# EDGAR Filing Document

**Accession Number:** 0000357057
**File Stem:** 0000035402-25-000780
**Filing Date:** 2025-9
**Character Count:** 198050
**Document Hash:** de52cb60031a7aa632b38b5b4f8e12c1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-000780.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0000035402-25-000780

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY MASSACHUSETTS MUNICIPAL TRUST
- **CENTRAL INDEX KEY:** 0000357057

**ORGANIZATION NAME:**
- **EIN:** 042760270
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03361
- **FILM NUMBER:** 251349319

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY MASSACHUSETTS TAX FREE FUND MASS FREE
- **DATE OF NAME CHANGE:** 19831024

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY MASSACHUSETTS TAX EXEMPT MONEY MARKET TRUST
- **DATE OF NAME CHANGE:** 19830922

## Series and Classes Contracts Data

### Fidelity Massachusetts Municipal Income Fund (Series ID: S000007114)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000019443 | Fidelity Massachusetts Municipal Income Fund | FDMMX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Massachusetts Municipal Trust

- **b. Investment Company Act file number:** 811-03361

- **c. CIK number of Registrant:** 0000357057

- **d. LEI of Registrant:** ZR1HVIMXG23FFJ363I52

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity Massachusetts Municipal Income Fund

- **b. EDGAR series identifier (if any):** S000007114

- **c. LEI of Series:** B6VZK34VNT14F30GPO71

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

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1692005134.04

**Total Liabilities:** $4625500.23

**Net Assets:** $1687379633.81

**Cash Not Reported:** $180265.94

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 86220.76565500 | **1-Year:** 281183.50466200 | **5-Year:** 459331.84774900 | **10-Year:** 378877.86615250 | **30-Year:** 68231.84109250

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

- **3-Month:** 1949.87350742 | **1-Year:** 6960.73734054 | **5-Year:** 11966.26709649 | **10-Year:** 6760.08327920 | **30-Year:** 1206.76273600

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000019443 | -0.13%               | 0.59%                | -0.21%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8874.06                | $-5774557.41                               |
| Month 2  | $-199658.83              | $6718396.13                                |
| Month 3  | $-4638505.71             | $-4472472.77                               |

### 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 DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2030                                         | CUSIP: 57584YPY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1390672.53   | 0.08%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 2.125% 5/1/2051                                    | CUSIP: 575832Z86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1088729.60   | 0.06%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2040                                           | CUSIP: 575829NM4<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2135184.40   | 0.13%             | 2040-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASS BAY TRAN AUTH SLS TAX                             | MBTA SLS TAX 5.25% 7/1/2053                                        | CUSIP: 575579R25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8000000 | PA      | $8228920.00   | 0.49%             | 2053-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2042                                        | CUSIP: 57604TKA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5750000 | PA      | $5915451.65   | 0.35%             | 2042-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 5% 7/1/2031 @                                          | CUSIP: 575898DG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1322898.75   | 0.08%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 4/1/2048                                                  | CUSIP: 57582RN77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  21500000 | PA      | $15296207.25  | 0.91%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                           | MA HFA HSG REV 4% 6/1/2049                                         | CUSIP: 57587AR42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1132868.14   | 0.07%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MA GENERAL BRIGHM 24E1 Q=JP V1                                     | CUSIP: 57584Y8E2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000000.00   | 0.06%             | 2052-07-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 11/1/52                                                   | CUSIP: 57582R2F2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  32445000 | PA      | $32700517.35  | 1.94%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2036 @                                              | CUSIP: 575896SM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1720000 | PA      | $1742252.50   | 0.10%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2045                                         | CUSIP: 57584YN21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $919394.76    | 0.05%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORWOOD MA                                             | NORWOOD MA 2.125% 7/15/2030                                        | CUSIP: 669555XC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1020000 | PA      | $963147.75    | 0.06%             | 2030-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY RV                        | MASSACHUSET REV 5.25% 8/15/2043                                    | CUSIP: 57585BJY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5900000 | PA      | $5993447.15   | 0.36%             | 2043-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHARON MA                                              | SHARON MA 2% 2/15/2036                                             | CUSIP: 819649P65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $501120.41    | 0.03%             | 2036-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 10/1/2032                                        | CUSIP: 57584YPK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1495100.97   | 0.09%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMBRIDGE MA                                           | CAMBRIDGE MA 3% 2/15/2045                                          | CUSIP: 132286DH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3460000 | PA      | $2657960.58   | 0.16%             | 2045-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2031                                                | CUSIP: 575896YP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2630000 | PA      | $2861473.66   | 0.17%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2037                                         | CUSIP: 57584YR84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $977446.10    | 0.06%             | 2037-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2038                                         | CUSIP: 57584YR92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $667657.48    | 0.04%             | 2038-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 3% 8/15/2050                                           | CUSIP: 576000YZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5030000 | PA      | $3499242.74   | 0.21%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA SER H-1 5% 7/1/30                                           | CUSIP: 57584XDE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1801227.42   | 0.11%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MASS BLDG AUTH PROJ                         | UNIV MASS BLD 5% 11/1/2050                                         | CUSIP: 914440SB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4015000 | PA      | $3995328.51   | 0.24%             | 2050-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2035                                         | CUSIP: 57584Y7R4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1108092.50   | 0.07%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAINTREE MA                                           | BRAINTREE MA 3% 6/1/2035                                           | CUSIP: 1050254X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $316588.53    | 0.02%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA(SOUTH SHR HS,MA) 5% 7/1/29                                  | CUSIP: 57584XNH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1680000 | PA      | $1698972.24   | 0.10%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2036                                         | CUSIP: 57584YTQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1120000 | PA      | $1130304.56   | 0.07%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 4% 5/1/2041                                        | CUSIP: 5758324U1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $586531.13    | 0.03%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 4% 10/1/2032                                                | CUSIP: 57584X4K4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1247525.00   | 0.07%             | 2032-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2030 @                                              | CUSIP: 575896SF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1280000 | PA      | $1317823.49   | 0.08%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAYNARD MASS                                           | MAYNARD MASS 2.75% 2/15/2032                                       | CUSIP: 578422QA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $358869.01    | 0.02%             | 2032-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHEAST MET REGL VOCATIONALTECHNICAL SCH DIST MASS   | NORTHEAST MET R 3.25% 5/15/2043                                    | CUSIP: 664262DJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2165000 | PA      | $1779084.64   | 0.11%             | 2043-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIRGIN ISLANDS TRANSPORTATION and INFRASTRUCTURE CORP  | VIRGIN ILSD TRI 5% 9/1/2039                                        | CUSIP: 927686AQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    980000 | PA      | $1024672.32   | 0.06%             | 2039-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 5% 7/1/49@                                             | CUSIP: 575898DS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5620000 | PA      | $5465932.76   | 0.32%             | 2049-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMWLTH AQUEDUCT and SWR AUTH REV          | PR AQUEDUC 5% 7/1/2037                                             | CUSIP: 745160TG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3525000 | PA      | $3616713.10   | 0.21%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 4% 10/1/2030                                                | CUSIP: 57584XAJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $482066.65    | 0.03%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 11/1/2035                                        | CUSIP: 57584Y6K0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $707332.21    | 0.04%             | 2035-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA AGC 0% 1/1/42                                               | CUSIP: 57583RYA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $2207184.50   | 0.13%             | 2042-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BOSTON MASS                                            | BOSTON MA 5% 2/1/2032                                              | CUSIP: 100853L99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4765000 | PA      | $5442664.96   | 0.32%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2044                                                | CUSIP: 575896UH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5040841.00   | 0.30%             | 2044-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 0% 1/1/39                                                   | CUSIP: 57583RXX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3200000 | PA      | $1744572.48   | 0.10%             | 2039-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO HSG FIN AUTH                               | PR HFA 5% 12/1/2027                                                | CUSIP: 74526LFE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4435000 | PA      | $4668048.16   | 0.28%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2038                                         | CUSIP: 57584Y7U7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1065693.40   | 0.06%             | 2038-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 2% 9/1/2039                                                  | CUSIP: 57582RQ74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3465000 | PA      | $2449194.71   | 0.15%             | 2039-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2032 @                                        | CUSIP: 57563RTS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5280317.00   | 0.31%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2042                                         | CUSIP: 57584Y4H9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    740000 | PA      | $723889.53    | 0.04%             | 2042-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMBRIDGE MA                                           | CAMBRIDGE MA 3% 2/15/2040                                          | CUSIP: 132286DC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3465000 | PA      | $2933161.65   | 0.17%             | 2040-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2037                                         | CUSIP: 57584YG60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1275000 | PA      | $1329422.99   | 0.08%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 11/1/2040                                        | CUSIP: 57584Y6Q7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $885825.97    | 0.05%             | 2040-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUINCY MA                                              | QUINCY MASS 5% 7/15/2038                                           | CUSIP: 7485082E7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    940000 | PA      | $1019159.84   | 0.06%             | 2038-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2026 @                                        | CUSIP: 57563RQQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2430000 | PA      | $2470955.46   | 0.15%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 9/1/33                                          | CUSIP: 57584XKZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $485242.62    | 0.03%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 7/1/36                                          | CUSIP: 57584XJZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3021148.20   | 0.18%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2050                                         | CUSIP: 57584YN70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2135000 | PA      | $1665982.35   | 0.10%             | 2050-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2038@                                               | CUSIP: 575896VE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11275000 | PA      | $11446369.85  | 0.68%             | 2038-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOSTON MASS                                            | BOSTON MA 5% 2/1/2035                                              | CUSIP: 100853M49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6070000 | PA      | $6885750.34   | 0.41%             | 2035-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPORT MASS                                          | WESTPORT TWN MA 2% 11/1/2040                                       | CUSIP: 961369GY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1890000 | PA      | $1274352.16   | 0.08%             | 2040-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PLYMOUTH MA                                            | PLYMOUTH MA 2% 5/1/2037                                            | CUSIP: 729654WJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    640000 | PA      | $484213.38    | 0.03%             | 2037-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REVERE MASS                                            | REVERE MASS 3% 3/1/2031                                            | CUSIP: 761440B88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $427263.09    | 0.03%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAMBRIDGE MA                                           | CAMBRIDGE MA 3% 2/15/2044                                          | CUSIP: 132286DG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3460000 | PA      | $2696266.24   | 0.16%             | 2044-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 4/1/2040                                                  | CUSIP: 57582TCH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1603987.80   | 0.10%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 7/1/2039                                                  | CUSIP: 57582RD29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3460000 | PA      | $2942892.62   | 0.17%             | 2039-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | Mass DFA Southcst Hlth 5% 7/1/27                                   | CUSIP: 57583UTX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1301524.38   | 0.08%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2031                                                 | CUSIP: 57584X5B3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1580000 | PA      | $1621511.66   | 0.10%             | 2031-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHEAST MET REGL VOCATIONALTECHNICAL SCH DIST MASS   | NORTHEAST MET R 3.25% 5/15/2044                                    | CUSIP: 664262DK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2235000 | PA      | $1807093.83   | 0.11%             | 2044-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2037                                         | CUSIP: 57584Y7T0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1241416.38   | 0.07%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 7/1/32                                                | CUSIP: 57584XVM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1905000 | PA      | $1920513.18   | 0.11%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA(WGBH ED FND)/AGC 0% 1/1/37                                  | CUSIP: 57583RXV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1745000 | PA      | $1081346.84   | 0.06%             | 2037-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/37                                               | CUSIP: 57584XUV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2013034.40   | 0.12%             | 2037-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2042                                           | CUSIP: 575829NK8<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1047478.50   | 0.06%             | 2042-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA SER H-1 5% 7/1/32                                           | CUSIP: 57584XDG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000416.20   | 0.06%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2046                                         | CUSIP: 57584YG94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2795000 | PA      | $2306296.21   | 0.14%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TPK AUTH MET HWY SYS REV              | MASSACHUSETTS ST TPK AUTH MET HWY SYS REV CAP APPREC-SR-SER A      | CUSIP: 576018AK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12700000 | PA      | $11894431.38  | 0.70%             | 2028-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MA BLDG AUTH REV                            | UNIV MASS BLDG 5% 5/1/2036                                         | CUSIP: 914437TW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3400000 | PA      | $3545088.54   | 0.21%             | 2036-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 11/1/2038                                        | CUSIP: 57584Y6N4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    760000 | PA      | $803454.75    | 0.05%             | 2038-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2028                                                 | CUSIP: 57584XE80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1260000 | PA      | $1290890.16   | 0.08%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2034                                                 | CUSIP: 57584X5E7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1835000 | PA      | $1863076.60   | 0.11%             | 2034-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUINCY MA                                              | QUINCY MASS 2% 1/15/2046                                           | CUSIP: 748508WN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1755000 | PA      | $988659.77    | 0.06%             | 2046-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASS DFA SOUTHCST HLTH 4% 7/43                                     | CUSIP: 57583UTY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16000000 | PA      | $13720507.20  | 0.81%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2044                                           | CUSIP: 575829NR3<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2069147.20   | 0.12%             | 2044-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HLTH and ED FAC                       | MA MIT 01-J2 V1                                                    | CUSIP: 57585KSV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2460000 | PA      | $2460000.00   | 0.15%             | 2031-07-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ACTON and BOXBRGH MA RGL SCH DST                       | ACTON and BOXBRGH 2.25% 3/1/2045                                   | CUSIP: 005050HE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $281365.11    | 0.02%             | 2045-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2036 @                                              | CUSIP: 575896YU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2450000 | PA      | $2590969.82   | 0.15%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5.25% 10/1/2037                                     | CUSIP: 57584Y6E4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $537649.64    | 0.03%             | 2037-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA AGC 0% 1/1/41                                               | CUSIP: 57583RXZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $2363551.00   | 0.14%             | 2041-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 4% 5/1/2042                                        | CUSIP: 5758324V9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $506838.48    | 0.03%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA SER I 5% 7/1/2038                                  | CUSIP: 57584XMT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1002102.90   | 0.06%             | 2038-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOSTON MASS                                            | BOSTON MA 5% 2/1/2034                                              | CUSIP: 100853M31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5345000 | PA      | $6118384.09   | 0.36%             | 2034-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2033 @                                              | CUSIP: 575896SJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1274506.88   | 0.08%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DEV FIN AGY REV BOSTON UNIV-SER U-6C LOC JPMORGAN            | CUSIP: 57583RWB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6610000 | PA      | $6610000.00   | 0.39%             | 2042-10-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2037                                                 | CUSIP: 57584XQ61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $601861.26    | 0.04%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 8/1/2039                                                  | CUSIP: 57582R4W3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4325000 | PA      | $4602144.27   | 0.27%             | 2039-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 3/1/49                                                    | CUSIP: 57582RA97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3519883.00   | 0.21%             | 2049-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 1/1/2032                                                  | CUSIP: 57582RSC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5235583.50   | 0.31%             | 2032-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                           | MA HFA HSG REV 2.55% 12/1/2040                                     | CUSIP: 57587A5Y0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $732063.40    | 0.04%             | 2040-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANDOVER MA GO                                          | ANDOVER MA 2.125% 11/15/2050                                       | CUSIP: 034286DU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1030000 | PA      | $558176.26    | 0.03%             | 2050-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 1/1/2027 @                                        | CUSIP: 57563RLR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001790.00   | 0.06%             | 2027-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/31                                               | CUSIP: 57584XZT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1210937.88   | 0.07%             | 2031-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/37@                                                 | CUSIP: 575896TK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1122480.81   | 0.07%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 11/1/2047                                                 | CUSIP: 57582R2A3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1740000 | PA      | $1766514.64   | 0.10%             | 2047-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPORT MASS                                          | WESTPORT TWN MA 2.125% 11/1/2041                                   | CUSIP: 961369GZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1925000 | PA      | $1279461.45   | 0.08%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ESSEX MASS                                             | ESSEX MASS 2.75% 3/1/2047                                          | CUSIP: 297119CQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1190000 | PA      | $796327.18    | 0.05%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WORCESTER MA                                           | WORCESTER MA 5% 2/15/2034                                          | CUSIP: 981306L76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3720000 | PA      | $4132664.44   | 0.24%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 2/1/2048                                                  | CUSIP: 57582RW51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  38250000 | PA      | $27247984.20  | 1.61%             | 2048-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMWLTH                                    | PR ST 5.625% 7/1/2027                                              | CUSIP: 74514L3G0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $644184.31    | 0.04%             | 2027-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MA BLDG AUTH REV                            | UNIV MASS BLDG 5% 5/1/2037                                         | CUSIP: 914437TX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3200000 | PA      | $3319797.76   | 0.20%             | 2037-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2031 @                                        | CUSIP: 57563RTR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6515000 | PA      | $6929802.23   | 0.41%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMBRIDGE MA                                           | CAMBRIDGE MA 3% 2/15/2038                                          | CUSIP: 132286DA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3470000 | PA      | $3078423.69   | 0.18%             | 2038-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 11/1/2043                                                 | CUSIP: 57582R7B6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7940000 | PA      | $8216169.08   | 0.49%             | 2043-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHEAST MET REGL VOCATIONALTECHNICAL SCH DIST MASS   | NORTHEAST MET R 3.25% 5/15/2045                                    | CUSIP: 664262DL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2310000 | PA      | $1843550.25   | 0.11%             | 2045-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 10/1/2034                                                | CUSIP: 57584XH87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1425000 | PA      | $1432355.42   | 0.08%             | 2034-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2031 @                                        | CUSIP: 57563RTC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1063668.80   | 0.06%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2044                                         | CUSIP: 57584YTU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2079111.60   | 0.12%             | 2044-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 2/15/2044                                           | CUSIP: 576000WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11510000 | PA      | $11607050.02  | 0.69%             | 2044-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2040                                         | CUSIP: 57584YYE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7920000 | PA      | $6879567.82   | 0.41%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 4/1/2041                                                  | CUSIP: 57582TCJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4235664.40   | 0.25%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOSTON MASS                                            | BOSTON MA 5% 2/1/2040                                              | CUSIP: 100853M98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5373628.00   | 0.32%             | 2040-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 8/1/2037                                           | CUSIP: 575829FN1<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   4110000 | PA      | $4316904.39   | 0.26%             | 2037-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 5/1/2036                                                  | CUSIP: 57582RXD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4590326.00   | 0.27%             | 2036-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2045                                           | CUSIP: 576000YW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10045281.00  | 0.60%             | 2045-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | COMMONWLTH OF 5% 12/1/2037                                         | CUSIP: 57582TBM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  34000000 | PA      | $37082270.00  | 2.20%             | 2037-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/35                                                   | CUSIP: 57584XU41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2030070.20   | 0.12%             | 2035-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASHLAND MA                                             | ASHLAND MA 2% 1/15/2046                                            | CUSIP: 044357UD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $375324.17    | 0.02%             | 2046-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASS BAY TRAN AUTH SLS TAX                             | MBTA SLS TAX 5.25% 7/1/2052                                        | CUSIP: 575579W29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10550000 | PA      | $10922759.99  | 0.65%             | 2052-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2036                                           | CUSIP: 575829PD2<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5645116.50   | 0.33%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2027                                                 | CUSIP: 57584XE72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1178295.52   | 0.07%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2039                                           | CUSIP: 575829HX7<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |  12940000 | PA      | $13642643.29  | 0.81%             | 2039-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 2.875% 12/1/2051                                    | CUSIP: 57587GKG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2620844.80   | 0.16%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2039                                           | CUSIP: 575829NG7<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2475000 | PA      | $2690701.94   | 0.16%             | 2039-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2032                                                 | CUSIP: 57584XM32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1007366.60   | 0.06%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 1/1/2037                                                  | CUSIP: 57582RVU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10414683.00  | 0.62%             | 2037-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 9/1/2034                                                  | CUSIP: 57582RQ25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2185518.42   | 0.13%             | 2034-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 3% 10/1/2045                                        | CUSIP: 57584YD22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3355000 | PA      | $2433861.60   | 0.14%             | 2045-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2030 @                                        | CUSIP: 57563RUA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2230000 | PA      | $2377417.94   | 0.14%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2043                                        | CUSIP: 57604TKB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3067767.00   | 0.18%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WEYMOUTH MASS                                          | WEYMOUTH MASS 2% 9/15/2045                                         | CUSIP: 962201GP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $1755506.10   | 0.10%             | 2045-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOSTON MASS                                            | BOSTON MA 3% 4/1/2028                                              | CUSIP: 100853WX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4250000 | PA      | $4261109.93   | 0.25%             | 2028-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 7/1/30                                          | CUSIP: 57584XJX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2029520.60   | 0.12%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMBRIDGE MA                                           | CAMBRIDGE MA 3% 2/15/2041                                          | CUSIP: 132286DD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3460000 | PA      | $2866328.70   | 0.17%             | 2041-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 9/1/2031                                         | CUSIP: 57584YHD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1530000 | PA      | $1564444.43   | 0.09%             | 2031-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2033                                         | CUSIP: 57584YTC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2093582.20   | 0.12%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2032                                           | CUSIP: 576000YM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1639475.85   | 0.10%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2031 @                                              | CUSIP: 575896SG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1095000 | PA      | $1123167.45   | 0.07%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2049                                        | CUSIP: 57604THJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14600000 | PA      | $14576166.96  | 0.86%             | 2049-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2033                                         | CUSIP: 57584YQB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2337436.87   | 0.14%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACTON and BOXBRGH MA RGL SCH DST                       | ACTON and BOXBRGH 3% 3/1/2034                                      | CUSIP: 005050GT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1485000 | PA      | $1416341.47   | 0.08%             | 2034-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 10/1/2029                                        | CUSIP: 57584YBB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    735000 | PA      | $768971.70    | 0.05%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 4% 11/1/2036                                                 | CUSIP: 57582RG83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1506062.70   | 0.09%             | 2036-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2026@                                         | CUSIP: 57563RPD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3935000 | PA      | $3994173.74   | 0.24%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/32                                               | CUSIP: 57584XUN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1760000 | PA      | $1786567.02   | 0.11%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 11/15/2039                                          | CUSIP: 576000VC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1975000 | PA      | $1993528.66   | 0.12%             | 2039-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HINGHAM MA                                             | HINGHAM MA 3% 2/15/2038                                            | CUSIP: 433344VW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1615000 | PA      | $1413329.46   | 0.08%             | 2038-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2028 @                                        | CUSIP: 57563RTY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2280000 | PA      | $2380302.22   | 0.14%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2033                                           | CUSIP: 576000YN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1675000 | PA      | $1816383.90   | 0.11%             | 2033-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 4% 5/1/2040                                        | CUSIP: 5758324T4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $955275.60    | 0.06%             | 2040-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST/AMBAC 5.5% 8/1/30                                            | CUSIP: 57582NUZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2236416.00   | 0.13%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2051                                         | CUSIP: 57584YL64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2160000 | PA      | $1664242.20   | 0.10%             | 2051-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASS BAY TRAN AUTH SLS TAX                             | MBTA SLS TAX 0% 7/1/2032                                           | CUSIP: 575579ZS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9275000 | PA      | $7241792.01   | 0.43%             | 2032-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ATTLEBORO MASS                                         | ATTLEB MA 3% 10/15/2036                                            | CUSIP: 0498434U6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2630000 | PA      | $2355171.84   | 0.14%             | 2036-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2029                                                 | CUSIP: 57584X4Z1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1435000 | PA      | $1480958.89   | 0.09%             | 2029-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 4% 7/1/2044 @                                          | CUSIP: 575898DR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8435000 | PA      | $7309956.57   | 0.43%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2034                                         | CUSIP: 57584YG37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1384611.93   | 0.08%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 6/1/2050                                         | CUSIP: 57587GMV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1559171.55   | 0.09%             | 2050-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWTON MA                                              | NEWTON MA 3% 4/1/2033                                              | CUSIP: 6530637C5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $528032.79    | 0.03%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANDOVER MA GO                                          | ANDOVER MA 2% 11/15/2045                                           | CUSIP: 034286DP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1030000 | PA      | $599433.01    | 0.04%             | 2045-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2029                                                | CUSIP: 575896NX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4205000 | PA      | $4210590.55   | 0.25%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/29                                               | CUSIP: 57584XZR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3120000 | PA      | $3160042.70   | 0.19%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MA BLDG AUTH REV                            | UNIV MASS BLDG 5% 5/1/2038                                         | CUSIP: 914437TY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3094192.80   | 0.18%             | 2038-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 7/1/2037                                                  | CUSIP: 57582TDC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1105804.00   | 0.07%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 12/1/2026                                        | CUSIP: 57587GDV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $128914.74    | 0.01%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST WTR RES AUTH                          | MA WTR 5% 8/1/2041                                                 | CUSIP: 576051XJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3155000 | PA      | $3246312.96   | 0.19%             | 2041-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY RV                        | MASSACHUSET REV 5% 7/1/2034                                        | CUSIP: 57585BBP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1408851.38   | 0.08%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 12/1/2028                                        | CUSIP: 57587GDZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $245634.66    | 0.01%             | 2028-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FING CORP SALES TAX REV          | PR SALES TAX 0% 7/1/2031                                           | CUSIP: 74529JQE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5010000 | PA      | $3990185.44   | 0.24%             | 2031-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 4/1/2037                                                 | CUSIP: 57584X3D1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1520136.15   | 0.09%             | 2037-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH HADLEY MASS                                      | S HADLEY MA 2% 1/15/2037                                           | CUSIP: 838124UF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $267572.90    | 0.02%             | 2037-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MA DEPT TRANSN MET HWY SYS REV                         | MA DOT MHS 5% 1/1/2037                                             | CUSIP: 57563CEU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2086854.80   | 0.12%             | 2037-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 4% 5/1/2036                                        | CUSIP: 5758324P2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $605991.84    | 0.04%             | 2036-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSTON MASS                                            | BOSTON MA 5% 2/1/2039                                              | CUSIP: 100853M80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12640000 | PA      | $13755453.46  | 0.82%             | 2039-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2039                                                | CUSIP: 575896VS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1183445.66   | 0.07%             | 2039-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2032                                                 | CUSIP: 57584X5C1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1665000 | PA      | $1702308.99   | 0.10%             | 2032-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY RV                        | MASSACHUSET REV 5% 3/1/2034                                        | CUSIP: 57585BAA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4230000 | PA      | $4730655.19   | 0.28%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 4% 7/1/2041                                              | CUSIP: 57584XB91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    865000 | PA      | $783210.44    | 0.05%             | 2041-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2029 @                                        | CUSIP: 57563RRM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1950000 | PA      | $2051995.73   | 0.12%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2029 @                                        | CUSIP: 57563RSF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1825000 | PA      | $1920457.54   | 0.11%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2030 @                                        | CUSIP: 57563RSG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1185857.10   | 0.07%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 10/1/2035                                                | CUSIP: 57584XH95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1495000 | PA      | $1500884.92   | 0.09%             | 2035-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 10/1/2043                                        | CUSIP: 57584Y6H7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1546444.55   | 0.09%             | 2043-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2029 @                                        | CUSIP: 57563RQT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4035000 | PA      | $4246052.69   | 0.25%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2032@                                         | CUSIP: 57563RUC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2655563.50   | 0.16%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE WIND PWR COOP CORP MASS REV                  | BERKSHIRE WIND 5% 7/1/2026                                         | CUSIP: 084719BA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    925000 | PA      | $944813.32    | 0.06%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 5% 7/1/2034@                                           | CUSIP: 575898DK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1303659.50   | 0.08%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOSTON MASS                                            | BOSTON MA 5% 2/1/2033                                              | CUSIP: 100853M23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4601438.80   | 0.27%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/27                                                   | CUSIP: 57584XL66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2085000 | PA      | $2125829.10   | 0.13%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2033                                                 | CUSIP: 57584X5D9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1745000 | PA      | $1777745.45   | 0.11%             | 2033-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SPL OBLIG DEDICATED TAX REV           | MASSACHUSETTS ST SPL OBLIG DEDICATED TAX REV FGIC                  | CUSIP: 576002BP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14770000 | PA      | $16545234.36  | 0.98%             | 2034-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LYNN MA WTR and SWR COMMN GEN                          | LYNN MASS WTR and SWR COMMN GEN REV SER A MBIA                     | CUSIP: 551592DV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $440308.97    | 0.03%             | 2032-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2028                                         | CUSIP: 57584YF61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $369073.22    | 0.02%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5.25% 1/1/2033                                               | CUSIP: 57582RVP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  21110000 | PA      | $22639598.94  | 1.34%             | 2033-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2030 @                                              | CUSIP: 575896TC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $770108.63    | 0.05%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMBRIDGE MA                                           | CAMBRIDGE MA 3% 2/15/2043                                          | CUSIP: 132286DF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3460000 | PA      | $2745989.56   | 0.16%             | 2043-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2045                                           | CUSIP: 575829NS1<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1546107.60   | 0.09%             | 2045-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGIN ISLANDS TRANSPORTATION and INFRASTRUCTURE CORP  | VIRGIN ILSD TRI 5% 9/1/2034                                        | CUSIP: 927686AK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2185000 | PA      | $2391512.43   | 0.14%             | 2034-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 11/1/2050                                                 | CUSIP: 57582RK47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  23480000 | PA      | $23485466.14  | 1.39%             | 2050-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2037                                         | CUSIP: 57584Y4G1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $821321.68    | 0.05%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/33                                               | CUSIP: 57584XZV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1235000 | PA      | $1241951.32   | 0.07%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2049                                         | CUSIP: 57584YTV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7250000 | PA      | $6476620.75   | 0.38%             | 2049-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 9/1/36                                          | CUSIP: 57584XLC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $320811.62    | 0.02%             | 2036-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2038                                                 | CUSIP: 57584XF63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10850000 | PA      | $10923865.72  | 0.65%             | 2038-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 3/1/2047                                                  | CUSIP: 57582RA71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5810000 | PA      | $4187612.11   | 0.25%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY RV                        | MASSACHUSET REV 5.25% 1/1/2043                                     | CUSIP: 57585BDX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1480000 | PA      | $1496981.96   | 0.09%             | 2043-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 11/1/2042                                        | CUSIP: 57584Y6S3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $973396.32    | 0.06%             | 2042-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2039                                         | CUSIP: 57584YYD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2455000 | PA      | $2173394.81   | 0.13%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 2.30% 6/1/44                                        | CUSIP: 57587GFR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $963415.50    | 0.06%             | 2044-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5.25% 10/1/2052                                              | CUSIP: 57582RY42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1690000 | PA      | $1742929.79   | 0.10%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2049@                                               | CUSIP: 575896VH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2428134.25   | 0.14%             | 2049-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 9/1/2027                                         | CUSIP: 57584YGZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1038354.44   | 0.06%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2028                                                | CUSIP: 575896NP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3004350.00   | 0.18%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                           | MA HFA 3.7% 12/1/2038                                              | CUSIP: 57586NZ61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $457143.45    | 0.03%             | 2038-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2041                                           | CUSIP: 575829HZ2<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2071921.60   | 0.12%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DENNIS and YARMOUTH MA REGL SCH DIST                   | DNNS and YARMTH SD 2.375% 10/1/2051                                | CUSIP: 248613JH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7345000 | PA      | $4180820.27   | 0.25%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2030                                                 | CUSIP: 57584XF22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1390000 | PA      | $1420716.92   | 0.08%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | Mass DFA Southcst Hlth 4% 7/1/32                                   | CUSIP: 57583UTZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2050000 | PA      | $2045890.78   | 0.12%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5.25% 10/1/2039                                     | CUSIP: 57584Y6G9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    580000 | PA      | $556697.34    | 0.03%             | 2039-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 7/1/2035                                                  | CUSIP: 57582RC61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2804022.30   | 0.17%             | 2035-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2032@                                               | CUSIP: 575896UY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2700000 | PA      | $2828728.17   | 0.17%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2033 @                                        | CUSIP: 57563RTT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6500000 | PA      | $6866209.35   | 0.41%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HLTH and ED FAC                       | MA MUS FINE ART 07A1 Q=BA V1                                       | CUSIP: 57586CV69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5040000 | PA      | $5040000.00   | 0.30%             | 2037-12-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASS MA SER I 5% 7/1/31                                            | CUSIP: 57584XNK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2522126.50   | 0.15%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2031                                         | CUSIP: 57584YPZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1383961.14   | 0.08%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMWLTH                                    | PR ST 5.75% 7/1/2031                                               | CUSIP: 74514L3J4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4525000 | PA      | $4912383.89   | 0.29%             | 2031-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA SER H-1 5% 7/1/29                                           | CUSIP: 57584XDD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3750000 | PA      | $3752978.25   | 0.22%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2038                                                | CUSIP: 575896VR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2125000 | PA      | $2256526.24   | 0.13%             | 2038-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2041@                                               | CUSIP: 575896YH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1940000 | PA      | $1963717.66   | 0.12%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/51                                                  | CUSIP: 575896XN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5740000 | PA      | $5743799.31   | 0.34%             | 2051-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHEAST MET REGL VOCATIONALTECHNICAL SCH DIST MASS   | NORTHEAST MET R 3.25% 5/15/2042                                    | CUSIP: 664262DH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2095000 | PA      | $1754694.28   | 0.10%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIDDLEBOROUGH MA                                       | MDLBRGH MA 2.125% 10/1/2045                                        | CUSIP: 596051WQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4420000 | PA      | $2644754.74   | 0.16%             | 2045-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IPSWICH MA                                             | IPSWICH MA 2% 10/1/2038                                            | CUSIP: 462632A26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $326242.58    | 0.02%             | 2038-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTPORT MASS                                          | WESTPORT TWN MA 2.25% 11/1/2043                                    | CUSIP: 961369HB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2010000 | PA      | $1283530.93   | 0.08%             | 2043-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 7/1/29                                          | CUSIP: 57584XJW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2031634.40   | 0.12%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 01/01/30                                         | CUSIP: 57584YEZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10328.57     | 0.00%             | 2030-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2032                                         | CUSIP: 57584YQA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2041791.80   | 0.12%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2037                                           | CUSIP: 576000YS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1473591.56   | 0.09%             | 2037-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2044                                         | CUSIP: 57584YAG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $5884640.30   | 0.35%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 4% 10/1/2027                                                | CUSIP: 57584X4J7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $353096.73    | 0.02%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TISBURY MA                                             | TISBURY MA 4% 8/15/2040                                            | CUSIP: 888240FS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1995000 | PA      | $1888175.73   | 0.11%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 7/1/29                                                | CUSIP: 57584XVJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1660506.23   | 0.10%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 12/1/2034                                                | CUSIP: 57584XNV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1014008.50   | 0.06%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2034                                                 | CUSIP: 57584X8R5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $772888.58    | 0.05%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE WIND PWR COOP CORP MASS REV                  | BERKSHIRE WIND 5% 7/1/2030                                         | CUSIP: 084719BE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $499453.73    | 0.03%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 4/1/2033                                                 | CUSIP: 57584X2Y6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10145000 | PA      | $10443769.24  | 0.62%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2037                                           | CUSIP: 575829PE0<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   6500000 | PA      | $7244532.10   | 0.43%             | 2037-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2033                                                | CUSIP: 575896XZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3440000 | PA      | $3683831.67   | 0.22%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2044                                        | CUSIP: 57604TKZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $15466026.00  | 0.92%             | 2044-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LUDLOW MASS                                            | LUDLOW MA 3% 2/1/2049                                              | CUSIP: 549696SG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1945000 | PA      | $1346710.03   | 0.08%             | 2049-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 4% 11/1/2041                                                 | CUSIP: 57582RH74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3753537.20   | 0.22%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 1/1/31                                                | CUSIP: 57584XC74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5084.40      | 0.00%             | 2031-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 5/1/48                                                    | CUSIP: 57582R2Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7055000 | PA      | $7155209.22   | 0.42%             | 2048-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 9/1/2049                                                  | CUSIP: 57582RR99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  50000000 | PA      | $50516675.00  | 2.99%             | 2049-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 3/1/2039                                                  | CUSIP: 57582R6E1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5075000 | PA      | $5439192.15   | 0.32%             | 2039-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2040                                           | CUSIP: 575829HC3<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   4750000 | PA      | $4950883.68   | 0.29%             | 2040-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 10/1/2028                                        | CUSIP: 57584YBA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $487995.51    | 0.03%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2041                                           | CUSIP: 575829NN2<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   4530000 | PA      | $4789778.74   | 0.28%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA(PARTNERS HLTH) 5% 7/1/32                                    | CUSIP: 57584X8P9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    985000 | PA      | $1023831.85   | 0.06%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2034 @                                              | CUSIP: 575896TG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5605000 | PA      | $5804115.38   | 0.34%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKLINE MA                                           | BROOKLINE MA 1.625% 2/15/2033                                      | CUSIP: 1137457K3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $1878452.33   | 0.11%             | 2033-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2041                                        | CUSIP: 57604TJH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6113823.60   | 0.36%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 10/1/2025 Q                                      | CUSIP: 57584YNN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1965000 | PA      | $1972952.16   | 0.12%             | 2025-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 7/1/2048                                                  | CUSIP: 57582RD60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11025000 | PA      | $11030522.42  | 0.65%             | 2048-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 4/1/2034                                                 | CUSIP: 57584X3A7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2563439.25   | 0.15%             | 2034-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 5/1/2039                                                  | CUSIP: 57582R7P5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1071352.60   | 0.06%             | 2039-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | COMMONWLTH OF 5% 12/1/2036                                         | CUSIP: 57582TBL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19000000 | PA      | $20942216.10  | 1.24%             | 2036-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPORT MASS                                          | WESTPORT TWN MA 2.25% 11/1/2045                                    | CUSIP: 961369HD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2100000 | PA      | $1280385.54   | 0.08%             | 2045-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTPORT MASS                                          | WESTPORT TWN MA 2.375% 11/1/2049                                   | CUSIP: 961369HH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3745000 | PA      | $2195310.39   | 0.13%             | 2049-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/30                                               | CUSIP: 57584XZS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1112026.74   | 0.07%             | 2030-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | COMMONWLTH OF 5% 12/1/2038                                         | CUSIP: 57582TBN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8000000 | PA      | $8635140.80   | 0.51%             | 2038-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2033 @                                              | CUSIP: 575896TF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4085000 | PA      | $4257733.41   | 0.25%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 4/1/2044                                                  | CUSIP: 57582RJM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2050000 | PA      | $1554136.16   | 0.09%             | 2044-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 10/1/2033                                        | CUSIP: 57584YPL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1935000 | PA      | $2041893.66   | 0.12%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FALL RIVER MA                                          | FALL RIVER MA 2% 12/1/2032                                         | CUSIP: 306297W73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $439664.20    | 0.03%             | 2032-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2050                                         | CUSIP: 57584YH28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6700000 | PA      | $6392624.77   | 0.38%             | 2050-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUINCY MA                                              | QUINCY MASS 5% 7/15/2037                                           | CUSIP: 7485082D9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    690000 | PA      | $756202.74    | 0.04%             | 2037-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOMERVILLE MA                                          | SOMERVILLE MA 3.375% 6/1/2043                                      | CUSIP: 835240Z21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $201203.55    | 0.01%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2042                                        | CUSIP: 57604TJJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15370000 | PA      | $15744104.26  | 0.93%             | 2042-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2031 @                                        | CUSIP: 57563RSH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1595503.20   | 0.09%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RIB FLOATER TRUST VARIOUS STS                          | MA MF HSG BC22-021 Q=BC D1                                         | CUSIP: 76252PUD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5345000 | PA      | $5345000.00   | 0.32%             | 2058-06-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/36@                                                 | CUSIP: 575896TJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1995000 | PA      | $2045666.82   | 0.12%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEV FIN AGY SR LIVING REV                | MA DEV FIN AG 6.50% 7/15/2060                                      | CUSIP: 57563WAC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4784987.00   | 0.28%             | 2060-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HSG FIN AGY                              | MA ST HSG FIN A 4% 12/1/2027                                       | CUSIP: 57586VBE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9000000 | PA      | $9070715.70   | 0.54%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 4/1/2049                                                  | CUSIP: 57582RN85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13500000 | PA      | $9497918.25   | 0.56%             | 2049-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONCORD and CARLISLE MASS REGL SCH DIST                | CONCORD and CARLI 2% 6/15/2036                                     | CUSIP: 206165JV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $886329.23    | 0.05%             | 2036-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 6/1/2028                                         | CUSIP: 57587GDY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $79403.86     | 0.00%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IPSWICH MA                                             | IPSWICH MA 2% 10/1/2036                                            | CUSIP: 462632ZY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $328423.54    | 0.02%             | 2036-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5.25% 10/1/2038                                     | CUSIP: 57584Y6F1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $535479.18    | 0.03%             | 2038-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGIN ISLANDS TRANSPORTATION and INFRASTRUCTURE CORP  | VIRGIN ILSD TRI 5% 9/1/2037                                        | CUSIP: 927686AN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1235000 | PA      | $1316746.13   | 0.08%             | 2037-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2034                                           | CUSIP: 576000YP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3231098.10   | 0.19%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA SER H-1 5% 7/1/33                                           | CUSIP: 57584XDH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000293.60   | 0.06%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 5% 5/1/2032                                        | CUSIP: 5758324K3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $679900.80    | 0.04%             | 2032-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MA BLDG AUTH REV                            | UNIV MASS BLDG 5% 5/1/2035                                         | CUSIP: 914437TV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2096022.20   | 0.12%             | 2035-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 5% 7/1/2032 @                                          | CUSIP: 575898DH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $526655.15    | 0.03%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOWELL MA                                              | LOWELL MA 2% 9/1/2038                                              | CUSIP: 547647RL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1340000 | PA      | $976537.73    | 0.06%             | 2038-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2039 @                                              | CUSIP: 575896VF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5053882.50   | 0.30%             | 2039-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2036                                         | CUSIP: 57584YG52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $498760.12    | 0.03%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2030                                         | CUSIP: 57584YF87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $243227.86    | 0.01%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA SER H-1 5% 7/1/31                                           | CUSIP: 57584XDF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1190000 | PA      | $1190653.31   | 0.07%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2032 @                                              | CUSIP: 575896SH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1370000 | PA      | $1400558.26   | 0.08%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 9/1/2029                                         | CUSIP: 57584YHB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1390000 | PA      | $1435106.47   | 0.09%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 6/1/2029                                         | CUSIP: 57587GEA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $107334.07    | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2042                                           | CUSIP: 575829NP7<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1480000 | PA      | $1550268.18   | 0.09%             | 2042-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPORT MASS                                          | WESTPORT TWN MA 2.125% 11/1/2042                                   | CUSIP: 961369HA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1970000 | PA      | $1265603.45   | 0.08%             | 2042-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 12/1/2027                                        | CUSIP: 57587GDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $194470.17    | 0.01%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2053                                        | CUSIP: 57604TLG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20250000 | PA      | $20493216.68  | 1.21%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONCORD and CARLISLE MASS REGL SCH DIST                | CONCORD and CARLI 2% 6/15/2035                                     | CUSIP: 206165JU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $916382.93    | 0.05%             | 2035-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 4/1/2038                                                  | CUSIP: 57582TCF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3495000 | PA      | $3824509.30   | 0.23%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HSG FIN AGY                              | MA ST HSG FIN A 4.05% 12/1/2028                                    | CUSIP: 57586VBF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16000000 | PA      | $16310049.60  | 0.97%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2034                                         | CUSIP: 57584YTN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1015000 | PA      | $1036251.56   | 0.06%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2028 @                                        | CUSIP: 57563RSE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1931385.57   | 0.11%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2036                                           | CUSIP: 575829ND4<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2709655.92   | 0.16%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY RV                        | MASSACHUSET REV 5.25% 8/15/2044                                    | CUSIP: 57585BJZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7500000 | PA      | $7575057.75   | 0.45%             | 2044-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                           | MA HFA HSG REV 3.50% 12/1/2049                                     | CUSIP: 57587AV88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1990000 | PA      | $1990684.76   | 0.12%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPORT MASS                                          | WESTPORT TWN MA 2.25% 11/1/2044                                    | CUSIP: 961369HC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2055000 | PA      | $1279775.50   | 0.08%             | 2044-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 12/1/2025                                        | CUSIP: 57587GDT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151135.92    | 0.01%             | 2025-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 4% 10/1/2025                                                | CUSIP: 57584X4G3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $500254.25    | 0.03%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 11/1/2038                                                 | CUSIP: 57582R6W1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3465000 | PA      | $3728360.44   | 0.22%             | 2038-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2026                                         | CUSIP: 57584YSV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1273347.75   | 0.08%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA SER I 5% 7/1/2037                                  | CUSIP: 57584XMU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1470000 | PA      | $1474856.88   | 0.09%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONCORD and CARLISLE MASS REGL SCH DIST                | CONCORD and CARLI 2% 6/15/2037                                     | CUSIP: 206165JW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $855167.63    | 0.05%             | 2037-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE WIND PWR COOP CORP MASS REV                  | BERKSHIRE WIND 5% 7/1/2027                                         | CUSIP: 084719BB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $730262.61    | 0.04%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORCESTER MA                                           | WORCESTER MA 5% 2/15/2036                                          | CUSIP: 981306L92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4435000 | PA      | $4840662.80   | 0.29%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2048                                        | CUSIP: 57604TKG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7350000 | PA      | $7450597.25   | 0.44%             | 2048-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2031@                                               | CUSIP: 575896UX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3684289.00   | 0.22%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGIN ISLANDS TRANSPORTATION and INFRASTRUCTURE CORP  | VIRGIN ILSD TRI 5% 9/1/2032                                        | CUSIP: 927686AH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    930000 | PA      | $1018466.72   | 0.06%             | 2032-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2039 @                                              | CUSIP: 575896WA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1325000 | PA      | $1358721.78   | 0.08%             | 2039-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/51@                                                 | CUSIP: 575896YK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16165000 | PA      | $15851015.89  | 0.94%             | 2051-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 7/1/31                                          | CUSIP: 57584XJY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1722708.26   | 0.10%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2036                                         | CUSIP: 57584YR76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    825000 | PA      | $817319.33    | 0.05%             | 2036-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2027 @                                        | CUSIP: 57563RPX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10240000 | PA      | $10550805.50  | 0.63%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 9/1/35                                          | CUSIP: 57584XLB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $382119.56    | 0.02%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SPL OBLIG DEDICATED TAX REV           | MA ST SPL OB DE 5.50% NATL/FGIC 1/1/2030                           | CUSIP: 576002BN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  17000000 | PA      | $18983420.60  | 1.13%             | 2030-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORCESTER MA                                           | WORCESTER MA 5% 2/15/2037                                          | CUSIP: 981306M26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3045000 | PA      | $3297825.13   | 0.20%             | 2037-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 4% 10/1/2026                                                | CUSIP: 57584X4H1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $501999.95    | 0.03%             | 2026-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2035                                         | CUSIP: 57584YTE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2135000 | PA      | $2204941.11   | 0.13%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPORT MASS                                          | WESTPORT TWN MA 2.25% 11/1/2047                                    | CUSIP: 961369HF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4345000 | PA      | $2558642.76   | 0.15%             | 2047-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2036                                         | CUSIP: 57584Y7S2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1092796.00   | 0.06%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2033                                         | CUSIP: 57584YG29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $589825.50    | 0.03%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2028 @                                        | CUSIP: 57563RRL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2087984.40   | 0.12%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2042                                         | CUSIP: 57584YN62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $402087.74    | 0.02%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASS MA SER I 5% 7/1/30                                            | CUSIP: 57584XNJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2424584.40   | 0.14%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 9/1/2036                                                  | CUSIP: 57582RQ41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4556196.00   | 0.27%             | 2036-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2035                                           | CUSIP: 576000YQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2136024.40   | 0.13%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/27                                                   | CUSIP: 57584XL74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4300000 | PA      | $4375180.34   | 0.26%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                           | MA HFA HSG REV 3.5% 12/1/46                                        | CUSIP: 57587ASJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $189882.90    | 0.01%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 9/1/2050                                                  | CUSIP: 57582RS23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1785000 | PA      | $1801392.19   | 0.11%             | 2050-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 2.30% 12/1/2041                                     | CUSIP: 57587GJE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2450000 | PA      | $1713531.72   | 0.10%             | 2041-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ESSEX MASS                                             | ESSEX MASS 2.75% 3/1/2050                                          | CUSIP: 297119CT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1170000 | PA      | $746081.97    | 0.04%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2046                                         | CUSIP: 57584YL56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2150000 | PA      | $1714399.04   | 0.10%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASS MA SER I 5% 7/1/32                                            | CUSIP: 57584XNL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1960000 | PA      | $1974999.49   | 0.12%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2045                                         | CUSIP: 57584YYF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4063368.50   | 0.24%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2034                                         | CUSIP: 57584YR50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1010182.50   | 0.06%             | 2034-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                           | Fidelity Municipal Cash Central Fund                               | CUSIP: 31635A204<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  64037189 | NS      | $64049995.95  | 3.80%             |  |  |  | No            |                  1 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 4% 7/1/2036                                        | CUSIP: 57584XNM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6895000 | PA      | $6430106.69   | 0.38%             | 2036-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 7/1/27                                          | CUSIP: 57584XJU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1168443.13   | 0.07%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMBRIDGE MA                                           | CAMBRIDGE MA 3% 2/15/2039                                          | CUSIP: 132286DB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3470000 | PA      | $3010211.12   | 0.18%             | 2039-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2041                                        | CUSIP: 57604TJY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8140000 | PA      | $8439386.76   | 0.50%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5.25% 6/1/2043                                     | CUSIP: 57604THF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14575000 | PA      | $14841066.63  | 0.88%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2040                                           | CUSIP: 575829NH5<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1067592.20   | 0.06%             | 2040-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MA BLDG AUTH REV                            | UNIV MASS BLDG 5% 5/1/2039                                         | CUSIP: 914437TZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    815000 | PA      | $836086.25    | 0.05%             | 2039-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 1/1/2049                                                  | CUSIP: 57582RVY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10002271.00  | 0.59%             | 2049-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RIB FLOATER TRUST VARIOUS STS                          | MA MF HSG BC22-020 Q=BC D1                                         | CUSIP: 76252PUB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7500000 | PA      | $7500000.00   | 0.44%             | 2056-12-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2030 @                                        | CUSIP: 57563RTQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10559327.00  | 0.63%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 9/1/2033                                         | CUSIP: 57584YHF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1185000 | PA      | $1200113.25   | 0.07%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5.25% 10/1/2047                                              | CUSIP: 57582RY34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6800000 | PA      | $7055081.60   | 0.42%             | 2047-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 6/1/2026                                         | CUSIP: 57587GDU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101942.89    | 0.01%             | 2026-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHARON MA                                              | SHARON MA 3% 2/15/2037                                             | CUSIP: 819649S21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $132127.73    | 0.01%             | 2037-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 2% 3/1/2038                                                  | CUSIP: 57582RM94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1854455.00   | 0.11%             | 2038-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/50                                          | CUSIP: 57604TKC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3502703.05   | 0.21%             | 2050-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2040@                                               | CUSIP: 575896YG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4075161.20   | 0.24%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5.25% 10/1/2036                                     | CUSIP: 57584Y6D6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $497742.15    | 0.03%             | 2036-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 11/1/2037                                        | CUSIP: 57584Y6M6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $774162.47    | 0.05%             | 2037-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 5% 7/1/2028 @                                          | CUSIP: 575898DD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1585356.60   | 0.09%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2039                                           | CUSIP: 575829NL6<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2595000 | PA      | $2821160.22   | 0.17%             | 2039-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2046                                                | CUSIP: 575896XM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3180000 | PA      | $3205098.47   | 0.19%             | 2046-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 6/1/2027                                         | CUSIP: 57587GDW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104045.42    | 0.01%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2043                                           | CUSIP: 575829NQ5<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1040389.50   | 0.06%             | 2043-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2035                                         | CUSIP: 57584YR68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000676.50   | 0.06%             | 2035-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2032                                         | CUSIP: 57584YR35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1100407.70   | 0.07%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY RV                        | MASSACHUSET REV 5.25% 1/1/2039                                     | CUSIP: 57585BDT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1612791.95   | 0.10%             | 2039-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAINTREE MA                                           | BRAINTREE MA 3% 6/1/2035                                           | CUSIP: 1050254B3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1765000 | PA      | $1630425.99   | 0.10%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TISBURY MA                                             | TISBURY MA 4% 8/15/2036                                            | CUSIP: 888240FN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1780000 | PA      | $1787571.05   | 0.11%             | 2036-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/32                                               | CUSIP: 57584XZU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1249417.92   | 0.07%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TISBURY MA                                             | TISBURY MA 4% 8/15/2041                                            | CUSIP: 888240FT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2085000 | PA      | $1968896.78   | 0.12%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MASSACHUSETTS ST COLLEGE BLDG AUTH PROJ REV CAP APPREC-REF-SER A   | CUSIP: 575832KR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6080000 | PA      | $5628513.79   | 0.33%             | 2028-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | Mass DFA Southcst Hlth 5% 7/1/37                                   | CUSIP: 57583UUA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3925000 | PA      | $3926688.54   | 0.23%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 0% I=NATL 5/1/2028 ETM                             | CUSIP: 575832GX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1570777.90   | 0.09%             | 2028-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BOSTON MASS                                            | BOSTON MA 2% 11/1/2039                                             | CUSIP: 100853A67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2495000 | PA      | $1741814.64   | 0.10%             | 2039-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROOKLINE MA                                           | BROOKLINE MA 1.625% 2/15/2034                                      | CUSIP: 1137457L1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4041437.00   | 0.24%             | 2034-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2042 @                                              | CUSIP: 575896SP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4540000 | PA      | $4451671.12   | 0.26%             | 2042-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 9/1/37                                          | CUSIP: 57584XPL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    840000 | PA      | $846211.46    | 0.05%             | 2037-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2026                                                 | CUSIP: 57584XP70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $162221.49    | 0.01%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/35                                               | CUSIP: 57584XUR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1515046.80   | 0.09%             | 2035-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SWAMPSCOTT MA                                          | SWAMPSCOTT MA 3% 3/1/36                                            | CUSIP: 869648YW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $917060.60    | 0.05%             | 2036-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                           | MA HFA HSG REV 3.75% 12/1/2049                                     | CUSIP: 57587A2Z0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2875000 | PA      | $2887217.03   | 0.17%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 1/1/2026 @                                        | CUSIP: 57563RLK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8350000 | PA      | $8371756.76   | 0.50%             | 2026-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2040 @                                              | CUSIP: 575896TN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4450000 | PA      | $4477703.92   | 0.27%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMWLTH                                    | PR ST 0% 7/1/2033                                                  | CUSIP: 74514L3R6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5238348 | PA      | $3630101.83   | 0.22%             | 2033-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 11/1/2039                                        | CUSIP: 57584Y6P9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1152442.94   | 0.07%             | 2039-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2040                                                | CUSIP: 575896VT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $1092117.59   | 0.06%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 2% 5/1/2037                                        | CUSIP: 575832Y20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1060000 | PA      | $812443.47    | 0.05%             | 2037-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2027 @                                        | CUSIP: 57563RSD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1950000 | PA      | $2009186.60   | 0.12%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2041                                           | CUSIP: 575829NJ1<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2114692.60   | 0.13%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2029                                                 | CUSIP: 57584XE98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1320000 | PA      | $1351315.15   | 0.08%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2035 @                                              | CUSIP: 575896TH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5152402.50   | 0.31%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 2% 9/1/2038                                                  | CUSIP: 57582RQ66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3935000 | PA      | $2874768.55   | 0.17%             | 2038-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA SER I 5% 7/1/27                                             | CUSIP: 57584XNF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1114550.69   | 0.07%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUINCY MA                                              | QUINCY MASS 5% 7/1/2047                                            | CUSIP: 748508H43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4995000 | PA      | $5085693.22   | 0.30%             | 2047-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2046                                        | CUSIP: 57604TJL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2615000 | PA      | $2613421.85   | 0.15%             | 2046-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2028 @                                        | CUSIP: 57563RPY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2325000 | PA      | $2427281.87   | 0.14%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMBRIDGE MA                                           | CAMBRIDGE MA 3% 2/15/2042                                          | CUSIP: 132286DE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3460000 | PA      | $2799021.32   | 0.17%             | 2042-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2049                                        | CUSIP: 57604TKH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5057386.50   | 0.30%             | 2049-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 4/1/2039                                                  | CUSIP: 57582TCG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2166693.20   | 0.13%             | 2039-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2039                                         | CUSIP: 57584YS26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1925000 | PA      | $1805271.16   | 0.11%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY RV                        | MASSACHUSET REV 5% 7/1/2044                                        | CUSIP: 57585BBS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $929291.50    | 0.06%             | 2044-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 11/1/2042                                                 | CUSIP: 57582RH82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $2744183.05   | 0.16%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 11/1/2034                                        | CUSIP: 57584Y6J3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $769255.62    | 0.05%             | 2034-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2047                                        | CUSIP: 57604TKF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8000000 | PA      | $8130134.40   | 0.48%             | 2047-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                           | MA HFA HSG REV 4% 6/1/2043 @                                       | CUSIP: 57587AWC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $430040.68    | 0.03%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2027                                                 | CUSIP: 57584X5T4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1043996.00   | 0.06%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST WTR RES AUTH                          | MA WTR 5% 8/1/42                                                   | CUSIP: 576051XK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7415000 | PA      | $7588160.27   | 0.45%             | 2042-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2039                                                | CUSIP: 575896YX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1511307.03   | 0.09%             | 2039-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2035 @                                              | CUSIP: 575896SL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2029179.40   | 0.12%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2050                                         | CUSIP: 57584YN39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1283719.50   | 0.08%             | 2050-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2030 @                                        | CUSIP: 57563RRN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1950000 | PA      | $2068058.85   | 0.12%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 4% 5/1/2038                                        | CUSIP: 5758324R8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $742096.13    | 0.04%             | 2038-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2038                                           | CUSIP: 575829NF9<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1850000 | PA      | $2031900.70   | 0.12%             | 2038-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2028 @                                        | CUSIP: 57563RQS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1043992.20   | 0.06%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2040 @                                              | CUSIP: 575896YY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2780000 | PA      | $2856324.34   | 0.17%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2035                                                 | CUSIP: 57584X5F4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1011761.00   | 0.06%             | 2035-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACTON and BOXBRGH MA RGL SCH DST                       | ACTON and BOXBRGH 3% 3/1/2035                                      | CUSIP: 005050GU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2130000 | PA      | $1993203.95   | 0.12%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY RV                        | MASSACHUSET REV 5% 8/15/2055 MT                                    | CUSIP: 57585BKC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12500000 | PA      | $13412848.75  | 0.79%             | 2055-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EVERETT MA                                             | EVERETT MA 2% 8/1/2036                                             | CUSIP: 299839B90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1080000 | PA      | $847231.27    | 0.05%             | 2036-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2040                                         | CUSIP: 57584YM97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4160000 | PA      | $3410637.98   | 0.20%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2039                                           | CUSIP: 575829HB5<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5271500.50   | 0.31%             | 2039-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NAUSET MA                                              | NAUSET 4% 5/15/2040                                                | CUSIP: 639086HY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4190000 | PA      | $3968117.29   | 0.24%             | 2040-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2050                                           | CUSIP: 576000YY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16615000 | PA      | $16606614.41  | 0.98%             | 2050-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGIN ISLANDS TRANSPORTATION and INFRASTRUCTURE CORP  | VIRGIN ILSD TRI 5% 9/1/2038                                        | CUSIP: 927686AP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2645000 | PA      | $2792341.84   | 0.17%             | 2038-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 7/1/26                                          | CUSIP: 57584XJT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1710000 | PA      | $1742601.15   | 0.10%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2038                                         | CUSIP: 57584YTS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    735000 | PA      | $734157.32    | 0.04%             | 2038-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 9/1/2046                                                  | CUSIP: 57582RLK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2825000 | PA      | $2065152.41   | 0.12%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATTLEBORO MASS                                         | ATTLEB MA 2.625% 10/15/2050                                        | CUSIP: 0498435J0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6880000 | PA      | $4229575.63   | 0.25%             | 2050-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 11/1/2036                                        | CUSIP: 57584Y6L8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $728241.23    | 0.04%             | 2036-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2052                                         | CUSIP: 57584Y4J5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2133567.40   | 0.13%             | 2052-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 3/1/48                                                    | CUSIP: 57582RA89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3559508.50   | 0.21%             | 2048-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 9/1/2038                                         | CUSIP: 57584YHG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4805000 | PA      | $4726020.70   | 0.28%             | 2038-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 4.125% 10/1/2042                                            | CUSIP: 57584X4M0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $5198319.00   | 0.31%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PENTUCKET MA REGL SCH DIST                             | PENTUCKET MA SD 3% 9/1/2043                                        | CUSIP: 709699JT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1710000 | PA      | $1297466.78   | 0.08%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA AGC 0% 1/1/40                                               | CUSIP: 57583RXY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $2526079.00   | 0.15%             | 2040-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2036                                                 | CUSIP: 57584X5G2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1008584.40   | 0.06%             | 2036-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 9/1/2043                                         | CUSIP: 57584YHH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4445000 | PA      | $4113262.98   | 0.24%             | 2043-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 5% 7/1/2033 @                                          | CUSIP: 575898DJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1047883.50   | 0.06%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TPK AUTH MET HWY SYS REV              | MASSACHUSETTS ST TPK AUTH MET HWY SYS REV CAP APPREC-SR-SER A MBIA | CUSIP: 576018AL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  33195000 | PA      | $30176047.53  | 1.79%             | 2029-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2029 @                                        | CUSIP: 57563RTZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2367687.38   | 0.14%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA SER H-1 5% 7/1/26                                           | CUSIP: 57584XDA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3585000 | PA      | $3588808.70   | 0.21%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMWLTH                                    | PR ST 5.625% 7/1/2029                                              | CUSIP: 74514L3H8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1925000 | PA      | $2037940.52   | 0.12%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer