Massachusetts (Commonwealth of) Bay Transportation Authority, Series 2005 A, RB                                                                    | CUSIP: 575579HH3<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |     40000 | PA      | $45020.67     | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                                                                            | Massachusetts Bay Transportation Authority Sales Tax Revenue, Series 2006, RB                                                                      | CUSIP: 575579LK1<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5679.23      | 0.00%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2018 B, Ref. GO Bonds                                                                                      | CUSIP: 57582RTM8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    150000 | PA      | $168495.63    | 0.07%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2018 C, Ref. GO Bonds                                                                                      | CUSIP: 57582RVB9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    115000 | PA      | $129662.39    | 0.05%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Health & Educational Facilities Authority (Massachusetts Institute of Technology)                       | Massachusetts (Commonwealth of) Health & Educational Facilities Authority (Massachusetts Institute of Technology), Series 2004 M, RB               | CUSIP: 57586CBP9<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |    150000 | PA      | $170043.20    | 0.07%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                    | New Jersey (State of) Economic Development Authority, Series 2017 A, Ref. RB                                                                       | CUSIP: 64578JBB1<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    200000 | PA      | $200308.52    | 0.08%             | 2030-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Subseries 2008 L-6, GO Bonds                                                                                               | CUSIP: 64966QBU3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     90000 | PA      | $97129.86     | 0.04%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2005 B, Ref. RB                                                                                    | CUSIP: 649902BA0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     60000 | PA      | $68009.20     | 0.03%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2019 A, Ref. RB                                                                                    | CUSIP: 64990GJF0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     65000 | PA      | $71048.95     | 0.03%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North East Independent School District                                                                                                  | North East Independent School District, Series 2007, Ref. GO Bonds                                                                                 | CUSIP: 6591543A4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $66910.53     | 0.03%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Orange (County of), CA Local Transportation Authority                                                                                   | Orange (County of), CA Local Transportation Authority, Series 2019, RB                                                                             | CUSIP: 684273HN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $137304.19    | 0.06%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange County Convention Center/Orlando                                                                                                 | Orange County Convention Center/Orlando, Series 2017, RB                                                                                           | CUSIP: 684545B39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $44661.87     | 0.02%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                    | Triborough Bridge & Tunnel Authority, Series 2018 B, Ref. RB                                                                                       | CUSIP: 89602REM3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    230000 | PA      | $260485.10    | 0.11%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                                                                                     | State of Washington, Series 2019, GO Bonds                                                                                                         | CUSIP: 93974D6K9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     45000 | PA      | $48757.22     | 0.02%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Hospital Development Authority (University of Pittsburgh Medical Center)                                      | Allegheny (County of), PA Hospital Development Authority (University of Pittsburgh Medical Center), Series 2019, Ref. RB                           | CUSIP: 01728A4Q6<br>LEI: 54930046B973R604OG22 | Long             | DBT              | MUN               | US        |    160000 | PA      | $172964.35    | 0.07%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa (State of)                                                                                                                         | Iowa (State of), Series 2019 A, Ref. RB                                                                                                            | CUSIP: 46257TES4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $168535.19    | 0.07%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                     | Los Angeles Unified School District, Series 2019 A, Ref. GO Bonds                                                                                  | CUSIP: 544647AX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $143511.16    | 0.06%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) (Garvee)                                                                                                      | North Carolina (State of) (Garvee), Series 2019, RB                                                                                                | CUSIP: 658268EB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $264971.59    | 0.11%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prince George's (County of), MD                                                                                                         | Prince George's (County of), MD, Series 2019 A, GO Bonds                                                                                           | CUSIP: 7417015N2<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |     75000 | PA      | $82002.35     | 0.03%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority                                                                                   | Virginia (Commonwealth of) College Building Authority, Series 2019 A, RB                                                                           | CUSIP: 92778VGH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $70101.35     | 0.03%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV Department of Aviation                                                                                            | Clark (County of), NV Department of Aviation, Series 2019 B, Ref. RB                                                                               | CUSIP: 18085PRM8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    105000 | PA      | $114452.78    | 0.05%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) (Tranche 2)                                                                                                          | Georgia (State of) (Tranche 2), Series 2019 A, GO Bonds                                                                                            | CUSIP: 373385EE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $60174.10     | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2019 C, Ref. GO Bonds                                                                                      | CUSIP: 57582RYD2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    200000 | PA      | $223818.90    | 0.09%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2019 A, Ref. RB                                                                                    | CUSIP: 64990FKM5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    105000 | PA      | $113691.77    | 0.05%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                                                                                 | State of North Carolina, Series 2019, RB                                                                                                           | CUSIP: 65829QDM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $54392.53     | 0.02%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (City of), CA Municipal Utility District (Green Bonds)                                                                       | Sacramento (City of), CA Municipal Utility District (Green Bonds), Series 2019 G, RB                                                               | CUSIP: 786005ZY7<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |    100000 | PA      | $111027.54    | 0.05%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Health Facilities Authority (CommonSpirit Health)                                                                   | Colorado (State of) Health Facilities Authority (CommonSpirit Health), Series 2019, Ref. RB                                                        | CUSIP: 19648FJQ8<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |     70000 | PA      | $75762.09     | 0.03%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Health Facilities Authority (CommonSpirit Health)                                                                   | Colorado (State of) Health Facilities Authority (CommonSpirit Health), Series 2019 A-2, Ref. RB                                                    | CUSIP: 19648FKG8<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    100000 | PA      | $108231.56    | 0.04%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Health Facilities Authority (SCL Health System)                                                                     | Colorado (State of) Health Facilities Authority (SCL Health System), Series 2019 A, Ref. RB                                                        | CUSIP: 19648FLF9<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |     70000 | PA      | $77015.69     | 0.03%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Health Facilities Authority (SCL Health System)                                                                     | Colorado (State of) Health Facilities Authority (SCL Health System), Series 2019 A, Ref. RB                                                        | CUSIP: 19648FLH5<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    285000 | PA      | $312217.81    | 0.13%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Health Facilities Authority (SCL Health System)                                                                     | Colorado (State of) Health Facilities Authority (SCL Health System), Series 2019 A, Ref. RB                                                        | CUSIP: 19648FLL6<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10353.99     | 0.00%             | 2035-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Health Facilities Authority (SCL Health System)                                                                     | Colorado (State of) Health Facilities Authority (SCL Health System), Series 2019 A, Ref. RB                                                        | CUSIP: 19648FLM4<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5151.22      | 0.00%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Health Facilities Authority (SCL Health System)                                                                     | Colorado (State of) Health Facilities Authority (SCL Health System), Series 2019 A, Ref. RB                                                        | CUSIP: 19648FLN2<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71646.02     | 0.03%             | 2037-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Health Facilities Authority (SCL Health System)                                                                     | Colorado (State of) Health Facilities Authority (SCL Health System), Series 2019 A, Ref. RB                                                        | CUSIP: 19648FLP7<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |     95000 | PA      | $96740.49     | 0.04%             | 2038-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                   | Houston (City of), TX, Series 2019 A, Ref. GO Bonds                                                                                                | CUSIP: 4423315B6<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    200000 | PA      | $216121.18    | 0.09%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                   | Houston (City of), TX, Series 2019 A, Ref. RB                                                                                                      | CUSIP: 44244CWJ2<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    225000 | PA      | $251597.81    | 0.10%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                   | Houston (City of), TX, Series 2019 A, Ref. RB                                                                                                      | CUSIP: 44244CWK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $155960.43    | 0.06%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Sports Facilities Authority (The)                                                                                   | Illinois (State of) Sports Facilities Authority (The), Series 2019, Ref. RB                                                                        | CUSIP: 452143FP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $123560.06    | 0.05%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 2)                                                                                                   | Maryland (State of) (Bidding Group 2), Second Series 2019 A, GO Bonds                                                                              | CUSIP: 574193RT7<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    140000 | PA      | $153325.19    | 0.06%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                    | Minnesota (State of), Series 2019, GO Bonds                                                                                                        | CUSIP: 60412AQW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $109468.58    | 0.04%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montana Facility Finance Authority                                                                                                      | Montana Facility Finance Authority, Series 2019, RB                                                                                                | CUSIP: 61204KMW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10302.45     | 0.00%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Montana Facility Finance Authority                                                                                                      | Montana Facility Finance Authority, Series 2019, RB                                                                                                | CUSIP: 61204KMY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10183.21     | 0.00%             | 2038-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Municipal Power Agency No 1                                                                                              | North Carolina Municipal Power Agency No 1, Series 2019, RB                                                                                        | CUSIP: 6582035L4<br>LEI: 549300N3Q65G1ODRFX75 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54568.37     | 0.02%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                         | Ohio (State of), Series 2019 A, GO Bonds                                                                                                           | CUSIP: 677522H98<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     40000 | PA      | $44695.10     | 0.02%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                        | New York & New Jersey (States of) Port Authority, Two Hundred Twelfth Series 2019, Ref. RB                                                         | CUSIP: 73358WZ49<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     55000 | PA      | $60390.26     | 0.02%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                               | San Antonio (City of), TX, Series 2019, Ref. GO Bonds                                                                                              | CUSIP: 79623PCX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $273144.15    | 0.11%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                               | San Antonio (City of), TX, Series 2019, Ref. RB                                                                                                    | CUSIP: 79625GBJ1<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     60000 | PA      | $64040.35     | 0.03%             | 2030-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Bond Development Corp. (Kentucky Communications Network Authority)                                                             | Kentucky Bond Development Corp. (Kentucky Communications Network Authority), Series 2019, RB                                                       | CUSIP: 491211BR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $133632.46    | 0.05%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Turlock (City of), CA Irrigation District                                                                                               | Turlock (City of), CA Irrigation District, Series 2019, Ref. RB                                                                                    | CUSIP: 900190KJ7<br>LEI: 5493001J7IGC81HEQJ12 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26351.11     | 0.01%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2019, GO Bonds                                                                                                       | CUSIP: 13063DPS1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    205000 | PA      | $226489.76    | 0.09%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Health Facilities Authority (SCL Health System)                                                                     | Colorado (State of) Health Facilities Authority (SCL Health System), Series 2019 B, Ref. RB                                                        | CUSIP: 19648FMB7<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    305000 | PA      | $308289.09    | 0.13%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2019 G, GO Bonds                                                                                           | CUSIP: 57582RZD1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    125000 | PA      | $137517.01    | 0.06%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                   | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2019 B, Ref. RB                                      | CUSIP: 64986DJF3<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    185000 | PA      | $203348.89    | 0.08%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                                                                       | Philadelphia Authority for Industrial Development, Series 2019, RB                                                                                 | CUSIP: 71781QFE3<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |     30000 | PA      | $33510.24     | 0.01%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Turlock (City of), CA Irrigation District                                                                                               | Turlock (City of), CA Irrigation District, Series 2020, Ref. RB                                                                                    | CUSIP: 900190LE7<br>LEI: 5493001J7IGC81HEQJ12 | Long             | DBT              | MUN               | US        |    400000 | PA      | $428375.52    | 0.18%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2019 A, GO Bonds                                                                                                     | CUSIP: 93974EAH9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    100000 | PA      | $109641.72    | 0.04%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                   | New York (State of) Thruway Authority, Series 2019 B, Ref. RB                                                                                      | CUSIP: 650010BS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $33239.51     | 0.01%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| School District of Philadelphia (The)                                                                                                   | School District of Philadelphia (The), Series 2019, GO Bonds                                                                                       | CUSIP: 717883VY5<br>LEI: 254900HSKDHZKBZCUL90 | Long             | DBT              | MUN               | US        |    320000 | PA      | $347526.37    | 0.14%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                              | California (State of) Public Works Board (Various Capital), Series 2019 C, RB                                                                      | CUSIP: 13068L4M4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $271403.60    | 0.11%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King (County of), WA                                                                                                                    | King (County of), WA, Series 2019, GO Bonds                                                                                                        | CUSIP: 49474FVQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $43261.88     | 0.02%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Transportation Trust Fund                                                                               | Massachusetts (Commonwealth of) Transportation Trust Fund, Series 2019 A, Ref. RB                                                                  | CUSIP: 57563CEN8<br>LEI: 549300CGDCL8XZK3KN03 | Long             | DBT              | MUN               | US        |    175000 | PA      | $189255.08    | 0.08%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2019, GO Bonds                                                                                                      | CUSIP: 64966QFC9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    110000 | PA      | $119976.13    | 0.05%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                   | New York (State of) Thruway Authority, Series 2019 B, RB                                                                                           | CUSIP: 650010BY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $108208.06    | 0.04%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                   | New York (State of) Thruway Authority, Series 2019 B, RB                                                                                           | CUSIP: 650010CB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20387.20     | 0.01%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Omaha Public Power District                                                                                                             | Omaha Public Power District, Series 2019, RB                                                                                                       | CUSIP: 682001GQ9<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |     45000 | PA      | $48611.15     | 0.02%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                            | Salt River Project Agricultural Improvement & Power District, Series 2019, RB                                                                      | CUSIP: 79574CDV2<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    325000 | PA      | $355739.93    | 0.15%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                            | Salt River Project Agricultural Improvement & Power District, Series 2019, RB                                                                      | CUSIP: 79574CDX8<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    420000 | PA      | $455933.98    | 0.19%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                            | Salt River Project Agricultural Improvement & Power District, Series 2019, RB                                                                      | CUSIP: 79574CEA7<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5094.82      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                               | San Antonio (City of), TX, Series 2019, Ref. RB                                                                                                    | CUSIP: 79625GBL6<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     45000 | PA      | $49168.99     | 0.02%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                               | San Antonio (City of), TX, Series 2019, Ref. RB                                                                                                    | CUSIP: 79625GBM4<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    120000 | PA      | $130669.32    | 0.05%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                               | San Antonio (City of), TX, Series 2019, Ref. RB                                                                                                    | CUSIP: 79625GBP7<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    170000 | PA      | $184306.84    | 0.08%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                               | San Antonio (City of), TX, Series 2019, RB                                                                                                         | CUSIP: 79625GBQ5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     85000 | PA      | $91714.38     | 0.04%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trinity River Authority                                                                                                                 | Trinity River Authority, Series 2019, Ref. RB                                                                                                      | CUSIP: 89658HWV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $125606.62    | 0.05%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2021 A, Ref. GO Bonds                                                                                                | CUSIP: 93974EDJ2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22213.94     | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2021 A, Ref. GO Bonds                                                                                                | CUSIP: 93974EDP8<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     85000 | PA      | $92577.24     | 0.04%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2021 A, Ref. GO Bonds                                                                                                | CUSIP: 93974EDR4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     30000 | PA      | $32437.27     | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2021 A, Ref. GO Bonds                                                                                                | CUSIP: 93974EDS2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    110000 | PA      | $118664.58    | 0.05%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2021 A, Ref. GO Bonds                                                                                                | CUSIP: 93974EDQ6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     75000 | PA      | $81394.24     | 0.03%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc. (Prairie State Energy Campus)                                                                            | American Municipal Power, Inc. (Prairie State Energy Campus), Series 2019, Ref. RB                                                                 | CUSIP: 02765UPR9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    250000 | PA      | $270823.98    | 0.11%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc. (Prairie State Energy Campus)                                                                            | American Municipal Power, Inc. (Prairie State Energy Campus), Series 2019, RB                                                                      | CUSIP: 02765UPS7<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     30000 | PA      | $32329.16     | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc. (Prairie State Energy Campus)                                                                            | American Municipal Power, Inc. (Prairie State Energy Campus), Series 2019, Ref. RB                                                                 | CUSIP: 02765UPT5<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    265000 | PA      | $289366.11    | 0.12%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc.                                                                                                           | American Municipal Power Inc., Series 2019, RB                                                                                                     | CUSIP: 02765UPW8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    150000 | PA      | $153149.79    | 0.06%             | 2039-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV Department of Aviation                                                                                            | Clark (County of), NV Department of Aviation, Series 2019, Ref. RB                                                                                 | CUSIP: 18085PSH8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    140000 | PA      | $152603.71    | 0.06%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                   | Clark (County of), NV, Series 2019, Ref. RB                                                                                                        | CUSIP: 181006HP5<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |     90000 | PA      | $98102.39     | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Health Facilities Authority (Sanford Health)                                                                        | Colorado (State of) Health Facilities Authority (Sanford Health), Series 2019 A, Ref. RB                                                           | CUSIP: 19648FPH1<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    230000 | PA      | $249796.24    | 0.10%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2019 A, RB                                                                                                            | CUSIP: 25477GPA7<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     65000 | PA      | $71241.27     | 0.03%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2019 C, Ref. RB                                                                                                       | CUSIP: 25477GQB4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21946.73     | 0.01%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Toll Highway Authority                                                                                              | Illinois (State of) Toll Highway Authority, Series 2019 B, Ref. RB                                                                                 | CUSIP: 452252NW5<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    135000 | PA      | $148895.91    | 0.06%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                      | New York State Dormitory Authority, Series 2019, RB                                                                                                | CUSIP: 64990GUX8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21895.02     | 0.01%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Turnpike Authority (Triangle Expressway)                                                                      | North Carolina (State of) Turnpike Authority (Triangle Expressway), Series 2019, RB                                                                | CUSIP: 65830RCN7<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |    250000 | PA      | $260590.60    | 0.11%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Turnpike Authority (Triangle Expressway)                                                                      | North Carolina (State of) Turnpike Authority (Triangle Expressway), Series 2019, RB                                                                | CUSIP: 65830RCT4<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |    210000 | PA      | $213948.38    | 0.09%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Educational Facilities Authority                                                                                    | Pennsylvania Higher Educational Facilities Authority, Series 2019, RB                                                                              | CUSIP: 70917S6L2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $278453.34    | 0.11%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Portland (City of), OR                                                                                                                  | Portland (City of), OR, Series 2019 A, Ref. RB                                                                                                     | CUSIP: 736742ZV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $181136.24    | 0.07%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Round Rock Independent School District                                                                                                  | Round Rock Independent School District, Series 2019 A, Ref. GO Bonds                                                                               | CUSIP: 779240NS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $119921.92    | 0.05%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Troy Capital Resource Corp. (Rensselaer Polytechnic Institute)                                                                          | Troy Capital Resource Corp. (Rensselaer Polytechnic Institute), Series 2020, Ref. RB                                                               | CUSIP: 897579BR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $103839.11    | 0.04%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Troy Capital Resource Corp. (Rensselaer Polytechnic Institute)                                                                          | Troy Capital Resource Corp. (Rensselaer Polytechnic Institute), Series 2020, Ref. RB                                                               | CUSIP: 897579BS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $103459.13    | 0.04%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Troy Capital Resource Corp. (Rensselaer Polytechnic Institute)                                                                          | Troy Capital Resource Corp. (Rensselaer Polytechnic Institute), Series 2020, Ref. RB                                                               | CUSIP: 897579BT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $92181.05     | 0.04%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Troy Capital Resource Corp. (Rensselaer Polytechnic Institute)                                                                          | Troy Capital Resource Corp. (Rensselaer Polytechnic Institute), Series 2020, Ref. RB                                                               | CUSIP: 897579BU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $156452.77    | 0.06%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Troy Capital Resource Corp. (Rensselaer Polytechnic Institute)                                                                          | Troy Capital Resource Corp. (Rensselaer Polytechnic Institute), Series 2020 A, Ref. RB                                                             | CUSIP: 897579BV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $48334.68     | 0.02%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Troy Capital Resource Corp. (Rensselaer Polytechnic Institute)                                                                          | Troy Capital Resource Corp. (Rensselaer Polytechnic Institute), Series 2020, Ref. RB                                                               | CUSIP: 897579BW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $165503.78    | 0.07%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs)                                     | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs), Series 2019 C, Ref. RB                        | CUSIP: 92778VHY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $102455.82    | 0.04%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2021 A, Ref. GO Bonds                                                                                                | CUSIP: 93974EDF0<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     80000 | PA      | $89384.65     | 0.04%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2021, Ref. GO Bonds                                                                                                  | CUSIP: 93974EDH6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    175000 | PA      | $194364.01    | 0.08%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2021 A, Ref. GO Bonds                                                                                                | CUSIP: 93974EDK9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    170000 | PA      | $188341.25    | 0.08%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                                                                                     | State of Washington, Series 2021, GO Bonds                                                                                                         | CUSIP: 93974EDL7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22083.38     | 0.01%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2021 A, Ref. GO Bonds                                                                                                | CUSIP: 93974EDM5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     55000 | PA      | $60434.72     | 0.02%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2021, Ref. GO Bonds                                                                                                  | CUSIP: 93974EDN3<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    190000 | PA      | $207782.02    | 0.08%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Nashville Airport Authority (The)                                                                                          | Metropolitan Nashville Airport Authority (The), Series 2019 A, RB                                                                                  | CUSIP: 592190NL2<br>LEI: 549300IC0HNF8TDXEE63 | Long             | DBT              | MUN               | US        |    140000 | PA      | $143499.30    | 0.06%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nassau (County of), NY                                                                                                                  | Nassau (County of), NY, Series 2019 B, GO Bonds                                                                                                    | CUSIP: 63165TS71<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73028.96     | 0.03%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2020 A, GO Bonds                                                                                                    | CUSIP: 20772KJD2<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10717.79     | 0.00%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2020 D, Ref. RB                                                                                    | CUSIP: 64990FPP3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    235000 | PA      | $242581.57    | 0.10%             | 2036-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2020 D, Ref. RB                                                                                    | CUSIP: 64990FPS7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    280000 | PA      | $285263.58    | 0.12%             | 2039-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (General Purpose)                                                                               | New York (State of) Dormitory Authority (General Purpose), Series 2020 D, Ref. RB                                                                  | CUSIP: 64990FPW8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    280000 | PA      | $290307.11    | 0.12%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2020 A, GO Bonds                                                                                                    | CUSIP: 20772KHT9<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    130000 | PA      | $143815.33    | 0.06%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2020 A, GO Bonds                                                                                                    | CUSIP: 20772KHV4<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    145000 | PA      | $159774.85    | 0.07%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2020 A, GO Bonds                                                                                                    | CUSIP: 20772KHW2<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52901.88     | 0.02%             | 2033-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2020 A, GO Bonds                                                                                                    | CUSIP: 20772KHX0<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    180000 | PA      | $189821.27    | 0.08%             | 2034-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2020 A, GO Bonds                                                                                                    | CUSIP: 20772KHY8<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     80000 | PA      | $84038.69     | 0.03%             | 2035-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2020 A, GO Bonds                                                                                                    | CUSIP: 20772KHZ5<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31309.25     | 0.01%             | 2036-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2020 A, GO Bonds                                                                                                    | CUSIP: 20772KJA8<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25927.96     | 0.01%             | 2037-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2020 A, GO Bonds                                                                                                    | CUSIP: 20772KJB6<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41288.00     | 0.02%             | 2038-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX Independent School District                                                                                        | Dallas (City of), TX Independent School District, Series 2019 B, GO Bonds                                                                          | CUSIP: 235308XY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $135306.55    | 0.06%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Toll Highway Authority                                                                                              | Illinois (State of) Toll Highway Authority, Series 2019, Ref. RB                                                                                   | CUSIP: 452252PG8<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    480000 | PA      | $529407.70    | 0.22%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Nashville Airport Authority (The)                                                                                          | Metropolitan Nashville Airport Authority (The), Series 2019 A, RB                                                                                  | CUSIP: 592190NK4<br>LEI: 549300IC0HNF8TDXEE63 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20949.45     | 0.01%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Nashville Airport Authority (The)                                                                                          | Metropolitan Nashville Airport Authority (The), Series 2019 A, RB                                                                                  | CUSIP: 592190NN8<br>LEI: 549300IC0HNF8TDXEE63 | Long             | DBT              | MUN               | US        |    160000 | PA      | $163012.59    | 0.07%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2020 D, Ref. RB                                                                                    | CUSIP: 64990FPK4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    165000 | PA      | $182276.16    | 0.07%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2020 D, Ref. RB                                                                                    | CUSIP: 64990FPL2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    330000 | PA      | $363208.00    | 0.15%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2020 D, Ref. RB                                                                                    | CUSIP: 64990FPM0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    885000 | PA      | $971220.15    | 0.40%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2020 D, Ref. RB                                                                                    | CUSIP: 64990FPN8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    185000 | PA      | $202291.03    | 0.08%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                      | New York State Dormitory Authority, Series 2020, RB                                                                                                | CUSIP: 64990FPQ1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10264.44     | 0.00%             | 2037-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2020 D, Ref. RB                                                                                    | CUSIP: 64990FPT5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25340.05     | 0.01%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2020 D, Ref. RB                                                                                    | CUSIP: 64990FPU2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    405000 | PA      | $434345.33    | 0.18%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                         | Ohio (State of), Series 2019-1, RB                                                                                                                 | CUSIP: 677581HJ2<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    215000 | PA      | $242366.21    | 0.10%             | 2030-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp. (NTE Mobility Partners LLC - North Tarrant Express Managed Lanes)              | Texas Private Activity Bond Surface Transportation Corp. (NTE Mobility Partners LLC - North Tarrant Express Managed Lanes), Series 2019 A, Ref. RB | CUSIP: 882667AP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10836.04     | 0.00%             | 2030-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority (New Jersey Transportation Bonds)                                                  | New Jersey (State of) Economic Development Authority (New Jersey Transportation Bonds), Series 2020 A, RB                                          | CUSIP: 64577XAT3<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     60000 | PA      | $65737.96     | 0.03%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX Water System                                                                                                  | San Antonio (City of), TX Water System, Series 2020 A, Ref. RB                                                                                     | CUSIP: 79642GHU9<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |    320000 | PA      | $330807.07    | 0.14%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                               | San Antonio (City of), TX, Series 2020, RB                                                                                                         | CUSIP: 79625GCS0<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    110000 | PA      | $112980.47    | 0.05%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                          | Sales Tax Securitization Corp., Series 2020, RB                                                                                                    | CUSIP: 79467BCX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $32166.34     | 0.01%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego (County of), CA Regional Transportation Commission (Green Bonds)                                                              | San Diego (County of), CA Regional Transportation Commission (Green Bonds), Series 2020 A, Ref. RB                                                 | CUSIP: 797400MM7<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |     30000 | PA      | $29958.50     | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL                                                                                                                   | Chicago (City of), IL, Series 2020 A, Ref. GO Bonds                                                                                                | CUSIP: 167486G45<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    185000 | PA      | $195306.37    | 0.08%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) Health & Educational Facilities Authority (Hartford Healthcare)                                                  | Connecticut (State of) Health & Educational Facilities Authority (Hartford Healthcare), Series 2020 A, RB                                          | CUSIP: 20775DFB3<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101243.73    | 0.04%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) Health & Educational Facilities Authority (Hartford Healthcare)                                                  | Connecticut (State of) Health & Educational Facilities Authority (Hartford Healthcare), Series 2020 A, RB                                          | CUSIP: 20775DFC1<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25171.94     | 0.01%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of)                                                                                                                     | Delaware (State of), Series 2020 A, GO Bonds                                                                                                       | CUSIP: 246381PN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $277190.80    | 0.11%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of)                                                                                                                     | Delaware (State of), Series 2020 A, GO Bonds                                                                                                       | CUSIP: 246381PQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $160087.13    | 0.07%             | 2032-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of)                                                                                                                     | Delaware (State of), Series 2020 A, GO Bonds                                                                                                       | CUSIP: 246381PR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10636.40     | 0.00%             | 2033-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2020, RB                                                                                                              | CUSIP: 25483VWS9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     60000 | PA      | $65981.92     | 0.03%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Escambia County Health Facilities Authority                                                                                             | Escambia County Health Facilities Authority, Series 2020, RB                                                                                       | CUSIP: 296110FZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $235347.86    | 0.10%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax (County of), VA                                                                                                                 | Fairfax (County of), VA, Series 2020 A, Ref. GO Bonds                                                                                              | CUSIP: 30382AJN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $100191.87    | 0.04%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax (County of), VA                                                                                                                 | Fairfax (County of), VA, Series 2020 A, Ref. GO Bonds                                                                                              | CUSIP: 30382AJP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $188788.54    | 0.08%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Humble Independent School District                                                                                                      | Humble Independent School District, Series 2020, GO Bonds                                                                                          | CUSIP: 445047HP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10045.47     | 0.00%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Boston Medical Center)                                                      | Massachusetts (Commonwealth of) Development Finance Agency (Boston Medical Center), Series 2020 A-2, Ref. RB                                       | CUSIP: 57584YWY1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $107632.85    | 0.04%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                     | Metropolitan Transportation Authority (Green Bonds), Series 2020 A-1, RB                                                                           | CUSIP: 59261AC70<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10014.20     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Miami Beach (City of), FL                                                                                                         | North Miami Beach (City of), FL, Series 2020 A, RB                                                                                                 | CUSIP: 661046BQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $370473.91    | 0.15%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                          | Sales Tax Securitization Corp., Series 2020 A, Ref. RB                                                                                             | CUSIP: 79467BCV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $230400.79    | 0.09%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                          | Sales Tax Securitization Corp., Series 2020, RB                                                                                                    | CUSIP: 79467BCW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53689.38     | 0.02%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                               | San Antonio (City of), TX, Series 2020, RB                                                                                                         | CUSIP: 79625GCR2<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62688.95     | 0.03%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX Water System                                                                                                  | San Antonio (City of), TX Water System, Series 2020 A, Ref. RB                                                                                     | CUSIP: 79642GHT2<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26203.43     | 0.01%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                    | Wisconsin (State of), Series 2020-1, Ref. GO Bonds                                                                                                 | CUSIP: 97705MPW9<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    320000 | PA      | $356753.63    | 0.15%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                                                                                        | Maricopa County Industrial Development Authority, Series 2020, RB                                                                                  | CUSIP: 56678RAF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $117264.94    | 0.05%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                | New York (City of), NY Municipal Water Finance Authority, Series 2020 DD-1, RB                                                                     | CUSIP: 64972GWD2<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    125000 | PA      | $140272.15    | 0.06%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa (State of) Finance Authority (Green Bonds)                                                                                         | Iowa (State of) Finance Authority (Green Bonds), Series 2020, RB                                                                                   | CUSIP: 46246K7X4<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15564.72     | 0.01%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                     | City of New York NY, Series 2020, GO Bonds                                                                                                         | CUSIP: 64966QHB9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     45000 | PA      | $49016.23     | 0.02%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tulare (County of), CA Local Health Care District                                                                                       | Tulare (County of), CA Local Health Care District, Series 2020, Ref. GO Bonds                                                                      | CUSIP: 89910NDH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71010.01     | 0.03%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Baltimore MD                                                                                                                  | County of Baltimore MD, Series 2020, GO Bonds                                                                                                      | CUSIP: 05914F5X4<br>LEI: R50P1IKJ7YLQVDC1I880 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10510.69     | 0.00%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Baltimore (County of), MD                                                                                                               | Baltimore (County of), MD, Series 2020, GO Bonds                                                                                                   | CUSIP: 05914F5Y2<br>LEI: R50P1IKJ7YLQVDC1I880 | Long             | DBT              | MUN               | US        |    125000 | PA      | $130722.48    | 0.05%             | 2036-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Baltimore (County of), MD                                                                                                               | Baltimore (County of), MD, Series 2020, GO Bonds                                                                                                   | CUSIP: 05914F5Z9<br>LEI: R50P1IKJ7YLQVDC1I880 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52010.37     | 0.02%             | 2037-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Baltimore (County of), MD                                                                                                               | Baltimore (County of), MD, Series 2020, GO Bonds                                                                                                   | CUSIP: 05914F6A3<br>LEI: R50P1IKJ7YLQVDC1I880 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10344.78     | 0.00%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Academy Motion Picture Arts & Sciences Obligated Group) (Green Bonds) | California (State of) Infrastructure & Economic Development Bank (Academy Motion Picture Arts & Sciences Obligated Group) (Green Bonds)            | CUSIP: 13034AE71<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    350000 | PA      | $400082.62    | 0.16%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2020 A, RB                                                                                                            | CUSIP: 25477GRK3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     50000 | PA      | $55479.19     | 0.02%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2020 A, RB                                                                                                            | CUSIP: 25477GRM9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    200000 | PA      | $220815.00    | 0.09%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2020 A, RB                                                                                                            | CUSIP: 25477GRN7<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    125000 | PA      | $137648.01    | 0.06%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2020 A, RB                                                                                                            | CUSIP: 25477GRP2<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    250000 | PA      | $274588.33    | 0.11%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2020 A, RB                                                                                                            | CUSIP: 25477GRQ0<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     75000 | PA      | $82044.84     | 0.03%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2020 A, RB                                                                                                            | CUSIP: 25477GRR8<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    195000 | PA      | $212258.32    | 0.09%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2020 A, RB                                                                                                            | CUSIP: 25477GRS6<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    170000 | PA      | $184205.97    | 0.08%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2020 A, RB                                                                                                            | CUSIP: 25477GRT4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    290000 | PA      | $312639.37    | 0.13%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2020 A, RB                                                                                                            | CUSIP: 25477GRU1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    140000 | PA      | $150306.18    | 0.06%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                                                                                 | District of Columbia Income Tax Revenue, Series 2020, RB                                                                                           | CUSIP: 25477GRV9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     80000 | PA      | $85576.14     | 0.03%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2020 B, Ref. RB                                                                                                       | CUSIP: 25477GSJ5<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    120000 | PA      | $134818.92    | 0.06%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI (Honolulu Rail Transit)                                                                                 | Honolulu (City & County of), HI (Honolulu Rail Transit), Series 2020 B, Ref. GO Bonds                                                              | CUSIP: 438687MD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $338794.18    | 0.14%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa (State of) Finance Authority (Green Bonds)                                                                                         | Iowa (State of) Finance Authority (Green Bonds), Series 2020 A, RB                                                                                 | CUSIP: 46246K7T3<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    205000 | PA      | $223457.61    | 0.09%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa (State of) Finance Authority (Green Bonds)                                                                                         | Iowa (State of) Finance Authority (Green Bonds), Series 2020 A, RB                                                                                 | CUSIP: 46246K7W6<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    120000 | PA      | $126840.58    | 0.05%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Airports (Los Angeles International Airport)                                                    | Los Angeles (City of), CA Department of Airports (Los Angeles International Airport), Series 2020, Ref. RB                                         | CUSIP: 544445PG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $100729.97    | 0.04%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020 B, GO Bonds                                                                                           | CUSIP: 57582RA22<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     70000 | PA      | $74178.80     | 0.03%             | 2033-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020 B, GO Bonds                                                                                           | CUSIP: 57582RZZ2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    135000 | PA      | $143227.74    | 0.06%             | 2032-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020 C-1, Ref. GO Bonds                                                                                             | CUSIP: 64966QGW4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    795000 | PA      | $888276.40    | 0.36%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020 C-1, Ref. GO Bonds                                                                                             | CUSIP: 64966QGY0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    175000 | PA      | $194128.53    | 0.08%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020 C-1, Ref. GO Bonds                                                                                             | CUSIP: 64966QGZ7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    525000 | PA      | $580135.08    | 0.24%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020 C-1, Ref. GO Bonds                                                                                             | CUSIP: 64966QHA1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     85000 | PA      | $93556.78     | 0.04%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                                                                         | New York City Municipal Water Finance Authority, Series 2020, RB                                                                                   | CUSIP: 64972GWJ9<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5060.32      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                | New York (City of), NY Municipal Water Finance Authority, Series 2020, Ref. RB                                                                     | CUSIP: 64972GWK6<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    185000 | PA      | $199754.32    | 0.08%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                   | New York (State of) Thruway Authority, Series 2020 N, RB                                                                                           | CUSIP: 650009S95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $98827.64     | 0.04%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                   | New York (State of) Thruway Authority, Series 2020 N, RB                                                                                           | CUSIP: 650009T29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $87501.74     | 0.04%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                   | New York (State of) Thruway Authority, Series 2020 N, RB                                                                                           | CUSIP: 650009T37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $158048.22    | 0.06%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                   | New York (State of) Thruway Authority, Series 2020 N, RB                                                                                           | CUSIP: 650009T45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $59710.20     | 0.02%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                   | New York (State of) Thruway Authority, Series 2020 N, RB                                                                                           | CUSIP: 650009T52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $270251.38    | 0.11%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                   | New York (State of) Thruway Authority, Series 2020 N, RB                                                                                           | CUSIP: 650009T60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $167005.77    | 0.07%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                   | New York (State of) Thruway Authority, Series 2020 N, RB                                                                                           | CUSIP: 650009T78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37599.19     | 0.02%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                                                                        | New York State Thruway Authority, Series 2020, RB                                                                                                  | CUSIP: 650009T86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $32125.64     | 0.01%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                   | New York (State of) Thruway Authority, Series 2020 N, RB                                                                                           | CUSIP: 650009T94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40602.82     | 0.02%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Transportation Commission (Central Texas Turnpike System)                                                              | Texas (State of) Transportation Commission (Central Texas Turnpike System), Series 2020 A, Ref. RB                                                 | CUSIP: 88283KBH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $284490.19    | 0.12%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hillsboro School District No. 1J                                                                                                        | Hillsboro School District No. 1J, Series 2020, GO Bonds                                                                                            | CUSIP: 939307KK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5098.50      | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2020 C, GO Bonds                                                                                                     | CUSIP: 93974EEC6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    105000 | PA      | $116446.94    | 0.05%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2020 C, GO Bonds                                                                                                     | CUSIP: 93974EEE2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    145000 | PA      | $160402.18    | 0.07%             | 2032-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2020 C, GO Bonds                                                                                                     | CUSIP: 93974EEF9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     75000 | PA      | $82781.39     | 0.03%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2020 C, GO Bonds                                                                                                     | CUSIP: 93974EEG7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    100000 | PA      | $110133.57    | 0.05%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2020 C, GO Bonds                                                                                                     | CUSIP: 93974EEH5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    210000 | PA      | $230545.35    | 0.09%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2020 C, GO Bonds                                                                                                     | CUSIP: 93974EEJ1<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    425000 | PA      | $464669.71    | 0.19%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2020 C, GO Bonds                                                                                                     | CUSIP: 93974EEK8<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    160000 | PA      | $174153.65    | 0.07%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2020 C, GO Bonds                                                                                                     | CUSIP: 93974EEL6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    155000 | PA      | $168047.11    | 0.07%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                                                                                     | State of Washington, Series 2020, GO Bonds                                                                                                         | CUSIP: 93974EEM4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37817.54     | 0.02%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2020 C, GO Bonds                                                                                                     | CUSIP: 93974EEP7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    130000 | PA      | $139404.33    | 0.06%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2020 C, GO Bonds                                                                                                     | CUSIP: 93974EER3<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    260000 | PA      | $275820.48    | 0.11%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Higher Education Building Authority (Carnegie Mellon University)                                              | Allegheny (County of), PA Higher Education Building Authority (Carnegie Mellon University), Series 2020, RB                                        | CUSIP: 01728RNC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $244071.56    | 0.10%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Oregon                                                                                                                    | University of Oregon, Series 2020 A, RB                                                                                                            | CUSIP: 914767AD0<br>LEI: 549300FHOP2K4GYRPY40 | Long             | DBT              | MUN               | US        |    280000 | PA      | $289701.86    | 0.12%             | 2050-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 2)                                                                                                   | Maryland (State of) (Bidding Group 2), Series 2020 A, GO Bonds                                                                                     | CUSIP: 574193SJ8<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    150000 | PA      | $166162.77    | 0.07%             | 2032-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp. (Green Bonds)                                                                                           | Phoenix Civic Improvement Corp. (Green Bonds), Series 2020, RB                                                                                     | CUSIP: 71883RQQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $170372.18    | 0.07%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, GO Bonds                                                                                                       | CUSIP: 13063DTE8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     55000 | PA      | $61474.94     | 0.03%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, GO Bonds                                                                                                       | CUSIP: 13063DTG3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    140000 | PA      | $155703.73    | 0.06%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, GO Bonds                                                                                                       | CUSIP: 13063DTH1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     75000 | PA      | $83224.40     | 0.03%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, GO Bonds                                                                                                       | CUSIP: 13063DTJ7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    255000 | PA      | $282440.75    | 0.12%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, Ref. GO Bonds                                                                                                  | CUSIP: 13063DTZ1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     65000 | PA      | $72291.02     | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, GO Bonds                                                                                                       | CUSIP: 13063DUA4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     65000 | PA      | $72127.82     | 0.03%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gainesville (City of) & Hall (County of), GA Hospital Authority (Northeast Georgia Health System, Inc.)                                 | Gainesville (City of) & Hall (County of), GA Hospital Authority (Northeast Georgia Health System, Inc.), Series 2020, Ref. RB                      | CUSIP: 362762PH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $175475.30    | 0.07%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gainesville (City of) & Hall (County of), GA Hospital Authority (Northeast Georgia Health System, Inc.)                                 | Gainesville (City of) & Hall (County of), GA Hospital Authority (Northeast Georgia Health System, Inc.), Series 2020, Ref. RB                      | CUSIP: 362762PJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $169312.93    | 0.07%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                       | Hawaii (State of), Series 2020 D, Ref. RB                                                                                                          | CUSIP: 419794B50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $557909.90    | 0.23%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                       | Hawaii (State of), Series 2020 D, Ref. RB                                                                                                          | CUSIP: 419794B76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $38889.02     | 0.02%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                       | Hawaii (State of), Series 2020 D, Ref. RB                                                                                                          | CUSIP: 419794B84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $49847.34     | 0.02%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii Airports System Revenue                                                                                                 | State of Hawaii Airports System Revenue, Series 2020, RB                                                                                           | CUSIP: 419794B92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5521.83      | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of)                                                                                                                    | Louisiana (State of), Series 2020 A, GO Bonds                                                                                                      | CUSIP: 546417DC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $70847.29     | 0.03%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of)                                                                                                                    | Louisiana (State of), Series 2020 A, GO Bonds                                                                                                      | CUSIP: 546417DD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $173780.06    | 0.07%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of)                                                                                                                    | Louisiana (State of), Series 2020 A, GO Bonds                                                                                                      | CUSIP: 546417DE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21632.01     | 0.01%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of)                                                                                                                    | Louisiana (State of), Series 2020 A, GO Bonds                                                                                                      | CUSIP: 546417DG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $118183.52    | 0.05%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana                                                                                                                      | State of Louisiana, Series 2020, GO Bonds                                                                                                          | CUSIP: 546417DH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10712.51     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 1)                                                                                                   | Maryland (State of) (Bidding Group 1), Series 2020 A, GO Bonds                                                                                     | CUSIP: 574193SG4<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    195000 | PA      | $217030.44    | 0.09%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 2)                                                                                                   | Maryland (State of) (Bidding Group 2), Series 2020 A, GO Bonds                                                                                     | CUSIP: 574193SK5<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    305000 | PA      | $336853.01    | 0.14%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                     | Maryland (State of), Series 2020, GO Bonds                                                                                                         | CUSIP: 574193SL3<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36936.96     | 0.02%             | 2034-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 2)                                                                                                   | Maryland (State of) (Bidding Group 2), Series 2020 A, GO Bonds                                                                                     | CUSIP: 574193SM1<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21034.78     | 0.01%             | 2035-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020 D-1, GO Bonds                                                                                                  | CUSIP: 64966QJR2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    535000 | PA      | $554563.88    | 0.23%             | 2036-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020 D-1, GO Bonds                                                                                                  | CUSIP: 64966QJS0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     80000 | PA      | $86213.75     | 0.04%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020 D-1, GO Bonds                                                                                                  | CUSIP: 64966QJT8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37500.10     | 0.02%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020, GO Bonds                                                                                                      | CUSIP: 64966QJU5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21348.00     | 0.01%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                     | City of New York NY, Series 2020, GO Bonds                                                                                                         | CUSIP: 64966QJW1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5317.56      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020 D-1, GO Bonds                                                                                                  | CUSIP: 64966QJZ4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    105000 | PA      | $109950.37    | 0.04%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                | New York (City of), NY Municipal Water Finance Authority, Series 2020 EE, Ref. RB                                                                  | CUSIP: 64972GWP5<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    165000 | PA      | $185159.24    | 0.08%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Industrial Development Agency                                                                                    | New York (City of), NY Industrial Development Agency, Series 2020, Ref. RB                                                                         | CUSIP: 64972GWR1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21595.06     | 0.01%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2020 A, Ref. RB                                                                                    | CUSIP: 64990GB27<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    210000 | PA      | $236079.61    | 0.10%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Cornell University)                                                                            | New York (State of) Dormitory Authority (Cornell University), Series 2020 A, Ref. RB                                                               | CUSIP: 64990GB43<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103662.74    | 0.04%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                         | Phoenix Civic Improvement Corp., Series 2020 A, RB                                                                                                 | CUSIP: 71883RQB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $271221.00    | 0.11%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                         | Phoenix Civic Improvement Corp., Series 2020 A, RB                                                                                                 | CUSIP: 71883RQC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $175696.31    | 0.07%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                      | Board of Regents of the University of Texas System, Series 2020 A, Ref. RB                                                                         | CUSIP: 91514AJW6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    415000 | PA      | $465002.98    | 0.19%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chino Valley Unified School District                                                                                                    | Chino Valley Unified School District, Series 2020 B, GO Bonds                                                                                      | CUSIP: 169583HB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    470000 | PA      | $487515.02    | 0.20%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, Ref. GO Bonds                                                                                                  | CUSIP: 13063DVD7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104520.88    | 0.04%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                         | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2020 A, RB                                                 | CUSIP: 67766WZD7<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    135000 | PA      | $139513.71    | 0.06%             | 2050-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                     | Los Angeles Unified School District, Series 2020 RYQ, GO Bonds                                                                                     | CUSIP: 544647BU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20915.20     | 0.01%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (City of), CA Municipal Utility District (Green Bonds)                                                                       | Sacramento (City of), CA Municipal Utility District (Green Bonds), Series 2020 H, RB                                                               | CUSIP: 786005C97<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |    320000 | PA      | $333117.57    | 0.14%             | 2050-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allen (County of), OH (Bon Secours Mercy Health, Inc.)                                                                                  | Allen (County of), OH (Bon Secours Mercy Health, Inc.), Series 2020, Ref. RB                                                                       | CUSIP: 01757LGV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $149320.46    | 0.06%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, GO Bonds                                                                                                       | CUSIP: 13063DUL0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    150000 | PA      | $167658.92    | 0.07%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, GO Bonds                                                                                                       | CUSIP: 13063DUM8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    275000 | PA      | $304592.97    | 0.12%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, GO Bonds                                                                                                       | CUSIP: 13063DUN6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     65000 | PA      | $71782.95     | 0.03%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, Ref. GO Bonds                                                                                                  | CUSIP: 13063DVA3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    450000 | PA      | $500476.28    | 0.20%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, Ref. GO Bonds                                                                                                  | CUSIP: 13063DVB1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    160000 | PA      | $177545.39    | 0.07%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chelan County Public Utility District No 1                                                                                              | Chelan County Public Utility District No 1, Series 2020, RB                                                                                        | CUSIP: 163103UZ5<br>LEI: 5493004E8FN9GU2SU067 | Long             | DBT              | MUN               | US        |     35000 | PA      | $39007.68     | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Curators of the University of Missouri (The)                                                                                            | Curators of the University of Missouri (The), Series 2020 B, RB                                                                                    | CUSIP: 231266MK0<br>LEI: G0G4PRB87K0V5MXIV248 | Long             | DBT              | MUN               | US        |    490000 | PA      | $551690.71    | 0.23%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Northshore Edward Elmhurst Health Credit Group)                                                  | Illinois (State of) Finance Authority (Northshore Edward Elmhurst Health Credit Group), Series 2020, Ref. RB                                       | CUSIP: 45204FAX3<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    250000 | PA      | $274290.13    | 0.11%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Northshore Edward Elmhurst Health Credit Group)                                                  | Illinois (State of) Finance Authority (Northshore Edward Elmhurst Health Credit Group), Series 2020, Ref. RB                                       | CUSIP: 45204FAY1<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    250000 | PA      | $273135.93    | 0.11%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Northshore University Health)                                                                    | Illinois (State of) Finance Authority (Northshore University Health), Series 2020, Ref. RB                                                         | CUSIP: 45204FAZ8<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    445000 | PA      | $483886.95    | 0.20%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                                                                              | Illinois Finance Authority, Series 2020, RB                                                                                                        | CUSIP: 45204FBB0<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151945.58    | 0.06%             | 2037-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                     | Los Angeles Unified School District, Series 2020 RYQ, GO Bonds                                                                                     | CUSIP: 544647BM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $45376.74     | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                     | Los Angeles Unified School District, Series 2020 RYQ, GO Bonds                                                                                     | CUSIP: 544647BP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $468977.39    | 0.19%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                     | Los Angeles Unified School District, Series 2020 RYQ, GO Bonds                                                                                     | CUSIP: 544647BQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $428614.46    | 0.18%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                     | Los Angeles Unified School District, Series 2020 RYQ, GO Bonds                                                                                     | CUSIP: 544647BR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    965000 | PA      | $1080914.45   | 0.44%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                     | Los Angeles Unified School District, Series 2020 RYQ, GO Bonds                                                                                     | CUSIP: 544647BS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37076.80     | 0.02%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                     | Los Angeles Unified School District, Series 2020, GO Bonds                                                                                         | CUSIP: 544647BT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26305.03     | 0.01%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                     | Los Angeles Unified School District, Series 2020 RYQ, GO Bonds                                                                                     | CUSIP: 544647BW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15506.26     | 0.01%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                                                                                | Massachusetts Development Finance Agency, Series 2020, RB                                                                                          | CUSIP: 57584YZP7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5645.44      | 0.00%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                         | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2020 A, RB                                                 | CUSIP: 67766WYS5<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22255.94     | 0.01%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                         | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2020 A, RB                                                 | CUSIP: 67766WYT3<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    115000 | PA      | $127818.68    | 0.05%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                         | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2020 A, RB                                                 | CUSIP: 67766WYU0<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    115000 | PA      | $127631.59    | 0.05%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                         | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2020 A, RB                                                 | CUSIP: 67766WYV8<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     40000 | PA      | $44350.49     | 0.02%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                         | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2020 A, RB                                                 | CUSIP: 67766WYW6<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     50000 | PA      | $55234.08     | 0.02%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund                                                                      | Ohio Water Development Authority Water Pollution Control Loan Fund, Series 2020, RB                                                                | CUSIP: 67766WYX4<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5495.74      | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                         | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2020 A, RB                                                 | CUSIP: 67766WYY2<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    275000 | PA      | $300693.55    | 0.12%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                         | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2020 A, RB                                                 | CUSIP: 67766WYZ9<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    145000 | PA      | $157870.20    | 0.06%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                         | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2020 A, RB                                                 | CUSIP: 67766WZA3<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43370.30     | 0.02%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                         | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2020 A, RB                                                 | CUSIP: 67766WZB1<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    250000 | PA      | $270116.25    | 0.11%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                         | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2020 A, RB                                                 | CUSIP: 67766WZC9<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    270000 | PA      | $290517.25    | 0.12%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pierce County School District No. 401 Peninsula                                                                                         | Pierce County School District No. 401 Peninsula, Series 2020, GO Bonds                                                                             | CUSIP: 720577YE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57115.89     | 0.02%             | 2037-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Richmond VA Public Utility Revenue                                                                                              | City of Richmond VA Public Utility Revenue, Series 2020, RB                                                                                        | CUSIP: 765433LA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $65813.24     | 0.03%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (City of), CA Municipal Utility District (Green Bonds)                                                                       | Sacramento (City of), CA Municipal Utility District (Green Bonds), Series 2020 H, RB                                                               | CUSIP: 786005C22<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |    100000 | PA      | $112589.49    | 0.05%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (City of), CA Municipal Utility District (Green Bonds)                                                                       | Sacramento (City of), CA Municipal Utility District (Green Bonds), Series 2020 H, RB                                                               | CUSIP: 786005C30<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |    290000 | PA      | $324533.58    | 0.13%             | 2036-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (City of), CA Municipal Utility District (Green Bonds)                                                                       | Sacramento (City of), CA Municipal Utility District (Green Bonds), Series 2020 H, RB                                                               | CUSIP: 786005C48<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |    265000 | PA      | $295030.83    | 0.12%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (City of), CA Municipal Utility District (Green Bonds)                                                                       | Sacramento (City of), CA Municipal Utility District (Green Bonds), Series 2020 H, RB                                                               | CUSIP: 786005C55<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |     60000 | PA      | $66470.83     | 0.03%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Jobs-Economic Development Authority (Prisma Health Obligated Group)                                           | South Carolina (State of) Jobs-Economic Development Authority (Prisma Health Obligated Group), Series 2020, Ref. RB                                | CUSIP: 83703EMR3<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10322.00     | 0.00%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Public Power Authority (Mangolia Power)                                                                             | Southern California Public Power Authority (Mangolia Power), Series 2020 A-1, Ref. RB                                                              | CUSIP: 842475M77<br>LEI: 5493003B5TD5FWUKMD34 | Long             | DBT              | MUN               | US        |    150000 | PA      | $164239.56    | 0.07%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                     | Metropolitan Transportation Authority (Green Bonds), Series 2020 C-1, RB                                                                           | CUSIP: 59261AG50<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1540331.25   | 0.63%             | 2055-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                     | Metropolitan Transportation Authority (Green Bonds), Series 2020 C-1, RB                                                                           | CUSIP: 59261AG43<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1030406.34   | 0.42%             | 2050-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                     | Illinois (State of), Series 2020, GO Bonds                                                                                                         | CUSIP: 4521526L0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    595000 | PA      | $643846.17    | 0.26%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                     | Illinois (State of), Series 2020, GO Bonds                                                                                                         | CUSIP: 4521526K2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5392.18      | 0.00%             | 2030-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                     | Illinois (State of), Series 2020, GO Bonds                                                                                                         | CUSIP: 4521526M8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    520000 | PA      | $552387.94    | 0.23%             | 2045-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                 | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2020, RB                                                           | CUSIP: 64971XQF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $88993.72     | 0.04%             | 2036-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2020 C-1, RB                                                                         | CUSIP: 64971XQG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52033.56     | 0.02%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                 | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2020, RB                                                           | CUSIP: 64971XQH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36089.35     | 0.01%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                 | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2020, RB                                                           | CUSIP: 64971XQJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41030.03     | 0.02%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2020 C-1, RB                                                                         | CUSIP: 64971XQK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5089.24      | 0.00%             | 2040-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (Columbia Generating Station)                                                                                          | Energy Northwest (Columbia Generating Station), Series 2020 A, Ref. RB                                                                             | CUSIP: 29270C3T0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $293278.88    | 0.12%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                                                                                | State of Connecticut Special Tax Revenue, Series 2020, RB                                                                                          | CUSIP: 207758A45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30895.22     | 0.01%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                                                            | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2020 A, RB                                                                    | CUSIP: 89602RFZ3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   1030000 | PA      | $1074481.99   | 0.44%             | 2049-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                                                            | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2020 A, RB                                                                    | CUSIP: 89602RGA7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    335000 | PA      | $346967.24    | 0.14%             | 2054-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Colorado                                                                                                                       | State of Colorado, Series 2020, COP                                                                                                                | CUSIP: 196711SK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $253492.21    | 0.10%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Colorado                                                                                                                       | State of Colorado, Series 2020, COP                                                                                                                | CUSIP: 196711SJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72713.44     | 0.03%             | 2038-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broward (County of), FL School Board                                                                                                    | Broward (County of), FL School Board, Series 2020 A, COP                                                                                           | CUSIP: 115065C28<br>LEI: 5493006KVNQDJ1D0OD92 | Long             | DBT              | MUN               | US        |    160000 | PA      | $177064.86    | 0.07%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broward (County of), FL School Board                                                                                                    | Broward (County of), FL School Board, Series 2020 A, COP                                                                                           | CUSIP: 115065C44<br>LEI: 5493006KVNQDJ1D0OD92 | Long             | DBT              | MUN               | US        |    215000 | PA      | $236926.04    | 0.10%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broward (County of), FL School Board                                                                                                    | Broward (County of), FL School Board, Series 2020 A, COP                                                                                           | CUSIP: 115065C51<br>LEI: 5493006KVNQDJ1D0OD92 | Long             | DBT              | MUN               | US        |    190000 | PA      | $208983.05    | 0.09%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broward (County of), FL School Board                                                                                                    | Broward (County of), FL School Board, Series 2020 A, COP                                                                                           | CUSIP: 115065C69<br>LEI: 5493006KVNQDJ1D0OD92 | Long             | DBT              | MUN               | US        |    245000 | PA      | $268242.93    | 0.11%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                     | Colorado (State of), Series 2020 A, COP                                                                                                            | CUSIP: 196711SA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $90027.72     | 0.04%             | 2030-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                     | Colorado (State of), Series 2020 A, COP                                                                                                            | CUSIP: 196711SC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $134167.75    | 0.05%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                     | Colorado (State of), Series 2020 A, COP                                                                                                            | CUSIP: 196711SD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $122561.69    | 0.05%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                     | Colorado (State of), Series 2020, COP                                                                                                              | CUSIP: 196711SE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $169068.21    | 0.07%             | 2034-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Colorado                                                                                                                       | State of Colorado, Series 2020, COP                                                                                                                | CUSIP: 196711SF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47176.33     | 0.02%             | 2035-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                     | Colorado (State of), Series 2020 A, COP                                                                                                            | CUSIP: 196711SH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5196.33      | 0.00%             | 2037-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2020, RB                                                                                                            | CUSIP: 207758A29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $146784.70    | 0.06%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2020 A, RB                                                                                                          | CUSIP: 207758A37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $422331.51    | 0.17%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2020, RB                                                                                                            | CUSIP: 207758A60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16133.86     | 0.01%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2020, RB                                                                                                            | CUSIP: 207758ZS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $434298.93    | 0.18%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2020, RB                                                                                                            | CUSIP: 207758ZU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $293739.41    | 0.12%             | 2032-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2020, RB                                                                                                            | CUSIP: 207758ZV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $309427.80    | 0.13%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2020 A, RB                                                                                                          | CUSIP: 207758ZW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $203717.60    | 0.08%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                                                                                | State of Connecticut Special Tax Revenue, Series 2020, RB                                                                                          | CUSIP: 207758ZY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $43888.90     | 0.02%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastern Municipal Water District Financing Authority                                                                                    | Eastern Municipal Water District Financing Authority, Series 2020 A, Ref. RB                                                                       | CUSIP: 27677SBK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $162101.42    | 0.07%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (Columbia Generating Station)                                                                                          | Energy Northwest (Columbia Generating Station), Series 2020, Ref. RB                                                                               | CUSIP: 29270C3M5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $77895.99     | 0.03%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                                                                        | Energy Northwest, Series 2020, RB                                                                                                                  | CUSIP: 29270C3N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $249655.28    | 0.10%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                                                                        | Energy Northwest, Series 2020, RB                                                                                                                  | CUSIP: 29270C3P8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $243189.72    | 0.10%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                                                                        | Energy Northwest, Series 2020, RB                                                                                                                  | CUSIP: 29270C3Q6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $49504.10     | 0.02%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (Columbia Generating Station)                                                                                          | Energy Northwest (Columbia Generating Station), Series 2020 A, Ref. RB                                                                             | CUSIP: 29270C3R4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $229967.30    | 0.09%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (Columbia Generating Station)                                                                                          | Energy Northwest (Columbia Generating Station), Series 2020, Ref. RB                                                                               | CUSIP: 29270C3S2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $103593.93    | 0.04%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (Columbia Generating Station)                                                                                          | Energy Northwest (Columbia Generating Station), Series 2020 A, Ref. RB                                                                             | CUSIP: 29270C3U7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $249898.27    | 0.10%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                              | Miami-Dade (County of), FL, Series 2016, GO Bonds                                                                                                  | CUSIP: 59333FXJ4<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    130000 | PA      | $135682.66    | 0.06%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                                                                                 | County of Miami-Dade FL, Series 2016, GO Bonds                                                                                                     | CUSIP: 59333FXK1<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     90000 | PA      | $93315.74     | 0.04%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                                                                                 | County of Miami-Dade FL, Series 2016, GO Bonds                                                                                                     | CUSIP: 59333FXL9<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10314.68     | 0.00%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                                                                                 | County of Miami-Dade FL, Series 2016, GO Bonds                                                                                                     | CUSIP: 59333FXM7<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10274.20     | 0.00%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2020, RB                                                                             | CUSIP: 64971XQC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $433462.42    | 0.18%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2020, RB                                                                             | CUSIP: 64971XQD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $332261.40    | 0.14%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Subseries 2020 C-1, RB                                                                      | CUSIP: 64971XQE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $259128.25    | 0.11%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2020, RB                                                                             | CUSIP: 64971XQL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $609054.92    | 0.25%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2020 A-2, Ref. RB                                                                                  | CUSIP: 64990GF49<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    225000 | PA      | $252942.44    | 0.10%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palm Beach County School District                                                                                                       | Palm Beach County School District, Series 2020 A, COP                                                                                              | CUSIP: 696550G89<br>LEI: 549300J36FX8PM8L7086 | Long             | DBT              | MUN               | US        |    130000 | PA      | $143113.33    | 0.06%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palm Beach County School District                                                                                                       | Palm Beach County School District, Series 2020 A, COP                                                                                              | CUSIP: 696550G97<br>LEI: 549300J36FX8PM8L7086 | Long             | DBT              | MUN               | US        |    270000 | PA      | $296588.60    | 0.12%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA                                                                                                              | Philadelphia (City of), PA, Series 2020, Ref. RB                                                                                                   | CUSIP: 717893M32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $216823.74    | 0.09%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Private Colleges & Universities Authority (Emory University)                                                                            | Private Colleges & Universities Authority (Emory University), Series 2020 B, Ref. RB                                                               | CUSIP: 74265LS74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $106330.95    | 0.04%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Private Colleges & Universities Authority (Emory University)                                                                            | Private Colleges & Universities Authority (Emory University), Series 2020 B, Ref. RB                                                               | CUSIP: 74265LS90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $127943.17    | 0.05%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Private Colleges & Universities Authority (Emory University)                                                                            | Private Colleges & Universities Authority (Emory University), Series 2020 B, Ref. RB                                                               | CUSIP: 74265LT24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $455293.40    | 0.19%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Private Colleges & Universities Authority (Emory University)                                                                            | Private Colleges & Universities Authority (Emory University), Series 2020 B, Ref. RB                                                               | CUSIP: 74265LT32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $121877.13    | 0.05%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Private Colleges & Universities Authority (Emory University)                                                                            | Private Colleges & Universities Authority (Emory University), Series 2020 B, Ref. RB                                                               | CUSIP: 74265LT40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $325227.63    | 0.13%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Private Colleges & Universities Authority (Emory University)                                                                            | Private Colleges & Universities Authority (Emory University), Series 2020 B, Ref. RB                                                               | CUSIP: 74265LT65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15488.01     | 0.01%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Private Colleges & Universities Authority (Emory University)                                                                            | Private Colleges & Universities Authority (Emory University), Series 2020 B, Ref. RB                                                               | CUSIP: 74265LT73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30790.29     | 0.01%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Private Colleges & Universities Authority (Emory University)                                                                            | Private Colleges & Universities Authority (Emory University), Series 2020 B, Ref. RB                                                               | CUSIP: 74265LT81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10197.66     | 0.00%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Private Colleges & Universities Authority (Emory University)                                                                            | Private Colleges & Universities Authority (Emory University), Series 2020 B, Ref. RB                                                               | CUSIP: 74265LT99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25310.09     | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Commerce Corp. (Garvee)                                                                                                    | Rhode Island Commerce Corp. (Garvee), Series 2020, RB                                                                                              | CUSIP: 762232BT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $214235.09    | 0.09%             | 2032-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Commerce Corp. (Garvee)                                                                                                    | Rhode Island Commerce Corp. (Garvee), Series 2020, RB                                                                                              | CUSIP: 762232BU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $284565.32    | 0.12%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Commerce Corp. (Garvee)                                                                                                    | Rhode Island Commerce Corp. (Garvee), Series 2020 A, RB                                                                                            | CUSIP: 762232BV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $103609.66    | 0.04%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Commerce Corp. (Garvee)                                                                                                    | Rhode Island Commerce Corp. (Garvee), Series 2020 A, RB                                                                                            | CUSIP: 762232BW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $141221.48    | 0.06%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                | Texas (State of) Water Development Board, Series 2020, RB                                                                                          | CUSIP: 8828543B6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $274403.14    | 0.11%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                                                                           | Texas Water Development Board, Series 2020, RB                                                                                                     | CUSIP: 8828543D2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $50138.57     | 0.02%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                | Texas (State of) Water Development Board, Series 2020, RB                                                                                          | CUSIP: 8828543E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $144342.24    | 0.06%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                | Texas (State of) Water Development Board, Series 2020, RB                                                                                          | CUSIP: 8828543F7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52810.04     | 0.02%             | 2034-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                | Texas (State of) Water Development Board, Series 2020, RB                                                                                          | CUSIP: 8828543G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $110446.14    | 0.05%             | 2035-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                | Texas (State of) Water Development Board, Series 2020, RB                                                                                          | CUSIP: 8828543H3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $188189.98    | 0.08%             | 2036-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                | Texas (State of) Water Development Board, Series 2020, RB                                                                                          | CUSIP: 8828543J9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41569.67     | 0.02%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                | New York (City of), NY Municipal Water Finance Authority, Series 2020 FF, Ref. RB                                                                  | CUSIP: 64972GWZ3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5060.32      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                | New York (City of), NY Municipal Water Finance Authority, Series 2020 GG-1, RB                                                                     | CUSIP: 64972GXD1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    415000 | PA      | $431021.57    | 0.18%             | 2048-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                | New York (City of), NY Municipal Water Finance Authority, Series 2020 GG-1, RB                                                                     | CUSIP: 64972GXF6<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    250000 | PA      | $258785.18    | 0.11%             | 2050-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                          | Washington Metropolitan Area Transit Authority, Series 2020 A, RB                                                                                  | CUSIP: 93878YAV1<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |    385000 | PA      | $400643.63    | 0.16%             | 2045-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX                                                                                                                    | Dallas (City of), TX, Series 2020 C, Ref. RB                                                                                                       | CUSIP: 23542JSB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $189250.22    | 0.08%             | 2045-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                   | Houston (City of), TX, Series 2020 C, Ref. RB                                                                                                      | CUSIP: 44244CA80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $132134.89    | 0.05%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (County of), CA Sanitation Districts Financing Authority                                                                     | Sacramento (County of), CA Sanitation Districts Financing Authority, Series 2020 A, Ref. RB                                                        | CUSIP: 786134WA0<br>LEI: 549300MSDPX3EYMUYV38 | Long             | DBT              | MUN               | US        |    300000 | PA      | $313157.37    | 0.13%             | 2050-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020 A, RB                                                                                          | CUSIP: 650036AK2<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101551.06    | 0.04%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020 A, RB                                                                                          | CUSIP: 650036AL0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    320000 | PA      | $347939.04    | 0.14%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020 A, RB                                                                                          | CUSIP: 650036AM8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    140000 | PA      | $151433.69    | 0.06%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                   | Los Angeles (City of), CA Department of Water & Power, Series 2020 B, Ref. RB                                                                      | CUSIP: 544532BK9<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    230000 | PA      | $246986.19    | 0.10%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Health Care Facilities Authority (Seattle Cancer Care Alliance)                                                   | Washington (State of) Health Care Facilities Authority (Seattle Cancer Care Alliance), Series 2020, Ref. RB                                        | CUSIP: 93978HXM2<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    230000 | PA      | $233750.43    | 0.10%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Geisinger Authority (Geisinger Health System)                                                                                           | Geisinger Authority (Geisinger Health System), Series 2020, Ref. RB                                                                                | CUSIP: 368497JT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85223.02     | 0.03%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Ohio Valley Electrical Corp.)                                                                     | Indiana (State of) Finance Authority (Ohio Valley Electrical Corp.), Series 2012 B, RB                                                             | CUSIP: 45470CAE9<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    325000 | PA      | $322776.84    | 0.13%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020 D, GO Bonds                                                                                           | CUSIP: 57582RD52<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    610000 | PA      | $643254.94    | 0.26%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                                                                            | Clark County School District, Series 2020 A, GO Bonds                                                                                              | CUSIP: 181059P67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50757.07     | 0.02%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2020 C, GO Bonds                                                                                                    | CUSIP: 20772KKT5<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     95000 | PA      | $101983.44    | 0.04%             | 2030-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2020 C, GO Bonds                                                                                                    | CUSIP: 20772KKV0<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     65000 | PA      | $69300.97     | 0.03%             | 2032-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2020 C, GO Bonds                                                                                                    | CUSIP: 20772KKW8<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    410000 | PA      | $435439.84    | 0.18%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2020 C, GO Bonds                                                                                                    | CUSIP: 20772KKZ1<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78985.65     | 0.03%             | 2035-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                    | State of Connecticut, Series 2020, GO Bonds                                                                                                        | CUSIP: 20772KLC1<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10336.90     | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cypress-Fairbanks Independent School District                                                                                           | Cypress-Fairbanks Independent School District, Series 2020, GO Bonds                                                                               | CUSIP: 232769GL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $407794.88    | 0.17%             | 2038-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX                                                                                                                    | Dallas (City of), TX, Series 2020 C, Ref. RB                                                                                                       | CUSIP: 23542JRT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $100059.09    | 0.04%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX                                                                                                                    | Dallas (City of), TX, Series 2020 C, Ref. RB                                                                                                       | CUSIP: 23542JRX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25914.25     | 0.01%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX                                                                                                                    | Dallas (City of), TX, Series 2020 C, Ref. RB                                                                                                       | CUSIP: 23542JRY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $113942.89    | 0.05%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| E-470 Public Highway Authority                                                                                                          | E-470 Public Highway Authority, Series 2020 A, Ref. RB                                                                                             | CUSIP: 26822LMR2<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | MUN               | US        |     55000 | PA      | $60654.14     | 0.02%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| E-470 Public Highway Authority                                                                                                          | E-470 Public Highway Authority, Series 2020 A, Ref. RB                                                                                             | CUSIP: 26822LMT8<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | MUN               | US        |     75000 | PA      | $81811.98     | 0.03%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Geisinger Authority (Geisinger Health System)                                                                                           | Geisinger Authority (Geisinger Health System), Series 2020, Ref. RB                                                                                | CUSIP: 368497JS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $259316.35    | 0.11%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                   | Houston (City of), TX, Series 2020 C, Ref. RB                                                                                                      | CUSIP: 44244CA23<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67467.80     | 0.03%             | 2036-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                   | Houston (City of), TX, Series 2020 C, Ref. RB                                                                                                      | CUSIP: 44244CA31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56722.95     | 0.02%             | 2037-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                   | Houston (City of), TX, Series 2020 C, Ref. RB                                                                                                      | CUSIP: 44244CZY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $216352.25    | 0.09%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                   | Houston (City of), TX, Series 2020 C, Ref. RB                                                                                                      | CUSIP: 44244CZZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41774.59     | 0.02%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lamar Consolidated Independent School District                                                                                          | Lamar Consolidated Independent School District, Series 2020, Ref. GO Bonds                                                                         | CUSIP: 513174YU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25222.32     | 0.01%             | 2043-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                   | Los Angeles (City of), CA Department of Water & Power, Series 2020 A, Ref. RB                                                                      | CUSIP: 544525ZE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $470868.51    | 0.19%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                   | Los Angeles (City of), CA Department of Water & Power, Series 2020 A, Ref. RB                                                                      | CUSIP: 544525ZF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $234750.96    | 0.10%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                   | Los Angeles (City of), CA Department of Water & Power, Series 2020 A, Ref. RB                                                                      | CUSIP: 544525ZH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $251836.28    | 0.10%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                   | Los Angeles (City of), CA Department of Water & Power, Series 2020 B, Ref. RB                                                                      | CUSIP: 544532BL7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    260000 | PA      | $278240.48    | 0.11%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                   | Los Angeles (City of), CA Department of Water & Power, Series 2020 B, Ref. RB                                                                      | CUSIP: 544532BM5<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36593.79     | 0.01%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                   | Los Angeles (City of), CA Department of Water & Power, Series 2020 B, Ref. RB                                                                      | CUSIP: 544532BN3<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25697.58     | 0.01%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salem-Keizer School District No. 24J                                                                                                    | Salem-Keizer School District No. 24J, Series 2020 C, GO Bonds                                                                                      | CUSIP: 569203PK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $109445.68    | 0.04%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Salem-Keizer School District No 24J                                                                                                     | Salem-Keizer School District No 24J, Series 2020, GO Bonds                                                                                         | CUSIP: 569203PL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103753.69    | 0.04%             | 2037-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Transportation Authority (Transportation Facilities)                                                                | Maryland (State of) Transportation Authority (Transportation Facilities), Series 2020, RB                                                          | CUSIP: 574300MB2<br>LEI: 254900MKNK0MO0Z4X426 | Long             | DBT              | MUN               | US        |    140000 | PA      | $156645.22    | 0.06%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Transportation Authority (Transportation Facilities)                                                                | Maryland (State of) Transportation Authority (Transportation Facilities), Series 2020, RB                                                          | CUSIP: 574300MD8<br>LEI: 254900MKNK0MO0Z4X426 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16706.05     | 0.01%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Transportation Authority                                                                                            | Maryland (State of) Transportation Authority, Series 2020, RB                                                                                      | CUSIP: 574300ME6<br>LEI: 254900MKNK0MO0Z4X426 | Long             | DBT              | MUN               | US        |     45000 | PA      | $49964.89     | 0.02%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Transportation Authority (Transportation Facilities)                                                                | Maryland (State of) Transportation Authority (Transportation Facilities), Series 2020, RB                                                          | CUSIP: 574300MF3<br>LEI: 254900MKNK0MO0Z4X426 | Long             | DBT              | MUN               | US        |     65000 | PA      | $71952.97     | 0.03%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                                                                            | Massachusetts Bay Transportation Authority Sales Tax Revenue, Series 2020, RB                                                                      | CUSIP: 575579G84<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |     40000 | PA      | $44967.54     | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Bay Transportation Authority                                                                            | Massachusetts (Commonwealth of) Bay Transportation Authority, Series 2020, Ref. RB                                                                 | CUSIP: 575579H42<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |    120000 | PA      | $133936.36    | 0.05%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020 D, GO Bonds                                                                                           | CUSIP: 57582RC46<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    500000 | PA      | $561652.10    | 0.23%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020 D, GO Bonds                                                                                           | CUSIP: 57582RC79<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    260000 | PA      | $287711.35    | 0.12%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020 D, GO Bonds                                                                                           | CUSIP: 57582RC87<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    125000 | PA      | $137673.74    | 0.06%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020 D, GO Bonds                                                                                           | CUSIP: 57582RC95<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    145000 | PA      | $159048.56    | 0.06%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020 D, GO Bonds                                                                                           | CUSIP: 57582RD37<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    480000 | PA      | $522580.75    | 0.21%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020 D, GO Bonds                                                                                           | CUSIP: 57582RD45<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     70000 | PA      | $75987.83     | 0.03%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020 D, GO Bonds                                                                                           | CUSIP: 57582RD60<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    465000 | PA      | $484493.87    | 0.20%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020 B, Ref. GO Bonds                                                                                      | CUSIP: 57582RF43<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    135000 | PA      | $151303.09    | 0.06%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                           | Commonwealth of Massachusetts, Series 2020, GO Bonds                                                                                               | CUSIP: 57582RF50<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27933.31     | 0.01%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020 B, Ref. GO Bonds                                                                                      | CUSIP: 57582RF68<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     80000 | PA      | $89290.90     | 0.04%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                                                                                      | Metropolitan Water District of Southern California, Series 2020 C, Ref. RB                                                                         | CUSIP: 59266TSP7<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |     80000 | PA      | $88650.22     | 0.04%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                                                                                      | Metropolitan Water District of Southern California, Series 2020 C, Ref. RB                                                                         | CUSIP: 59266TSQ5<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |    220000 | PA      | $242902.88    | 0.10%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                                                                                      | Metropolitan Water District of Southern California, Series 2020 C, Ref. RB                                                                         | CUSIP: 59266TSR3<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |    215000 | PA      | $235451.19    | 0.10%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                | New York (City of), NY Municipal Water Finance Authority, Series 2020 FF, Ref. RB                                                                  | CUSIP: 64972GXB5<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    165000 | PA      | $178159.26    | 0.07%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                | New York (City of), NY Municipal Water Finance Authority, Series 2020 GG, RB                                                                       | CUSIP: 64972GXC3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    175000 | PA      | $196381.01    | 0.08%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020 A, RB                                                                                          | CUSIP: 650036AC0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    205000 | PA      | $228497.04    | 0.09%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020 A, RB                                                                                          | CUSIP: 650036AE6<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    140000 | PA      | $155622.26    | 0.06%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020 A, RB                                                                                          | CUSIP: 650036AF3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    745000 | PA      | $824835.76    | 0.34%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020 A, RB                                                                                          | CUSIP: 650036AG1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    195000 | PA      | $215070.69    | 0.09%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020 A, RB                                                                                          | CUSIP: 650036AJ5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20428.69     | 0.01%             | 2039-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Carolina State University at Raleigh                                                                                              | North Carolina State University at Raleigh, Series 2020 A, Ref. RB                                                                                 | CUSIP: 658289H55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $33354.96     | 0.01%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Thurston Public Schools                                                                                                           | North Thurston Public Schools, Series 2020, GO Bonds                                                                                               | CUSIP: 66285THH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $211349.62    | 0.09%             | 2034-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Thurston Public Schools                                                                                                           | North Thurston Public Schools, Series 2020, GO Bonds                                                                                               | CUSIP: 66285THJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62916.55     | 0.03%             | 2035-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Thurston Public Schools                                                                                                           | North Thurston Public Schools, Series 2020, GO Bonds                                                                                               | CUSIP: 66285THK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15647.70     | 0.01%             | 2036-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pasco (County of), FL School Board                                                                                                      | Pasco (County of), FL School Board, Series 2020 C, COP                                                                                             | CUSIP: 702528LL2<br>LEI: 549300NYEDMC7IDJPE68 | Long             | DBT              | MUN               | US        |    285000 | PA      | $314374.69    | 0.13%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pasco (County of), FL School Board                                                                                                      | Pasco (County of), FL School Board, Series 2020 C, COP                                                                                             | CUSIP: 702528LM0<br>LEI: 549300NYEDMC7IDJPE68 | Long             | DBT              | MUN               | US        |    170000 | PA      | $186889.89    | 0.08%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pasco (County of), FL School Board                                                                                                      | Pasco (County of), FL School Board, Series 2020 C, COP                                                                                             | CUSIP: 702528LN8<br>LEI: 549300NYEDMC7IDJPE68 | Long             | DBT              | MUN               | US        |    120000 | PA      | $131359.37    | 0.05%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (County of), CA Sanitation Districts Financing Authority                                                                     | Sacramento (County of), CA Sanitation Districts Financing Authority, Series 2020 A, Ref. RB                                                        | CUSIP: 786134VX1<br>LEI: 549300MSDPX3EYMUYV38 | Long             | DBT              | MUN               | US        |     40000 | PA      | $45911.99     | 0.02%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (County of), CA Sanitation Districts Financing Authority                                                                     | Sacramento (County of), CA Sanitation Districts Financing Authority, Series 2020 A, Ref. RB                                                        | CUSIP: 786134VY9<br>LEI: 549300MSDPX3EYMUYV38 | Long             | DBT              | MUN               | US        |     85000 | PA      | $93438.97     | 0.04%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah (County of), UT (IHC Health Services, Inc.)                                                                                        | Utah (County of), UT (IHC Health Services, Inc.), Series 2020 A, RB                                                                                | CUSIP: 917393DB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $598857.85    | 0.24%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah (County of), UT (IHC Health Services, Inc.)                                                                                        | Utah (County of), UT (IHC Health Services, Inc.), Series 2020 A, RB                                                                                | CUSIP: 917393DD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $170006.64    | 0.07%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                          | Washington Metropolitan Area Transit Authority, Series 2020 A, RB                                                                                  | CUSIP: 93878YAH2<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |     35000 | PA      | $38946.47     | 0.02%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                          | Washington Metropolitan Area Transit Authority, Series 2020 A, RB                                                                                  | CUSIP: 93878YAK5<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |     60000 | PA      | $66468.06     | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                          | Washington Metropolitan Area Transit Authority, Series 2020 A, RB                                                                                  | CUSIP: 93878YAL3<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |     80000 | PA      | $88213.22     | 0.04%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                                                                        | Washington Metropolitan Area Transit Authority Dedicated Revenue, Series 2020, RB                                                                  | CUSIP: 93878YAM1<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21988.72     | 0.01%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                          | Washington Metropolitan Area Transit Authority, Series 2020 A, RB                                                                                  | CUSIP: 93878YAN9<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |    100000 | PA      | $109568.13    | 0.04%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                          | Washington Metropolitan Area Transit Authority, Series 2020, RB                                                                                    | CUSIP: 93878YAP4<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |     65000 | PA      | $70928.42     | 0.03%             | 2036-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                          | Washington Metropolitan Area Transit Authority, Series 2020 A, RB                                                                                  | CUSIP: 93878YAQ2<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |    530000 | PA      | $575031.72    | 0.23%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                          | Washington Metropolitan Area Transit Authority, Series 2020 A, RB                                                                                  | CUSIP: 93878YAS8<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |    110000 | PA      | $118501.67    | 0.05%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                                                                        | Washington Metropolitan Area Transit Authority Dedicated Revenue, Series 2020, RB                                                                  | CUSIP: 93878YAT6<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20398.25     | 0.01%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Health Care Facilities Authority (Seattle Cancer Care Alliance)                                                   | Washington (State of) Health Care Facilities Authority (Seattle Cancer Care Alliance), Series 2020, Ref. RB                                        | CUSIP: 93978HXH3<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    250000 | PA      | $260708.98    | 0.11%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                    | Wisconsin (State of), Series 2021 1, Ref. GO Bonds                                                                                                 | CUSIP: 97705MSN6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    405000 | PA      | $451516.32    | 0.18%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                                                                              | Illinois Finance Authority, Series 2008, RB                                                                                                        | CUSIP: 45204E7J1<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5139.33      | 0.00%             | 2030-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                                                                              | Illinois Finance Authority, Series 2008, RB                                                                                                        | CUSIP: 45204E7K8<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51387.39     | 0.02%             | 2030-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Knox (County of), TN Health, Educational & Housing Facility Board (University Health System)                                            | Knox (County of), TN Health, Educational & Housing Facility Board (University Health System), Series 2020 A, RB                                    | CUSIP: 49952MEH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67921.92     | 0.03%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Plainview Independent School District                                                                                                   | Plainview Independent School District, Series 2020 A, GO Bonds                                                                                     | CUSIP: 726736GW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25889.32     | 0.01%             | 2046-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                                                                                    | Colorado Health Facilities Authority, Series 2020, RB                                                                                              | CUSIP: 19648FPY4<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5390.06      | 0.00%             | 2030-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Public Facilities Authority (Tulane University of Louisiana)                                                       | Louisiana (State of) Public Facilities Authority (Tulane University of Louisiana), Series 2020, Ref. RB                                            | CUSIP: 546399JU1<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |    270000 | PA      | $280262.54    | 0.11%             | 2045-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                        | New York & New Jersey (States of) Port Authority, Series 2020-222, Ref. RB                                                                         | CUSIP: 73358W6R0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102480.61    | 0.04%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020 C, Ref. RB                                                                                     | CUSIP: 650036CH7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1051257.60   | 0.43%             | 2047-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020 C, Ref. RB                                                                                     | CUSIP: 650036CL8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5201.80      | 0.00%             | 2050-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                        | New York & New Jersey (States of) Port Authority, Two Hundred Twenty Second Series 2020, Ref. RB                                                   | CUSIP: 73358W6N9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    160000 | PA      | $165774.85    | 0.07%             | 2037-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                        | New York & New Jersey (States of) Port Authority, Two Hundred Twenty Second Series 2020, Ref. RB                                                   | CUSIP: 73358W6P4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56825.81     | 0.02%             | 2038-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                                                                                 | Port Authority of New York & New Jersey, Series 2020, RB                                                                                           | CUSIP: 73358W6Q2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25728.26     | 0.01%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020 C, Ref. RB                                                                                     | CUSIP: 650036BZ8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    260000 | PA      | $285594.53    | 0.12%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX Water System                                                                                                  | San Antonio (City of), TX Water System, Series 2020 C, RB                                                                                          | CUSIP: 79642GKT8<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |    150000 | PA      | $156345.29    | 0.06%             | 2046-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA                                                                                                              | Philadelphia (City of), PA, Series 2020 A, RB                                                                                                      | CUSIP: 717893Q53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $149534.73    | 0.06%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA                                                                                                              | Philadelphia (City of), PA, Series 2020 A, RB                                                                                                      | CUSIP: 717893Q46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $329559.55    | 0.13%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cobb (County of), GA Kennestone Hospital Authority (Wellstar Health System, Inc.)                                                       | Cobb (County of), GA Kennestone Hospital Authority (Wellstar Health System, Inc.), Series 2020, Ref. RB                                            | CUSIP: 190813SC0<br>LEI: 549300TB04LETJYNFR44 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15237.68     | 0.01%             | 2050-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources                                                                                     | California (State of) Department of Water Resources, Series 2020 BB, Ref. RB                                                                       | CUSIP: 13067WRX2<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |     45000 | PA      | $51761.79     | 0.02%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources                                                                                     | California (State of) Department of Water Resources, Series 2020 BB, Ref. RB                                                                       | CUSIP: 13067WRZ7<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    160000 | PA      | $183163.66    | 0.07%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources (Central Valley)                                                                    | California (State of) Department of Water Resources (Central Valley), Series 2020 BB, Ref. RB                                                      | CUSIP: 13067WSA1<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    410000 | PA      | $468089.78    | 0.19%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources                                                                                     | California (State of) Department of Water Resources, Series 2020 BB, Ref. RB                                                                       | CUSIP: 13067WSB9<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    195000 | PA      | $221836.60    | 0.09%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources                                                                                     | California (State of) Department of Water Resources, Series 2020 BB, Ref. RB                                                                       | CUSIP: 13067WSC7<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    385000 | PA      | $435223.17    | 0.18%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado Springs (City of), CO                                                                                                          | Colorado Springs (City of), CO, Series 2020 C, RB                                                                                                  | CUSIP: 196632Y31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $258433.78    | 0.11%             | 2050-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX                                                                                                     | Dallas & Fort Worth (Cities of), TX, Series 2020 A, Ref. RB                                                                                        | CUSIP: 2350365F3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $72876.53     | 0.03%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                           | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2020 A, Ref. RB                                              | CUSIP: 2350365H9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $323116.03    | 0.13%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                                                                                 | Dallas Fort Worth International Airport, Series 2020, RB                                                                                           | CUSIP: 2350365J5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $116627.16    | 0.05%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                           | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2020 A, Ref. RB                                              | CUSIP: 2350365K2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $467291.03    | 0.19%             | 2034-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                           | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2020 A, Ref. RB                                              | CUSIP: 2350365L0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $229960.85    | 0.09%             | 2035-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                           | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2020, Ref. RB                                                | CUSIP: 2350365X4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $100905.97    | 0.04%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                           | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2020, Ref. RB                                                | CUSIP: 2350365Z9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $155987.05    | 0.06%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                           | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2020, Ref. RB                                                | CUSIP: 2350366A3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $116627.16    | 0.05%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                           | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2020, Ref. RB                                                | CUSIP: 2350366B1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $168014.75    | 0.07%             | 2034-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                           | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2020, Ref. RB                                                | CUSIP: 2350366C9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67971.86     | 0.03%             | 2035-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2020 C, RB                                                                                                            | CUSIP: 25477GSX4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    125000 | PA      | $138085.09    | 0.06%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                                                                                 | District of Columbia Income Tax Revenue, Series 2020, RB                                                                                           | CUSIP: 25477GSY2<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     65000 | PA      | $71603.56     | 0.03%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2020 C, RB                                                                                                            | CUSIP: 25477GSZ9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    220000 | PA      | $241297.67    | 0.10%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2020 C, RB                                                                                                            | CUSIP: 25477GTA3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     35000 | PA      | $38190.93     | 0.02%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2020, RB                                                                                                              | CUSIP: 25477GTB1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     60000 | PA      | $65163.77     | 0.03%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2020 C, RB                                                                                                            | CUSIP: 25477GTC9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67466.69     | 0.03%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2020 C, RB                                                                                                            | CUSIP: 25477GTE5<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    105000 | PA      | $107743.60    | 0.04%             | 2040-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2020 C, RB                                                                                                            | CUSIP: 25477GTG0<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31414.60     | 0.01%             | 2045-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEA Electric System                                                                                                                     | JEA Electric System, Series 2020 3-A, Ref. RB                                                                                                      | CUSIP: 46613SQH6<br>LEI: FTZJK89L6NCYPIPKZN93 | Long             | DBT              | MUN               | US        |    285000 | PA      | $311716.90    | 0.13%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEA Electric System                                                                                                                     | JEA Electric System, Series 2020 3-A, Ref. RB                                                                                                      | CUSIP: 46613SQJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $125008.37    | 0.05%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEA Electric System Revenue                                                                                                             | JEA Electric System Revenue, Series 2020, RB                                                                                                       | CUSIP: 46613SQL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20560.00     | 0.01%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JEA Electric System Revenue                                                                                                             | JEA Electric System Revenue, Series 2020, RB                                                                                                       | CUSIP: 46613SQM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20498.06     | 0.01%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Salem-Keizer School District No. 24J                                                                                                    | Salem-Keizer School District No. 24J, Series 2020 B, GO Bonds                                                                                      | CUSIP: 569203PE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $707075.04    | 0.29%             | 2032-06-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Salem-Keizer School District No. 24J                                                                                                    | Salem-Keizer School District No. 24J, Series 2020 B, GO Bonds                                                                                      | CUSIP: 569203PF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $72129.04     | 0.03%             | 2033-06-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Salem-Keizer School District No. 24J                                                                                                    | Salem-Keizer School District No. 24J, Series 2020 B, GO Bonds                                                                                      | CUSIP: 569203PG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $254399.41    | 0.10%             | 2034-06-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Salem-Keizer School District No 24J                                                                                                     | Salem-Keizer School District No 24J, Series 2020, GO Bonds                                                                                         | CUSIP: 569203PH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11015.67     | 0.00%             | 2035-06-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                     | Maryland (State of), Series 2020, GO Bonds                                                                                                         | CUSIP: 574193TD0<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    235000 | PA      | $263729.97    | 0.11%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                     | Maryland (State of), Series 2020, GO Bonds                                                                                                         | CUSIP: 574193TF5<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    320000 | PA      | $357111.39    | 0.15%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                     | Maryland (State of), Series 2020, GO Bonds                                                                                                         | CUSIP: 574193TG3<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    210000 | PA      | $233634.35    | 0.10%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 2)                                                                                                   | Maryland (State of) (Bidding Group 2), Series 2020 A, GO Bonds                                                                                     | CUSIP: 574193TH1<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    260000 | PA      | $288351.28    | 0.12%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 2)                                                                                                   | Maryland (State of) (Bidding Group 2), Series 2020 A, GO Bonds                                                                                     | CUSIP: 574193TJ7<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    245000 | PA      | $270616.17    | 0.11%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                                                                                 | Massachusetts School Building Authority, Series 2020, RB                                                                                           | CUSIP: 576000YU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5474.56      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                                                                                 | Massachusetts School Building Authority, Series 2020, RB                                                                                           | CUSIP: 576000YV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10286.21     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) School Building Authority (Social Bonds)                                                                | Massachusetts (Commonwealth of) School Building Authority (Social Bonds), Series 2020 A, RB                                                        | CUSIP: 576000YW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $264518.93    | 0.11%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) School Building Authority (Social Bonds)                                                                | Massachusetts (Commonwealth of) School Building Authority (Social Bonds), Series 2020 A, RB                                                        | CUSIP: 576000YY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $134310.77    | 0.05%             | 2050-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Medford (City of), OR Hospital Facilities Authority (Asante)                                                                            | Medford (City of), OR Hospital Facilities Authority (Asante), Series 2020 A, Ref. RB                                                               | CUSIP: 584283GV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $161323.94    | 0.07%             | 2036-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Medford (City of), OR Hospital Facilities Authority (Asante)                                                                            | Medford (City of), OR Hospital Facilities Authority (Asante), Series 2020 A, Ref. RB                                                               | CUSIP: 584283GW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37486.94     | 0.02%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Medford Hospital Facilities Authority                                                                                                   | Medford Hospital Facilities Authority, Series 2020, RB                                                                                             | CUSIP: 584283GX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $32006.23     | 0.01%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), MD                                                                                                              | Montgomery (County of), MD, Series 2020 A, GO Bonds                                                                                                | CUSIP: 61334PCB7<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |     55000 | PA      | $59103.60     | 0.02%             | 2030-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), MD                                                                                                              | Montgomery (County of), MD, Series 2020 A, GO Bonds                                                                                                | CUSIP: 61334PCE1<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60860.27     | 0.02%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), MD                                                                                                              | Montgomery (County of), MD, Series 2020 B, Ref. GO Bonds                                                                                           | CUSIP: 61334PCV3<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |    110000 | PA      | $118586.70    | 0.05%             | 2030-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020, Ref. RB                                                                                       | CUSIP: 650036BR6<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    150000 | PA      | $167192.96    | 0.07%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020, Ref. RB                                                                                       | CUSIP: 650036BT2<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    270000 | PA      | $303633.82    | 0.12%             | 2032-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020, Ref. RB                                                                                       | CUSIP: 650036BU9<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    210000 | PA      | $235180.32    | 0.10%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020, Ref. RB                                                                                       | CUSIP: 650036BV7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    460000 | PA      | $487177.08    | 0.20%             | 2034-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020, Ref. RB                                                                                       | CUSIP: 650036BW5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    210000 | PA      | $233433.40    | 0.10%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020, Ref. RB                                                                                       | CUSIP: 650036BX3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    115000 | PA      | $127323.64    | 0.05%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020, Ref. RB                                                                                       | CUSIP: 650036CE4<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    150000 | PA      | $161393.43    | 0.07%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020, Ref. RB                                                                                       | CUSIP: 650036CF1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    285000 | PA      | $305290.12    | 0.12%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Educational Facilities Authority                                                                                    | Pennsylvania Higher Educational Facilities Authority, Series 2020, RB                                                                              | CUSIP: 70917TAQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20251.78     | 0.01%             | 2040-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Higher Educational Facilities Authority                                                                  | Pennsylvania (Commonwealth of) Higher Educational Facilities Authority, Series 2020 A, Ref. RB                                                     | CUSIP: 70917TAS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $336849.57    | 0.14%             | 2046-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA                                                                                                              | Philadelphia (City of), PA, Series 2020 A, RB                                                                                                      | CUSIP: 717893Q38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $172807.10    | 0.07%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                        | New York & New Jersey (States of) Port Authority, Two Hundred Twenty Second Series 2020, Ref. RB                                                   | CUSIP: 73358W6H2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    115000 | PA      | $128003.63    | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                        | New York & New Jersey (States of) Port Authority, Two Hundred Twenty Second Series 2020, Ref. RB                                                   | CUSIP: 73358W6J8<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    180000 | PA      | $199660.72    | 0.08%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                        | New York & New Jersey (States of) Port Authority, Two Hundred Twenty Second Series 2020, Ref. RB                                                   | CUSIP: 73358W6K5<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    330000 | PA      | $364971.55    | 0.15%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                        | New York & New Jersey (States of) Port Authority, Two Hundred Twenty Second Series 2020, Ref. RB                                                   | CUSIP: 73358W6L3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    285000 | PA      | $314373.53    | 0.13%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                        | New York & New Jersey (States of) Port Authority, Two Hundred Twenty Second Series 2020, Ref. RB                                                   | CUSIP: 73358W6M1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     90000 | PA      | $93679.90     | 0.04%             | 2036-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX Port Authority of Houston                                                                                        | Harris (County of), TX Port Authority of Houston, Series 2020 A-2, Ref. GO Bonds                                                                   | CUSIP: 7342606P2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36569.33     | 0.01%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of Houston of Harris County Texas                                                                                        | Port Authority of Houston of Harris County Texas, Series 2020, GO Bonds                                                                            | CUSIP: 7342606Q0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5191.51      | 0.00%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of Houston of Harris County Texas                                                                                        | Port Authority of Houston of Harris County Texas, Series 2020, GO Bonds                                                                            | CUSIP: 7342606R8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5165.26      | 0.00%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                                                                        | San Diego County Water Authority, Series 2021, RB                                                                                                  | CUSIP: 797412DJ9<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |     50000 | PA      | $56596.37     | 0.02%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa (City of), FL                                                                                                                     | Tampa (City of), FL, Series 2020 A, RB                                                                                                             | CUSIP: 875291AM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $235401.82    | 0.10%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Tampa FL Water & Wastewater System Revenue                                                                                      | City of Tampa FL Water & Wastewater System Revenue, Series 2020, RB                                                                                | CUSIP: 875291AP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $93172.87     | 0.04%             | 2050-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                | University of California, Series 2020 BE, Ref. RB                                                                                                  | CUSIP: 91412HGU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $184012.72    | 0.08%             | 2032-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                | University of California, Series 2020 BE, Ref. RB                                                                                                  | CUSIP: 91412HGV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $244980.36    | 0.10%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                | University of California, Series 2020 BE, Ref. RB                                                                                                  | CUSIP: 91412HGW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $88558.38     | 0.04%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                | University of California, Series 2020 BE, Ref. RB                                                                                                  | CUSIP: 91412HGX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $115895.48    | 0.05%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                | University of California, Series 2020 BE, Ref. RB                                                                                                  | CUSIP: 91412HGY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $120958.95    | 0.05%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                | University of California, Series 2020 BE, Ref. RB                                                                                                  | CUSIP: 91412HGZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36696.35     | 0.01%             | 2037-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                | University of California, Series 2020 BE, Ref. RB                                                                                                  | CUSIP: 91412HHA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $424165.40    | 0.17%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                | University of California, Series 2020 BE, Ref. RB                                                                                                  | CUSIP: 91412HHB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $237972.33    | 0.10%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                | University of California, Series 2020 BE, Ref. RB                                                                                                  | CUSIP: 91412HHC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36043.28     | 0.01%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                | University of California, Series 2020 BE, Ref. RB                                                                                                  | CUSIP: 91412HHD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $80529.62     | 0.03%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                | University of California, Series 2020 BE, Ref. RB                                                                                                  | CUSIP: 91412HHF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $409852.29    | 0.17%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Centuity College and Equipment)                                             | Virginia (Commonwealth of) College Building Authority (21st Centuity College and Equipment), Series 2020, RB                                       | CUSIP: 92778VJN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $82160.08     | 0.03%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs)                                     | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs), Series 2020 A, RB                             | CUSIP: 92778VJP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $163794.14    | 0.07%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipments Programs)                                    | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipments Programs), Series 2020, RB                              | CUSIP: 92778VJQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $238270.11    | 0.10%             | 2036-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                                                                                     | Virginia College Building Authority, Series 2020, RB                                                                                               | CUSIP: 92778VJR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30871.60     | 0.01%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                                                                                     | Virginia College Building Authority, Series 2020, RB                                                                                               | CUSIP: 92778VJU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15259.25     | 0.01%             | 2040-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 1)                                                                                                     | Washington (State of) (Bid Group 1), Series 2020 A, GO Bonds                                                                                       | CUSIP: 93974EHW9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    145000 | PA      | $162596.85    | 0.07%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 1)                                                                                                     | Washington (State of) (Bid Group 1), Series 2020 A, GO Bonds                                                                                       | CUSIP: 93974EHY5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    155000 | PA      | $172699.53    | 0.07%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 1)                                                                                                     | Washington (State of) (Bid Group 1), Series 2020 A, GO Bonds                                                                                       | CUSIP: 93974EHZ2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    135000 | PA      | $150433.73    | 0.06%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 1)                                                                                                     | Washington (State of) (Bid Group 1), Series 2020 A, GO Bonds                                                                                       | CUSIP: 93974EJA5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    235000 | PA      | $261146.10    | 0.11%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 1)                                                                                                     | Washington (State of) (Bid Group 1), Series 2020 A, GO Bonds                                                                                       | CUSIP: 93974EJB3<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    545000 | PA      | $603425.96    | 0.25%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2020 A, GO Bonds                                                                                                     | CUSIP: 93974EJD9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    130000 | PA      | $142515.13    | 0.06%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2020, GO Bonds                                                                                                       | CUSIP: 93974EJE7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     75000 | PA      | $81883.06     | 0.03%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2020 A, GO Bonds                                                                                                     | CUSIP: 93974EJF4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10877.66     | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2020 A, GO Bonds                                                                                                     | CUSIP: 93974EJG2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     30000 | PA      | $32503.01     | 0.01%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2020 A, GO Bonds                                                                                                     | CUSIP: 93974EJH0<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     75000 | PA      | $81117.34     | 0.03%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2020 A, GO Bonds                                                                                                     | CUSIP: 93974EJJ6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    150000 | PA      | $161358.18    | 0.07%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2020 A, GO Bonds                                                                                                     | CUSIP: 93974EJK3<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    205000 | PA      | $218919.30    | 0.09%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2020 A, GO Bonds                                                                                                     | CUSIP: 93974EJL1<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5305.99      | 0.00%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                                                                                     | State of Washington, Series 2020, GO Bonds                                                                                                         | CUSIP: 93974EJM9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105566.39    | 0.04%             | 2045-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Facilities Authority                                                                                                  | Oregon (State of) Facilities Authority, Series 2020, Ref. RB                                                                                       | CUSIP: 68608JYJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114104.01    | 0.05%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wylie Independent School District                                                                                                       | Wylie Independent School District, Series 2020 A, Ref. GO Bonds                                                                                    | CUSIP: 9830686F9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5577.67      | 0.00%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walled Lake Consolidated School District                                                                                                | Walled Lake Consolidated School District, Series 2020, GO Bonds                                                                                    | CUSIP: 932423VE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $98120.32     | 0.04%             | 2050-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                               | Long Island (City of), NY Power Authority, Series 2020 A, Ref. RB                                                                                  | CUSIP: 542691DK3<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72414.70     | 0.03%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                         | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2020 A, RB                                                 | CUSIP: 54466HJQ0<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    315000 | PA      | $350388.52    | 0.14%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                         | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2020 A, RB                                                 | CUSIP: 54466HJR8<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    305000 | PA      | $323150.89    | 0.13%             | 2036-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                         | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2020 A, RB                                                 | CUSIP: 54466HJS6<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    430000 | PA      | $476996.51    | 0.19%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                         | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2020 A, RB                                                 | CUSIP: 54466HJT4<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    170000 | PA      | $179125.92    | 0.07%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                         | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2020 A, RB                                                 | CUSIP: 54466HJP2<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    260000 | PA      | $277298.19    | 0.11%             | 2035-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Trust for Cultural Resources (The) (Lincoln Center for Performing Arts)                                          | New York (City of), NY Trust for Cultural Resources (The) (Lincoln Center for Performing Arts), Series 2020 A, Ref. RB                             | CUSIP: 649717VH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $374063.88    | 0.15%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Trust for Cultural Resources (The) (Lincoln Center for Performing Arts)                                          | New York (City of), NY Trust for Cultural Resources (The) (Lincoln Center for Performing Arts), Series 2020 A, Ref. RB                             | CUSIP: 649717VJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10557.17     | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Trust for Cultural Resources (The) (Lincoln Center for Performing Arts)                                          | New York (City of), NY Trust for Cultural Resources (The) (Lincoln Center for Performing Arts), Series 2020 A, Ref. RB                             | CUSIP: 649717VK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $120710.35    | 0.05%             | 2034-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Trust for Cultural Resources (The) (Lincoln Center for Performing Arts)                                          | New York (City of), NY Trust for Cultural Resources (The) (Lincoln Center for Performing Arts), Series 2020 A, Ref. RB                             | CUSIP: 649717VL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46924.01     | 0.02%             | 2035-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2020 A, Ref. RB                                                                      | CUSIP: 64971XSA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56611.03     | 0.02%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                                                                               | Central Texas Regional Mobility Authority, Series 2020 B, Ref. RB                                                                                  | CUSIP: 155498HZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $124401.61    | 0.05%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                             | California State University, Series 2020 C, RB                                                                                                     | CUSIP: 13077DMG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24293.89     | 0.01%             | 2051-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of) Transportation Authority                                                                                            | Delaware (State of) Transportation Authority, Series 2020, Ref. RB                                                                                 | CUSIP: 246428K39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $319135.79    | 0.13%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of) Transportation Authority                                                                                            | Delaware (State of) Transportation Authority, Series 2020, Ref. RB                                                                                 | CUSIP: 246428K54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $105624.56    | 0.04%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of) Transportation Authority                                                                                            | Delaware (State of) Transportation Authority, Series 2020, RB                                                                                      | CUSIP: 246428K62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     69000 | PA      | $76482.27     | 0.03%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) (Bidding Group 1)                                                                                                    | Georgia (State of) (Bidding Group 1), Series 2020 A, GO Bonds                                                                                      | CUSIP: 373385GR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $247291.64    | 0.10%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) (Bidding Group 1)                                                                                                    | Georgia (State of) (Bidding Group 1), Series 2020 A, GO Bonds                                                                                      | CUSIP: 373385GT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $123002.66    | 0.05%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) (Bidding Group 2)                                                                                                    | Georgia (State of) (Bidding Group 2), Series 2020 A, GO Bonds                                                                                      | CUSIP: 373385GU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $134039.92    | 0.05%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) (Bid Group 2)                                                                                                        | Georgia (State of) (Bid Group 2), Series 2020 A, GO Bonds                                                                                          | CUSIP: 373385GV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $63577.64     | 0.03%             | 2034-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) (Bidding Group 1)                                                                                                    | Georgia (State of) (Bidding Group 1), Series 2020 A, GO Bonds                                                                                      | CUSIP: 373385GW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $100251.43    | 0.04%             | 2035-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jackson County Reorganized School District No. 7                                                                                        | Jackson County Reorganized School District No. 7, Series 2020, Ref. GO Bonds                                                                       | CUSIP: 467520XQ0<br>LEI: 549300HKYX7HMV5CWZ34 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42093.81     | 0.02%             | 2030-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                               | Long Island (City of), NY Power Authority, Series 2020 A, Ref. RB                                                                                  | CUSIP: 542691DE7<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    120000 | PA      | $132497.40    | 0.05%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                               | Long Island (City of), NY Power Authority, Series 2020 A, Ref. RB                                                                                  | CUSIP: 542691DF4<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |     60000 | PA      | $65837.08     | 0.03%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                               | Long Island (City of), NY Power Authority, Series 2020, RB                                                                                         | CUSIP: 542691DG2<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |     65000 | PA      | $71249.01     | 0.03%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                               | Long Island (City of), NY Power Authority, Series 2020 A, Ref. RB                                                                                  | CUSIP: 542691DH0<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    345000 | PA      | $376452.44    | 0.15%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                                                                                             | Long Island Power Authority, Series 2020, RB                                                                                                       | CUSIP: 542691DJ6<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10860.26     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                                                                              | City of Los Angeles Department of Airports, Series 2020, RB                                                                                        | CUSIP: 544445PZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $102168.52    | 0.04%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Beach (City of), CA                                                                                                                | Long Beach (City of), CA, Series 2020 B, Ref. RB                                                                                                   | CUSIP: 544445QB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $22605.64     | 0.01%             | 2032-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Airports                                                                                        | Los Angeles (City of), CA Department of Airports, Series 2020 B, Ref. RB                                                                           | CUSIP: 544445QC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $112684.42    | 0.05%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Airports                                                                                        | Los Angeles (City of), CA Department of Airports, Series 2020 B, Ref. RB                                                                           | CUSIP: 544445QD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $252814.97    | 0.10%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Airports                                                                                        | Los Angeles (City of), CA Department of Airports, Series 2020 B, Ref. RB                                                                           | CUSIP: 544445QE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31784.63     | 0.01%             | 2035-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Airports                                                                                        | Los Angeles (City of), CA Department of Airports, Series 2020 B, Ref. RB                                                                           | CUSIP: 544445QG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $321168.05    | 0.13%             | 2036-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                                                                              | City of Los Angeles Department of Airports, Series 2020, RB                                                                                        | CUSIP: 544445QK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36301.98     | 0.01%             | 2039-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Airports (Los Angeles International Airport)                                                    | Los Angeles (City of), CA Department of Airports (Los Angeles International Airport), Series 2020 B, Ref. RB                                       | CUSIP: 544445QL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30941.91     | 0.01%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Airports                                                                                        | Los Angeles (City of), CA Department of Airports, Series 2020 D, RB                                                                                | CUSIP: 544445SC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $332529.81    | 0.14%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                   | Los Angeles (City of), CA Department of Water & Power, Series 2020 B, Ref. RB                                                                      | CUSIP: 544525ZQ4<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     85000 | PA      | $90517.07     | 0.04%             | 2030-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                         | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2020, RB                                                   | CUSIP: 54466HJM9<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     90000 | PA      | $102046.96    | 0.04%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue                                                              | Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue, Series 2020, RB                                                        | CUSIP: 54466HJN7<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    200000 | PA      | $223664.66    | 0.09%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                         | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2020, RB                                                   | CUSIP: 54466HJV9<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    265000 | PA      | $299255.33    | 0.12%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                         | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2020, RB                                                   | CUSIP: 54466HJW7<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    295000 | PA      | $332502.85    | 0.14%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                         | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2020, RB                                                   | CUSIP: 54466HJX5<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    230000 | PA      | $258182.87    | 0.11%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL Transit System                                                                                               | Miami-Dade (County of), FL Transit System, Series 2020 A, RB                                                                                       | CUSIP: 59334PHN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $153216.44    | 0.06%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                                                                                    | State of Michigan Trunk Line Revenue, Series 2020, RB                                                                                              | CUSIP: 5946952A5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26044.37     | 0.01%             | 2037-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                                                                                    | State of Michigan Trunk Line Revenue, Series 2020, RB                                                                                              | CUSIP: 5946952B3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $517687.50    | 0.21%             | 2038-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of)                                                                                                                     | Michigan (State of), Series 2020, RB                                                                                                               | CUSIP: 5946952D9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40885.57     | 0.02%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of)                                                                                                                     | Michigan (State of), Series 2020, RB                                                                                                               | CUSIP: 594695Z35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $270775.66    | 0.11%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of)                                                                                                                     | Michigan (State of), Series 2020 B, RB                                                                                                             | CUSIP: 594695Z50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $173787.64    | 0.07%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of)                                                                                                                     | Michigan (State of), Series 2020 B, RB                                                                                                             | CUSIP: 594695Z68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $803835.94    | 0.33%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                                                                                    | State of Michigan Trunk Line Revenue, Series 2020, RB                                                                                              | CUSIP: 594695Z76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $61203.08     | 0.03%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                                                                                    | State of Michigan Trunk Line Revenue, Series 2020, RB                                                                                              | CUSIP: 594695Z84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $72028.29     | 0.03%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                    | Minnesota (State of), Series 2020 A, GO Bonds                                                                                                      | CUSIP: 60412ATH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $128698.49    | 0.05%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                    | Minnesota (State of), Series 2020 A, GO Bonds                                                                                                      | CUSIP: 60412ATL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $50064.50     | 0.02%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                    | Minnesota (State of), Series 2020, GO Bonds                                                                                                        | CUSIP: 60412ATM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $44414.91     | 0.02%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                    | Minnesota (State of), Series 2020 A, GO Bonds                                                                                                      | CUSIP: 60412ATN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $386903.16    | 0.16%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                    | Minnesota (State of), Series 2020 A, GO Bonds                                                                                                      | CUSIP: 60412ATP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $93566.05     | 0.04%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                    | Minnesota (State of), Series 2020 A, GO Bonds                                                                                                      | CUSIP: 60412ATR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $38212.09     | 0.02%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                    | Minnesota (State of), Series 2020 A, GO Bonds                                                                                                      | CUSIP: 60412ATT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $151680.73    | 0.06%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020 A-1, Ref. GO Bonds                                                                                             | CUSIP: 64966QME7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    310000 | PA      | $346315.23    | 0.14%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                     | City of New York NY, Series 2020, GO Bonds                                                                                                         | CUSIP: 64966QMG2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    110000 | PA      | $122023.65    | 0.05%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                     | City of New York NY, Series 2020, GO Bonds                                                                                                         | CUSIP: 64966QMH0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     70000 | PA      | $77351.34     | 0.03%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020 A-1, Ref. GO Bonds                                                                                             | CUSIP: 64966QMJ6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10493.86     | 0.00%             | 2034-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020 B-1, Ref. GO Bonds                                                                                             | CUSIP: 64966QMU1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     75000 | PA      | $84229.76     | 0.03%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020 B-1, Ref. GO Bonds                                                                                             | CUSIP: 64966QMW7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    265000 | PA      | $295261.20    | 0.12%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2020, Ref. RB                                                                        | CUSIP: 64971XRR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $275266.17    | 0.11%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2020, Ref. RB                                                                        | CUSIP: 64971XRT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $373254.72    | 0.15%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2020, Ref. RB                                                                        | CUSIP: 64971XRU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $499621.10    | 0.20%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2021 A, Ref. RB                                                                      | CUSIP: 64971XRV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52938.07     | 0.02%             | 2034-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2020, Ref. RB                                                                        | CUSIP: 64971XRW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $341981.80    | 0.14%             | 2035-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2020, Ref. RB                                                                        | CUSIP: 64971XRX8<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     75000 | PA      | $81963.63     | 0.03%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District (Election of 2018)                                                                                    | San Diego Unified School District (Election of 2018), Series 2020 D-2, GO Bonds                                                                    | CUSIP: 797356BR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $100717.17    | 0.04%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Airport Commission (San Francisco International Airport)                                           | San Francisco (City & County of), CA Airport Commission (San Francisco International Airport), Series 2020-B, Ref. RB                              | CUSIP: 79766DTF6<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |    125000 | PA      | $130877.51    | 0.05%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Airport Commission (San Francisco International Airport)                                           | San Francisco (City & County of), CA Airport Commission (San Francisco International Airport), Series 2020, Ref. RB                                | CUSIP: 79766DTG4<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |    160000 | PA      | $166836.48    | 0.07%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walled Lake Consolidated School District                                                                                                | Walled Lake Consolidated School District, Series 2020, GO Bonds                                                                                    | CUSIP: 932423VD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41886.13     | 0.02%             | 2045-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Village of Los Ranchos de Albuquerque NM                                                                                                | Village of Los Ranchos de Albuquerque NM, Series 2020, RB                                                                                          | CUSIP: 545610BG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20293.56     | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                     | Metropolitan Transportation Authority (Green Bonds), Series 2020 D-1, RB                                                                           | CUSIP: 59261AH34<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    125000 | PA      | $130687.93    | 0.05%             | 2044-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2020, RB                                                                             | CUSIP: 64971XUC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25446.19     | 0.01%             | 2040-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                      | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2020 B, RB                                                                              | CUSIP: 709225AX4<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    255000 | PA      | $265217.85    | 0.11%             | 2050-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                      | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2020 B, RB                                                                              | CUSIP: 709225AW6<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    295000 | PA      | $311545.78    | 0.13%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                                                                                    | Chicago O'Hare International Airport, Series 2020, RB                                                                                              | CUSIP: 167593P22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51309.41     | 0.02%             | 2037-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA Department of Aviation                                                                                            | Atlanta (City of), GA Department of Aviation, Series 2020 A, Ref. RB                                                                               | CUSIP: 04780MXC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $117253.21    | 0.05%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, Ref. GO Bonds                                                                                                  | CUSIP: 13063DWS3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    590000 | PA      | $669612.06    | 0.27%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, Ref. GO Bonds                                                                                                  | CUSIP: 13063DWU8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    280000 | PA      | $315665.42    | 0.13%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, Ref. GO Bonds                                                                                                  | CUSIP: 13063DXA1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    310000 | PA      | $328444.16    | 0.13%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                     | State of California, Series 2020, GO Bonds                                                                                                         | CUSIP: 13063DXB9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21086.55     | 0.01%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                     | State of California, Series 2020, GO Bonds                                                                                                         | CUSIP: 13063DXC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5247.22      | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, Ref. GO Bonds                                                                                                  | CUSIP: 13063DXD5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67718.53     | 0.03%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, Ref. GO Bonds                                                                                                  | CUSIP: 13063DXE3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51725.10     | 0.02%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Charlotte (City of), NC                                                                                                                 | Charlotte (City of), NC, Series 2020, Ref. RB                                                                                                      | CUSIP: 161045QK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $95255.75     | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charlotte (City of), NC                                                                                                                 | Charlotte (City of), NC, Series 2020, RB                                                                                                           | CUSIP: 161045QM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $56038.18     | 0.02%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charlotte (City of), NC                                                                                                                 | Charlotte (City of), NC, Series 2020, Ref. RB                                                                                                      | CUSIP: 161045QN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $72626.61     | 0.03%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charlotte (City of), NC                                                                                                                 | Charlotte (City of), NC, Series 2020, Ref. RB                                                                                                      | CUSIP: 161045QP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $44557.82     | 0.02%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL (O'Hare International Airport)                                                                                    | Chicago (City of), IL (O'Hare International Airport), Series 2020 A, Ref. RB                                                                       | CUSIP: 167593N81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $240110.84    | 0.10%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL (O'Hare International Airport)                                                                                    | Chicago (City of), IL (O'Hare International Airport), Series 2020 A, Ref. RB                                                                       | CUSIP: 167593N99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15460.35     | 0.01%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL (O'Hare International Airport)                                                                                    | Chicago (City of), IL (O'Hare International Airport), Series 2020 A, Ref. RB                                                                       | CUSIP: 167593P48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $408747.62    | 0.17%             | 2035-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                                                                                    | Chicago O'Hare International Airport, Series 2020, RB                                                                                              | CUSIP: 167593P55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $331864.16    | 0.14%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL (O'Hare International Airport)                                                                                    | Chicago (City of), IL (O'Hare International Airport), Series 2020 B, Ref. RB                                                                       | CUSIP: 167593R38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $65827.53     | 0.03%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                     | Los Angeles Unified School District, Series 2020 A, Ref. GO Bonds                                                                                  | CUSIP: 544647CN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $322068.81    | 0.13%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                     | Los Angeles Unified School District, Series 2020 A, Ref. GO Bonds                                                                                  | CUSIP: 544647CP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $84594.96     | 0.03%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Memphis (City of), TN                                                                                                                   | Memphis (City of), TN, Series 2020 B, Ref. RB                                                                                                      | CUSIP: 586200SW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $125499.52    | 0.05%             | 2045-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Metropolitan Pier & Exposition Authority (McCormick Place Expansion)                                                | Illinois (State of) Metropolitan Pier & Exposition Authority (McCormick Place Expansion), Series 2020, Ref. RB                                     | CUSIP: 592250EB6<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |    375000 | PA      | $390859.31    | 0.16%             | 2042-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                     | Metropolitan Transportation Authority (Green Bonds), Series 2020 D-1, RB                                                                           | CUSIP: 59261AH26<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52647.61     | 0.02%             | 2043-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                     | Metropolitan Transportation Authority (Green Bonds), Series 2020 D-1, RB                                                                           | CUSIP: 59261AH42<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41563.02     | 0.02%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                              | Miami-Dade (County of), FL, Series 2020 C, RB                                                                                                      | CUSIP: 59333NP98<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    270000 | PA      | $281071.30    | 0.11%             | 2036-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                                                                                 | County of Miami-Dade FL, Series 2020, RB                                                                                                           | CUSIP: 59333NQ22<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10377.76     | 0.00%             | 2037-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                                                                                 | County of Miami-Dade FL, Series 2020, RB                                                                                                           | CUSIP: 59333NQ30<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46546.52     | 0.02%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Building Authority (Facilities Program)                                                                             | Michigan (State of) Building Authority (Facilities Program), Series 2020 I, Ref. RB                                                                | CUSIP: 594615HJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $185524.55    | 0.08%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Industrial Development Agency (Yankee Stadium)                                                                   | New York (City of), NY Industrial Development Agency (Yankee Stadium), Series 2020 A, Ref. RB                                                      | CUSIP: 64971PKA2<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5491.51      | 0.00%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Industrial Development Agency (Yankee Stadium)                                                                   | New York (City of), NY Industrial Development Agency (Yankee Stadium), Series 2020, Ref. RB                                                        | CUSIP: 64971PKC8<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |    330000 | PA      | $348016.42    | 0.14%             | 2032-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Subseries 2021 C-1, RB                                                                      | CUSIP: 64971XTU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $145033.64    | 0.06%             | 2032-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2020, RB                                                                             | CUSIP: 64971XTV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $505706.16    | 0.21%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2020, RB                                                                             | CUSIP: 64971XTW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $326723.71    | 0.13%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Subseries 2021 C-1, RB                                                                      | CUSIP: 64971XTX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $89663.47     | 0.04%             | 2035-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Subseries 2021 C-1, RB                                                                      | CUSIP: 64971XTY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26174.62     | 0.01%             | 2036-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2020, RB                                                                             | CUSIP: 64971XTZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $234112.77    | 0.10%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                 | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2020, RB                                                           | CUSIP: 64971XUA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $108268.06    | 0.04%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                 | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2020, RB                                                           | CUSIP: 64971XUB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41030.03     | 0.02%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                | New York (City of), NY Municipal Water Finance Authority, Series 2020, Ref. RB                                                                     | CUSIP: 64972GXN9<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    190000 | PA      | $197383.97    | 0.08%             | 2050-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                | New York (City of), NY Municipal Water Finance Authority, Subseries 2021 AA-2, Ref. RB                                                             | CUSIP: 64972GXT6<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    125000 | PA      | $140272.15    | 0.06%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                | New York (City of), NY Municipal Water Finance Authority, Subseries 2021 AA-2, Ref. RB                                                             | CUSIP: 64972GXV1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    205000 | PA      | $231042.22    | 0.09%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Department of Transportation                                                                                          | Oregon (State of) Department of Transportation, Series 2020 A, RB                                                                                  | CUSIP: 68607DUQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $60844.15     | 0.02%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Department of Transportation                                                                                          | Oregon (State of) Department of Transportation, Series 2020 A, RB                                                                                  | CUSIP: 68607DUR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $126601.04    | 0.05%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Department of Transportation                                                                                          | Oregon (State of) Department of Transportation, Series 2020 A, RB                                                                                  | CUSIP: 68607DUS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $87620.26     | 0.04%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Department of Transportation                                                                                          | Oregon (State of) Department of Transportation, Series 2020 A, RB                                                                                  | CUSIP: 68607DUU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $97746.61     | 0.04%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Department of Transportation                                                                                          | Oregon (State of) Department of Transportation, Series 2020 A, RB                                                                                  | CUSIP: 68607DUW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $151366.43    | 0.06%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                          | Pennsylvania (Commonwealth of), First Series 2020, GO Bonds                                                                                        | CUSIP: 70914PR79<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    200000 | PA      | $221874.46    | 0.09%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                          | Pennsylvania (Commonwealth of), First Series 2020, GO Bonds                                                                                        | CUSIP: 70914PR95<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    135000 | PA      | $143270.91    | 0.06%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                          | Pennsylvania (Commonwealth of), First Series 2020, GO Bonds                                                                                        | CUSIP: 70914PS29<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    295000 | PA      | $312234.02    | 0.13%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                          | Pennsylvania (Commonwealth of), First Series 2020, GO Bonds                                                                                        | CUSIP: 70914PS37<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57936.95     | 0.02%             | 2034-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Public Utilities Commission (Green Bonds)                                                          | San Francisco (City & County of), CA Public Utilities Commission (Green Bonds), Series 2020 A, RB                                                  | CUSIP: 79765R5G0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $85377.71     | 0.03%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Public Utilities Commission (Green Bonds)                                                          | San Francisco (City & County of), CA Public Utilities Commission (Green Bonds), Series 2020 A, RB                                                  | CUSIP: 79765R5J4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $291843.41    | 0.12%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shelby (County of), TN                                                                                                                  | Shelby (County of), TN, Series 2020, GO Bonds                                                                                                      | CUSIP: 8216862F8<br>LEI: 5493000UVZ1EF2SIPO10 | Long             | DBT              | MUN               | US        |    255000 | PA      | $260868.95    | 0.11%             | 2040-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp.                                                                                | Texas Private Activity Bond Surface Transportation Corp., Series 2020, Ref. RB                                                                     | CUSIP: 882667BD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52116.96     | 0.02%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp.                                                                                | Texas Private Activity Bond Surface Transportation Corp., Series 2020, Ref. RB                                                                     | CUSIP: 882667BE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15607.03     | 0.01%             | 2032-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp.                                                                                | Texas Private Activity Bond Surface Transportation Corp., Series 2020, Ref. RB                                                                     | CUSIP: 882667BF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25924.17     | 0.01%             | 2033-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp. (LBJ Infrastructure Group LLC I-635 Managed Lanes)                             | Texas Private Activity Bond Surface Transportation Corp. (LBJ Infrastructure Group LLC I-635 Managed Lanes), Series 2020, Ref. RB                  | CUSIP: 882667BL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76574.70     | 0.03%             | 2035-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp.                                                                                | Texas Private Activity Bond Surface Transportation Corp., Series 2020, RB                                                                          | CUSIP: 882667BM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25456.78     | 0.01%             | 2036-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp.                                                                                | Texas Private Activity Bond Surface Transportation Corp., Series 2020, RB                                                                          | CUSIP: 882667BR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5041.76      | 0.00%             | 2038-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp.                                                                                | Texas Private Activity Bond Surface Transportation Corp., Series 2020, Ref. RB                                                                     | CUSIP: 882667BT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15064.31     | 0.01%             | 2039-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp.                                                                                | Texas Private Activity Bond Surface Transportation Corp., Series 2020, Ref. RB                                                                     | CUSIP: 882667BV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9978.89      | 0.00%             | 2040-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Transportation Commission                                                                                              | Texas (State of) Transportation Commission, Series 2020, RB                                                                                        | CUSIP: 8828544L3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $138174.99    | 0.06%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                    | Triborough Bridge & Tunnel Authority, Series 2018 D, RB                                                                                            | CUSIP: 89602RGC3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    165000 | PA      | $184502.46    | 0.08%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                    | Triborough Bridge & Tunnel Authority, Series 2018 D, RB                                                                                            | CUSIP: 89602RGD1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    180000 | PA      | $200531.38    | 0.08%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020 C, GO Bonds                                                                                                    | CUSIP: 64966QQG8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    170000 | PA      | $178779.07    | 0.07%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020 C, GO Bonds                                                                                                    | CUSIP: 64966QQB9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25559.71     | 0.01%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                               | North Carolina (State of), Series 2020 A, GO Bonds                                                                                                 | CUSIP: 6582565E8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $559734.45    | 0.23%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Water & Wastewater System Revenue                                                                                     | City of Austin TX Water & Wastewater System Revenue, Series 2020, RB                                                                               | CUSIP: 052477EL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $129270.99    | 0.05%             | 2050-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Commonspirit Health)                                                       | California (State of) Health Facilities Financing Authority (Commonspirit Health), Series 2020 A, Ref. RB                                          | CUSIP: 13032UWZ7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    265000 | PA      | $271873.94    | 0.11%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2020 A, Ref. RB                                                                                    | CUSIP: 64990FYC2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    260000 | PA      | $271368.60    | 0.11%             | 2035-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                     | Los Angeles Unified School District, Series 2020 C, GO Bonds                                                                                       | CUSIP: 544647DJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36601.60     | 0.01%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                     | Los Angeles Unified School District, Series 2020 C, GO Bonds                                                                                       | CUSIP: 544647DL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57191.87     | 0.02%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                     | Los Angeles Unified School District, Series 2020 C, GO Bonds                                                                                       | CUSIP: 544647DM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46518.77     | 0.02%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                                                                               | Central Texas Regional Mobility Authority, Series 2020 E, RB                                                                                       | CUSIP: 155498KP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62200.81     | 0.03%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                      | South Carolina (State of) Public Service Authority, Series 2020 A, Ref. RB                                                                         | CUSIP: 837151XD6<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    160000 | PA      | $169330.00    | 0.07%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin (City of), TX                                                                                                                    | Austin (City of), TX, Series 2020 A, Ref. RB                                                                                                       | CUSIP: 052414UF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $361054.02    | 0.15%             | 2050-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                      | South Carolina (State of) Public Service Authority, Series 2020 A, Ref. RB                                                                         | CUSIP: 837151WU9<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     95000 | PA      | $105684.35    | 0.04%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                      | South Carolina (State of) Public Service Authority, Series 2020 A, Ref. RB                                                                         | CUSIP: 837151WY1<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    375000 | PA      | $386276.40    | 0.16%             | 2037-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2020, RB                                                                             | CUSIP: 64971XWD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25732.29     | 0.01%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2020, RB                                                                             | CUSIP: 64971XWE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5117.87      | 0.00%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2020 D, RB                                                                           | CUSIP: 64971XWG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $162464.51    | 0.07%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                     | Metropolitan Transportation Authority (Green Bonds), Series 2020 E, Ref. RB                                                                        | CUSIP: 59261AJ65<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    310000 | PA      | $348126.25    | 0.14%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama (State of) Public School & College Authority (Social Bonds)                                                                     | Alabama (State of) Public School & College Authority (Social Bonds), Series 2020 A, Ref. RB                                                        | CUSIP: 010609FJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $89958.42     | 0.04%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama (State of) Public School & College Authority (Social Bonds)                                                                     | Alabama (State of) Public School & College Authority (Social Bonds), Series 2020 A, Ref. RB                                                        | CUSIP: 010609FL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $262936.94    | 0.11%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama (State of) Public School & College Authority (Social Bonds)                                                                     | Alabama (State of) Public School & College Authority (Social Bonds), Series 2020 A, Ref. RB                                                        | CUSIP: 010609FM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $674820.15    | 0.28%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama (State of) Public School & College Authority (Social Bonds)                                                                     | Alabama (State of) Public School & College Authority (Social Bonds), Series 2020 A, Ref. RB                                                        | CUSIP: 010609FN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $411249.01    | 0.17%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama (State of) Public School & College Authority (Social Bonds)                                                                     | Alabama (State of) Public School & College Authority (Social Bonds), Series 2020 A, Ref. RB                                                        | CUSIP: 010609FP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $221291.06    | 0.09%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama (State of) Public School & College Authority (Social Bonds)                                                                     | Alabama (State of) Public School & College Authority (Social Bonds), Series 2020 A, Ref. RB                                                        | CUSIP: 010609FQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $234864.52    | 0.10%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alabama (State of) Public School & College Authority (Social Bonds)                                                                     | Alabama (State of) Public School & College Authority (Social Bonds), Series 2020 A, Ref. RB                                                        | CUSIP: 010609FR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $405341.33    | 0.17%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama (State of) Public School & College Authority (Social Bonds)                                                                     | Alabama (State of) Public School & College Authority (Social Bonds), Series 2020 A, Ref. RB                                                        | CUSIP: 010609FT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $304309.21    | 0.12%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin (City of), TX                                                                                                                    | Austin (City of), TX, Series 2020 C, Ref. RB                                                                                                       | CUSIP: 052477EK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5258.91      | 0.00%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brookhaven Local Development Corp.                                                                                                      | Brookhaven Local Development Corp., Series 2020, RB                                                                                                | CUSIP: 113168BG2<br>LEI: 549300384JET720NAQ98 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10225.18     | 0.00%             | 2050-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Commonspirit Health)                                                       | California (State of) Health Facilities Financing Authority (Commonspirit Health), Series 2020 A, Ref. RB                                          | CUSIP: 13032UWT1<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     75000 | PA      | $82960.67     | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Commonspirit Health)                                                       | California (State of) Health Facilities Financing Authority (Commonspirit Health), Series 2020 A, Ref. RB                                          | CUSIP: 13032UWU8<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     65000 | PA      | $71550.17     | 0.03%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                                                                        | California Health Facilities Financing Authority, Series 2020, RB                                                                                  | CUSIP: 13032UWW4<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     95000 | PA      | $99004.29     | 0.04%             | 2035-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Commonspirit Health)                                                       | California (State of) Health Facilities Financing Authority (Commonspirit Health), Series 2020 A, Ref. RB                                          | CUSIP: 13032UWY0<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    210000 | PA      | $216245.02    | 0.09%             | 2037-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, GO Bonds                                                                                                       | CUSIP: 13063DZE1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    115000 | PA      | $129648.30    | 0.05%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020 B, GO Bonds                                                                                                     | CUSIP: 13063DZF8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    395000 | PA      | $443109.85    | 0.18%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, GO Bonds                                                                                                       | CUSIP: 13063DZG6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     40000 | PA      | $44687.31     | 0.02%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) (Bid Group B)                                                                                                     | California (State of) (Bid Group B), Series 2020, GO Bonds                                                                                         | CUSIP: 13063DZH4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    200000 | PA      | $222292.48    | 0.09%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                   | Clark (County of), NV, Series 2020 C, Ref. RB                                                                                                      | CUSIP: 181000QZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $167438.76    | 0.07%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District No 114 Evergreen                                                                                           | Clark County School District No 114 Evergreen, Series 2020, GO Bonds                                                                               | CUSIP: 181234S22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $121383.62    | 0.05%             | 2034-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District No. 114 Evergreen                                                                                          | Clark County School District No. 114 Evergreen, Series 2020, GO Bonds                                                                              | CUSIP: 181234S30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $157352.79    | 0.06%             | 2035-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District No. 114 Evergreen                                                                                          | Clark County School District No. 114 Evergreen, Series 2020, GO Bonds                                                                              | CUSIP: 181234S48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20863.61     | 0.01%             | 2036-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District No 114 Evergreen                                                                                           | Clark County School District No 114 Evergreen, Series 2020, GO Bonds                                                                               | CUSIP: 181234S63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103442.52    | 0.04%             | 2038-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                                                                                      | Conroe Independent School District, Series 2020 A, Ref. GO Bonds                                                                                   | CUSIP: 208418T60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $276907.35    | 0.11%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of) Transportation Authority (Garvee)                                                                                   | Delaware (State of) Transportation Authority (Garvee), Series 2020, Ref. RB                                                                        | CUSIP: 246419BS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $116817.68    | 0.05%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of) Transportation Authority (Garvee)                                                                                   | Delaware (State of) Transportation Authority (Garvee), Series 2020, Ref. RB                                                                        | CUSIP: 246419BT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55433.51     | 0.02%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of) Transportation Authority (Garvee)                                                                                   | Delaware (State of) Transportation Authority (Garvee), Series 2020, Ref. RB                                                                        | CUSIP: 246419BU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $49697.27     | 0.02%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware Transportation Authority                                                                                                       | Delaware Transportation Authority, Series 2020, RB                                                                                                 | CUSIP: 246419BV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16492.94     | 0.01%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                           | Denver (City & County of), CO, Series 2020 A-1, Ref. RB                                                                                            | CUSIP: 249182NW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $67122.48     | 0.03%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hampton (City of), VA Roads Transportation Accountability Commission                                                                    | Hampton (City of), VA Roads Transportation Accountability Commission, Series 2020 A, RB                                                            | CUSIP: 409328AP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10247.81     | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hampton (City of), VA Roads Transportation Accountability Commission                                                                    | Hampton (City of), VA Roads Transportation Accountability Commission, Series 2020 A, RB                                                            | CUSIP: 409328AS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $284520.39    | 0.12%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hampton (City of), VA Roads Transportation Accountability Commission                                                                    | Hampton (City of), VA Roads Transportation Accountability Commission, Series 2020 A, RB                                                            | CUSIP: 409328AX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $113004.34    | 0.05%             | 2060-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                       | Hawaii (State of), Series 2020 C, RB                                                                                                               | CUSIP: 419794D66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $128786.83    | 0.05%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                       | Hawaii (State of), Series 2020, RB                                                                                                                 | CUSIP: 419794E73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5248.35      | 0.00%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii Airports System Revenue                                                                                                 | State of Hawaii Airports System Revenue, Series 2020, RB                                                                                           | CUSIP: 419794E99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10397.38     | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                     | Illinois (State of), Series 2020 B, GO Bonds                                                                                                       | CUSIP: 4521526U0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    270000 | PA      | $299243.30    | 0.12%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                     | Illinois (State of), Series 2020 B, GO Bonds                                                                                                       | CUSIP: 4521526W6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62356.81     | 0.03%             | 2032-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                     | Illinois (State of), Series 2020 B, GO Bonds                                                                                                       | CUSIP: 4521526X4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31050.66     | 0.01%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                     | Illinois (State of), Series 2020 B, GO Bonds                                                                                                       | CUSIP: 4521526Y2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15408.10     | 0.01%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                     | Illinois (State of), Series 2020 C, GO Bonds                                                                                                       | CUSIP: 4521527B1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25362.96     | 0.01%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                     | Los Angeles Unified School District, Series 2020 C, GO Bonds                                                                                       | CUSIP: 544647DA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $45376.74     | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                     | Los Angeles Unified School District, Series 2020 C, GO Bonds                                                                                       | CUSIP: 544647DC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $43268.36     | 0.02%             | 2032-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                     | Los Angeles Unified School District, Series 2020 C, GO Bonds                                                                                       | CUSIP: 544647DD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26904.90     | 0.01%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                     | Los Angeles Unified School District, Series 2020 C, GO Bonds                                                                                       | CUSIP: 544647DE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $63990.72     | 0.03%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Public Works Financing Authority (Green Bonds)                                                              | Los Angeles (County of), CA Public Works Financing Authority (Green Bonds), Series 2020 A, RB                                                      | CUSIP: 54473EVR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $159302.39    | 0.07%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority (LCRA Transmission Services Corp.)                                                                       | Lower Colorado River Authority (LCRA Transmission Services Corp.), Series 2020, RB                                                                 | CUSIP: 54811BVY4<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |    170000 | PA      | $177913.94    | 0.07%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority (LCRA Transmission Services Corp.)                                                                       | Lower Colorado River Authority (LCRA Transmission Services Corp.), Series 2020, RB                                                                 | CUSIP: 54811BVZ1<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36032.20     | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                        | Maryland (State of) Department of Transportation, Series 2020, RB                                                                                  | CUSIP: 574204Q22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $309471.61    | 0.13%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                     | Maryland (State of), Series 2020, RB                                                                                                               | CUSIP: 574204Q48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $50398.47     | 0.02%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                        | Maryland (State of) Department of Transportation, Series 2020, RB                                                                                  | CUSIP: 574204Q55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $267959.38    | 0.11%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                        | Maryland (State of) Department of Transportation, Series 2020, RB                                                                                  | CUSIP: 574204Q63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $100143.97    | 0.04%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Transportation Authority                                                                                            | Maryland (State of) Transportation Authority, Series 2020, RB                                                                                      | CUSIP: 574204Q71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27696.39     | 0.01%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2021 C, GO Bonds                                                                                                    | CUSIP: 64966QPS3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    485000 | PA      | $541904.47    | 0.22%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020 C, GO Bonds                                                                                                    | CUSIP: 64966QPU8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    405000 | PA      | $449268.89    | 0.18%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020 C, GO Bonds                                                                                                    | CUSIP: 64966QPV6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    315000 | PA      | $348081.05    | 0.14%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020 C, GO Bonds                                                                                                    | CUSIP: 64966QPW4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    210000 | PA      | $231140.28    | 0.09%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020 C, GO Bonds                                                                                                    | CUSIP: 64966QPX2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    180000 | PA      | $197162.50    | 0.08%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020 C, GO Bonds                                                                                                    | CUSIP: 64966QPY0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31137.83     | 0.01%             | 2036-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020 C, GO Bonds                                                                                                    | CUSIP: 64966QQA1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    215000 | PA      | $231487.28    | 0.09%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2020 C, GO Bonds                                                                                                    | CUSIP: 64966QQF0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     95000 | PA      | $100538.80    | 0.04%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                     | City of New York NY, Series 2011, GO Bonds                                                                                                         | CUSIP: 64966QRB8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20884.84     | 0.01%             | 2035-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2010, RB                                                                             | CUSIP: 64971XVR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $66713.93     | 0.03%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Subseries 2021 D-1, RB                                                                      | CUSIP: 64971XVZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $71883.84     | 0.03%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                 | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2020, RB                                                           | CUSIP: 64971XWA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $131531.46    | 0.05%             | 2035-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Subseries 2021 D-1, RB                                                                      | CUSIP: 64971XWB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $71035.15     | 0.03%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2020 D, RB                                                                           | CUSIP: 64971XWC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $86911.57     | 0.04%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2020 A, Ref. RB                                                                                    | CUSIP: 64990FXX7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    205000 | PA      | $228412.76    | 0.09%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2020 A, Ref. RB                                                                                    | CUSIP: 64990FXZ2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    300000 | PA      | $335578.20    | 0.14%             | 2032-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2020 A, Ref. RB                                                                                    | CUSIP: 64990FYA6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     85000 | PA      | $94725.35     | 0.04%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2020 A, Ref. RB                                                                                    | CUSIP: 64990FYB4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    240000 | PA      | $252183.77    | 0.10%             | 2034-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 2)                                                                               | New York (State of) Dormitory Authority (Bidding Group 2), Series 2020 A, Ref. RB                                                                  | CUSIP: 64990FYD0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    400000 | PA      | $414451.76    | 0.17%             | 2036-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                               | North Carolina (State of), Series 2020 B, RB                                                                                                       | CUSIP: 65829QEB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $89289.99     | 0.04%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                               | North Carolina (State of), Series 2020 B, RB                                                                                                       | CUSIP: 65829QED2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $94361.26     | 0.04%             | 2032-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                               | North Carolina (State of), Series 2020 B, RB                                                                                                       | CUSIP: 65829QEF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $132813.02    | 0.05%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                                                                                 | State of North Carolina, Series 2020, RB                                                                                                           | CUSIP: 65829QEL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52532.90     | 0.02%             | 2035-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                         | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2020 B, RB                                                 | CUSIP: 67766WB27<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    125000 | PA      | $130617.80    | 0.05%             | 2037-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                         | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2020 B, RB                                                 | CUSIP: 67766WB35<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52004.59     | 0.02%             | 2038-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma (State of) Turnpike Authority                                                                                                  | Oklahoma (State of) Turnpike Authority, Series 2020 A, Ref. RB                                                                                     | CUSIP: 679111B37<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |    115000 | PA      | $126525.78    | 0.05%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA                                                                                                              | Philadelphia (City of), PA, Sixteenth Series 2020 A, RB                                                                                            | CUSIP: 71783MBZ7<br>LEI: 549300H8UJ7V5WU5IA90 | Long             | DBT              | MUN               | US        |    185000 | PA      | $190821.25    | 0.08%             | 2050-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pierce County School District No. 10 Tacoma (Social Bonds)                                                                              | Pierce County School District No. 10 Tacoma (Social Bonds), Series 2020 B, GO Bonds                                                                | CUSIP: 720424C81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $137154.72    | 0.06%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rosemont (Village of), IL                                                                                                               | Rosemont (Village of), IL, Series 2020 A, GO Bonds                                                                                                 | CUSIP: 777543YL7<br>LEI: 5493007BOTZDVXZYCM52 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105245.46    | 0.04%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                                                                                 | South Carolina Public Service Authority, Series 2020, RB                                                                                           | CUSIP: 837151WZ8<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101952.86    | 0.04%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Jersey Transportation Authority                                                                                                   | South Jersey Transportation Authority, Series 2020, RB                                                                                             | CUSIP: 838536LL2<br>LEI: 549300W8SZI2CAOKT956 | Long             | DBT              | MUN               | US        |    100000 | PA      | $107327.86    | 0.04%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Jersey Transportation Authority                                                                                                   | South Jersey Transportation Authority, Series 2020 A, RB                                                                                           | CUSIP: 838536LM0<br>LEI: 549300W8SZI2CAOKT956 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10407.28     | 0.00%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trinity River Authority                                                                                                                 | Trinity River Authority, Series 2020, Ref. RB                                                                                                      | CUSIP: 89658HXH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $33539.55     | 0.01%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trinity River Authority                                                                                                                 | Trinity River Authority, Series 2020, Ref. RB                                                                                                      | CUSIP: 89658HXK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $106624.43    | 0.04%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                    | Wisconsin (State of), Series 2021-2, Ref. GO Bonds                                                                                                 | CUSIP: 97705MSY2<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    115000 | PA      | $128208.34    | 0.05%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                   | Houston (City of), TX, Series 2020 B, Ref. RB                                                                                                      | CUSIP: 442349EH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $50073.98     | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maine (State of) Turnpike Authority                                                                                                     | Maine (State of) Turnpike Authority, Series 2020, RB                                                                                               | CUSIP: 560551QZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15495.25     | 0.01%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020 E, GO Bonds                                                                                           | CUSIP: 57582RK39<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    470000 | PA      | $497436.49    | 0.20%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020 E, GO Bonds                                                                                           | CUSIP: 57582RK47<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    635000 | PA      | $656668.17    | 0.27%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baltimore (City of), MD (Water)                                                                                                         | Baltimore (City of), MD (Water), Series 2020 A, RB                                                                                                 | CUSIP: 05922KK99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102949.67    | 0.04%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of)                                                                                                                   | New Jersey (State of), Series 2020 A, GO Bonds                                                                                                     | CUSIP: 646039YP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $613101.12    | 0.25%             | 2030-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                           | Denver (City & County of), CO, Series 2020 A, GO Bonds                                                                                             | CUSIP: 249164QF4<br>LEI: MMTY7HA2MSCBUO4F7J71 | Long             | DBT              | MUN               | US        |    290000 | PA      | $322895.80    | 0.13%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                           | Denver (City & County of), CO, Series 2020 B, Ref. GO Bonds                                                                                        | CUSIP: 249164QW7<br>LEI: MMTY7HA2MSCBUO4F7J71 | Long             | DBT              | MUN               | US        |    220000 | PA      | $247093.79    | 0.10%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020 D, Ref. GO Bonds                                                                                      | CUSIP: 57582RG67<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    105000 | PA      | $111629.13    | 0.05%             | 2034-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020 D, Ref. GO Bonds                                                                                      | CUSIP: 57582RG75<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    340000 | PA      | $359804.76    | 0.15%             | 2035-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020 D, Ref. GO Bonds                                                                                      | CUSIP: 57582RG83<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     95000 | PA      | $99629.65     | 0.04%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020 D, Ref. GO Bonds                                                                                      | CUSIP: 57582RG91<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20872.49     | 0.01%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020 D, Ref. GO Bonds                                                                                      | CUSIP: 57582RH58<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51419.00     | 0.02%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020, GO Bonds                                                                                             | CUSIP: 57582RH74<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20535.70     | 0.01%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                           | Commonwealth of Massachusetts, Series 2020, GO Bonds                                                                                               | CUSIP: 57582RJ72<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    270000 | PA      | $305531.08    | 0.12%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020 E, GO Bonds                                                                                           | CUSIP: 57582RJ98<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     85000 | PA      | $95907.64     | 0.04%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2020 E, GO Bonds                                                                                           | CUSIP: 57582RK21<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    245000 | PA      | $275579.72    | 0.11%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                     | Metropolitan Transportation Authority (Green Bonds), Series 2020 E, Ref. RB                                                                        | CUSIP: 59261AJ73<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    230000 | PA      | $254275.95    | 0.10%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                     | Metropolitan Transportation Authority (Green Bonds), Series 2020 E, Ref. RB                                                                        | CUSIP: 59261AJ81<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    175000 | PA      | $192870.65    | 0.08%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Rosa (City of), CA                                                                                                                | Santa Rosa (City of), CA, Series 2020 A, RB                                                                                                        | CUSIP: 802649TB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $96349.19     | 0.04%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Rosa (City of), CA                                                                                                                | Santa Rosa (City of), CA, Series 2020 A, RB                                                                                                        | CUSIP: 802649TC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $254206.13    | 0.10%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Rosa (City of), CA                                                                                                                | Santa Rosa (City of), CA, Series 2020 A, RB                                                                                                        | CUSIP: 802649TD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $50626.92     | 0.02%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                                                                          | New Jersey Transportation Trust Fund Authority, Series 2020, RB                                                                                    | CUSIP: 6461367E5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10240.02     | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                               | New Jersey (State of) Transportation Trust Fund Authority, Series 2020 AA, RB                                                                      | CUSIP: 6461367F2<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    115000 | PA      | $124427.69    | 0.05%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                               | New Jersey (State of) Transportation Trust Fund Authority, Series 2020 AA, RB                                                                      | CUSIP: 6461367K1<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    730000 | PA      | $763817.91    | 0.31%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                               | New Jersey (State of) Transportation Trust Fund Authority, Series 2020 AA, RB                                                                      | CUSIP: 6461366Z9<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10432.63     | 0.00%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                               | New Jersey (State of) Transportation Trust Fund Authority, Series 2020 AA, RB                                                                      | CUSIP: 6461367B1<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21849.92     | 0.01%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                              | Miami-Dade (County of), FL, Series 2020 A, Ref. RB                                                                                                 | CUSIP: 59333P5R5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $88731.70     | 0.04%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                                                                                | County of Miami-Dade FL Aviation Revenue, Series 2020, RB                                                                                          | CUSIP: 59333P5U8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5144.37      | 0.00%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                              | Miami-Dade (County of), FL, Series 2020 A, Ref. RB                                                                                                 | CUSIP: 59333P5V6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10239.06     | 0.00%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                                                                                | County of Miami-Dade FL Aviation Revenue, Series 2020, RB                                                                                          | CUSIP: 59333P5W4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30588.93     | 0.01%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                                                                                | County of Miami-Dade FL Aviation Revenue, Series 2020, RB                                                                                          | CUSIP: 59333P5X2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15236.15     | 0.01%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                   | Los Angeles (City of), CA Department of Water & Power, Series 2021 C, Ref. RB                                                                      | CUSIP: 544525A24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $107015.57    | 0.04%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                   | Los Angeles (City of), CA Department of Water & Power, Series 2021 C, Ref. RB                                                                      | CUSIP: 544525A32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $245421.45    | 0.10%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                   | Los Angeles (City of), CA Department of Water & Power, Series 2021 C, Ref. RB                                                                      | CUSIP: 544525ZX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $460636.68    | 0.19%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                   | Los Angeles (City of), CA Department of Water & Power, Series 2021 C, Ref. RB                                                                      | CUSIP: 544525ZY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26975.27     | 0.01%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                                                                            | Los Angeles Department of Water & Power Water System Revenue, Series 2021, RB                                                                      | CUSIP: 544525ZZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $171816.48    | 0.07%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp.                                                                                               | New York Transportation Development Corp., Series 2020, RB                                                                                         | CUSIP: 650116EK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $33419.03     | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp. (Terminal 4 JFK International Airport)                                                        | New York Transportation Development Corp. (Terminal 4 JFK International Airport), Series 2020, Ref. RB                                             | CUSIP: 650116EM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $110491.12    | 0.05%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp. (Terminal 4 JFK International Airport)                                                        | New York Transportation Development Corp. (Terminal 4 JFK International Airport), Series 2020 C, Ref. RB                                           | CUSIP: 650116EP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $384116.25    | 0.16%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp. (Terminal 4 JFK International Airport)                                                        | New York Transportation Development Corp. (Terminal 4 JFK International Airport), Series 2020 C, Ref. RB                                           | CUSIP: 650116ER3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $124911.71    | 0.05%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp. (Terminal 4 John F. Kennedy International Airport)                                            | New York Transportation Development Corp. (Terminal 4 John F. Kennedy International Airport), Series 2020, Ref. RB                                 | CUSIP: 650116ES1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $135120.46    | 0.06%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp. (Terminal 4 JFK International Airport)                                                        | New York Transportation Development Corp. (Terminal 4 JFK International Airport), Series 2020 C, Ref. RB                                           | CUSIP: 650116EN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $264354.72    | 0.11%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp. (Terminal 4 JFK International Airport)                                                        | New York Transportation Development Corp. (Terminal 4 JFK International Airport), Series 2020, Ref. RB                                             | CUSIP: 650116EQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $136484.70    | 0.06%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2021 A, GO Bonds                                                                                                    | CUSIP: 20772KLU1<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    165000 | PA      | $176183.88    | 0.07%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Road & Tollway Authority (Garvee)                                                                                    | Georgia (State of) Road & Tollway Authority (Garvee), Series 2020, RB                                                                              | CUSIP: 37358MEM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $50162.47     | 0.02%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Road & Tollway Authority (Garvee)                                                                                    | Georgia (State of) Road & Tollway Authority (Garvee), Series 2020, RB                                                                              | CUSIP: 37358MEP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $149591.23    | 0.06%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX Toll Road Authority (The)                                                                                        | Harris (County of), TX Toll Road Authority (The), Series 2021, Ref. RB                                                                             | CUSIP: 41423PBP1<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |    255000 | PA      | $285427.57    | 0.12%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                  | Harris (County of), TX, Series 2021, Ref. RB                                                                                                       | CUSIP: 41423PBY2<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66425.66     | 0.03%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX Toll Road Authority (The)                                                                                        | Harris (County of), TX Toll Road Authority (The), Series 2021, Ref. RB                                                                             | CUSIP: 41423PBZ9<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15273.78     | 0.01%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Green Bonds)                                                                                     | Illinois (State of) Finance Authority (Green Bonds), Series 2020, RB                                                                               | CUSIP: 45204FFL4<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    160000 | PA      | $178531.17    | 0.07%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferson County School District R-1                                                                                                    | Jefferson County School District R-1, Series 2020, GO Bonds                                                                                        | CUSIP: 4727362D8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $128511.25    | 0.05%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jefferson County School District R-1                                                                                                    | Jefferson County School District R-1, Series 2020, GO Bonds                                                                                        | CUSIP: 4727362E6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $159446.90    | 0.07%             | 2033-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jefferson County School District R-1                                                                                                    | Jefferson County School District R-1, Series 2020, GO Bonds                                                                                        | CUSIP: 4727362F3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42267.05     | 0.02%             | 2034-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jefferson County School District R-1                                                                                                    | Jefferson County School District R-1, Series 2020, GO Bonds                                                                                        | CUSIP: 4727362G1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $73577.32     | 0.03%             | 2035-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jefferson County School District R-1                                                                                                    | Jefferson County School District R-1, Series 2020, GO Bonds                                                                                        | CUSIP: 4727362H9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52246.57     | 0.02%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jefferson County School District R-1                                                                                                    | Jefferson County School District R-1, Series 2020, GO Bonds                                                                                        | CUSIP: 4727362J5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78046.61     | 0.03%             | 2037-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jefferson County School District R-1                                                                                                    | Jefferson County School District R-1, Series 2020, GO Bonds                                                                                        | CUSIP: 4727362L0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15466.12     | 0.01%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jefferson County School District R-1                                                                                                    | Jefferson County School District R-1, Series 2020, GO Bonds                                                                                        | CUSIP: 4727362M8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56461.05     | 0.02%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                   | Los Angeles (City of), CA Department of Water & Power, Series 2021 C, Ref. RB                                                                      | CUSIP: 544525ZT8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     60000 | PA      | $66125.01     | 0.03%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                   | Los Angeles (City of), CA Department of Water & Power, Series 2021 C, Ref. RB                                                                      | CUSIP: 544525ZU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $400729.89    | 0.16%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                   | Los Angeles (City of), CA Department of Water & Power, Series 2021 C, Ref. RB                                                                      | CUSIP: 544525ZW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $206980.68    | 0.08%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mesa (City of), AZ                                                                                                                      | Mesa (City of), AZ, Series 2020, Ref. RB                                                                                                           | CUSIP: 590545R92<br>LEI: 549300L1QYAKFHSIGE94 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105115.72    | 0.04%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                              | Miami-Dade (County of), FL, Series 2020 A, Ref. RB                                                                                                 | CUSIP: 59333P5Q7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $189139.98    | 0.08%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                               | New Jersey (State of) Transportation Trust Fund Authority, Series 2020 AA, RB                                                                      | CUSIP: 6461366W6<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    250000 | PA      | $276184.18    | 0.11%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                               | New Jersey (State of) Transportation Trust Fund Authority, Series 2020 AA, RB                                                                      | CUSIP: 6461366Y2<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    155000 | PA      | $170303.51    | 0.07%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Health and Hospitals Corp.                                                                                                | New York City Health and Hospitals Corp., Series 2021, RB                                                                                          | CUSIP: 649674KV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $216927.36    | 0.09%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 4)                                                                                | New York State Urban Development Corp. (Bidding Group 4), Series 2020 E, Ref. RB                                                                   | CUSIP: 650036CU8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    270000 | PA      | $300947.32    | 0.12%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020 E, Ref. RB                                                                                     | CUSIP: 650036CX2<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    165000 | PA      | $182698.94    | 0.07%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020 E, Ref. RB                                                                                     | CUSIP: 650036CY0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    135000 | PA      | $142141.91    | 0.06%             | 2034-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020 E, Ref. RB                                                                                     | CUSIP: 650036CZ7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    120000 | PA      | $125680.57    | 0.05%             | 2035-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2020 E, Ref. RB                                                                                     | CUSIP: 650036DA1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    160000 | PA      | $166538.94    | 0.07%             | 2036-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sarasota (County of), FL                                                                                                                | Sarasota (County of), FL, Series 2020 A, RB                                                                                                        | CUSIP: 803321QS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31349.21     | 0.01%             | 2045-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crandall Independent School District                                                                                                    | Crandall Independent School District, Series 2020, GO Bonds                                                                                        | CUSIP: 224381TK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $29378.79     | 0.01%             | 2046-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 411 Issaquah                                                                                            | King County School District No. 411 Issaquah, Series 2020, GO Bonds                                                                                | CUSIP: 4952245S2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $249168.36    | 0.10%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                    | Cook (County of), IL, Series 2021 A, Ref. GO Bonds                                                                                                 | CUSIP: 213185LY5<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |    450000 | PA      | $496908.72    | 0.20%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                  | Columbus (City of), OH, Series 2021 A, GO Bonds                                                                                                    | CUSIP: 199492H51<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     75000 | PA      | $83462.27     | 0.03%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                  | Columbus (City of), OH, Series 2021 A, GO Bonds                                                                                                    | CUSIP: 199492H77<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |    165000 | PA      | $184801.96    | 0.08%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                  | Columbus (City of), OH, Series 2021 A, GO Bonds                                                                                                    | CUSIP: 199492H85<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     85000 | PA      | $94883.37     | 0.04%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                  | Columbus (City of), OH, Series 2021 A, GO Bonds                                                                                                    | CUSIP: 199492H93<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     90000 | PA      | $100202.91    | 0.04%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                  | Columbus (City of), OH, Series 2021 A, GO Bonds                                                                                                    | CUSIP: 199492J26<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     70000 | PA      | $77666.46     | 0.03%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                  | Columbus (City of), OH, Series 2021 A, GO Bonds                                                                                                    | CUSIP: 199492J34<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     60000 | PA      | $66252.31     | 0.03%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Cook IL                                                                                                                       | County of Cook IL, Series 2021, GO Bonds                                                                                                           | CUSIP: 213185LX7<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |    260000 | PA      | $287962.40    | 0.12%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                    | Cook (County of), IL, Series 2021, RB                                                                                                              | CUSIP: 213248CL9<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |     90000 | PA      | $97300.89     | 0.04%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                              | Denver City & County School District No. 1, Series 2021, GO Bonds                                                                                  | CUSIP: 249174XN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $28124.74     | 0.01%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                              | Denver City & County School District No. 1, Series 2021, GO Bonds                                                                                  | CUSIP: 249174XP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $280279.63    | 0.11%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                              | Denver City & County School District No. 1, Series 2021, GO Bonds                                                                                  | CUSIP: 249174XQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $257000.69    | 0.11%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                              | Denver City & County School District No. 1, Series 2021, GO Bonds                                                                                  | CUSIP: 249174XT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31216.48     | 0.01%             | 2037-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                              | Denver City & County School District No. 1, Series 2021, GO Bonds                                                                                  | CUSIP: 249174XU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $54798.15     | 0.02%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                              | Denver City & County School District No. 1, Series 2021, GO Bonds                                                                                  | CUSIP: 249174XV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $65475.59     | 0.03%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No 1                                                                                               | Denver City & County School District No 1, Series 2021, GO Bonds                                                                                   | CUSIP: 249174XW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102699.11    | 0.04%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of)                                                                                                                      | Florida (State of), Series 2021 A, Ref. GO Bonds                                                                                                   | CUSIP: 34153QUN4<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    282000 | PA      | $315202.62    | 0.13%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                        | New York & New Jersey (States of) Port Authority, Series 2021, Ref. RB                                                                             | CUSIP: 73358XBB7<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22530.27     | 0.01%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of)                                                                                                                      | Florida (State of), Series 2021 B, Ref. GO Bonds                                                                                                   | CUSIP: 34153QUZ7<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |     80000 | PA      | $89419.18     | 0.04%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority (LCRA Transmission Services Corp.)                                                                       | Lower Colorado River Authority (LCRA Transmission Services Corp.), Series 2021, Ref. RB                                                            | CUSIP: 54811BWW7<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     85000 | PA      | $88595.66     | 0.04%             | 2046-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority (LCRA Transmission Services Corp.)                                                                       | Lower Colorado River Authority (LCRA Transmission Services Corp.), Series 2021, Ref. RB                                                            | CUSIP: 54811BWX5<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |    210000 | PA      | $216066.80    | 0.09%             | 2051-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arapahoe County School District No. 5 Cherry Creek                                                                                      | Arapahoe County School District No. 5 Cherry Creek, Series 2021, GO Bonds                                                                          | CUSIP: 164555DL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $71242.12     | 0.03%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arapahoe County School District No. 5 Cherry Creek                                                                                      | Arapahoe County School District No. 5 Cherry Creek, Series 2021, GO Bonds                                                                          | CUSIP: 164555DM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $60047.29     | 0.02%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority (LCRA Transmission Services Corp.)                                                                       | Lower Colorado River Authority (LCRA Transmission Services Corp.), Series 2021, Ref. RB                                                            | CUSIP: 54811BWS6<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     65000 | PA      | $69922.57     | 0.03%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority (LCRA Transmission Services Corp.)                                                                       | Lower Colorado River Authority (LCRA Transmission Services Corp.), Series 2021, Ref. RB                                                            | CUSIP: 54811BWT4<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |    125000 | PA      | $133903.84    | 0.05%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority (LCRA Transmission Services Corp.)                                                                       | Lower Colorado River Authority (LCRA Transmission Services Corp.), Series 2021, Ref. RB                                                            | CUSIP: 54811BWV9<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |    190000 | PA      | $201974.31    | 0.08%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 1)                                                                                                   | Maryland (State of) (Bidding Group 1), Series 2021 A, GO Bonds                                                                                     | CUSIP: 574193TZ1<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    175000 | PA      | $194603.33    | 0.08%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                  | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2021 C, GO Bonds                                                    | CUSIP: 592112UV6<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    125000 | PA      | $138400.61    | 0.06%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nassau (County of), NY Interim Finance Authority                                                                                        | Nassau (County of), NY Interim Finance Authority, Series 2021 A, Ref. RB                                                                           | CUSIP: 631663QT1<br>LEI: 549300DP7LB76W78BR41 | Long             | DBT              | MUN               | US        |     15000 | PA      | $17074.85     | 0.01%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Industrial Development Agency (Yankee Stadium)                                                                   | New York (City of), NY Industrial Development Agency (Yankee Stadium), Series 2021, Ref. RB                                                        | CUSIP: 64971PKY0<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |    295000 | PA      | $321957.19    | 0.13%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2010 F-5, RB                                                                         | CUSIP: 64971XYE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $414691.13    | 0.17%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (County of), CA Sanitation Districts Financing Authority                                                                     | Sacramento (County of), CA Sanitation Districts Financing Authority, Series 2021, Ref. RB                                                          | CUSIP: 786134WT9<br>LEI: 549300MSDPX3EYMUYV38 | Long             | DBT              | MUN               | US        |     25000 | PA      | $28694.99     | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wake (County of), NC                                                                                                                    | Wake (County of), NC, Series 2021, RB                                                                                                              | CUSIP: 930876FC6<br>LEI: 5493007XQJHO082P1H29 | Long             | DBT              | MUN               | US        |    140000 | PA      | $155625.78    | 0.06%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 1)                                                                                                     | Washington (State of) (Bid Group 1), Series 2021 C, GO Bonds                                                                                       | CUSIP: 93974ELH7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     55000 | PA      | $60996.02     | 0.02%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2021, GO Bonds                                                                                                       | CUSIP: 13063DA81<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    360000 | PA      | $404458.42    | 0.17%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2021, Ref. GO Bonds                                                                                                  | CUSIP: 13063DC22<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    575000 | PA      | $653797.08    | 0.27%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2021, GO Bonds                                                                                                       | CUSIP: 13063DZW1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    255000 | PA      | $285267.45    | 0.12%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2021, GO Bonds                                                                                                       | CUSIP: 13063DZX9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    180000 | PA      | $200311.65    | 0.08%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board                                                                                                | California (State of) Public Works Board, Series 2022 A, Ref. RB                                                                                   | CUSIP: 13068XAJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $78936.10     | 0.03%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) (Right-of-Way Acquisition)                                                                                           | Florida (State of) (Right-of-Way Acquisition), Series 2021 A, Ref. GO Bonds                                                                        | CUSIP: 34115PAJ4<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    115000 | PA      | $128875.43    | 0.05%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                     | Illinois (State of), Series 2021 A, GO Bonds                                                                                                       | CUSIP: 452153AJ8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     60000 | PA      | $65859.13     | 0.03%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                                                                         | Las Vegas Valley Water District, Series 2021 C, GO Bonds                                                                                           | CUSIP: 517845MF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $279327.03    | 0.11%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Entergy Louisiana LLC)                | Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Entergy Louisiana LLC), Series 2021, Ref. RB     | CUSIP: 54628CUG5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    390000 | PA      | $371758.10    | 0.15%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Transportation Authority                                                                                            | Maryland (State of) Transportation Authority, Series 2021 A, Ref. RB                                                                               | CUSIP: 574300MY2<br>LEI: 254900MKNK0MO0Z4X426 | Long             | DBT              | MUN               | US        |     80000 | PA      | $89511.55     | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                  | Mississippi (State of), Series 2021 A, GO Bonds                                                                                                    | CUSIP: 605581NS2<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78372.20     | 0.03%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                  | Mississippi (State of), Series 2021 A, GO Bonds                                                                                                    | CUSIP: 605581NT0<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41640.31     | 0.02%             | 2035-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                                                                                    | State of Mississippi, Series 2021, GO Bonds                                                                                                        | CUSIP: 605581NV5<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10313.23     | 0.00%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2021-1, GO Bonds                                                                                                    | CUSIP: 64966QWA4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $110952.05    | 0.05%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2021, Ref. RB                                                                        | CUSIP: 64971XZD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $213471.73    | 0.09%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2021 A, Ref. RB                                                                                    | CUSIP: 64990FZJ6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    185000 | PA      | $206128.59    | 0.08%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                         | Ohio (State of), Series 2021 B, Ref. GO Bonds                                                                                                      | CUSIP: 6775227X6<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    275000 | PA      | $308927.30    | 0.13%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Public Building Authority                                                                                    | Virginia (Commonwealth of) Public Building Authority, Series 2021 A-1, RB                                                                          | CUSIP: 9281727W9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $100841.47    | 0.04%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego (City of), CA Public Facilities Financing Authority (Capital Improvement)                                                     | San Diego (City of), CA Public Facilities Financing Authority (Capital Improvement), Series 2021 A, RB                                             | CUSIP: 797299NW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $125930.70    | 0.05%             | 2046-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2021, Ref. GO Bonds                                                                                                  | CUSIP: 13063DE20<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    185000 | PA      | $209182.66    | 0.09%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                    | Central Florida Expressway Authority, Series 2021, Ref. RB                                                                                         | CUSIP: 153476GP5<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |    220000 | PA      | $245866.61    | 0.10%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2021 A, RB                                                                                                          | CUSIP: 207758C27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $155902.18    | 0.06%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                     | Los Angeles Unified School District, Series 2021 A, Ref. GO Bonds                                                                                  | CUSIP: 544647DZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $102097.66    | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                              | Miami-Dade (County of), FL, Series 2021, RB                                                                                                        | CUSIP: 59334DLZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $286490.21    | 0.12%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of)                                                                                                                   | New Jersey (State of), Series 2021, GO Bonds                                                                                                       | CUSIP: 646039ZB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $644122.92    | 0.26%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                               | New Jersey (State of) Transportation Trust Fund Authority, Series 2021 A, Ref. RB                                                                  | CUSIP: 6461367U9<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    195000 | PA      | $217248.04    | 0.09%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                               | New Jersey (State of) Transportation Trust Fund Authority, Series 2014 BB-2, RN                                                                    | CUSIP: 6461368B0<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    165000 | PA      | $183682.21    | 0.08%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                               | New Jersey (State of) Transportation Trust Fund Authority, Series 2022 AA, Ref. RB                                                                 | CUSIP: 64613CAN8<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    195000 | PA      | $217078.97    | 0.09%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego (County of), CA Water Authority (Green Bonds)                                                                                 | San Diego (County of), CA Water Authority (Green Bonds), Series 2021 B, Ref. RB                                                                    | CUSIP: 797412EA7<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |     90000 | PA      | $101873.46    | 0.04%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prince George's (County of), MD                                                                                                         | Prince George's (County of), MD, Series 2021, GO Bonds                                                                                             | CUSIP: 7417018A7<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22404.30     | 0.01%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                     | Colorado (State of), Series 2021 A, COP                                                                                                            | CUSIP: 196711TT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $213815.84    | 0.09%             | 2030-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources (Central Valley)                                                                    | California (State of) Department of Water Resources (Central Valley), Series 2021, RB                                                              | CUSIP: 13067WSK9<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |     60000 | PA      | $69015.73     | 0.03%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Green Bonds)                                                                                                    | Connecticut (State of) (Green Bonds), Series 2021 B, GO Bonds                                                                                      | CUSIP: 20772KMT3<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    140000 | PA      | $150291.39    | 0.06%             | 2030-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Green Bonds)                                                                                                    | Connecticut (State of) (Green Bonds), Series 2021 D, Ref. GO Bonds                                                                                 | CUSIP: 20772KNR6<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    100000 | PA      | $111850.12    | 0.05%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Special Health Care District                                                                                   | Maricopa (County of), AZ Special Health Care District, Series 2021 D, GO Bonds                                                                     | CUSIP: 56756TBD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55615.91     | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2021 A, RB                                                                                         | CUSIP: 64990G5W8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    125000 | PA      | $137329.94    | 0.06%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                           | North Texas Tollway Authority, Series 2021 B, RB                                                                                                   | CUSIP: 66285WF35<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     80000 | PA      | $88183.38     | 0.04%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                         | Ohio (State of), Series 2021, RB                                                                                                                   | CUSIP: 677587DS3<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     70000 | PA      | $77464.51     | 0.03%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                          | Pennsylvania (Commonwealth of), First Series 2021, GO Bonds                                                                                        | CUSIP: 70914PU42<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     85000 | PA      | $94372.24     | 0.04%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs)                                     | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs), Series 2021 A, RB                             | CUSIP: 92778VKU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $154984.56    | 0.06%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Matagorda County Navigation District No. 1 (Aep Texas Central Co.)                                                                      | Matagorda County Navigation District No. 1 (Aep Texas Central Co.), Series 2005 A, Ref. RB                                                         | CUSIP: 576528CY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $713085.12    | 0.29%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) (Bidding Group 1)                                                                                                    | Georgia (State of) (Bidding Group 1), Series 2021 A, Ref. GO Bonds                                                                                 | CUSIP: 373385HN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $33659.37     | 0.01%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (CWA Authority)                                                                                    | Indiana (State of) Finance Authority (CWA Authority), Series 2021, Ref. RB                                                                         | CUSIP: 45505MJL1<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    260000 | PA      | $290302.17    | 0.12%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Green Bonds)                                                                                      | Indiana (State of) Finance Authority (Green Bonds), Series 2021 A, Ref. RB                                                                         | CUSIP: 45506EBR3<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    280000 | PA      | $310859.39    | 0.13%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) (Rail Enhancement Program) (Green Bonds)                                                                | Massachusetts (Commonwealth of) (Rail Enhancement Program) (Green Bonds), Series 2021 A, RB                                                        | CUSIP: 57604THN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36062.60     | 0.01%             | 2051-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) (Rail Enhancement Program)                                                                              | Massachusetts (Commonwealth of) (Rail Enhancement Program), Series 2021 B, RB                                                                      | CUSIP: 57604TJK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $113008.30    | 0.05%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                                                                               | Commonwealth of Massachusetts Transportation Fund Revenue, Series 2021, RB                                                                         | CUSIP: 57604TJL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5232.66      | 0.00%             | 2046-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Severance Tax Permanent Fund                                                                                      | New Mexico (State of) Severance Tax Permanent Fund, Series 2021 A, RB                                                                              | CUSIP: 6473103U3<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |    150000 | PA      | $167307.20    | 0.07%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                   | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2021, RB                                             | CUSIP: 64986DKZ7<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    100000 | PA      | $112130.27    | 0.05%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA Authority for Industrial Development (Children's Hospital of Philadelphia)                                   | Philadelphia (City of), PA Authority for Industrial Development (Children's Hospital of Philadelphia), Series 2021, Ref. RB                        | CUSIP: 717901BR2<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |     70000 | PA      | $77954.08     | 0.03%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Transportation Infrastructure Bank                                                                            | South Carolina (State of) Transportation Infrastructure Bank, Series 2021 B, Ref. RB                                                               | CUSIP: 837152WB9<br>LEI: 549300YI1NMCP4VLJN43 | Long             | DBT              | MUN               | US        |    180000 | PA      | $202395.73    | 0.08%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Health & Educational Facilities Authority (Boston College)                                              | Massachusetts (Commonwealth of) Health & Educational Facilities Authority (Boston College), Series 2000, RB                                        | CUSIP: 57586CS97<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |     40000 | PA      | $44926.38     | 0.02%             | 2030-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI (Honolulu Rail Transit)                                                                                 | Honolulu (City & County of), HI (Honolulu Rail Transit), Series 2021, GO Bonds                                                                     | CUSIP: 438687UA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $211052.11    | 0.09%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King (County of), WA                                                                                                                    | King (County of), WA, Series 2021 A, GO Bonds                                                                                                      | CUSIP: 49474FZN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $99508.42     | 0.04%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                       | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2021 A, RB                                                               | CUSIP: 54466HLK0<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     80000 | PA      | $90919.54     | 0.04%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Finance Authority                                                                                                 | New Mexico (State of) Finance Authority, Series 2021 A, RB                                                                                         | CUSIP: 64711RMP8<br>LEI: 549300L6217Y7X40SP94 | Long             | DBT              | MUN               | US        |    495000 | PA      | $553532.91    | 0.23%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Subseries 2021 S-1, Ref. RB                                                                 | CUSIP: 64972H5Q1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $270148.80    | 0.11%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 5)                                                                                 | New York (State of) Thruway Authority (Bidding Group 5), Series 2021 A-1, Ref. RB                                                                  | CUSIP: 650028WQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $283704.41    | 0.12%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 1)                                                                                                     | Washington (State of) (Bid Group 1), Series 2021 A, Ref. GO Bonds                                                                                  | CUSIP: 93974ERK4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     75000 | PA      | $84101.82     | 0.03%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 1)                                                                                                   | Maryland (State of) (Bidding Group 1), Second Series 2021 A, GO Bonds                                                                              | CUSIP: 574193UN6<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    120000 | PA      | $134670.62    | 0.06%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), MD (Consolidated Public Improvement)                                                                            | Montgomery (County of), MD (Consolidated Public Improvement), Series 2021 A, Ref. GO Bonds                                                         | CUSIP: 61334PDV2<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |    100000 | PA      | $112225.52    | 0.05%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2021 A-1, Ref. RB                                                                    | CUSIP: 64971XB98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $112353.54    | 0.05%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cleveland (County of), OK Educational Facilities Authority (Moore Public Schools)                                                       | Cleveland (County of), OK Educational Facilities Authority (Moore Public Schools), Series 2021, RB                                                 | CUSIP: 18604TEE4<br>LEI: 549300XEV4DVO42DUA84 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52594.51     | 0.02%             | 2030-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Henry County School District                                                                                                            | Henry County School District, Series 2021, GO Bonds                                                                                                | CUSIP: 426362NJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $64581.45     | 0.03%             | 2030-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Orleans (City of), LA                                                                                                               | New Orleans (City of), LA, Series 2021 A, GO Bonds                                                                                                 | CUSIP: 64763FZJ1<br>LEI: 54930084B6KHR5PR2651 | Long             | DBT              | MUN               | US        |    155000 | PA      | $159246.72    | 0.07%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Orleans LA                                                                                                                  | City of New Orleans LA, Series 2021, GO Bonds                                                                                                      | CUSIP: 64763FZN2<br>LEI: 54930084B6KHR5PR2651 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51023.78     | 0.02%             | 2050-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2005-1, GO Bonds                                                                                                    | CUSIP: 64966QYD6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    125000 | PA      | $139909.15    | 0.06%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                               | North Carolina (State of), Series 2021, RB                                                                                                         | CUSIP: 658268EQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $72202.04     | 0.03%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                                                                               | Indiana Finance Authority, Series 2010, RB                                                                                                         | CUSIP: 45505VAE6<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     30000 | PA      | $29225.49     | 0.01%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2021, GO Bonds                                                                                                       | CUSIP: 13063DF37<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    335000 | PA      | $379497.75    | 0.16%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                               | Long Island (City of), NY Power Authority, Series 2021 A, Ref. RB                                                                                  | CUSIP: 542691EH9<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |     80000 | PA      | $90089.85     | 0.04%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                        | Maryland (State of) Department of Transportation, Series 2021 A, RB                                                                                | CUSIP: 574204R62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $370284.57    | 0.15%             | 2030-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2021 C, GO Bonds                                                                                           | CUSIP: 57582RP67<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    280000 | PA      | $315699.72    | 0.13%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2021 A, Ref. GO Bonds                                                                                      | CUSIP: 57582RT48<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    105000 | PA      | $118387.40    | 0.05%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                    | Minnesota (State of), Series 2021 A, GO Bonds                                                                                                      | CUSIP: 60412AWK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $330723.05    | 0.14%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                    | Minnesota (State of), Series 2021 B, GO Bonds                                                                                                      | CUSIP: 60412AXF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $67265.71     | 0.03%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc. (Prairie State Energy Campus)                                                                            | American Municipal Power, Inc. (Prairie State Energy Campus), Series 2021, Ref. RB                                                                 | CUSIP: 02765UQM9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     80000 | PA      | $87705.99     | 0.04%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc. (Prairie State Energy Campus)                                                                            | American Municipal Power, Inc. (Prairie State Energy Campus), Series 2021, Ref. RB                                                                 | CUSIP: 02765UQN7<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     60000 | PA      | $65516.86     | 0.03%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc.                                                                                                           | American Municipal Power Inc., Series 2021, RB                                                                                                     | CUSIP: 02765UQP2<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    125000 | PA      | $130712.08    | 0.05%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc. (Prairie State Energy Campus)                                                                            | American Municipal Power, Inc. (Prairie State Energy Campus), Series 2021, Ref. RB                                                                 | CUSIP: 02765UQR8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    160000 | PA      | $165759.73    | 0.07%             | 2036-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board                                                                                                | California (State of) Public Works Board, Series 2022 C, Ref. RB                                                                                   | CUSIP: 13068XCB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $62021.22     | 0.03%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority (Green Bonds)                                                                            | Central Puget Sound Regional Transit Authority (Green Bonds), Series 2021 S-1, Ref. RB                                                             | CUSIP: 155048DV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $163736.71    | 0.07%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                           | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2021 A, Ref. RB                                              | CUSIP: 2350367N4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $94080.79     | 0.04%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp. (Green Bonds)                                                                                         | Hudson Yards Infrastructure Corp. (Green Bonds), Series 2021, Ref. RB                                                                              | CUSIP: 44420RBP4<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |     65000 | PA      | $72545.09     | 0.03%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Inglewood Unified School District                                                                                                       | Inglewood Unified School District, Series 2021 A, GO Bonds                                                                                         | CUSIP: 457110NM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24815.05     | 0.01%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 1)                                                                                | New York State Urban Development Corp. (Bidding Group 1), Series 2021 A, Ref. RB                                                                   | CUSIP: 64985TCB5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    170000 | PA      | $189625.19    | 0.08%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Municipal Water District                                                                                                    | North Texas Municipal Water District, Series 2021 A, Ref. RB                                                                                       | CUSIP: 662903C68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10755.40     | 0.00%             | 2030-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Omaha (City of), NE Public Power District                                                                                               | Omaha (City of), NE Public Power District, Series 2021 A, RB                                                                                       | CUSIP: 682001GZ9<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |    650000 | PA      | $684085.48    | 0.28%             | 2046-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                | Texas (State of) Water Development Board, Series 2021, RB                                                                                          | CUSIP: 8828546U1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $72800.83     | 0.03%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX Area Rapid Transit                                                                                                 | Dallas (City of), TX Area Rapid Transit, Series 2021 B, Ref. RB                                                                                    | CUSIP: 235241WQ5<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    535000 | PA      | $559941.00    | 0.23%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc. (Fremont Energy Center)                                                                                  | American Municipal Power, Inc. (Fremont Energy Center), Series 2021, Ref. RB                                                                       | CUSIP: 02765UQZ0<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     40000 | PA      | $44081.56     | 0.02%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2021 C, Ref. GO Bonds                                                                                                | CUSIP: 13063DM62<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     55000 | PA      | $62305.60     | 0.03%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL Metropolitan Water Reclamation District                                                                           | Chicago (City of), IL Metropolitan Water Reclamation District, Series 2021 C, Ref. GO Bonds                                                        | CUSIP: 167560VT5<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |     70000 | PA      | $78713.10     | 0.03%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2021 D, RB                                                                                                          | CUSIP: 207758G31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $292610.79    | 0.12%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                                                                                 | Dallas Fort Worth International Airport, Series 2021, RB                                                                                           | CUSIP: 23503CAK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53155.61     | 0.02%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2021, RB                                                                                           | CUSIP: 65000BHK7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $44755.78     | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tulsa County Industrial Authority                                                                                                       | Tulsa County Industrial Authority, Series 2021, RB                                                                                                 | CUSIP: 89952PGF6<br>LEI: 549300WEYXBXLGN1E271 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5269.21      | 0.00%             | 2030-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bexar (County of), TX                                                                                                                   | Bexar (County of), TX, Series 2021, Ctfs. Of Obligation                                                                                            | CUSIP: 088281V80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95656.93     | 0.04%             | 2044-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2022 A, GO Bonds                                                                                                    | CUSIP: 20772KPL7<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21355.62     | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                     | Illinois (State of), Series 2021 A, GO Bonds                                                                                                       | CUSIP: 452153BU2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    210000 | PA      | $233347.17    | 0.10%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                          | Sales Tax Securitization Corp., Series 2021 A, Ref. RB                                                                                             | CUSIP: 79467BEF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $603430.63    | 0.25%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2004 A, Ref. GO Bonds                                                                                      | CUSIP: 57582NUZ6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    475000 | PA      | $537229.47    | 0.22%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority (The) (Atrium Health)                                                                          | Charlotte-Mecklenburg Hospital Authority (The) (Atrium Health), Series 2022, Ref. RB                                                               | CUSIP: 160853VQ7<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |     90000 | PA      | $99001.28     | 0.04%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of)                                                                                                                      | Florida (State of), Series 2022 B, Ref. GO Bonds                                                                                                   | CUSIP: 34153QWF9<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    135000 | PA      | $150894.87    | 0.06%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                           | Commonwealth of Massachusetts, Series 2022, GO Bonds                                                                                               | CUSIP: 57582RU38<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5563.02      | 0.00%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Stadium)                                                                                          | Indiana (State of) Finance Authority (Stadium), Series 2022 A, Ref. RB                                                                             | CUSIP: 45506EEY5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    160000 | PA      | $175798.03    | 0.07%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 1)                                                                                                     | Washington (State of) (Bid Group 1), Series 2022 C, GO Bonds                                                                                       | CUSIP: 93974EUX2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     55000 | PA      | $60996.02     | 0.02%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2022 A, Ref. RB                                                                                    | CUSIP: 64990FV76<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    170000 | PA      | $189415.46    | 0.08%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2022, GO Bonds                                                                                                       | CUSIP: 13063DN95<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    275000 | PA      | $307973.16    | 0.13%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2022, Ref. RB                                                                        | CUSIP: 64971XN61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $202236.37    | 0.08%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                | New York (City of), NY Municipal Water Finance Authority, Series 2022 E, Ref. RB                                                                   | CUSIP: 64972GZZ0<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    250000 | PA      | $280544.30    | 0.11%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA                                                                                                               | Los Angeles (City of), CA, Series 2022 C, Ref. RB                                                                                                  | CUSIP: 53945CKS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $96415.03     | 0.04%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2022 B-1, Ref. GO Bonds                                                                                             | CUSIP: 64966QYN4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     95000 | PA      | $106146.24    | 0.04%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2022 C, Ref. GO Bonds                                                                                               | CUSIP: 64966QZE3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     65000 | PA      | $72626.37     | 0.03%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern California Power Agency (Hydroelectric No. 1)                                                                                  | Northern California Power Agency (Hydroelectric No. 1), Series 2022, Ref. RB                                                                       | CUSIP: 664845FG4<br>LEI: 549300QYTU4PHD2XHS96 | Long             | DBT              | MUN               | US        |    115000 | PA      | $130406.71    | 0.05%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                                                                          | University of Massachusetts Building Authority, Series 2022-1, RB                                                                                  | CUSIP: 914440UG5<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |    200000 | PA      | $206214.86    | 0.08%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                   | Clark (County of), NV, Series 2022 A, Ref. GO Bonds                                                                                                | CUSIP: 180848U68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $80481.70     | 0.03%             | 2030-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intermountain Power Agency                                                                                                              | Intermountain Power Agency, Series 2022 A, Ref. RB                                                                                                 | CUSIP: 45884AA37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $222551.02    | 0.09%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (SSM Health)                                                              | Missouri (State of) Health & Educational Facilities Authority (SSM Health), Series 2022 A, RB                                                      | CUSIP: 60637AVN9<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    255000 | PA      | $280874.75    | 0.11%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monroeville Finance Authority                                                                                                           | Monroeville Finance Authority, Series 2022 B, Ref. RB                                                                                              | CUSIP: 611530DC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55082.04     | 0.02%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Power Authority (Green Transmission)                                                                                | New York (State of) Power Authority (Green Transmission), Series 2022, RB                                                                          | CUSIP: 65000XAG5<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |     50000 | PA      | $56867.88     | 0.02%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon State Facilities Authority                                                                                                       | Oregon State Facilities Authority, Series 2022, RB                                                                                                 | CUSIP: 68608JZD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16338.61     | 0.01%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA                                                                                                    | San Francisco (City & County of), CA, Series 2022-R1, Ref. GO Bonds                                                                                | CUSIP: 79773KJF2<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    155000 | PA      | $176329.81    | 0.07%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                                                            | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2022 B, RB                                                                    | CUSIP: 89602HCV7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    150000 | PA      | $167946.95    | 0.07%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Public Building Authority (Bidding Group 1)                                                                  | Virginia (Commonwealth of) Public Building Authority (Bidding Group 1), Series 2022 A, RB                                                          | CUSIP: 928173AH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $274512.90    | 0.11%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 2)                                                                                                     | Washington (State of) (Bid Group 2), Series R-2022D, GO Bonds                                                                                      | CUSIP: 93974EWR3<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     85000 | PA      | $91423.85     | 0.04%             | 2030-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                                                                        | New York State Thruway Authority, Series 2019, RB                                                                                                  | CUSIP: 650010DA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5079.39      | 0.00%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Coralville IA                                                                                                                   | City of Coralville IA, Series 2022, RB                                                                                                             | CUSIP: 218080LR8<br>LEI: 549300UKC7MMW46X6P25 | Long             | DBT              | MUN               | US        |    390000 | PA      | $395258.45    | 0.16%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona (State of) Sports & Tourism Authority                                                                                           | Arizona (State of) Sports & Tourism Authority, Series 2022, Ref. RB                                                                                | CUSIP: 040583BW5<br>LEI: 5493000FS1Q9KGAM2L28 | Long             | DBT              | MUN               | US        |    260000 | PA      | $286941.30    | 0.12%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Ohio Valley Electrical Corp.)                                                                     | Indiana (State of) Finance Authority (Ohio Valley Electrical Corp.), Series 2012 A, RB                                                             | CUSIP: 45470CAG4<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67909.06     | 0.03%             | 2030-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Gilbert Water Resource Municipal Property Corp. (Green Bonds)                                                                           | Gilbert Water Resource Municipal Property Corp. (Green Bonds), Series 2022, RB                                                                     | CUSIP: 37530ABT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $78388.24     | 0.03%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                       | State of Illinois, Series 2022, GO Bonds                                                                                                           | CUSIP: 452153CR8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     70000 | PA      | $76835.65     | 0.03%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                     | Illinois (State of), Series 2022 B, Ref. GO Bonds                                                                                                  | CUSIP: 452153DK2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    110000 | PA      | $120741.73    | 0.05%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Beaumont Health Credit Group)                                                                    | Michigan (State of) Finance Authority (Beaumont Health Credit Group), Series 2022, Ref. RB                                                         | CUSIP: 59447T3K7<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    255000 | PA      | $281569.70    | 0.12%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2022 A, RB                                                                                         | CUSIP: 65000BNR5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     90000 | PA      | $101701.63    | 0.04%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                               | North Carolina (State of), Series 2022 A, RB                                                                                                       | CUSIP: 65829QEZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $178579.98    | 0.07%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                        | New York & New Jersey (States of) Port Authority, Two Hundred Thirtieth Series 2022, Ref. RB                                                       | CUSIP: 73358XEB4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     35000 | PA      | $38117.87     | 0.02%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prince George's (County of), MD                                                                                                         | Prince George's (County of), MD, Series 2022, GO Bonds                                                                                             | CUSIP: 741702AH7<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |     95000 | PA      | $106420.44    | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Santa Clara CA                                                                                                                | County of Santa Clara CA, Series 2022, GO Bonds                                                                                                    | CUSIP: 801546SC7<br>LEI: 254900JSVO2QQ5A3DV83 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5699.64      | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Centuity College and Equipment)                                             | Virginia (Commonwealth of) College Building Authority (21st Centuity College and Equipment), Series 2022 A, RB                                     | CUSIP: 92778VLS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $138379.08    | 0.06%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2022, RB                                                                                           | CUSIP: 65000BNY0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    230000 | PA      | $251553.60    | 0.10%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2022 A, RB                                                                                         | CUSIP: 65000BNZ7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    365000 | PA      | $389903.18    | 0.16%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2022 D, Ref. GO Bonds                                                                                               | CUSIP: 20772KRU5<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    270000 | PA      | $303061.88    | 0.12%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2022, RB                                                                                           | CUSIP: 65000BNT1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    120000 | PA      | $134418.46    | 0.05%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2022 A, RB                                                                                         | CUSIP: 65000BNU8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    495000 | PA      | $551618.40    | 0.23%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2022 A, RB                                                                                         | CUSIP: 65000BNV6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    420000 | PA      | $466182.53    | 0.19%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2022, RB                                                                                           | CUSIP: 65000BNW4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    180000 | PA      | $198969.93    | 0.08%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2022 A, RB                                                                                         | CUSIP: 65000BNX2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    385000 | PA      | $423342.88    | 0.17%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Unified School District (Election of 2016)                                                                                | San Francisco Unified School District (Election of 2016), Series 2022 C, GO Bonds                                                                  | CUSIP: 79771TQA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $70661.29     | 0.03%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Unified School District (Election of 2016)                                                                                | San Francisco Unified School District (Election of 2016), Series 2022 C, GO Bonds                                                                  | CUSIP: 79771TQC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $182554.35    | 0.07%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (City of), CA Unified School District (Measure H) (Election of 2020)                                                         | Sacramento (City of), CA Unified School District (Measure H) (Election of 2020), Series 2022 A, GO Bonds                                           | CUSIP: 785870E85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $128061.90    | 0.05%             | 2047-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc. (Prairie State Energy Campus)                                                                            | American Municipal Power, Inc. (Prairie State Energy Campus), Series 2021, Ref. RB                                                                 | CUSIP: 02765URJ5<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    190000 | PA      | $198468.81    | 0.08%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                  | Harris (County of), TX, Series 2022 A, Ref. RB                                                                                                     | CUSIP: 41423PCL9<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |     45000 | PA      | $50369.57     | 0.02%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                     | Maryland (State of), Series 2022, GO Bonds                                                                                                         | CUSIP: 574193VG0<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    200000 | PA      | $223634.36    | 0.09%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                      | Georgia (State of), Series 2022 A, GO Bonds                                                                                                        | CUSIP: 373385KD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $89758.33     | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) (Bidding Group 3)                                                                                                    | Georgia (State of) (Bidding Group 3), Series 2022 C, Ref. GO Bonds                                                                                 | CUSIP: 373385LV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $241225.51    | 0.10%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Severance Tax Permanent Fund                                                                                      | New Mexico (State of) Severance Tax Permanent Fund, Series 2022 A, RB                                                                              | CUSIP: 6473104D0<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |    215000 | PA      | $239806.98    | 0.10%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2022 A-1, RB                                                                         | CUSIP: 64971XV96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $178844.10    | 0.07%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Houston                                                                                                                   | University of Houston, Series 2022 A, Ref. RB                                                                                                      | CUSIP: 914302JY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $132579.59    | 0.05%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Utah (The) (Green Bonds)                                                                                                  | University of Utah (The) (Green Bonds), Series 2022 B, RB                                                                                          | CUSIP: 915183Y84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $234451.54    | 0.10%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                           | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2022 B, Ref. RB                                              | CUSIP: 23503CAY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $112117.74    | 0.05%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2022 C, Ref. RB                                                                                                       | CUSIP: 25477GVL6<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22547.16     | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                  | Harris (County of), TX, Series 2022 A, Ref. GO Bonds                                                                                               | CUSIP: 414005N53<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |    115000 | PA      | $128463.17    | 0.05%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2022 S-1A, Ref. RB                                                                   | CUSIP: 64972H6X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $112562.00    | 0.05%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 1)                                                                                 | New York (State of) Thruway Authority (Bidding Group 1), Series 2022 A, Ref. RB                                                                    | CUSIP: 650028YG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $328207.06    | 0.13%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County College District                                                                                                         | Tarrant County College District, Series 2022, GO Bonds                                                                                             | CUSIP: 87638KCT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55741.18     | 0.02%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 1)                                                                                                     | Washington (State of) (Bid Group 1), Series 2022 A-1, GO Bonds                                                                                     | CUSIP: 93974EXF8<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     80000 | PA      | $89708.61     | 0.04%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc. (Prairie State Energy Campus)                                                                            | American Municipal Power, Inc. (Prairie State Energy Campus), Series 2021, Ref. RB                                                                 | CUSIP: 02765URK2<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     75000 | PA      | $82101.50     | 0.03%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Beach (City of), NY                                                                                                                | Long Beach (City of), NY, Series 2022 B, COP                                                                                                       | CUSIP: 542519ET6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5043.99      | 0.00%             | 2052-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Clear Creek Independent School District                                                                                                 | Clear Creek Independent School District, Series 2013 B, GO Bonds                                                                                   | CUSIP: 184541EG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $77478.01     | 0.03%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Ports Authority                                                                                                      | Georgia (State of) Ports Authority, Series 2022, RB                                                                                                | CUSIP: 373586HD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $95106.02     | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Seattle WA                                                                                                                      | Port of Seattle WA, Series 2022, RB                                                                                                                | CUSIP: 735389S90<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16773.34     | 0.01%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alamo Community College District                                                                                                        | Alamo Community College District, Series 2022, GO Notes                                                                                            | CUSIP: 011415TN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $359338.40    | 0.15%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mecklenburg (County of), NC                                                                                                             | Mecklenburg (County of), NC, Series 2022, GO Bonds                                                                                                 | CUSIP: 584002YP8<br>LEI: 5493006G3IC5PBHB7A65 | Long             | DBT              | MUN               | US        |    295000 | PA      | $331936.04    | 0.14%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2022 B-1, Ref. RB                                                                    | CUSIP: 64971X2B3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $140441.93    | 0.06%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2022, Ref. GO Bonds                                                                                                  | CUSIP: 13063DT65<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     55000 | PA      | $62189.44     | 0.03%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources (Central Valley)                                                                    | California (State of) Department of Water Resources (Central Valley), Series 2022 BF, Ref. RB                                                      | CUSIP: 13067WTN2<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |     50000 | PA      | $57513.11     | 0.02%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                          | Pennsylvania (Commonwealth of), Series 2022, GO Bonds                                                                                              | CUSIP: 70914PY22<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    160000 | PA      | $179016.94    | 0.07%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Public Facilities Corp.                                                                                                     | San Antonio Public Facilities Corp., Series 2022, Ref. RB                                                                                          | CUSIP: 796334BG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5539.92      | 0.00%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado Springs (City of), CO                                                                                                          | Colorado Springs (City of), CO, Series 2022 A, Ref. RB                                                                                             | CUSIP: 1966322Z5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16937.83     | 0.01%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                    | Minnesota (State of), Series 2022 A, Ref. RB                                                                                                       | CUSIP: 604146GE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $166620.09    | 0.07%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District (Green Bonds)                                                                                         | San Diego Unified School District (Green Bonds), Series 2022 F-2, GO Bonds                                                                         | CUSIP: 797356FL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $136560.28    | 0.06%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                                                                                  | Permanent University Fund - University of Texas System, Series 2022 A, RB                                                                          | CUSIP: 9151158N2<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    205000 | PA      | $228563.34    | 0.09%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mountain View Whisman School District (Santa Clara County, California) (Election of 2020)                                               | Mountain View Whisman School District (Santa Clara County, California) (Election of 2020), Series 2022 B, GO Bonds                                 | CUSIP: 62451FME7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86406.16     | 0.04%             | 2045-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cambrian School District                                                                                                                | Cambrian School District, Series 2022, GO Bonds                                                                                                    | CUSIP: 132123NR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23673.08     | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Green Bonds)                                                                                      | Indiana (State of) Finance Authority (Green Bonds), Series 2022 B, RB                                                                              | CUSIP: 45505MNG7<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     90000 | PA      | $94610.65     | 0.04%             | 2047-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Montebello Unified School District                                                                                                      | Montebello Unified School District, Series 2022 B, GO Bonds                                                                                        | CUSIP: 612289UT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5214.61      | 0.00%             | 2050-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Subseries 2022 B-1, GO Bonds                                                                                               | CUSIP: 64966QJ43<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     80000 | PA      | $89693.65     | 0.04%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2022, Ref. RB                                                                                       | CUSIP: 650036FD3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     60000 | PA      | $66877.18     | 0.03%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                  | New York State Urban Development Corp., Series 2022, Ref. RB                                                                                       | CUSIP: 650036FE1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    345000 | PA      | $388836.87    | 0.16%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Rafael City High School District                                                                                                    | San Rafael City High School District, Series 2022 A, GO Bonds                                                                                      | CUSIP: 799289NP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104763.52    | 0.04%             | 2052-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA                                                                                                                      | City of Atlanta GA, Series 2022, GO Bonds                                                                                                          | CUSIP: 047772H92<br>LEI: 549300GHLQ0J51NUBM84 | Long             | DBT              | MUN               | US        |     25000 | PA      | $28220.10     | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin (City of), TX                                                                                                                    | Austin (City of), TX, Series 2022, Ref. RB                                                                                                         | CUSIP: 052477PM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $73090.23     | 0.03%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2022, Ref. GO Bonds                                                                                                  | CUSIP: 13063D2C1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    440000 | PA      | $499371.71    | 0.20%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2022 B, Ref. RB                                                                                                     | CUSIP: 207758M75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $67054.53     | 0.03%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Green Bonds)                                                                                      | Indiana (State of) Finance Authority (Green Bonds), Series 2022, RB                                                                                | CUSIP: 45505MNH5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103837.94    | 0.04%             | 2052-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2022 A, Ref. GO Bonds                                                                                      | CUSIP: 57582RY75<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5647.75      | 0.00%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montebello Unified School District                                                                                                      | Montebello Unified School District, Series 2022 B, GO Bonds                                                                                        | CUSIP: 612289UR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $122855.80    | 0.05%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                    | Wisconsin (State of), Series 2022-4, Ref. GO Bonds                                                                                                 | CUSIP: 97705MYC3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    325000 | PA      | $362327.91    | 0.15%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Green Bonds)                                                                                       | Los Angeles Unified School District (Green Bonds), Series 2022 QRR, GO Bonds                                                                       | CUSIP: 544647FQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $289276.69    | 0.12%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                           | Denver (City & County of), CO, Series 2022 C, RB                                                                                                   | CUSIP: 249182SB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5622.08      | 0.00%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2019 D, Ref. RB                                                                                    | CUSIP: 64990F3H5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    175000 | PA      | $194607.96    | 0.08%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clovis Unified School District (Election of 2020)                                                                                       | Clovis Unified School District (Election of 2020), Series 2022 B, GO Bonds                                                                         | CUSIP: 189342Q68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52403.37     | 0.02%             | 2047-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Highway & Transportation Commission                                                                                 | Missouri (State of) Highway & Transportation Commission, Series 2022 A, RB                                                                         | CUSIP: 60636WTC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $128305.67    | 0.05%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                | New York (City of), NY Municipal Water Finance Authority, Series 2022 AA-2, Ref. RB                                                                | CUSIP: 64972GB94<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    225000 | PA      | $253582.92    | 0.10%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Public Building Authority                                                                                    | Virginia (Commonwealth of) Public Building Authority, Series 2020 B, Ref. RB                                                                       | CUSIP: 928173CB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $84034.56     | 0.03%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duval County (County of), FL School Board                                                                                               | Duval County (County of), FL School Board, Series 2022 A, COP                                                                                      | CUSIP: 267169HD5<br>LEI: 254900RS6MO5WEO2WC42 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27840.74     | 0.01%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duval County (County of), FL School Board                                                                                               | Duval County (County of), FL School Board, Series 2022 A, COP                                                                                      | CUSIP: 267169HF0<br>LEI: 254900RS6MO5WEO2WC42 | Long             | DBT              | MUN               | US        |    205000 | PA      | $226410.84    | 0.09%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duval County (County of), FL School Board                                                                                               | Duval County (County of), FL School Board, Series 2022 A, COP                                                                                      | CUSIP: 267169HG8<br>LEI: 254900RS6MO5WEO2WC42 | Long             | DBT              | MUN               | US        |    310000 | PA      | $340797.17    | 0.14%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2022 E, GO Bonds                                                                                                    | CUSIP: 20772KSG5<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     40000 | PA      | $45052.87     | 0.02%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2022 G, Ref. GO Bonds                                                                                               | CUSIP: 20772KTC3<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    110000 | PA      | $123895.39    | 0.05%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas College                                                                                                                          | Dallas College, Series 2022, GO Bonds                                                                                                              | CUSIP: 234685MG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $82924.25     | 0.03%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DeKalb (County of), GA                                                                                                                  | DeKalb (County of), GA, Series 2022, Ref. RB                                                                                                       | CUSIP: 240523ZH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $50619.87     | 0.02%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Turnpike Authority                                                                                                | New Jersey (State of) Turnpike Authority, Series 2022 C, Ref. RB                                                                                   | CUSIP: 646140FD0<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    105000 | PA      | $116093.16    | 0.05%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duval County (County of), FL School Board                                                                                               | Duval County (County of), FL School Board, Series 2022 A, COP                                                                                      | CUSIP: 267169HH6<br>LEI: 254900RS6MO5WEO2WC42 | Long             | DBT              | MUN               | US        |    265000 | PA      | $290257.76    | 0.12%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duval County (County of), FL School Board                                                                                               | Duval County (County of), FL School Board, Series 2022 A, COP                                                                                      | CUSIP: 267169HJ2<br>LEI: 254900RS6MO5WEO2WC42 | Long             | DBT              | MUN               | US        |    220000 | PA      | $240535.33    | 0.10%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp. (Social Bonds)                                                                                           | Sales Tax Securitization Corp. (Social Bonds), Series 2023 A, Ref. RB                                                                              | CUSIP: 79467BFA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9817.55      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                             | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2023, RB                       | CUSIP: 13034AZ78<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     55000 | PA      | $63059.27     | 0.03%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax (County of), VA                                                                                                                 | Fairfax (County of), VA, Series 2023, GO Bonds                                                                                                     | CUSIP: 30382AMN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16215.09     | 0.01%             | 2030-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of)                                                                                                                      | Florida (State of), Series 2023 A, Ref. GO Bonds                                                                                                   | CUSIP: 34153QXB7<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |     70000 | PA      | $78241.79     | 0.03%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Plano Independent School District                                                                                                       | Plano Independent School District, Series 2023, GO Bonds                                                                                           | CUSIP: 727199B59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $127150.51    | 0.05%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp. (Social Bonds)                                                                                           | Sales Tax Securitization Corp. (Social Bonds), Series 2023, RB                                                                                     | CUSIP: 79467BFB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20644.82     | 0.01%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                          | Sales Tax Securitization Corp., Series 2023, RB                                                                                                    | CUSIP: 79467BGK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $240406.22    | 0.10%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                          | Sales Tax Securitization Corp., Series 2023, RB                                                                                                    | CUSIP: 79467BGL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $116851.23    | 0.05%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                                                            | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2023, Ref. RB                                                                 | CUSIP: 89602RJE6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    125000 | PA      | $141567.99    | 0.06%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 1)                                                                                                     | Washington (State of) (Bid Group 1), Series 2023 B, GO Bonds                                                                                       | CUSIP: 93974EYP5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     55000 | PA      | $60996.02     | 0.02%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2023 E-1, Ref. RB                                                                    | CUSIP: 64971X4S4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $140441.93    | 0.06%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                | University of California, Series 2023 BN, Ref. RB                                                                                                  | CUSIP: 91412HPE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $100806.76    | 0.04%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2023 B, Ref. GO Bonds                                                                                                 | CUSIP: 25476FB49<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    110000 | PA      | $122714.12    | 0.05%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2023 A, GO Bonds                                                                                                      | CUSIP: 25476FZN1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22105.21     | 0.01%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) (Article XI-Q State)                                                                                                  | Oregon (State of) (Article XI-Q State), Series 2023 A, GO Bonds                                                                                    | CUSIP: 68609UBX2<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    105000 | PA      | $117237.60    | 0.05%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                   | Los Angeles (City of), CA Department of Water & Power, Series 2023 A, Ref. RB                                                                      | CUSIP: 544532GN8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    105000 | PA      | $116701.69    | 0.05%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 1)                                                                                                   | Maryland (State of) (Bidding Group 1), Series 2023 A, GO Bonds                                                                                     | CUSIP: 574193VV7<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11129.77     | 0.00%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Trustees of the University of Illinois (The)                                                                                   | Board of Trustees of the University of Illinois (The), Series 2023 A, Ref. RB                                                                      | CUSIP: 9143536U6<br>LEI: 549300VD8PPC4Q5HK850 | Long             | DBT              | MUN               | US        |    195000 | PA      | $215552.92    | 0.09%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wake (County of), NC                                                                                                                    | Wake (County of), NC, Series 2023 A, Ref. GO Bonds                                                                                                 | CUSIP: 930864GH0<br>LEI: 5493007XQJHO082P1H29 | Long             | DBT              | MUN               | US        |    115000 | PA      | $128500.60    | 0.05%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Department of Transportation                                                                                       | Wisconsin (State of) Department of Transportation, Series 2023-1, Ref. RB                                                                          | CUSIP: 9771233G1<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    195000 | PA      | $218184.41    | 0.09%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority (San Francisco Bay Area)                                                                                        | Bay Area Toll Authority (San Francisco Bay Area), Series 2023 F-1, RB                                                                              | CUSIP: 072024YQ9<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    245000 | PA      | $276844.44    | 0.11%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2023, GO Bonds                                                                                                       | CUSIP: 13063D3W6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    240000 | PA      | $271878.98    | 0.11%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                              | California (State of) Public Works Board (Various Capital), Series 2023 B, Ref. RB                                                                 | CUSIP: 13068XGQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $45442.64     | 0.02%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of)                                                                                                                     | Delaware (State of), Series 2023 A, GO Bonds                                                                                                       | CUSIP: 246381SH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $307284.04    | 0.13%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                     | Illinois (State of), Series 2023 B, GO Bonds                                                                                                       | CUSIP: 452153EW5<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    230000 | PA      | $253175.10    | 0.10%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                     | Illinois (State of), Series 2023 C, GO Bonds                                                                                                       | CUSIP: 452153FU8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     70000 | PA      | $77053.29     | 0.03%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                     | Illinois (State of), Series 2023 D, Ref. GO Bonds                                                                                                  | CUSIP: 452153GF0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    355000 | PA      | $391859.33    | 0.16%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Senior Bonds)                                                        | Los Angeles (County of), CA Metropolitan Transportation Authority (Senior Bonds), Series 2023, Ref. RB                                             | CUSIP: 54466HMG8<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     50000 | PA      | $56945.02     | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (BJC Health System)                                                       | Missouri (State of) Health & Educational Facilities Authority (BJC Health System), Series 2023 A, RB                                               | CUSIP: 60637AWB4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27692.29     | 0.01%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of)                                                                                                                   | New Mexico (State of), Series 2023, GO Bonds                                                                                                       | CUSIP: 647293SW0<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |     75000 | PA      | $83158.00     | 0.03%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                         | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2023, RB                                                   | CUSIP: 67766WG55<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     80000 | PA      | $90458.81     | 0.04%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Public Utilities Commission (Green Bonds)                                                          | San Francisco (City & County of), CA Public Utilities Commission (Green Bonds), Series 2023 A, RB                                                  | CUSIP: 79768HHA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $57302.82     | 0.02%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 2)                                                                                                     | Washington (State of) (Bid Group 2), Series R-2023A, Ref. GO Bonds                                                                                 | CUSIP: 93974EC20<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    145000 | PA      | $162596.85    | 0.07%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series R-2023B, Ref. GO Bonds                                                                                               | CUSIP: 93974EE28<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    130000 | PA      | $145513.49    | 0.06%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Williamson TX                                                                                                                 | County of Williamson TX, Series 2023, GO Bonds                                                                                                     | CUSIP: 969888BP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16596.84     | 0.01%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax (County of), VA Industrial Development Authority (Inova Health System)                                                          | Fairfax (County of), VA Industrial Development Authority (Inova Health System), Series 2023, Ref. RB                                               | CUSIP: 30382VAV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $183053.18    | 0.07%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank(Segerstorm Center for The Arts)                                        | California (State of) Infrastructure & Economic Development Bank(Segerstorm Center for The Arts), Series 2023, Ref. RB                             | CUSIP: 13034A2S8<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    480000 | PA      | $535383.02    | 0.22%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL                                                                                                                   | Chicago (City of), IL, Series 2023 B, Ref. RB                                                                                                      | CUSIP: 167727C87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $410705.66    | 0.17%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lewisville Independent School District                                                                                                  | Lewisville Independent School District, Series 2023, Ref. GO Bonds                                                                                 | CUSIP: 52882PFK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $201932.10    | 0.08%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Portland (City of), OR                                                                                                                  | Portland (City of), OR, Series 2023 A, Ref. RB                                                                                                     | CUSIP: 736742E86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $45190.76     | 0.02%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX                                                                                                                    | Dallas (City of), TX, Series 2023, GO Bonds                                                                                                        | CUSIP: 235219UW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $49826.55     | 0.02%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (Columbia Generating Station)                                                                                          | Energy Northwest (Columbia Generating Station), Series 2023, Ref. RB                                                                               | CUSIP: 29270C5B7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37570.09     | 0.02%             | 2030-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                                                                          | Lower Colorado River Authority, Series 2023, RB                                                                                                    | CUSIP: 54811BF63<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |    150000 | PA      | $166776.96    | 0.07%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                               | New Jersey (State of) Transportation Trust Fund Authority, Series 2023 AA, RB                                                                      | CUSIP: 64613CDD7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    125000 | PA      | $139153.19    | 0.06%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2023, RB                                                                                           | CUSIP: 65000BYM4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     95000 | PA      | $107351.72    | 0.04%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                                                                                     | Virginia College Building Authority, Series 2023, RB                                                                                               | CUSIP: 92778VMN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $60886.79     | 0.02%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs)                                     | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs), Series 2023, Ref. RB                          | CUSIP: 92778VND6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $309969.13    | 0.13%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Battery Park (City of), NY Authority                                                                                                    | Battery Park (City of), NY Authority, Series 2023 B, Ref. RB                                                                                       | CUSIP: 07133AJV5<br>LEI: 549300RF3SFDOWRHVM56 | Long             | DBT              | MUN               | US        |     40000 | PA      | $45473.96     | 0.02%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                    | State of Connecticut, Series 2023, GO Bonds                                                                                                        | CUSIP: 20772KUU1<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     35000 | PA      | $39184.77     | 0.02%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                                                                        | State of Georgia, Series 2023, GO Bonds                                                                                                            | CUSIP: 373385ME0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16829.69     | 0.01%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                      | Georgia (State of), Series 2023 C, Ref. GO Bonds                                                                                                   | CUSIP: 373385NW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $90836.41     | 0.04%             | 2030-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2023, GO Bonds                                                                                             | CUSIP: 57582R2M7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     75000 | PA      | $83932.09     | 0.03%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Subseries 2023 F-1, Ref. GO Bonds                                                                                          | CUSIP: 64966Q2H2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    325000 | PA      | $363131.86    | 0.15%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2021-1, GO Bonds                                                                                                    | CUSIP: 64966Q3M0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     75000 | PA      | $83799.66     | 0.03%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp.                                                                                           | New York State Environmental Facilities Corp., Series 2023, RB                                                                                     | CUSIP: 64986DMS1<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22426.05     | 0.01%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego (County of), CA Regional Transportation Commission                                                                            | San Diego (County of), CA Regional Transportation Commission, Series 2023 A, Ref. RB                                                               | CUSIP: 797400PK8<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16981.35     | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (Green Bonds)                                                                                      | Triborough Bridge & Tunnel Authority (Green Bonds), Series 2023, RB                                                                                | CUSIP: 89602HFT9<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    360000 | PA      | $405461.74    | 0.17%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                      | South Carolina (State of) Public Service Authority, Series 2020 A, Ref. RB                                                                         | CUSIP: 837151L56<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    145000 | PA      | $147780.04    | 0.06%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Denton Independent School District                                                                                                      | Denton Independent School District, Series 2023, GO Bonds                                                                                          | CUSIP: 249002LM6<br>LEI: 5493005I9W678SUI0Z07 | Long             | DBT              | MUN               | US        |    100000 | PA      | $112094.08    | 0.05%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                           | Denver (City & County of), CO, Series 2023, Ref. COP                                                                                               | CUSIP: 249183YR9<br>LEI: MMTY7HA2MSCBUO4F7J71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16888.72     | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intermountain Power Agency                                                                                                              | Intermountain Power Agency, Series 2023 A, RB                                                                                                      | CUSIP: 45884AE41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $116839.29    | 0.05%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara Valley Transportation Authority                                                                                             | Santa Clara Valley Transportation Authority, Series 2023 A, Ref. RB                                                                                | CUSIP: 80168NJM2<br>LEI: 549300R6Q7T4MD3V9H68 | Long             | DBT              | MUN               | US        |     65000 | PA      | $73585.83     | 0.03%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                                                                                     | State of Washington, Series 2023, GO Bonds                                                                                                         | CUSIP: 93974EG26<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22427.15     | 0.01%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                           | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2023 B, Ref. RB                                              | CUSIP: 23503CCQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $67270.64     | 0.03%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI                                                                                                         | Honolulu (City & County of), HI, Series 2023, GO Bonds                                                                                             | CUSIP: 438687YK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $111080.06    | 0.05%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) (Garvee)                                                                                                           | Louisiana (State of) (Garvee), Series 2023, RB                                                                                                     | CUSIP: 54641CBG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $190121.81    | 0.08%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of)                                                                                                                     | Michigan (State of), Series 2023, RB                                                                                                               | CUSIP: 5946953Y2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $411804.64    | 0.17%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                    | Minnesota (State of), Series 2023 E, Ref. GO Bonds                                                                                                 | CUSIP: 60412AJ46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $246205.81    | 0.10%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2023, A GO Bonds                                                                                                    | CUSIP: 64966Q5V8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16759.93     | 0.01%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2023 A-2, Ref. RB                                                                                  | CUSIP: 64990ASU0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     95000 | PA      | $105755.53    | 0.04%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                      | New York State Dormitory Authority, Series 2023, RB                                                                                                | CUSIP: 65000BK31<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11240.53     | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento Transportation Authority (Measure A)                                                                                         | Sacramento Transportation Authority (Measure A), Series 2023, Ref. RB                                                                              | CUSIP: 786074BR4<br>LEI: 549300ICNZ6EZODIGL94 | Long             | DBT              | MUN               | US        |    155000 | PA      | $177270.56    | 0.07%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee (State of)                                                                                                                    | Tennessee (State of), Series 2023 A, GO Bonds                                                                                                      | CUSIP: 880541H42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $329506.86    | 0.13%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona (State of) Department of Transportation                                                                                         | Arizona (State of) Department of Transportation, Series 2023, RB                                                                                   | CUSIP: 040654YL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $206751.47    | 0.08%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2023, Ref. GO Bonds                                                                                                  | CUSIP: 13063D5N4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    230000 | PA      | $260064.93    | 0.11%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                              | California (State of) Public Works Board (Various Capital), Series 2023 C, Ref. RB                                                                 | CUSIP: 13068XHE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $101681.69    | 0.04%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minneapolis-St Paul Metropolitan Airports Commission                                                                                    | Minneapolis-St Paul Metropolitan Airports Commission, Series 2023, RB                                                                              | CUSIP: 603827M37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16514.96     | 0.01%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of)                                                                                                                     | New York (State of), Series 2023 C, Ref. GO Bonds                                                                                                  | CUSIP: 649791TJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $134496.84    | 0.05%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2023 A, Ref. RB                                                                                    | CUSIP: 64990F4C5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    520000 | PA      | $579388.47    | 0.24%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA                                                                                                              | Philadelphia (City of), PA, Series 2023 B, Ref. RB                                                                                                 | CUSIP: 7178932H3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16755.01     | 0.01%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                | Texas (State of) Water Development Board, Series 2023 A, RB                                                                                        | CUSIP: 88285ACW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $61867.29     | 0.03%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of)                                                                                                                    | Louisiana (State of), Series 2023 A, Ref. GO Bonds                                                                                                 | CUSIP: 546417FH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $166054.89    | 0.07%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                                                                                | State of Connecticut Special Tax Revenue, Series 2023, RB                                                                                          | CUSIP: 207758N90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $44703.02     | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2023 B, Ref. RB                                                                                                     | CUSIP: 207758R62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $279393.88    | 0.11%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cypress-Fairbanks Independent School District                                                                                           | Cypress-Fairbanks Independent School District, Series 2023 A, Ref. GO Bonds                                                                        | CUSIP: 232769MT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55441.59     | 0.02%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Green Bonds)                                                                                       | Los Angeles Unified School District (Green Bonds), Series 2023 QRR, GO Bonds                                                                       | CUSIP: 544647GM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $164490.67    | 0.07%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                    | Minnesota (State of), Series 2023, COP                                                                                                             | CUSIP: 604140XJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $146490.06    | 0.06%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nevada (State of)                                                                                                                       | Nevada (State of), Series 2023 A, GO Bonds                                                                                                         | CUSIP: 641462RY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $111400.95    | 0.05%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2023, RB                                                                             | CUSIP: 64972JBH0<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    145000 | PA      | $161225.33    | 0.07%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Power Authority (Green Transmission)                                                                                | New York (State of) Power Authority (Green Transmission), Series 2023, RB                                                                          | CUSIP: 65000XBD1<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11373.58     | 0.00%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                           | North Texas Tollway Authority, Series 2023 B, Ref. RB                                                                                              | CUSIP: 66285WP59<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     40000 | PA      | $44091.69     | 0.02%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Public Power Authority                                                                                              | Southern California Public Power Authority, Series 2023, RB                                                                                        | CUSIP: 84247PMU2<br>LEI: 5493003B5TD5FWUKMD34 | Long             | DBT              | MUN               | US        |    100000 | PA      | $111144.47    | 0.05%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2023, Ref. GO Bonds                                                                                                  | CUSIP: 13063D7P7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    110000 | PA      | $124378.88    | 0.05%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                           | Denver (City & County of), CO, Series 2023 A, Ref. RB                                                                                              | CUSIP: 249182TV8<br>LEI: MMTY7HA2MSCBUO4F7J71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5605.44      | 0.00%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2024 A, Ref. RB                                                                                                       | CUSIP: 25477GWH4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     70000 | PA      | $78644.37     | 0.03%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                     | Illinois (State of), Series 2023 B, GO Bonds                                                                                                       | CUSIP: 452153HA0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    250000 | PA      | $277794.25    | 0.11%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series R-2024A, Ref. GO Bonds                                                                                               | CUSIP: 93974EP42<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     50000 | PA      | $55450.93     | 0.02%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District (Election of 2016)                                                                               | Los Angeles Community College District (Election of 2016), Series 2023 D, GO Bonds                                                                 | CUSIP: 54438CB84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $439930.53    | 0.18%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) (Bid Group C)                                                                                            | Pennsylvania (Commonwealth of) (Bid Group C), First Series 2023, GO Bonds                                                                          | CUSIP: 70914P2D3<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    180000 | PA      | $201060.16    | 0.08%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                          | Pennsylvania (Commonwealth of), First Series 2023, Ref. GO Bonds                                                                                   | CUSIP: 70914P2Z4<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     90000 | PA      | $100530.08    | 0.04%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2024 D-1, Ref. RB                                                                    | CUSIP: 64972JCY2<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    210000 | PA      | $235942.43    | 0.10%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of) Public Facilities Authority                                                                                        | Minnesota (State of) Public Facilities Authority, Series 2023 A, RB                                                                                | CUSIP: 604115DH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $161242.76    | 0.07%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of) Economic Development Authority (ACTS Retirement-Life Community)                                                     | Delaware (State of) Economic Development Authority (ACTS Retirement-Life Community), Series 2023, RB                                               | CUSIP: 246371AD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81153.52     | 0.03%             | 2053-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Green Bonds)                                                                                    | New York State Urban Development Corp. (Green Bonds), Series 2023, Ref. RB                                                                         | CUSIP: 650036GZ3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    105000 | PA      | $117035.07    | 0.05%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2024 A, GO Bonds                                                                                                    | CUSIP: 20772KVD8<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    105000 | PA      | $116158.54    | 0.05%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Social Bonds)                                                                                                   | Connecticut (State of) (Social Bonds), Series 2024 C, Ref. GO Bonds                                                                                | CUSIP: 20772KWB1<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5547.92      | 0.00%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Garland Independent School District                                                                                                     | Garland Independent School District, Series 2023 A, GO Bonds                                                                                       | CUSIP: 366155Y78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $105262.85    | 0.04%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                                                                                   | Illinois State Toll Highway Authority, Series 2024, RB                                                                                             | CUSIP: 452252QJ1<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     40000 | PA      | $44117.31     | 0.02%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of) Public Facilities Authority                                                                                        | Minnesota (State of) Public Facilities Authority, Series 2023 B, Ref. RB                                                                           | CUSIP: 604115DV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $316925.42    | 0.13%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                         | Ohio (State of), Series 2023, Ref. GO Bonds                                                                                                        | CUSIP: 677523GM8<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     50000 | PA      | $56123.19     | 0.02%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                                                                                  | California Statewide Communities Development Authority, Series 2023, RB                                                                            | CUSIP: 13080SP81<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81011.58     | 0.03%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Finance Authority (Sharp Healthcare)                                                                       | California (State of) Public Finance Authority (Sharp Healthcare), Series 2024, RB                                                                 | CUSIP: 13057EHC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5681.38      | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2024 A, Ref. GO Bonds                                                                                      | CUSIP: 57582R5V4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    315000 | PA      | $351183.48    | 0.14%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferson (County of), AL                                                                                                               | Jefferson (County of), AL, Series 2024, Ref. RB                                                                                                    | CUSIP: 472682YZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $105165.81    | 0.04%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                     | Illinois (State of), Series 2024 A, RB                                                                                                             | CUSIP: 452227UF6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    150000 | PA      | $165731.79    | 0.07%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                   | Los Angeles (City of), CA Department of Water & Power, Series 2024 A, RB                                                                           | CUSIP: 544525T65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $639080.70    | 0.26%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Fairfax VA                                                                                                                    | County of Fairfax VA, Series 2024, GO Bonds                                                                                                        | CUSIP: 30382ANH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16894.24     | 0.01%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEA Water & Sewer System                                                                                                                | JEA Water & Sewer System, Series 2024 A, Ref. RB                                                                                                   | CUSIP: 46615SFA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5608.17      | 0.00%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lewisville Independent School District                                                                                                  | Lewisville Independent School District, Series 2024, GO Bonds                                                                                      | CUSIP: 52882PFR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $123402.95    | 0.05%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                   | New York (State of) Thruway Authority, Series 2024 P, Ref. RB                                                                                      | CUSIP: 650009Y98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $44475.51     | 0.02%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 1)                                                                                                     | Washington (State of) (Bid Group 1), Series 2024 C, GO Bonds                                                                                       | CUSIP: 93974ET22<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     75000 | PA      | $83176.39     | 0.03%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District                                                                                                     | East Bay Municipal Utility District, Series 2024 B, Ref. RB                                                                                        | CUSIP: 271014R38<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |     90000 | PA      | $102363.80    | 0.04%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Transportation Authority                                                                                            | Maryland (State of) Transportation Authority, Series 2024, Ref. RB                                                                                 | CUSIP: 574300PF0<br>LEI: 254900MKNK0MO0Z4X426 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22377.89     | 0.01%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2024 B, Ref. GO Bonds                                                                                      | CUSIP: 57582R6N1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     55000 | PA      | $62237.81     | 0.03%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority                                                                                  | New Jersey (State of) Educational Facilities Authority, Series 2024 A, GO Bonds                                                                    | CUSIP: 646067HF8<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    235000 | PA      | $262089.84    | 0.11%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                                                                                    | San Diego Community College District, Series 2024, GO Bonds                                                                                        | CUSIP: 797272SE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $85700.75     | 0.04%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Transportation Board (Transportation Capital)                                                                | Virginia (Commonwealth of) Transportation Board (Transportation Capital), Series 2024, Ref. RB                                                     | CUSIP: 927793Y45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $262312.38    | 0.11%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                    | Wisconsin (State of), Series 2024-1, Ref. GO Bonds                                                                                                 | CUSIP: 97705MJ48<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     65000 | PA      | $72465.58     | 0.03%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2024 C, GO Bonds                                                                                                    | CUSIP: 64966SAE6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    150000 | PA      | $166133.87    | 0.07%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Regional Transportation Authority                                                                                   | Illinois (State of) Regional Transportation Authority, Series 2000, RB                                                                             | CUSIP: 759911PX2<br>LEI: 549300FOIPI62F5YFO59 | Long             | DBT              | MUN               | US        |     30000 | PA      | $33379.16     | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                                                                                      | Austin Independent School District, Series 2024, GO Bonds                                                                                          | CUSIP: 052430WK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $279891.23    | 0.11%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2024, GO Bonds                                                                                                       | CUSIP: 13063EAE6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     90000 | PA      | $101764.54    | 0.04%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2024, Ref. GO Bonds                                                                                                  | CUSIP: 13063EAY2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22614.34     | 0.01%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV Department of Aviation                                                                                            | Clark (County of), NV Department of Aviation, Series 2024, RB                                                                                      | CUSIP: 18085PTG9<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27895.50     | 0.01%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hurst-Euless-Bedford Independent School District                                                                                        | Hurst-Euless-Bedford Independent School District, Series 2024, GO Bonds                                                                            | CUSIP: 447819JV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $558441.35    | 0.23%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                     | Metropolitan Transportation Authority (Green Bonds), Series 2024 A, Ref. RB                                                                        | CUSIP: 59261AY43<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    200000 | PA      | $224597.58    | 0.09%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Midland Independent School District                                                                                                     | Midland Independent School District, Series 2024, GO Bonds                                                                                         | CUSIP: 5977832Q1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $77478.01     | 0.03%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2024 D, GO Bonds                                                                                                    | CUSIP: 64966SBU9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     70000 | PA      | $77666.44     | 0.03%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                   | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2024, Ref. RB                                        | CUSIP: 64986DNR2<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16819.54     | 0.01%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2024 A, Ref. RB                                                                                    | CUSIP: 64990F5Z3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     75000 | PA      | $83565.65     | 0.03%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Transportation Commission                                                                                              | Texas (State of) Transportation Commission, Series 2024, Ref. GO Bonds                                                                             | CUSIP: 882830BQ4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27840.29     | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series R-2024C, Ref. GO Bonds                                                                                               | CUSIP: 93974EZ58<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     75000 | PA      | $84101.82     | 0.03%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Williamson (County of), TX                                                                                                              | Williamson (County of), TX, Series 2024, GO Notes                                                                                                  | CUSIP: 969888CS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $165968.45    | 0.07%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 411 Issaquah                                                                                            | King County School District No. 411 Issaquah, Series 2024, Ref. GO Bonds                                                                           | CUSIP: 4952246G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $332712.74    | 0.14%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2024, GO Bonds                                                                                                       | CUSIP: 13063EBV7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16960.76     | 0.01%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX                                                                                                                    | Dallas (City of), TX, Series 2024 B, Ref. GO Bonds                                                                                                 | CUSIP: 235219XH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27681.42     | 0.01%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX                                                                                                                    | Dallas (City of), TX, Series 2024 B, Ctfs. of Obligations                                                                                          | CUSIP: 235219YC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55362.84     | 0.02%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                                                                        | Energy Northwest, Series 2024, RB                                                                                                                  | CUSIP: 29270C5N1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $106294.97    | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                   | Houston (City of), TX, Series 2024, RB                                                                                                             | CUSIP: 44244CS65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $33733.95     | 0.01%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Property & Building Commission (No. 130)                                                                     | Kentucky (Commonwealth of) Property & Building Commission (No. 130), Series 2024 B, Ref. RB                                                        | CUSIP: 49151F3D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $72907.15     | 0.03%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                     | Los Angeles Unified School District, Series 2024 A, Ref. GO Bonds                                                                                  | CUSIP: 544647HM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $153146.48    | 0.06%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group)                                               | Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group), Series 2024 D, Ref. RB                                  | CUSIP: 56678PBW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $84119.72     | 0.03%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma (State of) Capitol Improvement Authority                                                                                       | Oklahoma (State of) Capitol Improvement Authority, Series 2024 A, Ref. RB                                                                          | CUSIP: 679088MV3<br>LEI: 549300LYHYBINTZ5AY71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $44580.20     | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                      | Board of Regents of the University of Texas System, Series 2024 A, Ref. RB                                                                         | CUSIP: 91514ALP8<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    120000 | PA      | $134458.69    | 0.05%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Centuity College and Equipment)                                             | Virginia (Commonwealth of) College Building Authority (21st Centuity College and Equipment), Series 2024, RB                                       | CUSIP: 92778VNY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $38746.14     | 0.02%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alaska (State of)                                                                                                                       | Alaska (State of), Series 2024 A, Ref. GO Bonds                                                                                                    | CUSIP: 0117705M2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $89565.19     | 0.04%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                  | Columbus (City of), OH, Series 2024, GO Bonds                                                                                                      | CUSIP: 1994926Z7<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     55000 | PA      | $61701.48     | 0.03%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Side Union High School District                                                                                                    | East Side Union High School District, Series 2024 B, GO Bonds                                                                                      | CUSIP: 275282SA0<br>LEI: 549300FHNKBG2V8ZLG85 | Long             | DBT              | MUN               | US        |     40000 | PA      | $45524.04     | 0.02%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority                                                                                                             | Great Lakes Water Authority, Series 2024 A, Ref. RB                                                                                                | CUSIP: 39081JGW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $117161.08    | 0.05%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                  | Harris (County of), TX, Series 2024, RB                                                                                                            | CUSIP: 41423PDH7<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16789.86     | 0.01%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Health & Educational Facilities Authority (Unitypoint Health)                                                      | Wisconsin (State of) Health & Educational Facilities Authority (Unitypoint Health), Series 2024 B, Ref. RB                                         | CUSIP: 45204FWV3<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     75000 | PA      | $82843.33     | 0.03%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                     | Illinois (State of), Series 2024 B, GO Bonds                                                                                                       | CUSIP: 452153JM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    250000 | PA      | $275190.33    | 0.11%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District                                                                                                  | Los Angeles Community College District, Series 2024, GO Bonds                                                                                      | CUSIP: 54438CC75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $97127.52     | 0.04%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                   | Los Angeles (City of), CA Department of Water & Power, Series 2024 B, Ref. RB                                                                      | CUSIP: 544525W87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $22228.89     | 0.01%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Atlanta Rapid Transit Authority (Green Bonds)                                                                              | Metropolitan Atlanta Rapid Transit Authority (Green Bonds), Series 2024 B, RB                                                                      | CUSIP: 591746BF8<br>LEI: 5493006NVWO3NVLK0F49 | Long             | DBT              | MUN               | US        |     85000 | PA      | $95218.29     | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                              | Miami-Dade (County of), FL, Series 2024 B, RB                                                                                                      | CUSIP: 59334DPB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $89804.97     | 0.04%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2024, RB                                                                             | CUSIP: 64972JHM3<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     80000 | PA      | $88951.90     | 0.04%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2024, RB                                                                                           | CUSIP: 65000BW95<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $33900.54     | 0.01%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA                                                                                                    | San Francisco (City & County of), CA, Series 2024 R-1, Ref. GO Bonds                                                                               | CUSIP: 79773KLV4<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |     75000 | PA      | $85320.88     | 0.03%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Snohomish County School District No. 15 Edmonds                                                                                         | Snohomish County School District No. 15 Edmonds, Series 2024, Ref. GO Bonds                                                                        | CUSIP: 833153VS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $169103.72    | 0.07%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant (County of), TX Regional Water District                                                                                         | Tarrant (County of), TX Regional Water District, Series 2024, Ref. RB                                                                              | CUSIP: 876443VL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $204972.43    | 0.08%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                                                                                    | Texas A&M University, Series 2024 A, RB                                                                                                            | CUSIP: 88213ATJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $72415.82     | 0.03%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas State University System                                                                                                           | Texas State University System, Series 2024, RB                                                                                                     | CUSIP: 88278PG99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5530.13      | 0.00%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wake (County of), NC                                                                                                                    | Wake (County of), NC, Series 2024 B, Ref. GO Bonds                                                                                                 | CUSIP: 930864JE4<br>LEI: 5493007XQJHO082P1H29 | Long             | DBT              | MUN               | US        |    130000 | PA      | $146336.44    | 0.06%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brevard County School District                                                                                                          | Brevard County School District, Series 2024 A, Ref. COP                                                                                            | CUSIP: 107431LK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $177901.01    | 0.07%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Horry County School District                                                                                                            | Horry County School District, Series 2024, GO Bonds                                                                                                | CUSIP: 440673K91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $88896.52     | 0.04%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kansas (State of) Department of Transportation                                                                                          | Kansas (State of) Department of Transportation, Series 2024 A, Ref. RB                                                                             | CUSIP: 485424SW6<br>LEI: 5493001635XK841MIO47 | Long             | DBT              | MUN               | US        |     25000 | PA      | $28038.78     | 0.01%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Turnpike Authority (Revitalizaton)                                                                           | Kentucky (Commonwealth of) Turnpike Authority (Revitalizaton), Series 2024, Ref. RB                                                                | CUSIP: 491552W68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $128017.11    | 0.05%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 1)                                                                                                   | Maryland (State of) (Bidding Group 1), Series 2024, GO Bonds                                                                                       | CUSIP: 574193WJ3<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     55000 | PA      | $61499.45     | 0.03%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                                                                            | Massachusetts Bay Transportation Authority Sales Tax Revenue, Series 2024, RB                                                                      | CUSIP: 575579T64<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |     60000 | PA      | $67531.00     | 0.03%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2024, GO Bonds                                                                                             | CUSIP: 57582R7H3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16786.42     | 0.01%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Industries Authority                                                                                                           | Oklahoma Industries Authority, Series 2024, RB                                                                                                     | CUSIP: 67910FAF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $22132.68     | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Department of Transportation                                                                                          | Oregon (State of) Department of Transportation, Series 2024, Ref. RB                                                                               | CUSIP: 68607DWX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $242364.40    | 0.10%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Raleigh (City of), NC                                                                                                                   | Raleigh (City of), NC, Series 2024, Ref. RB                                                                                                        | CUSIP: 751120FX9<br>LEI: 549300I7RPBIIRI16112 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11230.26     | 0.00%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2025A, GO Bonds                                                                                                      | CUSIP: 93974E2K1<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     40000 | PA      | $44854.30     | 0.02%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                    | Central Florida Expressway Authority, Series 2024, RB                                                                                              | CUSIP: 153476JK3<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |     60000 | PA      | $67054.53     | 0.03%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2024, GO Bonds                                                                                                      | CUSIP: 20772KXT1<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     75000 | PA      | $84116.33     | 0.03%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gainesville (City of) & Hall (County of), GA Hospital Authority (Northeast Georgia Health System, Inc.)                                 | Gainesville (City of) & Hall (County of), GA Hospital Authority (Northeast Georgia Health System, Inc.), Series 2024, RB                           | CUSIP: 362762QZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $339387.99    | 0.14%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2024 A, Ref. GO Bonds                                                                                               | CUSIP: 64966SFT8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    145000 | PA      | $162012.68    | 0.07%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2024, Ref. RB                                                                        | CUSIP: 64972JJM1<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    115000 | PA      | $129206.57    | 0.05%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2024, Ref. RB                                                                        | CUSIP: 64972JKA5<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     90000 | PA      | $101118.19    | 0.04%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                    | Wisconsin (State of), Series 2024-2, Ref. GO Bonds                                                                                                 | CUSIP: 97705ML86<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27871.38     | 0.01%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anaheim (City of), CA Housing & Public Improvements Authority                                                                           | Anaheim (City of), CA Housing & Public Improvements Authority, Series 2024 A, GO Bonds                                                             | CUSIP: 032556NT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $393135.61    | 0.16%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anaheim (City of), CA Housing & Public Improvements Authority                                                                           | Anaheim (City of), CA Housing & Public Improvements Authority, Series 2024 A, GO Bonds                                                             | CUSIP: 032556NU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $246514.82    | 0.10%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2024, Ref. GO Bonds                                                                                                  | CUSIP: 13063EDC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     30000 | PA      | $33856.86     | 0.01%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                           | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2024, RB                                                     | CUSIP: 23503CDS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $196206.05    | 0.08%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of)                                                                                                                    | Louisiana (State of), Series 2024 E, GO Bonds                                                                                                      | CUSIP: 546417KG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $117714.99    | 0.05%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                    | Minnesota (State of), Series 2024 A, GO Bonds                                                                                                      | CUSIP: 60412AL76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $50360.28     | 0.02%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                    | Minnesota (State of), Series 2024 B, GO Bonds                                                                                                      | CUSIP: 60412AP31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5595.59      | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                    | Minnesota (State of), Series 2024 D, Ref. GO Bonds                                                                                                 | CUSIP: 60412AS95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $111911.73    | 0.05%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Subseries 2024 C-1, GO Bonds                                                                                               | CUSIP: 64966SGU4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $33578.20     | 0.01%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                    | Triborough Bridge & Tunnel Authority, Series 2024 A-2, Ref. RB                                                                                     | CUSIP: 89602RMA0<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     95000 | PA      | $107591.67    | 0.04%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spring Independent School District                                                                                                      | Spring Independent School District, Series 2024 B, Ref. GO Bonds                                                                                   | CUSIP: 850001BL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55651.47     | 0.02%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Curators of the University of Missouri (The)                                                                                            | Curators of the University of Missouri (The), Series 2024, Ref. RB                                                                                 | CUSIP: 231266MV6<br>LEI: G0G4PRB87K0V5MXIV248 | Long             | DBT              | MUN               | US        |     35000 | PA      | $39406.48     | 0.02%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2024, GO Bonds                                                                                                        | CUSIP: 25476FD21<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     45000 | PA      | $50380.42     | 0.02%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                    | District of Columbia, Series 2024, GO Bonds                                                                                                        | CUSIP: 25476FH84<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11273.58     | 0.00%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Idaho State Building Authority                                                                                                          | Idaho State Building Authority, Series 2024 A, RB                                                                                                  | CUSIP: 451446AF5<br>LEI: 549300XZ1VJYPPKQZU06 | Long             | DBT              | MUN               | US        |    360000 | PA      | $401765.00    | 0.16%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                     | Illinois (State of), Series 2024, Ref. GO Bonds                                                                                                    | CUSIP: 452153KP3<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    230000 | PA      | $252081.40    | 0.10%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEA Electric System                                                                                                                     | JEA Electric System, Third Series 2024 A, Ref. RB                                                                                                  | CUSIP: 46613SRX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $123379.76    | 0.05%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Green Bonds)                                                                                       | Los Angeles Unified School District (Green Bonds), Series 2024 QRR, GO Bonds                                                                       | CUSIP: 544647HX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $34032.55     | 0.01%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of) Development Bank (Desoto County Mississippi Highway Refunding)                                                   | Mississippi (State of) Development Bank (Desoto County Mississippi Highway Refunding), Series 2024 A, Ref. RB                                      | CUSIP: 60534XWS1<br>LEI: 549300122LOI8CB50V38 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5512.73      | 0.00%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2024 C, RB                                                                           | CUSIP: 64972JLU0<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    370000 | PA      | $411402.56    | 0.17%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Power Authority (Green Bonds)                                                                                       | New York (State of) Power Authority (Green Bonds), Series 2024 A, RB                                                                               | CUSIP: 64989KLR5<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |    185000 | PA      | $211126.81    | 0.09%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                           | North Texas Tollway Authority, Series 2024 B, Ref. RB                                                                                              | CUSIP: 66285WS31<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11022.92     | 0.00%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                        | New York & New Jersey (States of) Port Authority, Two Hundred Forty Five Series 2024, Ref. RB                                                      | CUSIP: 73358XMM1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     40000 | PA      | $45191.86     | 0.02%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Power Generation Agency (Whelan Energy Center Unit 2)                                                                            | Public Power Generation Agency (Whelan Energy Center Unit 2), Series 2024, Ref. RB                                                                 | CUSIP: 744434FB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $33029.92     | 0.01%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                        | Texas (State of), Series 2024, Ref. GO Bonds                                                                                                       | CUSIP: 8827242E6<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    230000 | PA      | $258430.78    | 0.11%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA (Green Bonds)                                                                                                     | Atlanta (City of), GA (Green Bonds), Series 2024, RB                                                                                               | CUSIP: 047870ST8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $50580.35     | 0.02%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2024, Ref. GO Bonds                                                                                                  | CUSIP: 13063EHC3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     55000 | PA      | $62070.92     | 0.03%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL (O'Hare International Airport)                                                                                    | Chicago (City of), IL (O'Hare International Airport), Series 2024 D, Ref. RB                                                                       | CUSIP: 1675936L1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $137818.16    | 0.06%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                                                                            | Clark County School District, Series 2024, GO Bonds                                                                                                | CUSIP: 1810594R4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $33365.07     | 0.01%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clear Creek Independent School District                                                                                                 | Clear Creek Independent School District, Series 2024 A, Ref. GO Bonds                                                                              | CUSIP: 184541HK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $127285.30    | 0.05%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                    | State of Connecticut, Series 2024, GO Bonds                                                                                                        | CUSIP: 20772KYD5<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     40000 | PA      | $45052.87     | 0.02%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Property & Building Commission (No. 131)                                                                     | Kentucky (Commonwealth of) Property & Building Commission (No. 131), Series 2024 A, RB                                                             | CUSIP: 49151F3U2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $179313.15    | 0.07%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                       | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2024 A, Ref. RB                                                          | CUSIP: 54466HNY8<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     95000 | PA      | $107966.95    | 0.04%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                  | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2024 A, GO Bonds                                                    | CUSIP: 592112XH4<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |     80000 | PA      | $88576.39     | 0.04%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                     | Metropolitan Transportation Authority (Green Bonds), Series 2024 B, Ref. RB                                                                        | CUSIP: 59261A2Z9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    130000 | PA      | $145988.43    | 0.06%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade County Educational Facilities Authority                                                                                      | Miami-Dade County Educational Facilities Authority, Series 2024, RB                                                                                | CUSIP: 59333ANH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11000.70     | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                 | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2024, RB                                                           | CUSIP: 64972JMV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $428081.04    | 0.17%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2023 A-1, Ref. RB                                                                                  | CUSIP: 64990AVD4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $44634.16     | 0.02%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2021, Ref. RB                                                                                      | CUSIP: 64990KEE9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $38997.30     | 0.02%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                                                                        | New York State Thruway Authority, Series 2024, RB                                                                                                  | CUSIP: 6500092P7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55594.39     | 0.02%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                      | New York State Dormitory Authority, Series 2025, RB                                                                                                | CUSIP: 65000B6S2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11085.32     | 0.00%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                         | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2024 E, RB                                                 | CUSIP: 67766WT85<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    130000 | PA      | $146995.56    | 0.06%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) (Bid Group A)                                                                                            | Pennsylvania (Commonwealth of) (Bid Group A), Series 2024, GO Bonds                                                                                | CUSIP: 70914P3J9<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58716.68     | 0.02%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Water & Wastewater Revenue                                                                                      | City of Philadelphia PA Water & Wastewater Revenue, Series 2024, RB                                                                                | CUSIP: 7178933F6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $44680.04     | 0.02%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Springfield (City of), IL                                                                                                               | Springfield (City of), IL, Series 2024, Ref. RB                                                                                                    | CUSIP: 850578UA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $109350.89    | 0.04%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Colorado                                                                                                                  | University of Colorado, Series 2024, RB                                                                                                            | CUSIP: 91417NHY4<br>LEI: 549300HU7D08HY4MKX37 | Long             | DBT              | MUN               | US        |    125000 | PA      | $140727.13    | 0.06%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series R-2025B, Ref. GO Bonds                                                                                               | CUSIP: 93974E5F9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    110000 | PA      | $123126.80    | 0.05%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2024, Ref. GO Bonds                                                                                                  | CUSIP: 93974E5W2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    245000 | PA      | $274236.95    | 0.11%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nassau County Local Economic Assistance Corp.                                                                                           | Nassau County Local Economic Assistance Corp., Series 2024, RB                                                                                     | CUSIP: 63166LDQ1<br>LEI: 549300FCI13UFG0Y6Y37 | Long             | DBT              | MUN               | US        |     75000 | PA      | $83274.32     | 0.03%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2024 A-1, RB                                                                                                        | CUSIP: 207758S87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $94993.92     | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                                                                                | State of Connecticut Special Tax Revenue, Series 2024, RB                                                                                          | CUSIP: 207758T78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $117345.43    | 0.05%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                                                                                      | Conroe Independent School District, Series 2024, Ref. GO Bonds                                                                                     | CUSIP: 2084184J9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $199373.29    | 0.08%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX                                                                                                                    | Dallas (City of), TX, Series 2024 C, Ref. GO Bonds                                                                                                 | CUSIP: 235219YN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $171624.79    | 0.07%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lamar Consolidated Independent School District                                                                                          | Lamar Consolidated Independent School District, Series 2024, GO Bonds                                                                              | CUSIP: 513174Q96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5530.14      | 0.00%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District (Election of 2016)                                                                               | Los Angeles Community College District (Election of 2016), Series 2024, GO Bonds                                                                   | CUSIP: 54438CF31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $131407.82    | 0.05%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                   | Los Angeles (City of), CA Department of Water & Power, Series 2024 E, Ref. RB                                                                      | CUSIP: 544532NN0<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    180000 | PA      | $200060.05    | 0.08%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Bridge & Tunnel Enterprise                                                                                          | Colorado (State of) Bridge & Tunnel Enterprise, Series 2024 B, Ref. RB                                                                             | CUSIP: 19633WAC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $90497.48     | 0.04%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2024 G, GO Bonds                                                                                           | CUSIP: 57582TBE1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     30000 | PA      | $34009.18     | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Haven (City of), CT                                                                                                                 | New Haven (City of), CT, Series 2024, Ref. GO Bonds                                                                                                | CUSIP: 645021DN3<br>LEI: 549300U4OHEAZ124LQ06 | Long             | DBT              | MUN               | US        |    100000 | PA      | $110887.96    | 0.05%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                               | New Jersey (State of) Transportation Trust Fund Authority, Series 2024 CC, RB                                                                      | CUSIP: 64613CFR4<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    230000 | PA      | $256041.87    | 0.10%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                 | New York (State of) Dormitory Authority, Series 2024 B, Ref. RB                                                                                    | CUSIP: 64990AWB7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     65000 | PA      | $72530.50     | 0.03%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Poway Unified School District                                                                                                           | Poway Unified School District, Series 2025, GO Bonds                                                                                               | CUSIP: 738850TG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $51214.55     | 0.02%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cypress-Fairbanks Independent School District                                                                                           | Cypress-Fairbanks Independent School District, Series 2025, Ref. GO Bonds                                                                          | CUSIP: 232769QA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $149692.28    | 0.06%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Fairfax VA                                                                                                                    | County of Fairfax VA, Series 2025, GO Bonds                                                                                                        | CUSIP: 30382APC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $33788.49     | 0.01%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Idaho State Building Authority (School Modernization Facilities)                                                                        | Idaho State Building Authority (School Modernization Facilities), Series 2025, RB                                                                  | CUSIP: 451446AR9<br>LEI: 549300XZ1VJYPPKQZU06 | Long             | DBT              | MUN               | US        |    190000 | PA      | $212042.64    | 0.09%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Municipal Power Agency                                                                                               | Indiana (State of) Municipal Power Agency, Series 2025 A, Ref. RB                                                                                  | CUSIP: 454898YG6<br>LEI: AX0ZCCVOQ71Z4RXBL233 | Long             | DBT              | MUN               | US        |     35000 | PA      | $38589.09     | 0.02%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| School Board of Miami-Dade County (The)                                                                                                 | School Board of Miami-Dade County (The), Series 2025, COP                                                                                          | CUSIP: 59333MX26<br>LEI: 549300J3U4QVT6U3O129 | Long             | DBT              | MUN               | US        |     95000 | PA      | $105590.34    | 0.04%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (TBTA Capital Lockbox Fund)                                                                        | Triborough Bridge & Tunnel Authority (TBTA Capital Lockbox Fund), Series 2025, RB                                                                  | CUSIP: 896032AF6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     25000 | PA      | $28328.87     | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                | University of California, Series 2025, Ref. RB                                                                                                     | CUSIP: 91412HTQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $22401.50     | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Colorado                                                                                                                  | University of Colorado, Series 2025 B, Ref. RB                                                                                                     | CUSIP: 91417NKX2<br>LEI: 549300HU7D08HY4MKX37 | Long             | DBT              | MUN               | US        |     45000 | PA      | $50298.29     | 0.02%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                      | Board of Regents of the University of Texas System, Series 2025, RB                                                                                | CUSIP: 91514AMW2<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5602.45      | 0.00%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                   | Washington (State of), Series 2025 C, GO Bonds                                                                                                     | CUSIP: 93974E6L5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22180.37     | 0.01%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County Square Redevelopment Corp.                                                                                                       | County Square Redevelopment Corp., Series 2025, RB                                                                                                 | CUSIP: 22259PBW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $144667.94    | 0.06%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arlington Independent School District                                                                                                   | Arlington Independent School District, Series 2025, GO Bonds                                                                                       | CUSIP: 041827AG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $165784.40    | 0.07%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Auburn University                                                                                                                       | Auburn University, Series 2025, RB                                                                                                                 | CUSIP: 050589SS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11130.01     | 0.00%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                                                                                 | Bay Area Toll Authority, Series 2025, Ref. RB                                                                                                      | CUSIP: 072024E32<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     75000 | PA      | $84748.30     | 0.03%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guilford (County of), NC                                                                                                                | Guilford (County of), NC, Series 2025, GO Bonds                                                                                                    | CUSIP: 401784V83<br>LEI: 549300OUKUGQGH8RCL96 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16692.48     | 0.01%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston Independent School District                                                                                                     | Houston Independent School District, Series 2025 A, Ref. GO Bonds                                                                                  | CUSIP: 442403QL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $226572.01    | 0.09%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Humble Independent School District                                                                                                      | Humble Independent School District, Series 2025, GO Bonds                                                                                          | CUSIP: 445047NK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5522.15      | 0.00%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority (LCRA Transmission Services Corp.)                                                                       | Lower Colorado River Authority (LCRA Transmission Services Corp.), Series 2025, Ref. RB                                                            | CUSIP: 54811BP62<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     55000 | PA      | $61034.77     | 0.02%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri Joint Municipal Electric Utility Commission                                                                                    | Missouri Joint Municipal Electric Utility Commission, Series 2025, RB                                                                              | CUSIP: 606092QC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11201.61     | 0.00%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2025, RB                                                                             | CUSIP: 64972JPX0<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    210000 | PA      | $235942.43    | 0.10%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                 | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2025, RB                                                           | CUSIP: 64972JQN1<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    100000 | PA      | $112353.54    | 0.05%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                         | Ohio (State of), Series 2025, GO Bonds                                                                                                             | CUSIP: 677523KA9<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11263.73     | 0.00%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oxnard Union High School District                                                                                                       | Oxnard Union High School District, Series 2025, GO Bonds                                                                                           | CUSIP: 692039TX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $40538.77     | 0.02%             | 2030-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                            | Salt River Project Agricultural Improvement & Power District, Series 2025 B, Ref. RB                                                               | CUSIP: 79574CGT4<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    125000 | PA      | $138400.61    | 0.06%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Sanitary District Financing Authority                                                                                             | Union Sanitary District Financing Authority, Series 2025 A, RB                                                                                     | CUSIP: 90811QBZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $275796.79    | 0.11%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Washington                                                                                                                | University of Washington, Series 2025, RB                                                                                                          | CUSIP: 91523NZU3<br>LEI: T8YS5W0N70BYCTHPA429 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27779.35     | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                    | Wisconsin (State of), Series 2025, GO Bonds                                                                                                        | CUSIP: 97705MQ81<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    120000 | PA      | $133782.61    | 0.05%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tulsa County Independent School District No 11 Owasso                                                                                   | Tulsa County Independent School District No 11 Owasso, Series 2025, GO Bonds                                                                       | CUSIP: 899616HU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15953.27     | 0.01%             | 2030-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources (Central Valley)                                                                    | California (State of) Department of Water Resources (Central Valley), Series 2025, RB                                                              | CUSIP: 13067WTY8<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |     20000 | PA      | $23005.24     | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                  | New York (City of), NY, Series 2025, GO Bonds                                                                                                      | CUSIP: 64966SKG0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $44693.15     | 0.02%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                | University of California, Series 2025, RB                                                                                                          | CUSIP: 91412HUW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11200.75     | 0.00%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama (State of) Federal Aid Highway Finance Authority                                                                                | Alabama (State of) Federal Aid Highway Finance Authority, Series 2025, RB                                                                          | CUSIP: 010268DY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $118002.60    | 0.05%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, Ref. GO Bonds                                                                                                  | CUSIP: 13063EKK1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16209.50     | 0.01%             | 2030-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, GO Bonds                                                                                                       | CUSIP: 13063EKL9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1115396.53   | 0.46%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, GO Bonds                                                                                                       | CUSIP: 13063EKM7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1325000 | PA      | $1397475.12   | 0.57%             | 2036-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                     | State of California, Series 2020, GO Bonds                                                                                                         | CUSIP: 13063EKP0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5498.31      | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                     | State of California, Series 2020, GO Bonds                                                                                                         | CUSIP: 13063EKW5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     80000 | PA      | $90190.12     | 0.04%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, GO Bonds                                                                                                       | CUSIP: 13063EKX3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    310000 | PA      | $331969.05    | 0.14%             | 2034-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                     | State of California, Series 2020, GO Bonds                                                                                                         | CUSIP: 13063EKY1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26648.53     | 0.01%             | 2035-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, Ref. GO Bonds                                                                                                  | CUSIP: 13063EKZ8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     95000 | PA      | $103074.30    | 0.04%             | 2030-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2021, GO Bonds                                                                                                       | CUSIP: 13063ELD6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     70000 | PA      | $75346.25     | 0.03%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Forsyth GA                                                                                                                    | County of Forsyth GA, Series 2025, GO Bonds                                                                                                        | CUSIP: 346593JN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16680.29     | 0.01%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                     | Illinois (State of), Series 2025, RB                                                                                                               | CUSIP: 452227VA6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     85000 | PA      | $93878.18     | 0.04%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                                                                           | Kentucky State Property & Building Commission, Series 2025, RB                                                                                     | CUSIP: 49151F4R8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $199713.69    | 0.08%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana                                                                                                                      | State of Louisiana, Series 2025, GO Bonds                                                                                                          | CUSIP: 5464154J6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $44526.59     | 0.02%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                 | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2025, RB                                                           | CUSIP: 64972JSN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16853.03     | 0.01%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                      | New York State Dormitory Authority, Series 2025, RB                                                                                                | CUSIP: 64990KGB3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     75000 | PA      | $83565.65     | 0.03%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                         | Ohio (State of), Series 2025, GO Bonds                                                                                                             | CUSIP: 677523KL5<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    150000 | PA      | $166559.22    | 0.07%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                         | Ohio (State of), Series 2025, GO Bonds                                                                                                             | CUSIP: 677523LF7<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     55000 | PA      | $61455.76     | 0.03%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                                                                                   | Pennsylvania Economic Development Financing Authority, Series 2025, RB                                                                             | CUSIP: 70870JHE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $77250.89     | 0.03%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Racine Unified School District                                                                                                          | Racine Unified School District, Series 2025, GO Bonds                                                                                              | CUSIP: 750046SY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16568.67     | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                                                                                 | Permanent University Fund - Texas A&M University System, Series 2025, RB                                                                           | CUSIP: 8821178E7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27917.43     | 0.01%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                                                                                  | Permanent University Fund - University of Texas System, Series 2025, RB                                                                            | CUSIP: 915130BU1<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    130000 | PA      | $145284.82    | 0.06%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2020, Ref. GO Bonds                                                                                                  | CUSIP: 13063EKS4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5459.88      | 0.00%             | 2030-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                   | California (State of), Series 2021, GO Bonds                                                                                                       | CUSIP: 13063ELB0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5692.49      | 0.00%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) (Garvee)                                                                                                      | North Carolina (State of) (Garvee), Series 2025, Ref. RB                                                                                           | CUSIP: 658268FB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $72202.04     | 0.03%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                  | Connecticut (State of), Series 2025 A, GO Bonds                                                                                                    | CUSIP: 20772KZW2<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16657.76     | 0.01%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                    | State of Connecticut, Series 2025, GO Bonds                                                                                                        | CUSIP: 20772KC31<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     35000 | PA      | $39457.53     | 0.02%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                     | State of California, Series 2025, GO Bonds                                                                                                         | CUSIP: 13063ELT1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     65000 | PA      | $72652.20     | 0.03%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Green Bonds)                                                                                     | Illinois (State of) Finance Authority (Green Bonds), Series 2025, RB                                                                               | CUSIP: 45204FD93<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11158.20     | 0.00%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                                                                              | City of Los Angeles Department of Airports, Series 2025, RB                                                                                        | CUSIP: 5444455R6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $79464.41     | 0.03%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue                                                                      | City of San Francisco CA Public Utilities Commission Water Revenue, Series 2025, RB                                                                | CUSIP: 79771FFX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $114840.83    | 0.05%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Delaware                                                                                                                       | State of Delaware, Series 2025, GO Bonds                                                                                                           | CUSIP: 246381UL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27934.91     | 0.01%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gwinnett County School District                                                                                                         | Gwinnett County School District, Series 2025, GO Bonds                                                                                             | CUSIP: 403755Z20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $127720.17    | 0.05%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Union High School District No 210-Phoenix                                                                               | Maricopa County Union High School District No 210-Phoenix, Series 2025, GO Bonds                                                                   | CUSIP: 567505SP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $145570.71    | 0.06%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                                                                         | State of Oregon, Series 2025, GO Bonds                                                                                                             | CUSIP: 68609UNZ4<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     30000 | PA      | $33496.46     | 0.01%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palm Beach County School District                                                                                                       | Palm Beach County School District, Series 2025 A, Ref. COP                                                                                         | CUSIP: 696550M33<br>LEI: 549300J36FX8PM8L7086 | Long             | DBT              | MUN               | US        |     50000 | PA      | $55754.90     | 0.02%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kansas (State of) Department of Transportation                                                                                          | Kansas (State of) Department of Transportation, Series 2025 A, Ref. RB                                                                             | CUSIP: 485424TQ8<br>LEI: 5493001635XK841MIO47 | Long             | DBT              | MUN               | US        |     85000 | PA      | $95331.84     | 0.04%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Green Bonds)                                                                                       | Los Angeles Unified School District (Green Bonds), Series 2023, COP                                                                                | CUSIP: 544648WS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $85421.08     | 0.03%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Turnpike Authority                                                                                                | New Jersey (State of) Turnpike Authority, Series 2025 B, RB                                                                                        | CUSIP: 646140JM6<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    250000 | PA      | $276412.28    | 0.11%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Chattanooga TN Electric Revenue                                                                                                 | City of Chattanooga TN Electric Revenue, Series 2025, RB                                                                                           | CUSIP: 162393GU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $106677.44    | 0.04%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                                                                                | East Bay Municipal Utility District Water System Revenue, Series 2025, RB                                                                          | CUSIP: 271014T93<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |     90000 | PA      | $102363.80    | 0.04%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                                                                        | Energy Northwest, Series 2025, RB                                                                                                                  | CUSIP: 29270C6J9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $33566.83     | 0.01%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                                                                                   | Louisiana Public Facilities Authority, Series 2025, RB                                                                                             | CUSIP: 546399UQ7<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |     80000 | PA      | $87607.56     | 0.04%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                   | New York (City of), NY Transitional Finance Authority, Series 2025, RB                                                                             | CUSIP: 64972JTZ1<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    115000 | PA      | $129206.57    | 0.05%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                      | New York State Dormitory Authority, Series 2025, RB                                                                                                | CUSIP: 64985SDB6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $33900.54     | 0.01%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                      | New York State Dormitory Authority, Series 2025, RB                                                                                                | CUSIP: 64985SFL2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5583.49      | 0.00%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                                                                                 | Port Authority of New York & New Jersey, Series 2025, RB                                                                                           | CUSIP: 73358XPG1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16700.43     | 0.01%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA                                                                                                              | Philadelphia (City of), PA, Series 2025, GO Bonds                                                                                                  | CUSIP: 717813C56<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11124.28     | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Building Authority (Facilities Program)                                                                             | Michigan (State of) Building Authority (Facilities Program), Series 2025, RB                                                                       | CUSIP: 594615MX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $72259.21     | 0.03%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Municipal Water District                                                                                                    | North Texas Municipal Water District, Series 2025, RB                                                                                              | CUSIP: 662903H30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $22397.89     | 0.01%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Downtown Revitalization Public Infrastructure District                                                                                  | Downtown Revitalization Public Infrastructure District, Series 2025, RB                                                                            | CUSIP: 26118TAN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26906.25     | 0.01%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                                                                                 | Los Angeles Department of Water & Power, Series 2025, RB                                                                                           | CUSIP: 544532PY4<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     30000 | PA      | $33343.34     | 0.01%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Mexico                                                                                                                     | State of New Mexico, Series 2025, GO Bonds                                                                                                         | CUSIP: 647293TG4<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |     75000 | PA      | $83036.60     | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Mexico                                                                                                                     | State of New Mexico, Series 2025, GO Bonds                                                                                                         | CUSIP: 647293TH2<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5519.63      | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Mexico                                                                                                                     | State of New Mexico, Series 2025, GO Bonds                                                                                                         | CUSIP: 647293TJ8<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16516.65     | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Mexico                                                                                                                     | State of New Mexico, Series 2025, GO Bonds                                                                                                         | CUSIP: 647293TK5<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43884.06     | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                                                                            | Commonwealth of Pennsylvania, Series 2025, GO Bonds                                                                                                | CUSIP: 70914P4Q2<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27899.58     | 0.01%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Klein Independent School District                                                                                                       | Klein Independent School District, Series 2025, GO Bonds                                                                                           | CUSIP: 498531UV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11164.36     | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                                                                          | Lower Colorado River Authority, Series 2025, RB                                                                                                    | CUSIP: 54811GQ60<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5548.62      | 0.00%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Mexico Severance Tax Permanent Fund                                                                                        | State of New Mexico Severance Tax Permanent Fund, Series 2025, RB                                                                                  | CUSIP: 6473104W8<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $44615.25     | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Mexico Severance Tax Permanent Fund                                                                                        | State of New Mexico Severance Tax Permanent Fund, Series 2025, RB                                                                                  | CUSIP: 6473104Y4<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |    455000 | PA      | $505508.78    | 0.21%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Mexico Severance Tax Permanent Fund                                                                                        | State of New Mexico Severance Tax Permanent Fund, Series 2025, RB                                                                                  | CUSIP: 6473104Z1<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |     55000 | PA      | $60889.94     | 0.02%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Mexico Severance Tax Permanent Fund                                                                                        | State of New Mexico Severance Tax Permanent Fund, Series 2025, RB                                                                                  | CUSIP: 6473105A5<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11031.88     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Mexico Severance Tax Permanent Fund                                                                                        | State of New Mexico Severance Tax Permanent Fund, Series 2025, RB                                                                                  | CUSIP: 6473105B3<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43937.61     | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Medical Care Commission                                                                                                  | North Carolina Medical Care Commission, Series 2025, RB                                                                                            | CUSIP: 65821DZG9<br>LEI: 549300FH6KOXGCHQYG81 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11091.42     | 0.00%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University (The)                                                                                                     | Pennsylvania State University (The), Series 2025, RB                                                                                               | CUSIP: 7092353P8<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5600.92      | 0.00%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa Bay Water                                                                                                                         | Tampa Bay Water, Series 2025, RB                                                                                                                   | CUSIP: 875128JX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11267.49     | 0.00%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of Honolulu HI                                                                                                            | City & County of Honolulu HI, Series 2025, GO Bonds                                                                                                | CUSIP: 438687Q73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27972.36     | 0.01%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                 | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2025, RB                                                           | CUSIP: 64972JVR6<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     90000 | PA      | $100070.89    | 0.04%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                                                                        | New York State Thruway Authority, Series 2025, RB                                                                                                  | CUSIP: 650028C84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5562.83      | 0.00%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                                                                                | Public Finance Authority, Series 2025, RB                                                                                                          | CUSIP: 74442CFB5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    150000 | PA      | $164205.41    | 0.07%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Snohomish County Public Utility District No 1 Electric System Revenue                                                                   | Snohomish County Public Utility District No 1 Electric System Revenue, Series 2025, RB                                                             | CUSIP: 833102D29<br>LEI: 549300LU0VT11TQC1877 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11263.95     | 0.00%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Board of Regents                                                                                                                | Arizona Board of Regents, Series 2025, RB                                                                                                          | CUSIP: 040664NE0<br>LEI: 254900BLZ1MCZ5JLK411 | Long             | DBT              | MUN               | US        |     35000 | PA      | $39115.14     | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frisco Independent School District                                                                                                      | Frisco Independent School District, Series 2025, GO Bonds                                                                                          | CUSIP: 35880C6E9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $99686.65     | 0.04%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                                                                              | Illinois Finance Authority, Series 2025, RB                                                                                                        | CUSIP: 45204FR80<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22091.55     | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                       | State of Illinois, Series 2025, GO Bonds                                                                                                           | CUSIP: 452153NQ8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    145000 | PA      | $160524.18    | 0.07%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Jacksonville FL                                                                                                                 | City of Jacksonville FL, Series 2025, RB                                                                                                           | CUSIP: 469487WL2<br>LEI: 549300XQE0JVN9WV0J40 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5605.85      | 0.00%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                                                                                     | Los Angeles County Public Works Financing Authority, Series 2025, RB                                                                               | CUSIP: 54473EYV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $51628.86     | 0.02%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana Gasoline & Fuels Tax Revenue                                                                                         | State of Louisiana Gasoline & Fuels Tax Revenue, Series 2025, RB                                                                                   | CUSIP: 546475XE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27829.12     | 0.01%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                                                                          | Lower Colorado River Authority, Series 2025, RB                                                                                                    | CUSIP: 54811BS69<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     35000 | PA      | $38840.31     | 0.02%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                           | Commonwealth of Massachusetts, Series 2025, GO Bonds                                                                                               | CUSIP: 57582TEL2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11254.03     | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                                                                                | Massachusetts Development Finance Agency, Series 2025, RB                                                                                          | CUSIP: 57585BNM6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11118.81     | 0.00%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                     | City of New York NY, Series 2025, GO Bonds                                                                                                         | CUSIP: 64966SPX8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     85000 | PA      | $94972.95     | 0.04%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                                                                       | New York City Transitional Finance Authority Building Aid Revenue, Series 2025, RB                                                                 | CUSIP: 64972LAE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16884.30     | 0.01%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                                                                                 | Port Authority of New York & New Jersey, Series 2025, RB                                                                                           | CUSIP: 73358XQE5<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16992.95     | 0.01%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District                                                                                           | San Francisco Bay Area Rapid Transit District, Series 2025, GO Bonds                                                                               | CUSIP: 797661D77<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |     70000 | PA      | $79795.01     | 0.03%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                                                                                     | Wisconsin Health & Educational Facilities Authority, Series 2025, RB                                                                               | CUSIP: 97712JNQ2<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    235000 | PA      | $259630.80    | 0.11%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                                                                                 | Massachusetts School Building Authority, Series 2025, RB                                                                                           | CUSIP: 576000F24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16735.11     | 0.01%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                      | New York State Dormitory Authority, Series 2025, RB                                                                                                | CUSIP: 64990KHJ5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     60000 | PA      | $66852.52     | 0.03%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                     | State of California, Series 2025, GO Bonds                                                                                                         | CUSIP: 13063ENN2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     65000 | PA      | $73356.54     | 0.03%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                                                                            | Clark County School District, Series 2025, GO Bonds                                                                                                | CUSIP: 1810596R2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16682.53     | 0.01%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                                                                                      | City of Houston TX, Series 2025, GO Bonds                                                                                                          | CUSIP: 442332FJ6<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     55000 | PA      | $60848.80     | 0.02%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                   | Metropolitan Transportation Authority, Series 2025, RB                                                                                             | CUSIP: 59261A5V5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22459.76     | 0.01%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                                                                                      | State of Minnesota, Series 2025, GO Bonds                                                                                                          | CUSIP: 60412A2N2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $22382.35     | 0.01%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan State Hospital Finance Authority                                                                                               | Michigan State Hospital Finance Authority, Series 2010, RB                                                                                         | CUSIP: 59465HXM3<br>LEI: 54930011MIBQ2P7ZNM19 | Long             | DBT              | MUN               | US        |     65000 | PA      | $72255.22     | 0.03%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan State Hospital Finance Authority                                                                                               | Michigan State Hospital Finance Authority, Series 2010, RB                                                                                         | CUSIP: 59465HXN1<br>LEI: 54930011MIBQ2P7ZNM19 | Long             | DBT              | MUN               | US        |    175000 | PA      | $179290.18    | 0.07%             | 2047-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny County Sanitary Authority                                                                                                     | Allegheny County Sanitary Authority, Series 2025, RB                                                                                               | CUSIP: 017357S88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16874.30     | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama Special Care Facilities Financing Authority-Birmingham AL                                                                       | Alabama Special Care Facilities Financing Authority-Birmingham AL, Series 2025, RB                                                                 | CUSIP: 090929GQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $177052.35    | 0.07%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Water & Sewer Utility Revenue                                                                                      | County of Broward FL Water & Sewer Utility Revenue, Series 2025, RB                                                                                | CUSIP: 115117NP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $22488.41     | 0.01%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Enterprise Development Authority                                                                                             | California Enterprise Development Authority, Series 2025, RB                                                                                       | CUSIP: 13067RFY4<br>LEI: 549300544P6FSHU1HB46 | Long             | DBT              | MUN               | US        |     25000 | PA      | $28030.03     | 0.01%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                                                                                 | Los Angeles Department of Water & Power, Series 2025, RB                                                                                           | CUSIP: 544532QE7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |   1020000 | PA      | $1121108.52   | 0.46%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                     | City of New York NY, Series 2025, GO Bonds                                                                                                         | CUSIP: 64966SQS8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5605.85      | 0.00%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                      | New York State Dormitory Authority, Series 2025, RB                                                                                                | CUSIP: 64990AXF7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    110000 | PA      | $122743.93    | 0.05%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                                                                          | New Jersey Transportation Trust Fund Authority, Series 2025, RB                                                                                    | CUSIP: 64613CGY8<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27836.71     | 0.01%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                 | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2025, RB                                                           | CUSIP: 64972JWW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $133427.86    | 0.05%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                           | North Texas Tollway Authority, Series 2025, RB                                                                                                     | CUSIP: 66285WT63<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    100000 | PA      | $110306.70    | 0.05%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pearland Independent School District                                                                                                    | Pearland Independent School District, Series 2025, GO Bonds                                                                                        | CUSIP: 704880DK6<br>LEI: 549300UU8ZB6DL6OXQ09 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11068.29     | 0.00%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roanoke Economic Development Authority                                                                                                  | Roanoke Economic Development Authority, Series 2025, RB                                                                                            | CUSIP: 770082CJ2<br>LEI: 549300P5QQORJY0U4T83 | Long             | DBT              | MUN               | US        |    160000 | PA      | $177552.05    | 0.07%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                                                                               | Los Angeles Community College District/CA, Series 2025, GO Bonds                                                                                   | CUSIP: 54438CG22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $68560.60     | 0.03%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                                                                                    | County of Miami-Dade FL Water & Sewer System Revenue, Series 2025, RB                                                                              | CUSIP: 59334DQU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $22451.24     | 0.01%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                                                                                | State of Connecticut Special Tax Revenue, Series 2025, RB                                                                                          | CUSIP: 207758Y56<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5587.88      | 0.00%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EHOVE Joint Vocational School District                                                                                                  | EHOVE Joint Vocational School District, Series 2026, GO Bonds                                                                                      | CUSIP: 282407DG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $471985.90    | 0.19%             | 2061-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                 | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2026, RB                                                           | CUSIP: 64972JYW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5617.68      | 0.00%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                                                                           | State of Ohio, Series 2025, GO Bonds                                                                                                               | CUSIP: 677523QX3<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16850.58     | 0.01%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                   | Atlanta (City of), GA, Series 2004, RB                                                                                                             | CUSIP: 047870FC9<br>LEI: 549300GHLQ0J51NUBM84 | Long             | DBT              | MUN               | US        |    120000 | PA      | $139196.94    | 0.06%             | 2030-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL Waterworks Revenue                                                                                                   | City of Chicago IL Waterworks Revenue, Series 2001, RB                                                                                             | CUSIP: 167736SJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37752.56     | 0.02%             | 2030-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX Area Rapid Transit                                                                                                 | Dallas (City of), TX Area Rapid Transit, Series 2007, Ref. RB                                                                                      | CUSIP: 235241EZ5<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    310000 | PA      | $352666.94    | 0.14%             | 2030-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Detroit City School District                                                                                                            | Detroit City School District, Series 2005 A, Ref. GO Bonds                                                                                         | CUSIP: 251129Z39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $396736.89    | 0.16%             | 2030-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Long Beach (City of), CA Bond Finance Authority                                                                                         | Long Beach (City of), CA Bond Finance Authority, Series 2007 A, RB                                                                                 | CUSIP: 54241AAW3<br>LEI: 549300BKBZ5U7OZH3S21 | Long             | DBT              | MUN               | US        |    120000 | PA      | $135306.40    | 0.06%             | 2030-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Bay Transportation Authority                                                                            | Massachusetts (Commonwealth of) Bay Transportation Authority, Series 2006 A, RB                                                                    | CUSIP: 575577HX2<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |    120000 | PA      | $136301.53    | 0.06%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Bay Transportation Authority                                                                            | Massachusetts (Commonwealth of) Bay Transportation Authority, Series 2007 A-1, Ref. RB                                                             | CUSIP: 575579QB6<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |    205000 | PA      | $232848.45    | 0.10%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                         | Massachusetts (Commonwealth of), Series 2005, Ref. RB                                                                                              | CUSIP: 576002BN8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     70000 | PA      | $78457.16     | 0.03%             | 2030-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Water Resources Authority                                                                               | Massachusetts (Commonwealth of) Water Resources Authority, Series 2007 B, Ref. RB                                                                  | CUSIP: 576049W30<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |     95000 | PA      | $108126.89    | 0.04%             | 2030-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Turnpike Authority                                                                                                | New Jersey (State of) Turnpike Authority, Series 2005 A, Ref. RB                                                                                   | CUSIP: 646139B46<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     35000 | PA      | $39086.43     | 0.02%             | 2030-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sacramento (City of), CA Financing Authority (Westlake and Regency Park)                                                                | Sacramento (City of), CA Financing Authority (Westlake and Regency Park), Series 2006, Ref. RB                                                     | CUSIP: 785849VC1<br>LEI: 549300D8GE38KYE3NW14 | Long             | DBT              | MUN               | US        |    195000 | PA      | $216547.40    | 0.09%             | 2030-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| St. Louis (City of), MO                                                                                                                 | St. Louis (City of), MO, Series 2005, RB                                                                                                           | CUSIP: 791638VJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $277543.55    | 0.11%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Scottsdale Municipal Property Corp.                                                                                                     | Scottsdale Municipal Property Corp., Series 2006, Ref. RB                                                                                          | CUSIP: 810489JT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16165.99     | 0.01%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                                                                                  | Permanent University Fund - University of Texas System, Series 2007 B, Ref. RB                                                                     | CUSIP: 915115Y37<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    305000 | PA      | $343728.26    | 0.14%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Health Care Facilities Authority (Seattle Children's Hospital)                                                    | Washington (State of) Health Care Facilities Authority (Seattle Children's Hospital), Series 2015 B, Ref. RB                                       | CUSIP: 93978HMF9<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    250000 | PA      | $270847.75    | 0.11%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Invesco Exchange-Traded Self-Indexed Fund Trust

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Vice President