# EDGAR Filing Document

**Accession Number:** 0001657201
**File Stem:** 0001657201-26-000376
**Filing Date:** 2026-4
**Character Count:** 1435801
**Document Hash:** 85682412d429860afb6ae6c162317f32
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001657201-26-000376.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001657201-26-000376

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23304
- **FILM NUMBER:** 26906761

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

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

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

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

## Series and Classes Contracts Data

### Invesco BulletShares 2027 Municipal Bond ETF (Series ID: S000062849)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000203496 | Invesco BulletShares 2027 Municipal Bond ETF | BSMR            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Downers Grove

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60515

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

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

- **a. Name of Series:** Invesco BulletShares 2027 Municipal Bond ETF

- **b. EDGAR series identifier (if any):** S000062849

- **c. LEI of Series:** 5493005XTKORLDHNWP67

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $320659692.47

**Total Liabilities:** $294733.63

**Net Assets:** $320364958.84

**Cash Not Reported:** $2297111.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -992.09455358 | **1-Year:** -33605.75848301 | **5-Year:** -12421.93854643 | **10-Year:** -12037.96871816 | **30-Year:** -2219.09570828

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

- **3-Month:** -0.68163162 | **1-Year:** -63.90880253 | **5-Year:** -81.19625961 | **10-Year:** -156.87404261 | **30-Year:** -61.01072165

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000203496 | 0.31%                | 0.48%                | 0.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $23493.21                | $-195230.73                                |
| Month 2  | $-1291.76                | $824050.48                                 |
| Month 3  | $-2273.24                | $694983.31                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sacramento (City of), CA Municipal Utility District                                                                                                 | Sacramento (City of), CA Municipal Utility District, Series 2016 D, Ref. RB                                                                            | CUSIP: 786005WN4<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |     85000 | PA      | $89058.22     | 0.03%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) (Garvee)                                                                                                                        | Michigan (State of) (Garvee), Series 2016, Ref. RB                                                                                                     | CUSIP: 594612DJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $262480.88    | 0.08%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Birmingham (City of), AL Water Works Board (The)                                                                                                    | Birmingham (City of), AL Water Works Board (The), Series 2016 B, Ref. RB                                                                               | CUSIP: 091096LS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76780.31     | 0.02%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Ascension Health)                                                                                            | Illinois (State of) Finance Authority (Ascension Health), Series 2016 C, Ref. RB                                                                       | CUSIP: 45204EEY0<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    290000 | PA      | $297056.08    | 0.09%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Ascension Health)                                                                                            | Illinois (State of) Finance Authority (Ascension Health), Series 2016 C, Ref. RB                                                                       | CUSIP: 45204EFF0<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    200000 | PA      | $202972.20    | 0.06%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Turlock (City of), CA Irrigation District                                                                                                           | Turlock (City of), CA Irrigation District, Series 2016, Ref. RB                                                                                        | CUSIP: 900190HX0<br>LEI: 5493001J7IGC81HEQJ12 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71117.61     | 0.02%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2016 A-1, RN                                                                         | CUSIP: 6461362B6<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    485000 | PA      | $488589.49    | 0.15%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New School (The))                                                                                          | New York (State of) Dormitory Authority (New School (The)), Series 2016 A, Ref. RB                                                                     | CUSIP: 64990CJB8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    105000 | PA      | $105370.77    | 0.03%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Knox (County of), TN Health, Educational & Housing Facility Board (Covenant Health)                                                                 | Knox (County of), TN Health, Educational & Housing Facility Board (Covenant Health), Series 2016 A, Ref. RB                                            | CUSIP: 499527CH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60325.21     | 0.02%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2016 A, Ref. RB                                                                   | CUSIP: 79574CBZ5<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    110000 | PA      | $112479.50    | 0.04%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Knox (County of), TN Health, Educational & Housing Facility Board (Covenant Health)                                                                 | Knox (County of), TN Health, Educational & Housing Facility Board (Covenant Health), Series 2016 A, Ref. RB                                            | CUSIP: 499527CG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $96035.94     | 0.03%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group)                                                           | Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group), Series 2016 A, Ref. RB                                      | CUSIP: 56682HBW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66484.89     | 0.02%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group)                                                           | Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group), Series 2016 A, Ref. RB                                      | CUSIP: 56682HBX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51118.58     | 0.02%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group)                                                           | Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group), Series 2016, Ref. RB                                        | CUSIP: 56682HBY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127731.65    | 0.04%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group)                                                           | Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group), Series 2016, Ref. RB                                        | CUSIP: 56682HBZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $362529.34    | 0.11%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group)                                                           | Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group), Series 2016 A, Ref. RB                                      | CUSIP: 56682HCA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $206399.99    | 0.06%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group)                                                           | Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group), Series 2016, Ref. RB                                        | CUSIP: 56682HCC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127373.60    | 0.04%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group)                                                           | Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group), Series 2016 A, Ref. RB                                      | CUSIP: 56682HCE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $470195.68    | 0.15%             | 2032-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Higher Educational Facilities Authority (Trustees University of Pennsylvania)                                        | Pennsylvania (Commonwealth of) Higher Educational Facilities Authority (Trustees University of Pennsylvania), Series 2017 A, RB                        | CUSIP: 70917SD59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5067.94      | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hamilton (County of), OH                                                                                                                            | Hamilton (County of), OH, Series 2016 A, Ref. RB                                                                                                       | CUSIP: 407287MC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $83945.42     | 0.03%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minneapolis & St. Paul (Cities of), MN Metropolitan Airports Commission                                                                             | Minneapolis & St. Paul (Cities of), MN Metropolitan Airports Commission, Series 2016 C, RB                                                             | CUSIP: 603827YZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10143.16     | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2016 A, Ref. RB                                                                   | CUSIP: 79574CCC5<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    190000 | PA      | $193934.43    | 0.06%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2016 A, Ref. RB                                                                   | CUSIP: 79574CCD3<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50931.53     | 0.02%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017, RB                                                                                                                  | CUSIP: 25484JDB3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102379.49    | 0.03%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange (County of), CA Water District                                                                                                               | Orange (County of), CA Water District, Series 2017 A, Ref. RB                                                                                          | CUSIP: 68442CBH8<br>LEI: 549300KBQTX6CMJ3U708 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20076.29     | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                                                                                              | University of Michigan, Series 2017, RB                                                                                                                | CUSIP: 914455QZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10303.57     | 0.00%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                                                                                              | University of Michigan, Series 2017 A, Ref. RB                                                                                                         | CUSIP: 914455RA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46366.06     | 0.01%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jurupa Unified School District                                                                                                                      | Jurupa Unified School District, Series 2017 B, GO Bonds                                                                                                | CUSIP: 482124RJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80376.40     | 0.03%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2017 B, Ref. RB                                                                                           | CUSIP: 89602N7S7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    270000 | PA      | $277571.23    | 0.09%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2017 B, Ref. RB                                                                                           | CUSIP: 89602N7R9<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    240000 | PA      | $247129.78    | 0.08%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA Authority for Industrial Development (Thomas Jefferson University)                                                       | Philadelphia (City of), PA Authority for Industrial Development (Thomas Jefferson University), Series 2017 A, Ref. RB                                  | CUSIP: 71781XCP6<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |    135000 | PA      | $136542.16    | 0.04%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA Authority for Industrial Development (Thomas Jefferson University)                                                       | Philadelphia (City of), PA Authority for Industrial Development (Thomas Jefferson University), Series 2017 A, Ref. RB                                  | CUSIP: 71781XCF8<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |    190000 | PA      | $193501.32    | 0.06%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA Authority for Industrial Development (Thomas Jefferson University)                                                       | Philadelphia (City of), PA Authority for Industrial Development (Thomas Jefferson University), Series 2017 A, Ref. RB                                  | CUSIP: 71781XCQ4<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |    160000 | PA      | $160760.70    | 0.05%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA                                                                                                                          | Philadelphia (City of), PA, Series 2017, Ref. GO Bonds                                                                                                 | CUSIP: 717813TL3<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56350.46     | 0.02%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority (San Francisco Bay Area)                                                                                                    | Bay Area Toll Authority (San Francisco Bay Area), Series 2017 F-1, RB                                                                                  | CUSIP: 072024UH3<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    105000 | PA      | $108565.12    | 0.03%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, Ref. GO Bonds                                                                                                        | CUSIP: 452152H20<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    265000 | PA      | $271162.15    | 0.08%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baltimore (City of), MD (Water)                                                                                                                     | Baltimore (City of), MD (Water), Series 2017 A, RB                                                                                                     | CUSIP: 05922KYU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $115772.43    | 0.04%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL Board of Education                                                                                                            | Chicago (City of), IL Board of Education, Series 2017, RB                                                                                              | CUSIP: 167510AB2<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102222.35    | 0.03%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL (O'Hare International Airport)                                                                                                | Chicago (City of), IL (O'Hare International Airport), Series 2017 D, RB                                                                                | CUSIP: 167593WS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5018.66      | 0.00%             | 2052-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia (Georgetown University)                                                                                                        | District of Columbia (Georgetown University), Series 2017, RB                                                                                          | CUSIP: 25484JCY4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     95000 | PA      | $97564.02     | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia (Georgetown University)                                                                                                        | District of Columbia (Georgetown University), Series 2017, RB                                                                                          | CUSIP: 25484JCZ1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    130000 | PA      | $133366.90    | 0.04%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017, RB                                                                                                                  | CUSIP: 25484JDA5<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     90000 | PA      | $92241.32     | 0.03%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Boston Medical Center)                                                                  | Massachusetts (Commonwealth of) Development Finance Agency (Boston Medical Center), Series 2017, Ref. RB                                               | CUSIP: 57584XK34<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    235000 | PA      | $239588.94    | 0.07%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Higher Educational Facilities Authority (University of Pennsylvania Health System)                                   | Pennsylvania (Commonwealth of) Higher Educational Facilities Authority (University of Pennsylvania Health System), Series 2017, RB                     | CUSIP: 70917SD42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $340159.56    | 0.11%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2017 A, RB                                                                                                | CUSIP: 89602N7C2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10239.48     | 0.00%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2017 B, Ref. RB                                                                                           | CUSIP: 89602N7L2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    595000 | PA      | $615059.89    | 0.19%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2017 B, Ref. RB                                                                                           | CUSIP: 89602N7M0<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    220000 | PA      | $227300.94    | 0.07%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2017 B, Ref. RB                                                                                           | CUSIP: 89602N7N8<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    205000 | PA      | $211667.34    | 0.07%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2017 B, Ref. RB                                                                                           | CUSIP: 89602N7P3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    155000 | PA      | $159879.32    | 0.05%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2017 B, Ref. RB                                                                                           | CUSIP: 89602N7Q1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    540000 | PA      | $556330.14    | 0.17%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                                                                                      | University of Massachusetts Building Authority, Series 2017, RB                                                                                        | CUSIP: 914440QV7<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |    350000 | PA      | $360134.15    | 0.11%             | 2042-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                                                                                                 | State of Washington, Series 2017, GO Bonds                                                                                                             | CUSIP: 93974DF94<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10208.59     | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 D, GO Bonds                                                                                                         | CUSIP: 93974DG28<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86711.03     | 0.03%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 D, GO Bonds                                                                                                         | CUSIP: 93974DG36<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81537.53     | 0.03%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 D, GO Bonds                                                                                                         | CUSIP: 93974DG44<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81435.70     | 0.03%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 D, GO Bonds                                                                                                         | CUSIP: 93974DG51<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    160000 | PA      | $162624.62    | 0.05%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2005, Ref. RB                                                                                                  | CUSIP: 576002BK4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     80000 | PA      | $82159.34     | 0.03%             | 2027-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Municipal Power Agency No. 1 (Catawba)                                                                                    | North Carolina (State of) Municipal Power Agency No. 1 (Catawba), Series 2015 A, Ref. RB                                                               | CUSIP: 658203X25<br>LEI: 549300N3Q65G1ODRFX75 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20048.82     | 0.01%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2016, Ref. GO Bonds                                                     | CUSIP: 592112RL2<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90821.94     | 0.03%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                                                                                    | State of Georgia, Series 2016, GO Bonds                                                                                                                | CUSIP: 3733843P9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $115809.28    | 0.04%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Minneapolis & St. Paul (Cities of), MN Metropolitan Airports Commission                                                                             | Minneapolis & St. Paul (Cities of), MN Metropolitan Airports Commission, Series 2016 A, Ref. RB                                                        | CUSIP: 603827WS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $225259.06    | 0.07%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2016 F, Ref. GO Bonds                                                                                                       | CUSIP: 3733846H4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $163891.70    | 0.05%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group)                                                           | Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group), Series 2016, Ref. RB                                        | CUSIP: 56682HBS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81798.77     | 0.03%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2016 A, Ref. RB                                                                   | CUSIP: 79574CBS1<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    380000 | PA      | $389052.06    | 0.12%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), Second Series 2016, Ref. GO Bonds                                                                                      | CUSIP: 70914PH47<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    200000 | PA      | $205059.54    | 0.06%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Municipal Finance Authority (Community Medical Centers)                                                                       | California (State of) Municipal Finance Authority (Community Medical Centers), Series 2017 A, Ref. RB                                                  | CUSIP: 13048TS20<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    275000 | PA      | $276062.52    | 0.09%             | 2047-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Municipal Finance Authority (Community Medical Centers)                                                                       | California (State of) Municipal Finance Authority (Community Medical Centers), Series 2017 A, Ref. RB                                                  | CUSIP: 13048TS38<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15136.97     | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (County of), PA Authority (Haverford College)                                                                                              | Delaware (County of), PA Authority (Haverford College), Series 2017 A, Ref. RB                                                                         | CUSIP: 246003NF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101405.04    | 0.03%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2017 A, Ref. RB                                                                                                    | CUSIP: 13077DBD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $281360.48    | 0.09%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) (Article XI-Q State)                                                                                                              | Oregon (State of) (Article XI-Q State), Series 2017 A, GO Bonds                                                                                        | CUSIP: 68609BZK6<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    700000 | PA      | $714567.98    | 0.22%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt Lake City (City of), UT                                                                                                                        | Salt Lake City (City of), UT, Series 2017 B, RB                                                                                                        | CUSIP: 795576GR2<br>LEI: 549300CRGKV67DRSGT85 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51049.39     | 0.02%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 A, RB                                                                                 | CUSIP: 59259N6S7<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66235.29     | 0.02%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2017 A, Ref. RB                                                                                                    | CUSIP: 13077DBF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61750.54     | 0.02%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, Ref. GO Bonds                                                                                                        | CUSIP: 452152G88<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    585000 | PA      | $598935.23    | 0.19%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Educational Facilities Authority (Loma Linda University)                                                                      | California (State of) Educational Facilities Authority (Loma Linda University), Series 2017 A, Ref. RB                                                 | CUSIP: 130179JE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $252900.30    | 0.08%             | 2042-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baltimore (City of), MD (Water)                                                                                                                     | Baltimore (City of), MD (Water), Series 2017 A, RB                                                                                                     | CUSIP: 05922KYT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45588.68     | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gainesville (City of) & Hall (County of), GA Hospital Authority (Northeast Georgia Health System, Inc.)                                             | Gainesville (City of) & Hall (County of), GA Hospital Authority (Northeast Georgia Health System, Inc.), Series 2017 A, Ref. RB                        | CUSIP: 362762LU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55674.39     | 0.02%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Southern Illinois Healthcare)                                                                                | Illinois (State of) Finance Authority (Southern Illinois Healthcare), Series 2017, RB                                                                  | CUSIP: 45204ESL3<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    480000 | PA      | $481262.45    | 0.15%             | 2047-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Knox (County of), TN Health, Educational & Housing Facility Board (University Health)                                                               | Knox (County of), TN Health, Educational & Housing Facility Board (University Health), Series 2017, Ref. RB                                            | CUSIP: 49952MEG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $131381.45    | 0.04%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lone Star College System                                                                                                                            | Lone Star College System, Series 2017 A, GO Bonds                                                                                                      | CUSIP: 542264HZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55825.05     | 0.02%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2017 A, RB                                                                               | CUSIP: 544495Z23<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66317.35     | 0.02%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2017 A, RB                                                                               | CUSIP: 544495Z64<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    360000 | PA      | $364512.74    | 0.11%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                                   | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2017 A, RB                                                                   | CUSIP: 54466HFA9<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    260000 | PA      | $269284.94    | 0.08%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                                   | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2017 A, RB                                                                   | CUSIP: 54466HFC5<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    385000 | PA      | $395233.42    | 0.12%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN                                                                                           | Metropolitan Government of Nashville & Davidson County TN, Series 2017, GO Bonds                                                                       | CUSIP: 592112SQ0<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20424.14     | 0.01%             | 2032-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN                                                                                           | Metropolitan Government of Nashville & Davidson County TN, Series 2017, GO Bonds                                                                       | CUSIP: 592112SR8<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81614.13     | 0.03%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2017, GO Bonds                                                          | CUSIP: 592112SS6<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25478.93     | 0.01%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 A, RB                                                                                 | CUSIP: 59259N6L2<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    340000 | PA      | $349801.66    | 0.11%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 A, RB                                                                                 | CUSIP: 59259N6Q1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100962.58    | 0.03%             | 2047-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Multnomah & Clackamas Counties School District No. 10JT Gresham-Barlow                                                                              | Multnomah & Clackamas Counties School District No. 10JT Gresham-Barlow, Series 2017 B, GO Bonds                                                        | CUSIP: 625482HD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72063.45     | 0.02%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2017 A, Ref. GO Bonds                                                                                                         | CUSIP: 8827236U8<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    210000 | PA      | $219248.30    | 0.07%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2017 A, Ref. GO Bonds                                                                                                         | CUSIP: 8827236V6<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    160000 | PA      | $166855.28    | 0.05%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2017 A, Ref. GO Bonds                                                                                                         | CUSIP: 8827236W4<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    290000 | PA      | $302046.34    | 0.09%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2017, Ref. GO Bonds                                                                                                           | CUSIP: 8827237A1<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    180000 | PA      | $187927.11    | 0.06%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2017 B, Ref. GO Bonds                                                                                                         | CUSIP: 8827237B9<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    305000 | PA      | $318067.88    | 0.10%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2017, Ref. GO Bonds                                                                                                           | CUSIP: 8827237C7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    255000 | PA      | $265592.47    | 0.08%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2017, Ref. GO Bonds                                                                                                           | CUSIP: 8827237D5<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46793.68     | 0.01%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                                                                                              | University of Virginia, Series 2017 A, Ref. RB                                                                                                         | CUSIP: 915217WM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $128356.49    | 0.04%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                                                                                              | University of Virginia, Series 2017 A, Ref. RB                                                                                                         | CUSIP: 915217WN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $436303.56    | 0.14%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                                                                                              | University of Virginia, Series 2017 A, Ref. RB                                                                                                         | CUSIP: 915217WP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $92076.23     | 0.03%             | 2042-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                                                                                              | University of Virginia, Series 2017, RB                                                                                                                | CUSIP: 915217WQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45855.55     | 0.01%             | 2047-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                                                                                              | University of Virginia, Series 2017 B, Ref. RB                                                                                                         | CUSIP: 915217WT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5104.07      | 0.00%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alaska (State of) Municipal Bond Bank Authority                                                                                                     | Alaska (State of) Municipal Bond Bank Authority, Series 2017 A, RB                                                                                     | CUSIP: 01179RVM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20732.70     | 0.01%             | 2042-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2017 EE, Ref. RB                                                                      | CUSIP: 64972GNL4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    565000 | PA      | $581883.16    | 0.18%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North East Independent School District                                                                                                              | North East Independent School District, Series 2007, Ref.  GO Bonds                                                                                    | CUSIP: 6591542X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $133715.24    | 0.04%             | 2027-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) (Tranche 2)                                                                                                                      | Georgia (State of) (Tranche 2), Series 2016 A, GO Bonds                                                                                                | CUSIP: 3733844B9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30192.80     | 0.01%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                                           | San Antonio (City of), TX, Series 2016, Ref. RB                                                                                                        | CUSIP: 7962535L2<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    305000 | PA      | $308434.00    | 0.10%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                                                                                          | Illinois Finance Authority, Series 2016, RB                                                                                                            | CUSIP: 45204EET1<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46098.00     | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Green Bonds)                                                                                                  | Indiana (State of) Finance Authority (Green Bonds), Series 2016 E, Ref. RB                                                                             | CUSIP: 45506DZG3<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80950.73     | 0.03%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (County of), TX Utility & Reclamation District                                                                                               | Dallas (County of), TX Utility & Reclamation District, Series 2016, GO Bonds                                                                           | CUSIP: 234839PK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51272.55     | 0.02%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2016-3, Ref. GO Bonds                                                                                                   | CUSIP: 199492SQ3<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |    110000 | PA      | $113052.41    | 0.04%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (El Camino Hospital)                                                                    | California (State of) Health Facilities Financing Authority (El Camino Hospital), Series 2017, RB                                                      | CUSIP: 13032UMK1<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    385000 | PA      | $387120.31    | 0.12%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (El Camino Hospital)                                                                    | California (State of) Health Facilities Financing Authority (El Camino Hospital), Series 2017, RB                                                      | CUSIP: 13032UMH8<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5098.01      | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) (Article XI-G OHSU)                                                                                                               | Oregon (State of) (Article XI-G OHSU), Series 2017 H, GO Bonds                                                                                         | CUSIP: 68609BP84<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10252.24     | 0.00%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                                                                                              | County of Clark Department of Aviation, Series 2017, RB                                                                                                | CUSIP: 18085PRB2<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5118.79      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2017, GO Bonds                                                                                                            | CUSIP: 20772J6V9<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25679.49     | 0.01%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Jose (City of), CA                                                                                                                              | San Jose (City of), CA, Series 2017 B, Ref. RB                                                                                                         | CUSIP: 798136WR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40752.43     | 0.01%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Jose (City of), CA                                                                                                                              | San Jose (City of), CA, Series 2017 B, Ref. RB                                                                                                         | CUSIP: 798136WT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $303443.55    | 0.09%             | 2047-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2017 A, Ref. RB                                                                                                    | CUSIP: 13077DAR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $165534.30    | 0.05%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2017 A, Ref. RB                                                                                                    | CUSIP: 13077DAS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $82725.72     | 0.03%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2017, RB                                                                                                           | CUSIP: 13077DAT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62020.39     | 0.02%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2017 A, Ref. RB                                                                                                    | CUSIP: 13077DAU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77518.34     | 0.02%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2017 A, Ref. RB                                                                                                    | CUSIP: 13077DAV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67096.98     | 0.02%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2017 A, Ref. RB                                                                                                    | CUSIP: 13077DAW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $123710.02    | 0.04%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clackamas County School District No. 12 North Clackamas                                                                                             | Clackamas County School District No. 12 North Clackamas, Series 2017 B, GO Bonds                                                                       | CUSIP: 179093JH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62108.87     | 0.02%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clackamas County School District No. 12 North Clackamas                                                                                             | Clackamas County School District No. 12 North Clackamas, Series 2017 B, GO Bonds                                                                       | CUSIP: 179093JJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $87899.66     | 0.03%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clackamas County School District No. 12 North Clackamas                                                                                             | Clackamas County School District No. 12 North Clackamas, Series 2017 B, GO Bonds                                                                       | CUSIP: 179093JM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $149274.28    | 0.05%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coast Community College District (Election of 2012)                                                                                                 | Coast Community College District (Election of 2012), Series 2017 D, GO Bonds                                                                           | CUSIP: 190335JA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57055.51     | 0.02%             | 2027-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Delaware River Joint Toll Bridge Commission (Pennsylvania - New Jersey)                                                                             | Delaware River Joint Toll Bridge Commission (Pennsylvania - New Jersey), Series 2017, RB                                                               | CUSIP: 246343LL9<br>LEI: 549300N6IGAQMI0JLE23 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35395.77     | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana                                                                                                                                  | State of Louisiana, Series 2017, GO Bonds                                                                                                              | CUSIP: 546417AU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25245.07     | 0.01%             | 2037-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017, Ref. RB                                                                            | CUSIP: 64971WU99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51502.99     | 0.02%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 C, Ref. RB                                                                          | CUSIP: 64971WV23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $200701.16    | 0.06%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2017 EE, Ref. RB                                                                      | CUSIP: 64972GNH3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     95000 | PA      | $98325.40     | 0.03%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2017 EE, Ref. RB                                                                      | CUSIP: 64972GNK6<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    405000 | PA      | $417729.72    | 0.13%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                                                                                     | New York City Municipal Water Finance Authority, Series 2017, RB                                                                                       | CUSIP: 64972GNN0<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25092.24     | 0.01%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2017 EE, Ref. RB                                                                      | CUSIP: 64972GNQ3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46716.98     | 0.01%             | 2033-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017 A, Ref. RB                                                                                         | CUSIP: 6500353W6<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    115000 | PA      | $118092.81    | 0.04%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017 A-G, Ref. RB                                                                                       | CUSIP: 6500354G0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     95000 | PA      | $97514.12     | 0.03%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017 A-G, Ref. RB                                                                                       | CUSIP: 6500354H8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    135000 | PA      | $138485.52    | 0.04%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017 A-G, Ref. RB                                                                                       | CUSIP: 6500354L9<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40887.74     | 0.01%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio State University (The)                                                                                                                         | Ohio State University (The), Series 2017 A, Ref. RB                                                                                                    | CUSIP: 677704D47<br>LEI: 549300P1K3IH2L5SFY61 | Long             | DBT              | MUN               | US        |    230000 | PA      | $233653.48    | 0.07%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas State University Board of Regents                                                                                                             | Texas State University Board of Regents, Series 2017 A, Ref. RB                                                                                        | CUSIP: 88278PYG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72038.99     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2017 A, GO Bonds                                                                                                           | CUSIP: 574193NJ3<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    155000 | PA      | $159757.40    | 0.05%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp.                                                                                                                      | Empire State Development Corp., Series 2017, RB                                                                                                        | CUSIP: 6500354F2<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15469.77     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferson (Parish of), LA Sales Tax District                                                                                                        | Jefferson (Parish of), LA Sales Tax District, Series 2017 B, RB                                                                                        | CUSIP: 474176KM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $138041.17    | 0.04%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA                                                                                                                          | Philadelphia (City of), PA, Series 2017 A, RB                                                                                                          | CUSIP: 717893D32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $177650.43    | 0.06%             | 2052-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 A, GO Bonds                                                                                               | CUSIP: 57582RMV5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    150000 | PA      | $153130.23    | 0.05%             | 2042-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Geisinger Authority (Geisinger Health System)                                                                                                       | Geisinger Authority (Geisinger Health System), Series 2017 A-1, Ref. RB                                                                                | CUSIP: 368497HP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10100.55     | 0.00%             | 2045-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside (County of), CA Public Financing Authority (Desert Communities and Interstate 215 Corridor)                                               | Riverside (County of), CA Public Financing Authority (Desert Communities and Interstate 215 Corridor), Series 2017 A, Ref. RB                          | CUSIP: 76912TMU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $221882.80    | 0.07%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Schenectady County Capital Resource Corp. (Union College)                                                                                           | Schenectady County Capital Resource Corp. (Union College), Series 2017, RB                                                                             | CUSIP: 806418BC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20116.53     | 0.01%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Kaiser Permanente)                                                                     | California (State of) Health Facilities Financing Authority (Kaiser Permanente), Subseries 2017 A-1, RB                                                | CUSIP: 13032UMR6<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    790000 | PA      | $831121.71    | 0.26%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundredth Series 2017, Ref. RB                                                                   | CUSIP: 73358WH31<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    225000 | PA      | $228037.37    | 0.07%             | 2057-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dutchess County Local Development Corp. (Vassar College)                                                                                            | Dutchess County Local Development Corp. (Vassar College), Series 2017, Ref. RB                                                                         | CUSIP: 267045JX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81332.41     | 0.03%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glendale Community College District (Election of 2016)                                                                                              | Glendale Community College District (Election of 2016), Series 2017 A, GO Bonds                                                                        | CUSIP: 378394GX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $130974.20    | 0.04%             | 2027-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Hamilton OH                                                                                                                               | County of Hamilton OH, Series 2017, RB                                                                                                                 | CUSIP: 407272V34<br>LEI: 549300TO1E3N4E4YIO28 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10201.17     | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2017 B, Ref. RB                                                                          | CUSIP: 5444952L7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30583.22     | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2017 B, Ref. RB                                                                          | CUSIP: 5444952M5<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25446.73     | 0.01%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 A, GO Bonds                                                                                               | CUSIP: 57582RMX1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    500000 | PA      | $508407.35    | 0.16%             | 2047-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 A, GO Bonds                                                                                               | CUSIP: 57582RMY9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    205000 | PA      | $207756.80    | 0.06%             | 2047-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) (Green Bonds)                                                                                                       | Massachusetts (Commonwealth of) (Green Bonds), Series 2017 B, GO Bonds                                                                                 | CUSIP: 57582RNE2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     90000 | PA      | $92395.81     | 0.03%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade County Health Facilities Authority                                                                                                       | Miami-Dade County Health Facilities Authority, Series 2017, RB                                                                                         | CUSIP: 59334NDZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50555.27     | 0.02%             | 2047-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Health Care Facilities Financing Authority (Hackensack Meridian Health Obligated Group)                                       | New Jersey (State of) Health Care Facilities Financing Authority (Hackensack Meridian Health Obligated Group), Series 2017, Ref. RB                    | CUSIP: 645790JZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $319941.31    | 0.10%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Health Care Facilities Financing Authority                                                                                               | New Jersey Health Care Facilities Financing Authority, Series 2017, RB                                                                                 | CUSIP: 645790KA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5156.38      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Health Care Facilities Financing Authority                                                                                               | New Jersey Health Care Facilities Financing Authority, Series 2017, RB                                                                                 | CUSIP: 645790KB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15147.27     | 0.00%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Health Care Facilities Financing Authority (Hackensack Meridian Health Obligated Group)                                       | New Jersey (State of) Health Care Facilities Financing Authority (Hackensack Meridian Health Obligated Group), Series 2017 A, Ref. RB                  | CUSIP: 645790KC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $226327.99    | 0.07%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Health Care Facilities Financing Authority                                                                                               | New Jersey Health Care Facilities Financing Authority, Series 2017, RB                                                                                 | CUSIP: 645790KD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5137.33      | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Health Care Facilities Financing Authority (Hackensack Meridian Health Obligated Group)                                       | New Jersey (State of) Health Care Facilities Financing Authority (Hackensack Meridian Health Obligated Group), Series 2017, RB                         | CUSIP: 645790KE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $92361.77     | 0.03%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017, RB                                                                                 | CUSIP: 64971W4S6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56269.16     | 0.02%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2017, RB                                                               | CUSIP: 64971W4T4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $92028.27     | 0.03%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017, RB                                                                                 | CUSIP: 64971W4U1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $168637.08    | 0.05%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 A-E-1, RB                                                                           | CUSIP: 64971W4X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1015000 | PA      | $1034774.33   | 0.32%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017, RB                                                                                 | CUSIP: 64971W4Y3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $519518.74    | 0.16%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 A-E-1, RB                                                                           | CUSIP: 64971W4Z0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61220.92     | 0.02%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 E-1, RB                                                                             | CUSIP: 64971W5B2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $583617.87    | 0.18%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017, RB                                                                                 | CUSIP: 64971W5T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20467.49     | 0.01%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017, RB                                                                                 | CUSIP: 64971W5U0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61276.30     | 0.02%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2017, Ref. RB                                            | CUSIP: 64986DDT9<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     90000 | PA      | $92966.99     | 0.03%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2017, Ref. RB                                            | CUSIP: 64986DDY8<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81808.21     | 0.03%             | 2042-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palomar Community College District (Election of 2006)                                                                                               | Palomar Community College District (Election of 2006), Series 2017 D, GO Bonds                                                                         | CUSIP: 697511ET6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $230293.91    | 0.07%             | 2045-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University (The)                                                                                                                 | Pennsylvania State University (The), Series 2017 A, RB                                                                                                 | CUSIP: 709235YZ2<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    215000 | PA      | $217760.54    | 0.07%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Water & Wastewater Revenue                                                                                                  | City of Philadelphia PA Water & Wastewater Revenue, Series 2017, RB                                                                                    | CUSIP: 717893C82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25604.70     | 0.01%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                                           | San Antonio (City of), TX, Series 2017, Ref. RB                                                                                                        | CUSIP: 7962536S6<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    235000 | PA      | $238646.26    | 0.07%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Health Care Facilities Authority (Seattle Children's Hospital)                                                                | Washington (State of) Health Care Facilities Authority (Seattle Children's Hospital), Series 2017 A, RB                                                | CUSIP: 93978HSC0<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    135000 | PA      | $136293.53    | 0.04%             | 2047-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2016 FB, GO Bonds                                                                                                            | CUSIP: 419792HU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70164.16     | 0.02%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Suffolk NY                                                                                                                                | County of Suffolk NY, Series 2017, GO Bonds                                                                                                            | CUSIP: 86476PUB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $82202.01     | 0.03%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2017 A, GO Bonds                                                                                                        | CUSIP: 20772J6P2<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67123.77     | 0.02%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Turnpike Authority                                                                                                            | New Jersey (State of) Turnpike Authority, Series 2017 A, RB                                                                                            | CUSIP: 6461396K6<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    105000 | PA      | $107510.00    | 0.03%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Howard (County of), MD                                                                                                                              | Howard (County of), MD, Series 2017 B, Ref. GO Bonds                                                                                                   | CUSIP: 44256PGK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46274.63     | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Economic Development Finance Authority (Owensboro Health, Inc.)                                                          | Kentucky (Commonwealth of) Economic Development Finance Authority (Owensboro Health, Inc.), Series 2017 A, Ref. RB                                     | CUSIP: 49126KKE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20257.64     | 0.01%             | 2041-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA (Green Bonds)                                                                                                             | Los Angeles (City of), CA (Green Bonds), Series 2017 A, RB                                                                                             | CUSIP: 53945CGT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $417321.53    | 0.13%             | 2047-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District (Election of 2016) (Green Bonds)                                                                      | San Francisco Bay Area Rapid Transit District (Election of 2016) (Green Bonds), Series 2017 A, GO Bonds                                                | CUSIP: 797661WR2<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |     90000 | PA      | $91624.53     | 0.03%             | 2047-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO Board of Water Commissioners (The) (Green Bonds)                                                                      | Denver (City & County of), CO Board of Water Commissioners (The) (Green Bonds), Series 2017 A, RB                                                      | CUSIP: 24916PGB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $183004.45    | 0.06%             | 2047-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Children's Hospital Los Angeles)                                                       | California (State of) Health Facilities Financing Authority (Children's Hospital Los Angeles), Series 2017 A, Ref. RB                                  | CUSIP: 13032UNG9<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    620000 | PA      | $616285.58    | 0.19%             | 2047-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                                                                       | New York (State of) Dormitory Authority (New York University), Series 2017 A, Ref. RB                                                                  | CUSIP: 64990CC90<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    115000 | PA      | $117371.32    | 0.04%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Children's Hospital Los Angeles)                                                       | California (State of) Health Facilities Financing Authority (Children's Hospital Los Angeles), Series 2017 A, Ref. RB                                  | CUSIP: 13032UNE4<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60541.87     | 0.02%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Economic Development Finance Authority (Baptist Healthcare System)                                                       | Kentucky (Commonwealth of) Economic Development Finance Authority (Baptist Healthcare System), Series 2017 B, RB                                       | CUSIP: 49126KLC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $357552.62    | 0.11%             | 2041-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017, GO Bonds                                                                                                            | CUSIP: 25476FUH9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    125000 | PA      | $128693.20    | 0.04%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017 A, Ref. GO Bonds                                                                                                     | CUSIP: 25476FUL0<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    580000 | PA      | $595477.07    | 0.19%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charlotte (City of), NC (Charlotte Douglas International Airport)                                                                                   | Charlotte (City of), NC (Charlotte Douglas International Airport), Series 2017 A, RB                                                                   | CUSIP: 161036MJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50531.58     | 0.02%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Municipal Finance Authority (Eisenhower Medical Centers)                                                                      | California (State of) Municipal Finance Authority (Eisenhower Medical Centers), Series 2017 A, Ref. RB                                                 | CUSIP: 13048T4N0<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5056.11      | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp.                                                                                                                   | Hudson Yards Infrastructure Corp., Series 2017 A, Ref. RB                                                                                              | CUSIP: 44420RBE9<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    995000 | PA      | $1012409.22   | 0.32%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp.                                                                                                                   | Hudson Yards Infrastructure Corp., Series 2017 A, Ref. RB                                                                                              | CUSIP: 44420RAX8<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    205000 | PA      | $209985.42    | 0.07%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northampton (County of), PA General Purpose Authority (LaFayette College)                                                                           | Northampton (County of), PA General Purpose Authority (LaFayette College), Series 2017, Ref. RB                                                        | CUSIP: 66353LDK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35510.82     | 0.01%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                                                                                    | California Health Facilities Financing Authority, Series 2017, RB                                                                                      | CUSIP: 13032UMM7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10079.29     | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Board of Water Commissioners City & County of Denver (The)                                                                                          | Board of Water Commissioners City & County of Denver (The), Series 2017, RB                                                                            | CUSIP: 24916PGA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201545.20    | 0.06%             | 2042-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Desert Community College District                                                                                                                   | Desert Community College District, Series 2017, Ref. GO Bonds                                                                                          | CUSIP: 250375HB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10089.04     | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eastern Municipal Water District Financing Authority                                                                                                | Eastern Municipal Water District Financing Authority, Series 2017 D, RB                                                                                | CUSIP: 27677SAW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $244304.35    | 0.08%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (Columbia Generating Station)                                                                                                      | Energy Northwest (Columbia Generating Station), Series 2017 A, Ref. RB                                                                                 | CUSIP: 29270CV44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $253774.97    | 0.08%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (Columbia Generating Station)                                                                                                      | Energy Northwest (Columbia Generating Station), Series 2017 A, Ref. RB                                                                                 | CUSIP: 29270CV51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56918.44     | 0.02%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Geisinger Authority                                                                                                                                 | Geisinger Authority, Series 2017, RB                                                                                                                   | CUSIP: 368497JM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50876.29     | 0.02%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2017 FK, GO Bonds                                                                                                            | CUSIP: 419792RT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46401.39     | 0.01%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                                                                                     | State of Hawaii, Series 2017, GO Bonds                                                                                                                 | CUSIP: 419792RU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15241.65     | 0.00%             | 2035-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2017 FK, GO Bonds                                                                                                            | CUSIP: 419792RV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20293.09     | 0.01%             | 2036-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2017 B, Ref. RB                                                                                                          | CUSIP: 44244CNE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    810000 | PA      | $830844.86    | 0.26%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp.                                                                                                                   | Hudson Yards Infrastructure Corp., Series 2017, RB                                                                                                     | CUSIP: 44420RAV2<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    190000 | PA      | $194912.41    | 0.06%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp.                                                                                                                   | Hudson Yards Infrastructure Corp., Series 2017 A, Ref. RB                                                                                              | CUSIP: 44420RAW0<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    145000 | PA      | $148650.72    | 0.05%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp.                                                                                                                   | Hudson Yards Infrastructure Corp., Series 2017, RB                                                                                                     | CUSIP: 44420RAY6<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10233.12     | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp.                                                                                                                   | Hudson Yards Infrastructure Corp., Series 2017 A, Ref. RB                                                                                              | CUSIP: 44420RAZ3<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    420000 | PA      | $424202.73    | 0.13%             | 2036-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp.                                                                                                                   | Hudson Yards Infrastructure Corp., Series 2017 A, Ref. RB                                                                                              | CUSIP: 44420RBA7<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81785.11     | 0.03%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp.                                                                                                                   | Hudson Yards Infrastructure Corp., Series 2017 A, Ref. RB                                                                                              | CUSIP: 44420RBC3<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40922.83     | 0.01%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp.                                                                                                                   | Hudson Yards Infrastructure Corp., Series 2017 A, Ref. RB                                                                                              | CUSIP: 44420RBD1<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    960000 | PA      | $981375.36    | 0.31%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp.                                                                                                                   | Hudson Yards Infrastructure Corp., Series 2017 A, Ref. RB                                                                                              | CUSIP: 44420RBG4<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    500000 | PA      | $507254.80    | 0.16%             | 2045-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Baptist Healthcare System Obligated Group)                                                                    | Indiana (State of) Finance Authority (Baptist Healthcare System Obligated Group), Series 2017, RB                                                      | CUSIP: 45471CAZ1<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15119.97     | 0.00%             | 2051-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                                                                                     | Kentucky Economic Development Finance Authority, Series 2017, RB                                                                                       | CUSIP: 49126KKB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35175.30     | 0.01%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Economic Development Finance Authority (Owensboro Health, Inc.)                                                          | Kentucky (Commonwealth of) Economic Development Finance Authority (Owensboro Health, Inc.), Series 2017 A, Ref. RB                                     | CUSIP: 49126KKC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151425.87    | 0.05%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Economic Development Finance Authority (Baptist Healthcare System)                                                       | Kentucky (Commonwealth of) Economic Development Finance Authority (Baptist Healthcare System), Series 2017 B, RB                                       | CUSIP: 49126KLD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75903.24     | 0.02%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2017 A, Ref. RB                                                                          | CUSIP: 544525WH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101349.29    | 0.03%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2017 A, Ref. RB                                                                          | CUSIP: 544525WK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151877.18    | 0.05%             | 2044-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Public Facilities Authority (Ochsner Clinic Foundation)                                                                        | Louisiana (State of) Public Facilities Authority (Ochsner Clinic Foundation), Series 2017, Ref. RB                                                     | CUSIP: 546399CL8<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |    295000 | PA      | $296262.01    | 0.09%             | 2037-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Public Facilities Authority (Ochsner Clinic Foundation)                                                                        | Louisiana (State of) Public Facilities Authority (Ochsner Clinic Foundation), Series 2017, Ref. RB                                                     | CUSIP: 546399CN4<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81000.27     | 0.03%             | 2042-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds)                                                                             | Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds), Series 2017 C, Ref. RB                                                        | CUSIP: 576051SG2<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31236.75     | 0.01%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 B-2, RB                                                                               | CUSIP: 59259N7E7<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    180000 | PA      | $187898.36    | 0.06%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 B-2, RB                                                                               | CUSIP: 59259N7G2<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    210000 | PA      | $220085.65    | 0.07%             | 2033-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 B-2, RB                                                                               | CUSIP: 59259N7H0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    150000 | PA      | $152457.11    | 0.05%             | 2033-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 B-2, RB                                                                               | CUSIP: 59259N7J6<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    115000 | PA      | $119938.63    | 0.04%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 B-1, RB                                                                               | CUSIP: 59259N8D8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    380000 | PA      | $395417.36    | 0.12%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Hospital Equipment Loan Council (Presbyterian Healthcare)                                                                     | New Mexico (State of) Hospital Equipment Loan Council (Presbyterian Healthcare), Series 2017 A, Ref. RB                                                | CUSIP: 647370HS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80554.03     | 0.03%             | 2035-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Mexico Hospital Equipment Loan Council                                                                                                          | New Mexico Hospital Equipment Loan Council, Series 2017, RB                                                                                            | CUSIP: 647370HT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $231127.12    | 0.07%             | 2036-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of)                                                                                                                                   | Oregon (State of), Series 2017, GO Bonds                                                                                                               | CUSIP: 68609BX69<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    160000 | PA      | $164035.76    | 0.05%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Series 2017, RB                                                                                      | CUSIP: 73358WG81<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    160000 | PA      | $163649.20    | 0.05%             | 2042-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundredth Series 2017, Ref. RB                                                                   | CUSIP: 73358WG99<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20251.67     | 0.01%             | 2047-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UAB Medicine Finance Authority                                                                                                                      | UAB Medicine Finance Authority, Series 2017, RB                                                                                                        | CUSIP: 902562CJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5073.45      | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Cincinnati                                                                                                                            | University of Cincinnati, Series 2017 A, RB                                                                                                            | CUSIP: 914119F98<br>LEI: 549300E0RD3ICJ858L23 | Long             | DBT              | MUN               | US        |    265000 | PA      | $268281.65    | 0.08%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2017 AV, RB                                                                                                           | CUSIP: 91412GX83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $591177.22    | 0.18%             | 2042-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2017, RB                                                                                                              | CUSIP: 91412GY33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15297.58     | 0.00%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Diego (City of), CA Public Facilities Financing Authority                                                                                       | San Diego (City of), CA Public Facilities Financing Authority, Series 2016 A, Ref. RB                                                                  | CUSIP: 79730AJL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45275.44     | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2016 B, Ref. GO Bonds                                                                                                   | CUSIP: 20772JY63<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70406.82     | 0.02%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center                                                                                              | Regents of the University of California Medical Center, Series 2016 L, Ref. RB                                                                         | CUSIP: 913366GZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50295.74     | 0.02%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2017 FK, GO Bonds                                                                                                            | CUSIP: 419792RG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72376.75     | 0.02%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp.                                                                                                                   | Hudson Yards Infrastructure Corp., Series 2017 A, Ref. RB                                                                                              | CUSIP: 44420RAM2<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15430.64     | 0.00%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth                                                                    | Louisiana Local Government Environmental Facilities & Community Development Auth, Series 2017, RB                                                      | CUSIP: 54628CAU6<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25394.83     | 0.01%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Woman's Hospital Foundation)                      | Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Woman's Hospital Foundation), Series 2017 A, Ref. RB | CUSIP: 54628CAT9<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    265000 | PA      | $270647.65    | 0.08%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District (Green Bonds)                                                                                                   | East Bay Municipal Utility District (Green Bonds), Series 2017 A, RB                                                                                   | CUSIP: 271014D58<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5093.10      | 0.00%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL                                                                                                                               | Chicago (City of), IL, Series 2017 A, RB                                                                                                               | CUSIP: 167727YJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202884.20    | 0.06%             | 2042-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Regional Transportation District (Fastracks)                                                                                    | Colorado (State of) Regional Transportation District (Fastracks), Series 2017 B, Ref. RB                                                               | CUSIP: 759136UP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $281741.25    | 0.09%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Municipal Finance Authority (Orange County Civic Center Infrastructure Improvement Program - Phase I)                         | California (State of) Municipal Finance Authority (Orange County Civic Center Infrastructure Improvement Program - Phase I), Series 2017 A, RB         | CUSIP: 13049UCY3<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46231.62     | 0.01%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Beach (City of), CA                                                                                                                            | Long Beach (City of), CA, Series 2017 C, Ref. RB                                                                                                       | CUSIP: 542424VE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111773.67    | 0.03%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL (O'Hare International Airport)                                                                                                | Chicago (City of), IL (O'Hare International Airport), Series 2017 B, Ref. RB                                                                           | CUSIP: 167593A85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $147337.41    | 0.05%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                                      | Washington Metropolitan Area Transit Authority, Series 2017 A-2, Ref. RB                                                                               | CUSIP: 938782EW5<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51570.34     | 0.02%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chillicothe (City of), OH (Adena Health System Obligated Group)                                                                                     | Chillicothe (City of), OH (Adena Health System Obligated Group), Series 2017, Ref. RB                                                                  | CUSIP: 169203AH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25506.61     | 0.01%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Educational & Cultural Facilities Authority (University of Denver)                                                              | Colorado (State of) Educational & Cultural Facilities Authority (University of Denver), Series 2017 A, RB                                              | CUSIP: 19645R6D8<br>LEI: 549300BJRX2FHSSZP042 | Long             | DBT              | MUN               | US        |    165000 | PA      | $166570.29    | 0.05%             | 2047-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017 A, Ref. GO Bonds                                                                                                     | CUSIP: 25476FUF3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    150000 | PA      | $154717.97    | 0.05%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017 A, Ref. GO Bonds                                                                                                     | CUSIP: 25476FUG1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    150000 | PA      | $154538.90    | 0.05%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017, GO Bonds                                                                                                            | CUSIP: 25476FUM8<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20201.41     | 0.01%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District                                                                                                                 | East Bay Municipal Utility District, Series 2017 B, Ref. RB                                                                                            | CUSIP: 271014F23<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77773.03     | 0.02%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District                                                                                                                 | East Bay Municipal Utility District, Series 2017 B, Ref. RB                                                                                            | CUSIP: 271014F31<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |    150000 | PA      | $155422.23    | 0.05%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District                                                                                                                 | East Bay Municipal Utility District, Series 2017 B, Ref. RB                                                                                            | CUSIP: 271014F49<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |     90000 | PA      | $93143.35     | 0.03%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District                                                                                                                 | East Bay Municipal Utility District, Series 2017 B, Ref. RB                                                                                            | CUSIP: 271014F56<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5167.34      | 0.00%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Public Facilities Authority (Franciscan Missionaries of Our Lady Health System)                                                | Louisiana (State of) Public Facilities Authority (Franciscan Missionaries of Our Lady Health System), Series 2017 A, RB                                | CUSIP: 546395N75<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25176.29     | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Health & Higher Educational Facilities Authority (MedStar Health)                                                               | Maryland (State of) Health & Higher Educational Facilities Authority (MedStar Health), Series 2017 A, RB                                               | CUSIP: 5742182P7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203089.74    | 0.06%             | 2042-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Health & Higher Educational Facilities Authority (MedStar Health)                                                               | Maryland (State of) Health & Higher Educational Facilities Authority (MedStar Health), Series 2017 A, RB                                               | CUSIP: 5742182Q5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $136295.10    | 0.04%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2017, GO Bonds                                                                                                   | CUSIP: 57582RPB6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10259.37     | 0.00%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2017, GO Bonds                                                                                                   | CUSIP: 57582RPD2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20498.51     | 0.01%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2017, GO Bonds                                                                                                   | CUSIP: 57582RPE0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10238.73     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 D, GO Bonds                                                                                               | CUSIP: 57582RPK6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20046.90     | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2017 A, RB                                                              | CUSIP: 592030J35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $269565.16    | 0.08%             | 2042-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2017 A, Ref. GO Bonds                                                                                                   | CUSIP: 605581JQ1<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    110000 | PA      | $115091.43    | 0.04%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2017 A, Ref. GO Bonds                                                                                                   | CUSIP: 605581JR9<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     95000 | PA      | $99397.14     | 0.03%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2017 A, Ref. GO Bonds                                                                                                   | CUSIP: 605581JS7<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    160000 | PA      | $167405.71    | 0.05%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2017, RB                                                               | CUSIP: 64971W6W5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $82357.75     | 0.03%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2017, RB                                                               | CUSIP: 64971W6X3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $118254.26    | 0.04%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 F-1, RB                                                                             | CUSIP: 64971W6Y1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $128438.19    | 0.04%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 F-1, RB                                                                             | CUSIP: 64971W6Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $363059.39    | 0.11%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 F-1, RB                                                                             | CUSIP: 64971W7B0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $341942.54    | 0.11%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2017, RB                                                               | CUSIP: 64971W7G9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5144.80      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2017 F-1, RB                                                                          | CUSIP: 64971W7H7<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71787.46     | 0.02%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 F-1, RB                                                                             | CUSIP: 64971W7J3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30569.45     | 0.01%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, Ref. RB                                                                                        | CUSIP: 64990CB67<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    145000 | PA      | $150337.26    | 0.05%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, Ref. RB                                                                                        | CUSIP: 64990CB83<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    245000 | PA      | $253828.01    | 0.08%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                                                                       | New York (State of) Dormitory Authority (New York University), Series 2017 A, Ref. RB                                                                  | CUSIP: 64990CB91<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    335000 | PA      | $346948.85    | 0.11%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                                                                       | New York (State of) Dormitory Authority (New York University), Series 2017, RB                                                                         | CUSIP: 64990CC25<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5061.88      | 0.00%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2017, RB                                                                                                    | CUSIP: 64990CC41<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5054.30      | 0.00%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northampton (County of), PA General Purpose Authority (LaFayette College)                                                                           | Northampton (County of), PA General Purpose Authority (LaFayette College), Series 2017, Ref. RB                                                        | CUSIP: 66353LDG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $166009.36    | 0.05%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA Authority for Industrial Development (Children's Hospital of Philadelphia)                                               | Philadelphia (City of), PA Authority for Industrial Development (Children's Hospital of Philadelphia), Series 2017, Ref. RB                            | CUSIP: 717901BF8<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |    115000 | PA      | $118734.17    | 0.04%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                                                                                   | Philadelphia Authority for Industrial Development, Series 2017, RB                                                                                     | CUSIP: 717901BG6<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |     80000 | PA      | $82519.12     | 0.03%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA Authority for Industrial Development (Children's Hospital of Philadelphia)                                               | Philadelphia (City of), PA Authority for Industrial Development (Children's Hospital of Philadelphia), Series 2017, Ref. RB                            | CUSIP: 717901BK7<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30109.23     | 0.01%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District (Election of 2016)                                                                                    | San Francisco Bay Area Rapid Transit District (Election of 2016), Series 2017, GO Bonds                                                                | CUSIP: 797661WQ4<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5021.03      | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District                                                                                                       | San Francisco Bay Area Rapid Transit District, Series 2017, GO Bonds                                                                                   | CUSIP: 797661WW1<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20793.79     | 0.01%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District (Election of 2004) (Green Bonds)                                                                      | San Francisco Bay Area Rapid Transit District (Election of 2004) (Green Bonds), Series 2017, Ref. GO Bonds                                             | CUSIP: 797661WX9<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |    510000 | PA      | $517474.92    | 0.16%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Trimble KY                                                                                                                                | County of Trimble KY, Series 2017, RB                                                                                                                  | CUSIP: 896221AD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50348.85     | 0.02%             | 2033-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Philadelphia School District (The)                                                                                                                  | Philadelphia School District (The), Series 2007 A, Ref.  GO Bonds                                                                                      | CUSIP: 717883ET5<br>LEI: 254900HSKDHZKBZCUL90 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10343.47     | 0.00%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2016 B, Ref. RB                                                                             | CUSIP: 709224PA1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15098.84     | 0.00%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa (State of)                                                                                                                                     | Iowa (State of), Series 2016 A, Ref. RB                                                                                                                | CUSIP: 46257TEE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70487.59     | 0.02%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority                                                                                                                | Indiana (State of) Finance Authority, Series 2016 C, Ref. RB                                                                                           | CUSIP: 45470RCU8<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    165000 | PA      | $168349.52    | 0.05%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Commerce Corp. (Garvee)                                                                                                                | Rhode Island Commerce Corp. (Garvee), Series 2016 B, RB                                                                                                | CUSIP: 762232AM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100719.85    | 0.03%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand River Dam Authority                                                                                                                           | Grand River Dam Authority, Series 2016 A, Ref. RB                                                                                                      | CUSIP: 386442WM5<br>LEI: 549300XGK5KWQHON4Q79 | Long             | DBT              | MUN               | US        |    115000 | PA      | $117196.47    | 0.04%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                                     | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2017 A, RB                                                     | CUSIP: 67766WXQ0<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    350000 | PA      | $362724.99    | 0.11%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government Health & Educational Facilities Board (The) (Vanderbilt Univ Medical Center) | Nashville (City of) & Davidson (County of), TN Metropolitan Government Health & Educational Facilities Board (The) (Vanderbilt Univ Medical Center)    | CUSIP: 592041YC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $487688.69    | 0.15%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aldine Independent School District                                                                                                                  | Aldine Independent School District, Series 2017, GO Bonds                                                                                              | CUSIP: 014393XR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25377.14     | 0.01%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX                                                                                                                                | Dallas (City of), TX, Series 2017, RB                                                                                                                  | CUSIP: 23542JFW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $152531.39    | 0.05%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Fifth Series 2017, Ref. RB                                                               | CUSIP: 73358WP57<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102030.87    | 0.03%             | 2057-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fulton (County of), GA Development Authority (Wellstar Health System, Inc.)                                                                         | Fulton (County of), GA Development Authority (Wellstar Health System, Inc.), Series 2017, RAC                                                          | CUSIP: 36005GAW3<br>LEI: 549300533NJL38F4K144 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30385.15     | 0.01%             | 2042-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017, RB                                                                                               | CUSIP: 64990AGG4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    170000 | PA      | $174799.27    | 0.05%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Sutter Health)                                                                         | California (State of) Health Facilities Financing Authority (Sutter Health), Series 2017 A, Ref. RB                                                    | CUSIP: 13032UNQ7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     80000 | PA      | $83745.97     | 0.03%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Sutter Health)                                                                         | California (State of) Health Facilities Financing Authority (Sutter Health), Series 2017 A, Ref. RB                                                    | CUSIP: 13032UNR5<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    120000 | PA      | $125405.95    | 0.04%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Sutter Health)                                                                         | California (State of) Health Facilities Financing Authority (Sutter Health), Series 2017 A, Ref. RB                                                    | CUSIP: 13032UNW4<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    265000 | PA      | $274423.67    | 0.09%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Sutter Health)                                                                         | California (State of) Health Facilities Financing Authority (Sutter Health), Series 2017 A, Ref. RB                                                    | CUSIP: 13032UNY0<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    200000 | PA      | $202305.36    | 0.06%             | 2048-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                                                                                    | State of Georgia, Series 2017, GO Bonds                                                                                                                | CUSIP: 373385AR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66673.96     | 0.02%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                                                                                    | State of Georgia, Series 2017, GO Bonds                                                                                                                | CUSIP: 373385AT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5068.29      | 0.00%             | 2035-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jefferson (County of), AL                                                                                                                           | Jefferson (County of), AL, Series 2017, Ref. RB                                                                                                        | CUSIP: 472628RG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95925.83     | 0.03%             | 2037-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2017 C, RB                                                                               | CUSIP: 5444953Q5<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45897.30     | 0.01%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2017, Ref. RB                                                                         | CUSIP: 64972GPB4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    505000 | PA      | $520090.26    | 0.16%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2017, Ref. RB                                                                         | CUSIP: 64972GPE8<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61727.29     | 0.02%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                                                                                   | New York City Transitional Finance Authority Building Aid Revenue, Series 2017, RB                                                                     | CUSIP: 64972HZV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $170980.06    | 0.05%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 S-1, Ref. RB                                                                        | CUSIP: 64972HZW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $196639.91    | 0.06%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                                                                                   | New York City Transitional Finance Authority Building Aid Revenue, Series 2017, RB                                                                     | CUSIP: 64972HZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10098.82     | 0.00%             | 2036-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, RB                                                                                             | CUSIP: 64990AGF6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    270000 | PA      | $277766.77    | 0.09%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, RB                                                                                             | CUSIP: 64990AGH2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102758.36    | 0.03%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2017, RB                                                                                                    | CUSIP: 64990AGJ8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30797.28     | 0.01%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, RB                                                                                             | CUSIP: 64990AGK5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25639.95     | 0.01%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, RB                                                                                             | CUSIP: 64990AGL3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    225000 | PA      | $230598.09    | 0.07%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, RB                                                                                             | CUSIP: 64990AGM1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35847.53     | 0.01%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, RB                                                                                             | CUSIP: 64990AGN9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    200000 | PA      | $204695.08    | 0.06%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, RB                                                                                             | CUSIP: 64990AGP4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    315000 | PA      | $321858.81    | 0.10%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, RB                                                                                             | CUSIP: 64990AGQ2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    300000 | PA      | $305923.47    | 0.10%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017, RB                                                                                               | CUSIP: 64990AGR0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    110000 | PA      | $111968.62    | 0.03%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, Ref. RB                                                                                        | CUSIP: 64990FBM5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    230000 | PA      | $234783.15    | 0.07%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2017 B-1, RB                                                                                | CUSIP: 709224WQ8<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    515000 | PA      | $525607.66    | 0.16%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                                                                                    | Pennsylvania Turnpike Commission, Series 2017, RB                                                                                                      | CUSIP: 709224XJ3<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     80000 | PA      | $82500.67     | 0.03%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                                                                                    | Pennsylvania Turnpike Commission, Series 2017, RB                                                                                                      | CUSIP: 709224XL8<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    160000 | PA      | $162012.80    | 0.05%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                                                                                    | Pennsylvania Turnpike Commission, Series 2017, RB                                                                                                      | CUSIP: 709224XM6<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126162.09    | 0.04%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                                                                                    | Pennsylvania Turnpike Commission, Series 2017, RB                                                                                                      | CUSIP: 709224XN4<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    205000 | PA      | $206691.50    | 0.06%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Health and Educational Building Corp.                                                                                                  | Rhode Island Health and Educational Building Corp., Series 2017, RB                                                                                    | CUSIP: 762197VF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10094.56     | 0.00%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Transportation Infrastructure Bank                                                                                        | South Carolina (State of) Transportation Infrastructure Bank, Series 2017 A, Ref. RB                                                                   | CUSIP: 837152UU9<br>LEI: 549300YI1NMCP4VLJN43 | Long             | DBT              | MUN               | US        |     85000 | PA      | $87680.91     | 0.03%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Transportation Infrastructure Bank                                                                                        | South Carolina (State of) Transportation Infrastructure Bank, Series 2017 A, Ref. RB                                                                   | CUSIP: 837152UV7<br>LEI: 549300YI1NMCP4VLJN43 | Long             | DBT              | MUN               | US        |    105000 | PA      | $108160.85    | 0.03%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Transportation Infrastructure Bank                                                                                        | South Carolina (State of) Transportation Infrastructure Bank, Series 2017, RB                                                                          | CUSIP: 837152UW5<br>LEI: 549300YI1NMCP4VLJN43 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20569.51     | 0.01%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                                                                       | New York (State of) Dormitory Authority (New York University), Series 1998 A, RB                                                                       | CUSIP: 649838FX2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46300.87     | 0.01%             | 2027-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Bay Transportation Authority                                                                                        | Massachusetts (Commonwealth of) Bay Transportation Authority, Series 2005 A, RB                                                                        | CUSIP: 575579HE0<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |    295000 | PA      | $306395.85    | 0.10%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District (Election of 1998)                                                                                                | San Diego Unified School District (Election of 1998), Series 2005 E-2, Ref. GO Bonds                                                                   | CUSIP: 797355WL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $89356.28     | 0.03%             | 2027-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2015 A, Ref. GO Bonds                                                                                          | CUSIP: 57582RDV5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    165000 | PA      | $171418.25    | 0.05%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 A, Ref. GO Bonds                                                                                          | CUSIP: 57582RHF6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40346.39     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (Bonneville Power Administration)                                                                                                  | Energy Northwest (Bonneville Power Administration), Series 2016, Ref. RB                                                                               | CUSIP: 29270CR31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $136236.65    | 0.04%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Turnpike Authority (Revitalization)                                                                                      | Kentucky (Commonwealth of) Turnpike Authority (Revitalization), Series 2016 A, Ref. RB                                                                 | CUSIP: 491552J89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $121067.20    | 0.04%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 B, Ref. GO Bonds                                                                                          | CUSIP: 57582RKK1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    350000 | PA      | $363614.48    | 0.11%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                                 | Los Angeles Unified School District, Series 2016 B, Ref. GO Bonds                                                                                      | CUSIP: 5446464V1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $257753.87    | 0.08%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix (City of), AZ                                                                                                                               | Phoenix (City of), AZ, Series 2016, Ref. GO Bonds                                                                                                      | CUSIP: 718814Q58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15137.41     | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2016 B, Ref. RB                                                                                           | CUSIP: 153476BG0<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10083.26     | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2016 F, Ref. GO Bonds                                                                                                       | CUSIP: 3733846J0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $138157.50    | 0.04%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                                                                                    | Energy Northwest, Series 2017 A, Ref. RB                                                                                                               | CUSIP: 29270CT96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $207726.00    | 0.06%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Department of Transportation                                                                                                   | Wisconsin (State of) Department of Transportation, Series 2017-1, Ref. GO Bonds                                                                        | CUSIP: 977123Q50<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    170000 | PA      | $176384.66    | 0.06%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                                                                                                  | Metropolitan Water District of Southern California, Series 2017, RB                                                                                    | CUSIP: 59266TNG2<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |    115000 | PA      | $115387.78    | 0.04%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                                 | Los Angeles Unified School District, Series 2017 A, Ref. GO Bonds                                                                                      | CUSIP: 5446465Q1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $307985.61    | 0.10%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2017 A-1, GO Bonds                                                                                                          | CUSIP: 373385AK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $107812.76    | 0.03%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 D, Ref. GO Bonds                                                                                          | CUSIP: 57582RNZ5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    185000 | PA      | $192196.22    | 0.06%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 S-1, Ref. RB                                                                        | CUSIP: 64972HZM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72753.54     | 0.02%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, RB                                                                                             | CUSIP: 64990AFZ3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     85000 | PA      | $87599.86     | 0.03%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2017 B-2, Ref. RB                                                                           | CUSIP: 709224XB0<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25874.36     | 0.01%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                                      | Washington Metropolitan Area Transit Authority, Series 2017 B, RB                                                                                      | CUSIP: 938782FT1<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |    420000 | PA      | $427817.17    | 0.13%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Rosalind Franklin University)                                                                                | Illinois (State of) Finance Authority (Rosalind Franklin University), Series 2017, Ref. RB                                                             | CUSIP: 45204EVF2<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    100000 | PA      | $98883.62     | 0.03%             | 2047-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 A-2, RB                                                                             | CUSIP: 64971XAQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $201633.59    | 0.06%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) (Cleveland Clinic Health System Obligated Group)                                                                                    | Ohio (State of) (Cleveland Clinic Health System Obligated Group), Series 2017, Ref. RB                                                                 | CUSIP: 677561KD3<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    150000 | PA      | $153497.94    | 0.05%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA                                                                                                                          | Philadelphia (City of), PA, Fifteenth Series 2017, Ref. RB                                                                                             | CUSIP: 71783MAY1<br>LEI: 549300H8UJ7V5WU5IA90 | Long             | DBT              | MUN               | US        |    245000 | PA      | $250121.82    | 0.08%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA                                                                                                                          | Philadelphia (City of), PA, Series 2017 15, Ref. RB                                                                                                    | CUSIP: 71783MAZ8<br>LEI: 549300H8UJ7V5WU5IA90 | Long             | DBT              | MUN               | US        |    230000 | PA      | $232838.15    | 0.07%             | 2047-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                                           | San Antonio (City of), TX, Series 2017, RB                                                                                                             | CUSIP: 7962537Q9<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    170000 | PA      | $172612.31    | 0.05%             | 2047-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cape Girardeau (County of), MO Industrial Development Authority (South Eastern Health)                                                              | Cape Girardeau (County of), MO Industrial Development Authority (South Eastern Health), Series 2017 A, Ref. RB                                         | CUSIP: 139404GT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50949.49     | 0.02%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Connecticut                                                                                                                           | University of Connecticut, Series 2017 A, RB                                                                                                           | CUSIP: 914233L58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30703.86     | 0.01%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Health Care Facilities Authority (Virginia Mason Medical Center)                                                              | Washington (State of) Health Care Facilities Authority (Virginia Mason Medical Center), Series 2017, Ref. RB                                           | CUSIP: 93978HSR7<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61514.66     | 0.02%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Health Care Facilities Authority (Virginia Mason Medical Center)                                                              | Washington (State of) Health Care Facilities Authority (Virginia Mason Medical Center), Series 2017, Ref. RB                                           | CUSIP: 93978HSQ9<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61654.81     | 0.02%             | 2036-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                                                                                         | Washington Health Care Facilities Authority, Series 2017, RB                                                                                           | CUSIP: 93978HSJ5<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31046.63     | 0.01%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa (City of) & Hillsborough (County of), FL Expressway Authority                                                                                 | Tampa (City of) & Hillsborough (County of), FL Expressway Authority, Series 2017, RB                                                                   | CUSIP: 875301FP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $557073.94    | 0.17%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, GO Bonds                                                                                                           | CUSIP: 13063DAY4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    160000 | PA      | $162837.15    | 0.05%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 13063DCC0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     85000 | PA      | $87187.87     | 0.03%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Austin (City of), TX                                                                                                                                | Austin (City of), TX, Series 2017, Ref. RB                                                                                                             | CUSIP: 0524762Z0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66661.88     | 0.02%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 A-3, RB                                                                             | CUSIP: 64971XAG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $256974.70    | 0.08%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                                                                                             | Bay Area Toll Authority, Series 2017, RB                                                                                                               | CUSIP: 072024VK5<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25342.05     | 0.01%             | 2035-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                                                                                             | Bay Area Toll Authority, Series 2017, RB                                                                                                               | CUSIP: 072024VL3<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    260000 | PA      | $259279.23    | 0.08%             | 2036-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                                                                                             | Bay Area Toll Authority, Series 2017, RB                                                                                                               | CUSIP: 072024VN9<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25232.92     | 0.01%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Health Care Facilities Financing Authority (Inspira Meridian Health Obligated Group)                                          | New Jersey (State of) Health Care Facilities Financing Authority (Inspira Meridian Health Obligated Group), Series 2017, RB                            | CUSIP: 645790LP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50926.33     | 0.02%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 A-3, RB                                                                             | CUSIP: 64971XAH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $261964.15    | 0.08%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 A-2, RB                                                                             | CUSIP: 64971XAN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36247.48     | 0.01%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 A-2, RB                                                                             | CUSIP: 64971XAP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $543348.70    | 0.17%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2017, RB                                                               | CUSIP: 64971XAR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $258221.48    | 0.08%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 A-2, RB                                                                             | CUSIP: 64971XAS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $128989.71    | 0.04%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017, RB                                                                                 | CUSIP: 64971XAT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $237039.29    | 0.07%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 A-2, RB                                                                             | CUSIP: 64971XAU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $154386.99    | 0.05%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Fifth Series 2017, Ref. RB                                                               | CUSIP: 73358WN26<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    120000 | PA      | $125637.01    | 0.04%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Fifth Series 2017, Ref. RB                                                               | CUSIP: 73358WN34<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    280000 | PA      | $292799.78    | 0.09%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Series 2017, Ref. RB                                                                                 | CUSIP: 73358WN42<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    195000 | PA      | $203697.98    | 0.06%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                                                                                             | Port Authority of New York & New Jersey, Series 2017, RB                                                                                               | CUSIP: 73358WP24<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103468.74    | 0.03%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Fifth Series 2017, Ref. RB                                                               | CUSIP: 73358WP32<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    300000 | PA      | $305648.01    | 0.10%             | 2047-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                                                                                             | Port Authority of New York & New Jersey, Series 2017, RB                                                                                               | CUSIP: 73358WP40<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101541.15    | 0.03%             | 2057-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regional Transportation District Sales Tax Revenue                                                                                                  | Regional Transportation District Sales Tax Revenue, Series 2017, RB                                                                                    | CUSIP: 759136UN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $99258.26     | 0.03%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego (County of), CA Regional Airport Authority                                                                                                | San Diego (County of), CA Regional Airport Authority, Series 2017 A, Ref. RB                                                                           | CUSIP: 79739GFQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $204986.14    | 0.06%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs)                                                 | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs), Series 2017 C, RB                                 | CUSIP: 92778VEG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $232666.23    | 0.07%             | 2033-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipments Programs)                                                | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipments Programs), Series 2017, RB                                  | CUSIP: 92778VEL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5035.50      | 0.00%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                                      | Washington Metropolitan Area Transit Authority, Series 2017 B, RB                                                                                      | CUSIP: 938782FR5<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |    600000 | PA      | $616753.38    | 0.19%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                                      | Washington Metropolitan Area Transit Authority, Series 2017, RB                                                                                        | CUSIP: 938782FS3<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |     90000 | PA      | $92362.58     | 0.03%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Water Resources Authority                                                                                           | Massachusetts (Commonwealth of) Water Resources Authority, Series 2007 B, Ref. RB                                                                      | CUSIP: 576049V80<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62712.80     | 0.02%             | 2027-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of)                                                                                                                                | Louisiana (State of), Series 2016 B, Ref. GO Bonds                                                                                                     | CUSIP: 5464152C3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $171988.39    | 0.05%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego (City of), CA Public Facilities Financing Authority                                                                                       | San Diego (City of), CA Public Facilities Financing Authority, Series 2016 B, Ref. RB                                                                  | CUSIP: 79730CGS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40501.23     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series R-2017A, Ref. GO Bonds                                                                                                   | CUSIP: 93974DWZ7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35402.08     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                                  | Board of Regents of the University of Texas System, Series 2016 E, RB                                                                                  | CUSIP: 91514AEM3<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    195000 | PA      | $203248.73    | 0.06%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama (State of)                                                                                                                                  | Alabama (State of), Series 2016 C, Ref. GO Bonds                                                                                                       | CUSIP: 010411BR6<br>LEI: 549300TKZX0YNENZC895 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65760.27     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) (Bid Group C)                                                                                                                 | California (State of) (Bid Group C), Series 2016, Ref. GO Bonds                                                                                        | CUSIP: 13063C4P2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    265000 | PA      | $268265.33    | 0.08%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2017, GO Bonds                                                                                                             | CUSIP: 64966MJL4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71762.52     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 13063C5Y2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    105000 | PA      | $106293.81    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 13063C8Q6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    345000 | PA      | $351884.61    | 0.11%             | 2027-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) (Capital)                                                                                                                     | New Mexico (State of) (Capital), Series 2017 A, GO Bonds                                                                                               | CUSIP: 647293RK7<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |    165000 | PA      | $169711.41    | 0.05%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs)                                                 | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs), Series 2017, RB                                   | CUSIP: 92778VEA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46197.18     | 0.01%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                                           | North Carolina (State of), Series 2017 B, Ref. RB                                                                                                      | CUSIP: 65829QCW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | PA      | $578882.58    | 0.18%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Turnpike Authority                                                                                                            | New Jersey (State of) Turnpike Authority, Series 2017 B, Ref. RB                                                                                       | CUSIP: 6461397B5<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    335000 | PA      | $343008.11    | 0.11%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                                      | Washington Metropolitan Area Transit Authority, Series 2017 B, RB                                                                                      | CUSIP: 938782FG9<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41507.64     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017 A, Ref. GO Bonds                                                                                                   | CUSIP: 64966MPE3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    270000 | PA      | $281117.22    | 0.09%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Regional Transportation Authority                                                                                               | Illinois (State of) Regional Transportation Authority, Series 2017 A, Ref. RB                                                                          | CUSIP: 7599112Y5<br>LEI: 549300FOIPI62F5YFO59 | Long             | DBT              | MUN               | US        |    270000 | PA      | $279237.54    | 0.09%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority (San Francisco Bay Area)                                                                                                    | Bay Area Toll Authority (San Francisco Bay Area), Series 2017, Ref. RB                                                                                 | CUSIP: 072024VA7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    115000 | PA      | $119093.36    | 0.04%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Turnpike Authority (Revitalizaton)                                                                                       | Kentucky (Commonwealth of) Turnpike Authority (Revitalizaton), Series 2017 B, Ref. RB                                                                  | CUSIP: 491552Q99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77716.31     | 0.02%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2017 A, GO Bonds                                                                                                           | CUSIP: 574193PN2<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    140000 | PA      | $145844.41    | 0.05%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2017 A, Ref. RB                                                                           | CUSIP: 64578JBH8<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102211.22    | 0.03%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                                                                                           | New Jersey Economic Development Authority, Series 2017, RB                                                                                             | CUSIP: 64578JBC9<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101112.49    | 0.03%             | 2032-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2017 A, Ref. RB                                                                           | CUSIP: 64578JBF2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50352.47     | 0.02%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2017 A, RB                                                                                            | CUSIP: 882854B84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    820000 | PA      | $832352.73    | 0.26%             | 2047-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2017 DDD, RB                                                                              | CUSIP: 64577BL69<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    235000 | PA      | $243929.30    | 0.08%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Edmond Public Works Authority                                                                                                                       | Edmond Public Works Authority, Series 2017, RB                                                                                                         | CUSIP: 28112NJA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10115.67     | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Edmond Public Works Authority                                                                                                                       | Edmond Public Works Authority, Series 2017, RB                                                                                                         | CUSIP: 28112NHY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203748.58    | 0.06%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adams & Weld Counties School District No. 27J Brighton                                                                                              | Adams & Weld Counties School District No. 27J Brighton, Series 2017, GO Bonds                                                                          | CUSIP: 005518WY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $241643.14    | 0.08%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, GO Bonds                                                                                                           | CUSIP: 13063DAV0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36616.84     | 0.01%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, GO Bonds                                                                                                           | CUSIP: 13063DAW8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    150000 | PA      | $154094.07    | 0.05%             | 2032-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 13063DCA4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    160000 | PA      | $164367.01    | 0.05%             | 2032-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 13063DCD8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    265000 | PA      | $271279.86    | 0.08%             | 2034-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 13063DCF3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     85000 | PA      | $88548.40     | 0.03%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2017, GO Bonds                                                                                                             | CUSIP: 13063DCG1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35738.49     | 0.01%             | 2035-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 13063DCJ5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20800.84     | 0.01%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 13063DCK2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62287.97     | 0.02%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2017, GO Bonds                                                                                                             | CUSIP: 13063DCL0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5077.94      | 0.00%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Dakota Health & Educational Facilities Authority                                                                                              | South Dakota Health & Educational Facilities Authority, Series 2017, RB                                                                                | CUSIP: 83755VE26<br>LEI: 549300ZW6LKR8UI2C378 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71249.17     | 0.02%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2017 M, RB                                                                                                  | CUSIP: 91412G2D6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72397.69     | 0.02%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2017 M, RB                                                                                                  | CUSIP: 91412G2E4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10333.48     | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2017 M, RB                                                                                                  | CUSIP: 91412G2F1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5160.93      | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2017 M, RB                                                                                                  | CUSIP: 91412G2G9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15457.72     | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2017 M, RB                                                                                                  | CUSIP: 91412G2K0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    470000 | PA      | $481732.00    | 0.15%             | 2042-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2017 M, RB                                                                                                  | CUSIP: 91412G2L8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $355840.21    | 0.11%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2017 M, RB                                                                                                  | CUSIP: 91412G2N4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101404.73    | 0.03%             | 2052-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2005 N-1, Ref. RB                                                                         | CUSIP: 6459165H6<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    185000 | PA      | $194056.80    | 0.06%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, GO Bonds                                                                                                           | CUSIP: 13063CR85<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5074.11      | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2016, Ref. GO Bonds                                                                                       | CUSIP: 70914PB76<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    130000 | PA      | $132005.80    | 0.04%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), Second Series 2016, GO Bonds                                                                                           | CUSIP: 70914PE32<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    190000 | PA      | $192931.55    | 0.06%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Transportation Infrastructure)                                                                                              | Connecticut (State of) (Transportation Infrastructure), Series 2016 A, RB                                                                              | CUSIP: 207758VP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101367.33    | 0.03%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                      | CUSIP: 13063CW97<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     95000 | PA      | $96408.02     | 0.03%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange (County of), FL School Board                                                                                                                 | Orange (County of), FL School Board, Series 2017, Ref. COP                                                                                             | CUSIP: 684517SD8<br>LEI: 549300SEFJ368NVQXL34 | Long             | DBT              | MUN               | US        |    105000 | PA      | $108964.66    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Clean Water Initiative)                                                                                      | Illinois (State of) Finance Authority (Clean Water Initiative), Series 2017, RB                                                                        | CUSIP: 45204EXS2<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    140000 | PA      | $143381.80    | 0.04%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Clean Water Initiative)                                                                                      | Illinois (State of) Finance Authority (Clean Water Initiative), Series 2017, RB                                                                        | CUSIP: 45204EXT0<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15363.38     | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prince George's (County of), MD                                                                                                                     | Prince George's (County of), MD, Series 2017 A, GO Bonds                                                                                               | CUSIP: 7417013F1<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10099.07     | 0.00%             | 2027-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of)                                                                                                                                 | Michigan (State of), Series 2017 A, Ref. GO Bonds                                                                                                      | CUSIP: 594612DR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62030.17     | 0.02%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2017, RB                                                                                      | CUSIP: 574204H63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $193036.07    | 0.06%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2017 A, Ref. RB                                                                           | CUSIP: 64578JAZ9<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25765.47     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Airport Commission (San Francisco International Airport)                                                       | San Francisco (City & County of), CA Airport Commission (San Francisco International Airport), Series 2017 B, RB                                       | CUSIP: 79766DKK4<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |    510000 | PA      | $517367.26    | 0.16%             | 2047-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2017 B, Ref. RB                                                                                                  | CUSIP: 66285WXF8<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    490000 | PA      | $494556.56    | 0.15%             | 2034-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2017 B, Ref. RB                                                                                                  | CUSIP: 66285WXG6<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50420.37     | 0.02%             | 2035-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2017 B, Ref. RB                                                                                                  | CUSIP: 66285WXM3<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    160000 | PA      | $162110.45    | 0.05%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of) Commissioner of Highways (Surface Transportation)                                                                          | West Virginia (State of) Commissioner of Highways (Surface Transportation), Series 2017 A, RB                                                          | CUSIP: 95649ACP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $88429.38     | 0.03%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 B-1, RB                                                                             | CUSIP: 64971XCX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35645.49     | 0.01%             | 2045-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gainesville (City of), FL                                                                                                                           | Gainesville (City of), FL, Series 2017 A, RB                                                                                                           | CUSIP: 362848UE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $161245.35    | 0.05%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utility Debt Securitization Authority                                                                                                               | Utility Debt Securitization Authority, Series 2017, RB                                                                                                 | CUSIP: 91802REJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26034.71     | 0.01%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA Hospitals & Higher Education Facilities Authority (The) (Temple University Health System)                                | Philadelphia (City of), PA Hospitals & Higher Education Facilities Authority (The) (Temple University Health System), Series 2017, RB                  | CUSIP: 717903L89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76263.04     | 0.02%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2017 D, GO Bonds                                                                                                           | CUSIP: 452152P96<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    675000 | PA      | $704269.55    | 0.22%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 13063DDX3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    165000 | PA      | $171362.66    | 0.05%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 13063DDZ8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    475000 | PA      | $492099.76    | 0.15%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 13063DEA2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     95000 | PA      | $98285.20     | 0.03%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2017, GO Bonds                                                                                                             | CUSIP: 13063DEB0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81094.77     | 0.03%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2017 A, RB                                                     | CUSIP: 54466HFT8<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31125.33     | 0.01%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue                                                                          | Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue, Series 2017, RB                                                            | CUSIP: 54466HFU5<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15546.61     | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2017 A, RB                                                     | CUSIP: 54466HFV3<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    145000 | PA      | $150178.14    | 0.05%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2017 A, RB                                                     | CUSIP: 54466HFW1<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77501.96     | 0.02%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2017 A, RB                                                     | CUSIP: 54466HFX9<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    130000 | PA      | $134103.18    | 0.04%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2017 A, RB                                                     | CUSIP: 54466HFZ4<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     90000 | PA      | $92392.23     | 0.03%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2017 DDD, RB                                                                              | CUSIP: 64577BL51<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    105000 | PA      | $107663.55    | 0.03%             | 2027-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2017, GO Bonds                                                                                                             | CUSIP: 64966MQU6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    385000 | PA      | $401574.21    | 0.13%             | 2033-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2017, GO Bonds                                                                                                             | CUSIP: 64966MQW2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    115000 | PA      | $119184.17    | 0.04%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017 B-1, GO Bonds                                                                                                      | CUSIP: 64966MQY8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    385000 | PA      | $398331.28    | 0.12%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017 B-1, GO Bonds                                                                                                      | CUSIP: 64966MQZ5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    375000 | PA      | $387418.46    | 0.12%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017, GO Bonds                                                                                                          | CUSIP: 64966MRA9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    225000 | PA      | $232202.30    | 0.07%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017 B-1, GO Bonds                                                                                                      | CUSIP: 64966MRB7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36053.62     | 0.01%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2017 B-1, RB                                                                          | CUSIP: 64971XCP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41425.70     | 0.01%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 B-1, RB                                                                             | CUSIP: 64971XCQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    405000 | PA      | $419154.71    | 0.13%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 B-1, RB                                                                             | CUSIP: 64971XCS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86281.61     | 0.03%             | 2035-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 B-1, RB                                                                             | CUSIP: 64971XCU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40362.40     | 0.01%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2017 BB-1, RB                                                                         | CUSIP: 64972GPJ7<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    420000 | PA      | $426422.39    | 0.13%             | 2046-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 B, Ref. RB                                                                                        | CUSIP: 64990FGA6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     90000 | PA      | $93478.10     | 0.03%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 B, Ref. RB                                                                                        | CUSIP: 64990FGB4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     95000 | PA      | $98574.39     | 0.03%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 B, Ref. RB                                                                                        | CUSIP: 64990FGC2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    170000 | PA      | $176173.58    | 0.05%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2017, RB                                                                                                    | CUSIP: 64990FGD0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    110000 | PA      | $113802.93    | 0.04%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 B, Ref. RB                                                                                        | CUSIP: 64990FGE8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    330000 | PA      | $340834.86    | 0.11%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 3)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 3), Series 2017 B, Ref. RB                                                                      | CUSIP: 64990FGF5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5156.93      | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 3)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 3), Series 2017 B, Ref. RB                                                                      | CUSIP: 64990FGK4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    295000 | PA      | $302138.06    | 0.09%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2017 A-1, RB                                                                                | CUSIP: 709224ZC6<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46314.07     | 0.01%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2017 A-1, RB                                                                                | CUSIP: 709224ZD4<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    210000 | PA      | $213685.35    | 0.07%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rampart Range Metropolitan District No. 1                                                                                                           | Rampart Range Metropolitan District No. 1, Series 2017, Ref. RB                                                                                        | CUSIP: 75157TAA7<br>LEI: 549300YG458KQEHMQF33 | Long             | DBT              | MUN               | US        |    110000 | PA      | $111742.03    | 0.03%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rampart Range Metropolitan District No. 1                                                                                                           | Rampart Range Metropolitan District No. 1, Series 2017, Ref. RB                                                                                        | CUSIP: 75157TAB5<br>LEI: 549300YG458KQEHMQF33 | Long             | DBT              | MUN               | US        |     95000 | PA      | $95928.93     | 0.03%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reedy Creek Improvement District                                                                                                                    | Reedy Creek Improvement District, Series 2017 A, GO Bonds                                                                                              | CUSIP: 758449RR5<br>LEI: 549300DLSKH6SZ96KV94 | Long             | DBT              | MUN               | US        |    200000 | PA      | $204946.56    | 0.06%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2017 A, RB                                                                                            | CUSIP: 882854A77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $173888.36    | 0.05%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2017, RB                                                                                              | CUSIP: 882854A85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $245055.38    | 0.08%             | 2034-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                                                                                       | Texas Water Development Board, Series 2017, RB                                                                                                         | CUSIP: 882854A93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101935.63    | 0.03%             | 2035-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                                                                                       | Texas Water Development Board, Series 2017, RB                                                                                                         | CUSIP: 882854B27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35592.82     | 0.01%             | 2036-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                                                                                       | Texas Water Development Board, Series 2017, RB                                                                                                         | CUSIP: 882854B35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25365.71     | 0.01%             | 2037-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                                                                                       | Texas Water Development Board, Series 2017, RB                                                                                                         | CUSIP: 882854B43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5066.57      | 0.00%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2017 A, RB                                                                                            | CUSIP: 882854B50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $328287.33    | 0.10%             | 2042-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 A, GO Bonds                                                                                                         | CUSIP: 93974DQ50<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    150000 | PA      | $153783.53    | 0.05%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Second Series 2017, Ref. RB                                                                        | CUSIP: 709224ZX0<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     85000 | PA      | $88162.06     | 0.03%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                                                                                    | Pennsylvania Turnpike Commission, Series 2017, RB                                                                                                      | CUSIP: 709224ZY8<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    310000 | PA      | $320908.37    | 0.10%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Second Series 2017, Ref. RB                                                                        | CUSIP: 709224A66<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     90000 | PA      | $94225.75     | 0.03%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Second Series 2017, Ref. RB                                                                        | CUSIP: 709224B57<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25879.63     | 0.01%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Second Series 2017, Ref. RB                                                                        | CUSIP: 709224B65<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    145000 | PA      | $149543.84    | 0.05%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Second Series 2017, Ref. RB                                                                        | CUSIP: 709224A74<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    190000 | PA      | $198708.14    | 0.06%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                                                                                                  | Metropolitan Water District of Southern California, Series 2011 C, Ref. RB                                                                             | CUSIP: 59266TGC9<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |     90000 | PA      | $94771.76     | 0.03%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) Municipal Power Agency                                                                                                           | Florida (State of) Municipal Power Agency, Series 2016 A, Ref. RB                                                                                      | CUSIP: 342816H99<br>LEI: 549300M3I10QJUPNU131 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30439.62     | 0.01%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2016 FE, Ref. GO Bonds                                                                                                       | CUSIP: 419792KA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60924.64     | 0.02%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2016 FH, Ref. GO Bonds                                                                                                       | CUSIP: 419792MJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10162.85     | 0.00%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2016 E, GO Bonds                                                                                                        | CUSIP: 20772J3W0<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    180000 | PA      | $183092.02    | 0.06%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, RB                                                                                             | CUSIP: 64990CQD6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     95000 | PA      | $99427.48     | 0.03%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                                         | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2017, RB                           | CUSIP: 13034ASA9<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    215000 | PA      | $222234.81    | 0.07%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 C, Ref. GO Bonds                                                                                          | CUSIP: 57582RNN2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     90000 | PA      | $94151.35     | 0.03%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2017 A, Ref. GO Bonds                                                                                                   | CUSIP: 605581JK4<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    125000 | PA      | $130725.86    | 0.04%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hurst-Euless-Bedford Independent School District                                                                                                    | Hurst-Euless-Bedford Independent School District, Series 2017 A, Ref. GO Bonds                                                                         | CUSIP: 447819EK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $109165.08    | 0.03%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017 1, GO Bonds                                                                                                        | CUSIP: 64966MRT8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52058.75     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                                  | Board of Regents of the University of Texas System, Series 2017 B, RB                                                                                  | CUSIP: 91514AGV1<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    205000 | PA      | $213671.75    | 0.07%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2017 A, RB                                                                                            | CUSIP: 882854ZV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61953.63     | 0.02%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alamo Community College District                                                                                                                    | Alamo Community College District, Series 2017, Ref. GO Bonds                                                                                           | CUSIP: 011415RF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $161488.55    | 0.05%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2017 U, Ref. GO Bonds                                                                                                          | CUSIP: 677522RM8<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    315000 | PA      | $325806.33    | 0.10%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2017 D, Ref. GO Bonds                                                                                                     | CUSIP: 60412AKB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $172637.14    | 0.05%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palm Beach County School District                                                                                                                   | Palm Beach County School District, Series 2017 A, Ref. COP                                                                                             | CUSIP: 696550C26<br>LEI: 549300J36FX8PM8L7086 | Long             | DBT              | MUN               | US        |    395000 | PA      | $410757.34    | 0.13%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2017 A, GO Bonds                                                                                                        | CUSIP: 199492TL3<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20416.29     | 0.01%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 B, Ref. RB                                                                                        | CUSIP: 64990FFU3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61698.55     | 0.02%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Idaho (State of) Housing & Finance Association                                                                                                      | Idaho (State of) Housing & Finance Association, Series 2017 A, Ref. RAC                                                                                | CUSIP: 45129WNV8<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    230000 | PA      | $238983.85    | 0.07%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fort Bend Independent School District                                                                                                               | Fort Bend Independent School District, Series 2017 E, Ref. GO Bonds                                                                                    | CUSIP: 346843MA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51373.08     | 0.02%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2017 A, RB                                                     | CUSIP: 54466HFJ0<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46993.03     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of) Commissioner of Highways (Surface Transportation)                                                                          | West Virginia (State of) Commissioner of Highways (Surface Transportation), Series 2017 A, RB                                                          | CUSIP: 95649ACM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $353795.30    | 0.11%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 13063DDR6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    265000 | PA      | $276517.17    | 0.09%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fontana Redevelopment Agency Successor Agency                                                                                                       | Fontana Redevelopment Agency Successor Agency, Series 2017 A, Ref. RB                                                                                  | CUSIP: 34461CAQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72875.96     | 0.02%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) Health & Educational Facilities Authority                                                                                    | Connecticut (State of) Health & Educational Facilities Authority, Series 2017, Ref. RB                                                                 | CUSIP: 20774Y2C0<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |    225000 | PA      | $228962.86    | 0.07%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Gainesville FL Utilities System Revenue                                                                                                     | City of Gainesville FL Utilities System Revenue, Series 2017, RB                                                                                       | CUSIP: 362848UJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51770.68     | 0.02%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gainesville (City of), FL                                                                                                                           | Gainesville (City of), FL, Series 2017 A, RB                                                                                                           | CUSIP: 362848UK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $123985.10    | 0.04%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2017, GO Bonds                                                                                                   | CUSIP: 57582RQH2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36386.97     | 0.01%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2017, GO Bonds                                                                                                   | CUSIP: 57582RQJ8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5189.91      | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2017, GO Bonds                                                                                                   | CUSIP: 57582RQK5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46640.89     | 0.01%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2017, GO Bonds                                                                                                   | CUSIP: 57582RQL3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5173.54      | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 F, GO Bonds                                                                                               | CUSIP: 57582RQM1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    205000 | PA      | $211991.16    | 0.07%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 F, GO Bonds                                                                                               | CUSIP: 57582RQN9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5159.27      | 0.00%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 F, GO Bonds                                                                                               | CUSIP: 57582RQQ2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30803.35     | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 F, GO Bonds                                                                                               | CUSIP: 57582RQR0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40974.72     | 0.01%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 A, Ref. RB                                                                                                | CUSIP: 57604TFL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $263387.64    | 0.08%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) (Rail Enhancement & Accelerated Bridge Program)                                                                     | Massachusetts (Commonwealth of) (Rail Enhancement & Accelerated Bridge Program), Series 2017 A, RB                                                     | CUSIP: 57604TGG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $179244.98    | 0.06%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) (Rail Enhancement & Accelerated Bridge Program)                                                                     | Massachusetts (Commonwealth of) (Rail Enhancement & Accelerated Bridge Program), Series 2017 A, RB                                                     | CUSIP: 57604TGH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45695.39     | 0.01%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2017 CC-1, RB                                                                         | CUSIP: 64972GPT5<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5063.08      | 0.00%             | 2048-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2017 A, Ref. RB                                                                                                  | CUSIP: 66285WVV5<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    180000 | PA      | $183835.51    | 0.06%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2017 A, Ref. RB                                                                                                  | CUSIP: 66285WVW3<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30616.19     | 0.01%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2017 A, Ref. RB                                                                                                  | CUSIP: 66285WVX1<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40789.73     | 0.01%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2017 A, Ref. RB                                                                                                  | CUSIP: 66285WVZ6<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    130000 | PA      | $132293.71    | 0.04%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2017 A, Ref. RB                                                                                                  | CUSIP: 66285WWK8<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    280000 | PA      | $285248.96    | 0.09%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2017, RB                                                                                                         | CUSIP: 66285WXL5<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25417.89     | 0.01%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Second Series 2017, Ref. RB                                                                        | CUSIP: 709224A82<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     80000 | PA      | $83549.97     | 0.03%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Second Series 2017, Ref. RB                                                                        | CUSIP: 709224A90<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78215.73     | 0.02%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Second Series 2017, Ref. RB                                                                        | CUSIP: 709224ZW2<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62373.32     | 0.02%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                                                                        | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2017 C-2, RB                                                                      | CUSIP: 89602RCL7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    330000 | PA      | $341112.68    | 0.11%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utility Debt Securitization Authority                                                                                                               | Utility Debt Securitization Authority, Series 2017, RB                                                                                                 | CUSIP: 91802REK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20806.72     | 0.01%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utility Debt Securitization Authority                                                                                                               | Utility Debt Securitization Authority, Series 2017, RB                                                                                                 | CUSIP: 91802REM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15512.23     | 0.00%             | 2041-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                                           | Long Island (City of), NY Power Authority, Series 2017, RB                                                                                             | CUSIP: 542691AU4<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    255000 | PA      | $259238.15    | 0.08%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Transportation Board                                                                                                     | Virginia (Commonwealth of) Transportation Board, Series 2017 A, Ref. RB                                                                                | CUSIP: 927793E62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $157713.01    | 0.05%             | 2036-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                                           | Long Island (City of), NY Power Authority, Series 2017, RB                                                                                             | CUSIP: 542691AT7<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    325000 | PA      | $333669.64    | 0.10%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2001 A, RB                                                                                                               | CUSIP: 047870CY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36363.13     | 0.01%             | 2027-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Regional Transportation District (Fastracks)                                                                                    | Colorado (State of) Regional Transportation District (Fastracks), Series 2013 A, Ref. RB                                                               | CUSIP: 759136RW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $236029.21    | 0.07%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Property & Building Commission (No. 112)                                                                                 | Kentucky (Commonwealth of) Property & Building Commission (No. 112), Series 2016 B, Ref. RB                                                            | CUSIP: 49151FNL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $269875.81    | 0.08%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2016 A2, Ref. RB                                                                           | CUSIP: 59261ADL8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15260.29     | 0.00%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL Waterworks Revenue                                                                                                               | City of Chicago IL Waterworks Revenue, Series 2004, RB                                                                                                 | CUSIP: 167736F77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50836.65     | 0.02%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Improvement Corp. of Los Angeles (Real Property)                                                                                          | Municipal Improvement Corp. of Los Angeles (Real Property), Series 2016 B, Ref. RB                                                                     | CUSIP: 544587G51<br>LEI: 549300ZJ0YLTZNSR8F57 | Long             | DBT              | MUN               | US        |    220000 | PA      | $224268.31    | 0.07%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016 B, Ref. RB                                                                                          | CUSIP: 59261AEX1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50867.64     | 0.02%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA                                                                                                                           | Allegheny (County of), PA, Series 2016 C-75, Ref. GO Bonds                                                                                             | CUSIP: 01728VSK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45797.95     | 0.01%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2016 B, Ref. GO Bonds                                                                                                    | CUSIP: 180848RY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61083.94     | 0.02%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Public Utilities Commission                                                                                    | San Francisco (City & County of), CA Public Utilities Commission, Series 2016, Ref. RB                                                                 | CUSIP: 79765RH44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $112163.58    | 0.04%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016, RB                                                                                                 | CUSIP: 59261AJM0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20347.05     | 0.01%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2017 B, Ref. RB                                                                                           | CUSIP: 89602N7F5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77578.10     | 0.02%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2017 A, RB                                                                                | CUSIP: 64577BC93<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    380000 | PA      | $391366.56    | 0.12%             | 2027-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2017 A, Ref. RB                                                                                                    | CUSIP: 13077DAL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10365.67     | 0.00%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 C, Ref. RB                                                                          | CUSIP: 64971WU40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77311.32     | 0.02%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2017, Ref. GO Bonds                                                                                                       | CUSIP: 97705MGR0<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    395000 | PA      | $408375.73    | 0.13%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, GO Bonds                                                                                                           | CUSIP: 13063DAS7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    160000 | PA      | $168166.42    | 0.05%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 13063DBR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    555000 | PA      | $583327.26    | 0.18%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 B, Ref. RB                                                                            | CUSIP: 59261ANK9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    280000 | PA      | $293318.87    | 0.09%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco County Transportation Authority Sales Tax Revenue                                                                                     | San Francisco County Transportation Authority Sales Tax Revenue, Series 2017, RB                                                                       | CUSIP: 79773TAH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10202.55     | 0.00%             | 2027-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 E, Ref. GO Bonds                                                                                          | CUSIP: 57582RQX7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    220000 | PA      | $230673.10    | 0.07%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Suburban Sanitary Commission                                                                                                  | Washington (State of) Suburban Sanitary Commission, Series 2017, Ref. RB                                                                               | CUSIP: 940157T34<br>LEI: 549300EZUWNTQF827C24 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30259.59     | 0.01%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2017 2, Ref. GO Bonds                                                                                                     | CUSIP: 97705MJK2<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    185000 | PA      | $191264.58    | 0.06%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guilford (County of), NC                                                                                                                            | Guilford (County of), NC, Series 2017, Ref. GO Bonds                                                                                                   | CUSIP: 401784K85<br>LEI: 549300OUKUGQGH8RCL96 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56598.06     | 0.02%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), MD                                                                                                                          | Montgomery (County of), MD, Series 2017 C, Ref. GO Bonds                                                                                               | CUSIP: 6133407N2<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62757.99     | 0.02%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2017-1, Ref. GO Bonds                                                                                                   | CUSIP: 199492VH9<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30624.44     | 0.01%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2017, Ref. GO Bonds                                                                                       | CUSIP: 70914PK27<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    390000 | PA      | $399420.72    | 0.12%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2017, Ref. RB                                                                     | CUSIP: 79574CCL5<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71667.48     | 0.02%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                                                                        | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2017, Ref. RB                                                                     | CUSIP: 89602RCH6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68281.92     | 0.02%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan St. Louis Sewer District                                                                                                               | Metropolitan St. Louis Sewer District, Series 2017 A, Ref. RB                                                                                          | CUSIP: 592481KG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20230.95     | 0.01%             | 2047-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma (State of) Turnpike Authority                                                                                                              | Oklahoma (State of) Turnpike Authority, Second Series 2017 C, RB                                                                                       | CUSIP: 679111XZ2<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |    230000 | PA      | $232095.60    | 0.07%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL Waterworks Revenue                                                                                                               | City of Chicago IL Waterworks Revenue, Series 2017, RB                                                                                                 | CUSIP: 167736P92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30978.69     | 0.01%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL Waterworks Revenue                                                                                                               | City of Chicago IL Waterworks Revenue, Series 2017, RB                                                                                                 | CUSIP: 167736Q26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36086.54     | 0.01%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL                                                                                                                               | Chicago (City of), IL, Series 2017-2, Ref. RB                                                                                                          | CUSIP: 167736P76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $155506.10    | 0.05%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2017 D, Ref. RB                                                                                                | CUSIP: 71883MMR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $217411.13    | 0.07%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Arizona Board of Regents                                                                                                              | University of Arizona Board of Regents, Series 2017 B, Ref. RB                                                                                         | CUSIP: 04048RTC0<br>LEI: 254900BLZ1MCZ5JLK411 | Long             | DBT              | MUN               | US        |    145000 | PA      | $148421.13    | 0.05%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Stanford Health Care)                                                                  | California (State of) Health Facilities Financing Authority (Stanford Health Care), Series 2017 A, Ref. RB                                             | CUSIP: 13032UQL5<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     85000 | PA      | $89127.15     | 0.03%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Stanford Health Care)                                                                  | California (State of) Health Facilities Financing Authority (Stanford Health Care), Series 2017 A, Ref. RB                                             | CUSIP: 13032UQP6<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    160000 | PA      | $166947.87    | 0.05%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Stanford Health Care)                                                                  | California (State of) Health Facilities Financing Authority (Stanford Health Care), Series 2017 A, Ref. RB                                             | CUSIP: 13032UQQ4<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    120000 | PA      | $124991.70    | 0.04%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2017, Ref. RB                                                                                             | CUSIP: 153476CZ7<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |    110000 | PA      | $114175.50    | 0.04%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017 D, GO Bonds                                                                                                          | CUSIP: 25476FVE5<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20316.17     | 0.01%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017 D, GO Bonds                                                                                                          | CUSIP: 25476FVJ4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76874.95     | 0.02%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Central Regional Wastewater Treatment Facilities Operation Board                                                                               | East Central Regional Wastewater Treatment Facilities Operation Board, Series 2017, Ref. RB                                                            | CUSIP: 27149TBG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $249773.78    | 0.08%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Franklin (County of), OH (Trinity Health Credit Group)                                                                                              | Franklin (County of), OH (Trinity Health Credit Group), Series 2017 A, RB                                                                              | CUSIP: 353202FP4<br>LEI: 549300VCBUC1RZE7KL42 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126897.80    | 0.04%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Idaho State Building Authority (State Office Campus)                                                                                                | Idaho State Building Authority (State Office Campus), Series 2017 A, RB                                                                                | CUSIP: 451443ZA6<br>LEI: 549300XZ1VJYPPKQZU06 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61591.55     | 0.02%             | 2027-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2017 A, GO Bonds                                                                                                           | CUSIP: 452152T50<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25869.00     | 0.01%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2017 A, GO Bonds                                                                                                           | CUSIP: 452152T68<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     95000 | PA      | $98096.86     | 0.03%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2017, GO Bonds                                                                                                               | CUSIP: 452152T76<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20603.41     | 0.01%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2017, GO Bonds                                                                                                               | CUSIP: 452152T92<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51285.52     | 0.02%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Imperial Irrigation District                                                                                                                        | Imperial Irrigation District, Series 2017, Ref. RB                                                                                                     | CUSIP: 452650KM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $236746.85    | 0.07%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JEA Electric System                                                                                                                                 | JEA Electric System, Series 2017 B, Ref. RB                                                                                                            | CUSIP: 46613SGM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5185.10      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                                                                                            | Massachusetts Development Finance Agency, Series 2017, RB                                                                                              | CUSIP: 57584YAN9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55982.68     | 0.02%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan St. Louis Sewer District                                                                                                               | Metropolitan St. Louis Sewer District, Series 2017 A, Ref. RB                                                                                          | CUSIP: 592481KF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203868.54    | 0.06%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami Beach (City of), FL                                                                                                                           | Miami Beach (City of), FL, Series 2017, Ref. RB                                                                                                        | CUSIP: 593241BY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $157080.12    | 0.05%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2017 B, Ref. RB                                                                                                     | CUSIP: 59334DKJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $162714.30    | 0.05%             | 2035-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2017 B, Ref. RB                                                                                                     | CUSIP: 59334DKK9<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    165000 | PA      | $167477.69    | 0.05%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                                                                                                | County of Miami-Dade FL Water & Sewer System Revenue, Series 2017, RB                                                                                  | CUSIP: 59334DKM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35425.64     | 0.01%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Trinity Health Credit Group)                                                                                 | Michigan (State of) Finance Authority (Trinity Health Credit Group), Series 2017 A, Ref. RB                                                            | CUSIP: 59447TQN6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    290000 | PA      | $301739.61    | 0.09%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Trinity Health Credit Group)                                                                                 | Michigan (State of) Finance Authority (Trinity Health Credit Group), Series 2017, Ref. RB                                                              | CUSIP: 59447TQP1<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    250000 | PA      | $259586.25    | 0.08%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                                                                                          | Michigan Finance Authority, Series 2017, RB                                                                                                            | CUSIP: 59447TQR7<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    365000 | PA      | $367951.83    | 0.11%             | 2036-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Trinity Health Credit Group)                                                                                 | Michigan (State of) Finance Authority (Trinity Health Credit Group), Series 2017 A, Ref. RB                                                            | CUSIP: 59447TQS5<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    330000 | PA      | $341185.15    | 0.11%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (New York City Municipal Water Finance Authority Projects - 2nd Resolution Bonds)                     | New York State Environmental Facilities Corp. (New York City Municipal Water Finance Authority Projects - 2nd Resolution Bonds), Series 2017 E, RB     | CUSIP: 64986DFS9<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    155000 | PA      | $158503.40    | 0.05%             | 2042-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Memorial Sloan Kettering Cancer)                                                                           | New York (State of) Dormitory Authority (Memorial Sloan Kettering Cancer), Series 2017, Ref. RB                                                        | CUSIP: 64990C5A5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    160000 | PA      | $163312.91    | 0.05%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp.                                                                                                                      | Empire State Development Corp., Series 2017, RB                                                                                                        | CUSIP: 6500357G7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    200000 | PA      | $206218.38    | 0.06%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017 C, Ref. RB                                                                                         | CUSIP: 6500357H5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    150000 | PA      | $154500.42    | 0.05%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017 C-3, Ref. RB                                                                                       | CUSIP: 6500357J1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    180000 | PA      | $185168.36    | 0.06%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017 C, Ref. RB                                                                                         | CUSIP: 6500357K8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25662.05     | 0.01%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma (State of) Turnpike Authority                                                                                                              | Oklahoma (State of) Turnpike Authority, Second Series 2017 C, RB                                                                                       | CUSIP: 679111XX7<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |    175000 | PA      | $175505.37    | 0.05%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Higher Educational Facilities Authority (University of Pennsylvania Health System)                                   | Pennsylvania (Commonwealth of) Higher Educational Facilities Authority (University of Pennsylvania Health System), Series 2017 A, RB                   | CUSIP: 70917SS79<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101820.23    | 0.03%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2017-3, Ref. RB                                                                             | CUSIP: 709224C98<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    675000 | PA      | $696048.05    | 0.22%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2017, Ref. RB                                                                                                  | CUSIP: 71883MMS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77568.73     | 0.02%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2017, Ref. RB                                                                                                  | CUSIP: 71883MMV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $370910.84    | 0.12%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2017, Ref. RB                                                                                                  | CUSIP: 71883MMX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $171024.98    | 0.05%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Riverside (County of), CA Transportation Commission                                                                                                 | Riverside (County of), CA Transportation Commission, Series 2017 B, Ref. RB                                                                            | CUSIP: 769125GV1<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73506.46     | 0.02%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside (County of), CA Transportation Commission                                                                                                 | Riverside (County of), CA Transportation Commission, Series 2017 B, Ref. RB                                                                            | CUSIP: 769125GX7<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68050.03     | 0.02%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside (County of), CA Transportation Commission                                                                                                 | Riverside (County of), CA Transportation Commission, Series 2017 B, Ref. RB                                                                            | CUSIP: 769125GY5<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |    205000 | PA      | $214274.26    | 0.07%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside County Transportation Commission Sales Tax Revenue                                                                                        | Riverside County Transportation Commission Sales Tax Revenue, Series 2017, RB                                                                          | CUSIP: 769125GZ2<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15653.48     | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City of), CA Public Utilities Commission (Green Bonds)                                                                               | San Francisco (City of), CA Public Utilities Commission (Green Bonds), Series 2017 D, Ref. RB                                                          | CUSIP: 79765R2R9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68081.19     | 0.02%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Jose (City of), CA Redevelopment Agency Successor Agency                                                                                        | San Jose (City of), CA Redevelopment Agency Successor Agency, Series 2017 A, Ref. RB                                                                   | CUSIP: 798170AP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $145182.04    | 0.05%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Jose (City of), CA Redevelopment Agency Successor Agency                                                                                        | San Jose (City of), CA Redevelopment Agency Successor Agency, Series 2017 A, Ref. RB                                                                   | CUSIP: 798170AQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $274405.78    | 0.09%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Miami Health Facilities Authority, Inc. (Baptist Health South Florida Obligated Group)                                                        | South Miami Health Facilities Authority, Inc. (Baptist Health South Florida Obligated Group), Series 2017, Ref. RB                                     | CUSIP: 838810DX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $96387.09     | 0.03%             | 2033-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City Of South Miami Health Facilities Authority Inc.                                                                                                | City Of South Miami Health Facilities Authority Inc., Series 2017, RB                                                                                  | CUSIP: 838810DZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10324.83     | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Miami Health Facilities Authority, Inc. (Baptist Health South Florida Obligated Group)                                                        | South Miami Health Facilities Authority, Inc. (Baptist Health South Florida Obligated Group), Series 2017, Ref. RB                                     | CUSIP: 838810EB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102889.40    | 0.03%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Miami Health Facilities Authority, Inc. (Baptist Health South Florida Obligated Group)                                                        | South Miami Health Facilities Authority, Inc. (Baptist Health South Florida Obligated Group), Series 2017, Ref. RB                                     | CUSIP: 838810ED7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $224975.61    | 0.07%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Miami Health Facilities Authority, Inc. (Baptist Health South Florida Obligated Group)                                                        | South Miami Health Facilities Authority, Inc. (Baptist Health South Florida Obligated Group), Series 2017, Ref. RB                                     | CUSIP: 838810EE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45587.79     | 0.01%             | 2047-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Commonwealth Transportation Board                                                                                                          | Virginia Commonwealth Transportation Board, Series 2017, RB                                                                                            | CUSIP: 927793E39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52222.27     | 0.02%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Transportation Board                                                                                                     | Virginia (Commonwealth of) Transportation Board, Series 2017 A, Ref. RB                                                                                | CUSIP: 927793E47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45986.92     | 0.01%             | 2034-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Commonwealth Transportation Board                                                                                                          | Virginia Commonwealth Transportation Board, Series 2017, RB                                                                                            | CUSIP: 927793E54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35721.64     | 0.01%             | 2035-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hillsboro School District No. 1J                                                                                                                    | Hillsboro School District No. 1J, Series 2017, GO Bonds                                                                                                | CUSIP: 939307JK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46263.02     | 0.01%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 R, Ref. GO Bonds                                                                                                    | CUSIP: 93974DX52<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    150000 | PA      | $155855.70    | 0.05%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 C, Ref. GO Bonds                                                                                                    | CUSIP: 93974DX60<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    215000 | PA      | $223148.65    | 0.07%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 93974DX78<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31094.45     | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                                                                                                 | State of Washington, Series 2017, GO Bonds                                                                                                             | CUSIP: 93974DZ35<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    185000 | PA      | $192222.03    | 0.06%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 93974DZ43<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    190000 | PA      | $197201.13    | 0.06%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series R-2018D, Ref. GO Bonds                                                                                                   | CUSIP: 93974DZ50<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     85000 | PA      | $88100.94     | 0.03%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allen (County of), OH                                                                                                                               | Allen (County of), OH, Series 2017 A, Ref. RB                                                                                                          | CUSIP: 01757LFS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $129702.09    | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Stanford Health Care)                                                                  | California (State of) Health Facilities Financing Authority (Stanford Health Care), Series 2017 A, Ref. RB                                             | CUSIP: 13032UQE1<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15788.42     | 0.00%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources                                                                                                 | California (State of) Department of Water Resources, Series 2017 AX, Ref. RB                                                                           | CUSIP: 13067WNS7<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    135000 | PA      | $142662.03    | 0.04%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL Metropolitan Water Reclamation District                                                                                       | Chicago (City of), IL Metropolitan Water Reclamation District, Series 2016 A, Ref. GO Bonds                                                            | CUSIP: 167560SW2<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |     90000 | PA      | $91781.24     | 0.03%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of)                                                                                                                                 | Delaware (State of), Series 2017, GO Bonds                                                                                                             | CUSIP: 246381KS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $133172.88    | 0.04%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017 D, GO Bonds                                                                                                          | CUSIP: 25476FUX4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     90000 | PA      | $93272.14     | 0.03%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of)                                                                                                                                  | Florida (State of), Series 2017 A, Ref. RB                                                                                                             | CUSIP: 341507S28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $129811.96    | 0.04%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2016 E, Ref. GO Bonds                                                                                                       | CUSIP: 3733846W1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $112400.30    | 0.04%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2017 A, Ref. GO Bonds                                                                                                    | CUSIP: 442331U36<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    110000 | PA      | $113118.87    | 0.04%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Howard MD                                                                                                                                 | County of Howard MD, Series 2017, GO Bonds                                                                                                             | CUSIP: 44256PKM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25708.13     | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Northwestern Memorial Healthcare)                                                                            | Illinois (State of) Finance Authority (Northwestern Memorial Healthcare), Series 2017, Ref. RB                                                         | CUSIP: 45204EZP6<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     90000 | PA      | $93267.41     | 0.03%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2017, GO Bonds                                                                                                               | CUSIP: 452152S69<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26128.52     | 0.01%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa (State of) Finance Authority (Green Bonds)                                                                                                     | Iowa (State of) Finance Authority (Green Bonds), Series 2017, Ref. RB                                                                                  | CUSIP: 46246K4B5<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    425000 | PA      | $442559.98    | 0.14%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEA Water & Sewer System                                                                                                                            | JEA Water & Sewer System, Series 2017 A, Ref. RB                                                                                                       | CUSIP: 46613P3G9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41800.38     | 0.01%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEA Electric System                                                                                                                                 | JEA Electric System, Series 2017 B, Ref. RB                                                                                                            | CUSIP: 46613SFU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20836.57     | 0.01%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan St. Louis Sewer District                                                                                                               | Metropolitan St. Louis Sewer District, Series 2017 A, Ref. RB                                                                                          | CUSIP: 592481JU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $149821.21    | 0.05%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 C-1, Ref. RB                                                                          | CUSIP: 59261APX9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    155000 | PA      | $162372.95    | 0.05%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2017 B, Ref. RB                                                                                                     | CUSIP: 59334DJZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $88893.59     | 0.03%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nassau (County of), NY                                                                                                                              | Nassau (County of), NY, Series 2017 C, Ref. GO Bonds                                                                                                   | CUSIP: 63165TZS7<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41889.77     | 0.01%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Turnpike Authority                                                                                                            | New Jersey (State of) Turnpike Authority, Series 2017 E, Ref. RB                                                                                       | CUSIP: 646140BW2<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102390.48    | 0.03%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017 C, Ref. GO Bonds                                                                                                   | CUSIP: 64966MSV2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31235.25     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Memorial Sloan Kettering Cancer)                                                                           | New York (State of) Dormitory Authority (Memorial Sloan Kettering Cancer), Series 2017, Ref. RB                                                        | CUSIP: 64990C4P3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41534.46     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (St. John's University)                                                                                     | New York (State of) Dormitory Authority (St. John's University), Series 2017, Ref. RB                                                                  | CUSIP: 64990C6A4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25972.46     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017 C, Ref. RB                                                                                         | CUSIP: 6500356L7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20626.36     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2017 C, Ref. GO Bonds                                                                                                          | CUSIP: 677522UW2<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    155000 | PA      | $161448.47    | 0.05%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                                                                                       | State of Ohio, Series 2017, GO Bonds                                                                                                                   | CUSIP: 677522VA9<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46981.91     | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2017 B, Ref. GO Bonds                                                                                                          | CUSIP: 677522VM3<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    130000 | PA      | $135871.36    | 0.04%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                                     | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2017 A, RB                                                     | CUSIP: 67766WXR8<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    110000 | PA      | $113919.38    | 0.04%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma (State of) Turnpike Authority                                                                                                              | Oklahoma (State of) Turnpike Authority, Series 2017 D, Ref. RB                                                                                         | CUSIP: 679111YY4<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |    160000 | PA      | $163798.00    | 0.05%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2017, Ref. RB                                                                                                  | CUSIP: 71883MML5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $191824.08    | 0.06%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Richmond (City of), VA                                                                                                                              | Richmond (City of), VA, Series 2017 D, Ref. GO Bonds                                                                                                   | CUSIP: 76541VTA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $87461.20     | 0.03%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside (County of), CA Transportation Commission                                                                                                 | Riverside (County of), CA Transportation Commission, Series 2017 B, Ref. RB                                                                            | CUSIP: 769125GM1<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41504.66     | 0.01%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (City of), CA Municipal Utility District                                                                                                 | Sacramento (City of), CA Municipal Utility District, Series 2017 E, Ref. RB                                                                            | CUSIP: 786005ZH4<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15716.16     | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Public Utilities Commission (Green Bonds)                                                                      | San Francisco (City & County of), CA Public Utilities Commission (Green Bonds), Series 2017 D, Ref. RB                                                 | CUSIP: 79765R2G3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68526.34     | 0.02%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Jose (City of), CA Redevelopment Agency Successor Agency                                                                                        | San Jose (City of), CA Redevelopment Agency Successor Agency, Series 2017 B, Ref. RB                                                                   | CUSIP: 798170BB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78184.50     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Miami Health Facilities Authority, Inc. (Baptist Health South Florida Obligated Group)                                                        | South Miami Health Facilities Authority, Inc. (Baptist Health South Florida Obligated Group), Series 2017, Ref. RB                                     | CUSIP: 838810DQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25944.27     | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                                                                                                | Texas A&M University, Series 2017 E, Ref. RB                                                                                                           | CUSIP: 88213AKW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $191466.40    | 0.06%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Transportation Board (Garvee)                                                                                            | Virginia (Commonwealth of) Transportation Board (Garvee), Series 2017, Ref. RB                                                                         | CUSIP: 92778UCA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $97846.42     | 0.03%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Transportation Board (Garvee)                                                                                            | Virginia (Commonwealth of) Transportation Board (Garvee), Series 2017, Ref. RB                                                                         | CUSIP: 92778UCB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $522117.10    | 0.16%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs)                                                 | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs), Series 2017, Ref. RB                              | CUSIP: 92778VFF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $143724.57    | 0.04%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Transportation Board                                                                                                     | Virginia (Commonwealth of) Transportation Board, Series 2017 A, Ref. RB                                                                                | CUSIP: 927793D55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $144859.54    | 0.05%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Public Building Authority                                                                                                | Virginia (Commonwealth of) Public Building Authority, Series 2017 A, Ref. RB                                                                           | CUSIP: 928172X75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78077.42     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hillsboro School District No. 1J                                                                                                                    | Hillsboro School District No. 1J, Series 2017, GO Bonds                                                                                                | CUSIP: 939307JM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62209.90     | 0.02%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 C, Ref. GO Bonds                                                                                                    | CUSIP: 93974DW79<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    160000 | PA      | $166565.17    | 0.05%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series R-2018D, Ref. GO Bonds                                                                                                   | CUSIP: 93974DY51<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    610000 | PA      | $635029.70    | 0.20%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2017-3, Ref. GO Bonds                                                                                                     | CUSIP: 97705MKP9<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    135000 | PA      | $139571.45    | 0.04%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Department of Transportation                                                                                                   | Wisconsin (State of) Department of Transportation, Series 2017-2, Ref. RB                                                                              | CUSIP: 977123U22<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    125000 | PA      | $129694.60    | 0.04%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Department of Transportation                                                                                                              | Wisconsin Department of Transportation, Series 2017, RB                                                                                                | CUSIP: 977123U48<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15553.14     | 0.00%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Public Finance Authority (Prime Healthcare Foundation, Inc.)                                                                   | Wisconsin (State of) Public Finance Authority (Prime Healthcare Foundation, Inc.), Series 2018 A, RB                                                   | CUSIP: 74442PFT7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    450000 | PA      | $461758.68    | 0.14%             | 2037-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Transportation Infrastructure)                                                                                              | Connecticut (State of) (Transportation Infrastructure), Series 2018, RB                                                                                | CUSIP: 207758XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66570.12     | 0.02%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp. (Children's Health System of Texas)                                                            | New Hope Cultural Education Facilities Finance Corp. (Children's Health System of Texas), Series 2017 A, Ref. RB                                       | CUSIP: 645424AV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40483.02     | 0.01%             | 2047-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                                                                                            | Massachusetts Development Finance Agency, Series 2017, RB                                                                                              | CUSIP: 57584X8J3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10379.59     | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2018, GO Bonds                                                                                                   | CUSIP: 57582RRX6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61459.39     | 0.02%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook County Community College District No. 508                                                                                                      | Cook County Community College District No. 508, Series 2017, GO Bonds                                                                                  | CUSIP: 213187DM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75761.61     | 0.02%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Jose Unified School District (Election of 2012)                                                                                                 | San Jose Unified School District (Election of 2012), Series 2018 E, GO Bonds                                                                           | CUSIP: 798186K50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $150634.32    | 0.05%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Socorro Independent School District                                                                                                                 | Socorro Independent School District, Series 2018, GO Bonds                                                                                             | CUSIP: 833715FC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40553.28     | 0.01%             | 2043-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2017 AY, Ref. RB                                                                                                      | CUSIP: 91412G3P8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $224172.61    | 0.07%             | 2033-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2017 AY, Ref. RB                                                                                                      | CUSIP: 91412G3Q6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $223844.83    | 0.07%             | 2034-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2017 AY, Ref. RB                                                                                                      | CUSIP: 91412G3R4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71118.12     | 0.02%             | 2035-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2017 AY, Ref. RB                                                                                                      | CUSIP: 91412G3S2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30922.67     | 0.01%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2017 AY, Ref. RB                                                                                                      | CUSIP: 91412G3U7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15439.33     | 0.00%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upper Arlington City School District                                                                                                                | Upper Arlington City School District, Series 2018 A, GO Bonds                                                                                          | CUSIP: 915506MS5<br>LEI: 549300SQZ13W1SD1QR36 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15760.94     | 0.00%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 B, Ref. RB                                                                                        | CUSIP: 64990FFV1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     80000 | PA      | $83442.54     | 0.03%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2017 AY, Ref. RB                                                                                                      | CUSIP: 91412G3H6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $124354.70    | 0.04%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah (State of)                                                                                                                                     | Utah (State of), Series 2018, GO Bonds                                                                                                                 | CUSIP: 917542VF6<br>LEI: 254900RWV9NSVUZONC07 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62301.69     | 0.02%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2018 FT, GO Bonds                                                                                                            | CUSIP: 419792WD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $87060.35     | 0.03%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Turnpike & Infrastructure Commission                                                                                                | Ohio (State of) Turnpike & Infrastructure Commission, Series 2018, RB                                                                                  | CUSIP: 67760HLJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $133482.78    | 0.04%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cerritos Community College District                                                                                                                 | Cerritos Community College District, Series 2018, GO Bonds                                                                                             | CUSIP: 156792JF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55208.99     | 0.02%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Sutter Health)                                                                         | California (State of) Health Facilities Financing Authority (Sutter Health), Series 2018 A, RB                                                         | CUSIP: 13032URP5<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    470000 | PA      | $475417.60    | 0.15%             | 2048-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                                                                                     | New York City Municipal Water Finance Authority, Series 2018, RB                                                                                       | CUSIP: 64972GPZ1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20347.48     | 0.01%             | 2048-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Industrial Development Agency                                                                                                | New York (City of), NY Industrial Development Agency, Series 2018, Ref. RB                                                                             | CUSIP: 64972GQC1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25993.25     | 0.01%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2018 DD-2, Ref. RB                                                                    | CUSIP: 64972GQE7<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1037008.20   | 0.32%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017, Ref. RB                                                                                           | CUSIP: 6500353R7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    140000 | PA      | $144384.49    | 0.05%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, RB                                                                                             | CUSIP: 64990AGA7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72141.06     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Suffolk (County of), NY                                                                                                                             | Suffolk (County of), NY, Series 2017 D, Ref. GO Bonds                                                                                                  | CUSIP: 86476PWS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $118759.02    | 0.04%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Convention & Sports Authority                                                                                                            | Washington Convention & Sports Authority, Series 2018 A, Ref. RB                                                                                       | CUSIP: 93878LBU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5212.32      | 0.00%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Will & Kendall Counties Community Consolidated School District 202 Plainfield                                                                       | Will & Kendall Counties Community Consolidated School District 202 Plainfield, Series 2018 A, Ref. GO Bonds                                            | CUSIP: 968648D85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60858.47     | 0.02%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2018 B, Ref. RB                                                                                                          | CUSIP: 442349BE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72563.34     | 0.02%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Election of 2008)                                                                                              | Los Angeles Unified School District (Election of 2008), Series 2018 B-1, GO Bonds                                                                      | CUSIP: 5446466J6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $135722.47    | 0.04%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                                         | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2018, RB                           | CUSIP: 13034AYP9<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    375000 | PA      | $395184.41    | 0.12%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 C, GO Bonds                                                                                                         | CUSIP: 93974D2E7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41064.16     | 0.01%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2018 A, GO Bonds                                                                                                           | CUSIP: 574193QB7<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    300000 | PA      | $309207.87    | 0.10%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                               | New York (State of) Thruway Authority, Series 2018 L, Ref. RB                                                                                          | CUSIP: 650009P49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56356.18     | 0.02%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New York                                                                                                                                   | State of New York, Series 2018, GO Bonds                                                                                                               | CUSIP: 649791MZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66934.84     | 0.02%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-4A, Ref. RB                                                                       | CUSIP: 64972HF56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $83146.90     | 0.03%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bexar (County of), TX Hospital District                                                                                                             | Bexar (County of), TX Hospital District, Series 2018, Ctfs. Of Obligations                                                                             | CUSIP: 088365GT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75601.58     | 0.02%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Sutter Health)                                                                         | California (State of) Health Facilities Financing Authority (Sutter Health), Series 2018 A, RB                                                         | CUSIP: 13032URG5<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    140000 | PA      | $146282.99    | 0.05%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Sutter Health)                                                                         | California (State of) Health Facilities Financing Authority (Sutter Health), Series 2018 A, RB                                                         | CUSIP: 13032URH3<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    345000 | PA      | $359983.25    | 0.11%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Sutter Health)                                                                         | California (State of) Health Facilities Financing Authority (Sutter Health), Series 2018 A, RB                                                         | CUSIP: 13032URJ9<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    210000 | PA      | $218657.46    | 0.07%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Sutter Health)                                                                         | California (State of) Health Facilities Financing Authority (Sutter Health), Series 2018 A, RB                                                         | CUSIP: 13032URK6<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    225000 | PA      | $233757.50    | 0.07%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                                                                                    | California Health Facilities Financing Authority, Series 2018, RB                                                                                      | CUSIP: 13032URM2<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15533.42     | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2018 EE, Ref. RB                                                                      | CUSIP: 64972GRD8<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    460000 | PA      | $477023.77    | 0.15%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) (Garvee)                                                                                                                            | Ohio (State of) (Garvee), Series 2018-1, RB                                                                                                            | CUSIP: 677581GV6<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    210000 | PA      | $220697.48    | 0.07%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018 A, Ref. RB                                                                          | CUSIP: 5444954F8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    185000 | PA      | $191948.01    | 0.06%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2018, RB                                                                                              | CUSIP: 882854D25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $317471.36    | 0.10%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Ragin Cajun Facilities, Inc.)                     | Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Ragin Cajun Facilities, Inc.), Series 2018, RB       | CUSIP: 54628CEQ1<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     95000 | PA      | $95733.20     | 0.03%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2018, RB                                                                                              | CUSIP: 882854G71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $245986.13    | 0.08%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2018 A, GO Bonds                                                                                                           | CUSIP: 452152W80<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72916.04     | 0.02%             | 2027-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Ninth Series 2018, Ref. RB                                                               | CUSIP: 73358WU93<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    145000 | PA      | $150783.89    | 0.05%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prince George's (County of), MD                                                                                                                     | Prince George's (County of), MD, Series 2018 A, GO Bonds                                                                                               | CUSIP: 7417014Q6<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |    150000 | PA      | $155962.61    | 0.05%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Transportation Trust Fund (Contract Assistance)                                                                     | Massachusetts (Commonwealth of) Transportation Trust Fund (Contract Assistance), Series 2018, Ref. RB                                                  | CUSIP: 57563CDF6<br>LEI: 549300CGDCL8XZK3KN03 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10242.39     | 0.00%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (No. 3)                                                                                                                            | Energy Northwest (No. 3), Series 2018, Ref. RB                                                                                                         | CUSIP: 29270C2F1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $119442.45    | 0.04%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 B, Ref. GO Bonds                                                                                          | CUSIP: 57582RTJ5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72722.90     | 0.02%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2018, GO Bonds                                                                                            | CUSIP: 70914PL75<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5145.28      | 0.00%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 C, GO Bonds                                                                                                        | CUSIP: 20772KCK3<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    115000 | PA      | $119310.21    | 0.04%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Connecticut                                                                                                                           | University of Connecticut, Series 2017 A, RB                                                                                                           | CUSIP: 914233L41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102373.88    | 0.03%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lamar Consolidated Independent School District                                                                                                      | Lamar Consolidated Independent School District, Series 2018, GO Bonds                                                                                  | CUSIP: 513174XP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $152094.21    | 0.05%             | 2043-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2018, Ref. RB                                                                                                            | CUSIP: 047870PU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68120.64     | 0.02%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Tri-County Metropolitan Transportation District                                                                                   | Oregon (State of) Tri-County Metropolitan Transportation District, Series 2018 A, RB                                                                   | CUSIP: 89546RQT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31280.51     | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Tri-County Metropolitan Transportation District                                                                                   | Oregon (State of) Tri-County Metropolitan Transportation District, Series 2018 A, RB                                                                   | CUSIP: 89546RQU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10426.84     | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2017, Ref. RB                                                                         | CUSIP: 64972GPK4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103682.91    | 0.03%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Trinity Health Credit Group)                                                                                 | Michigan (State of) Finance Authority (Trinity Health Credit Group), Series 2017, Ref. RB                                                              | CUSIP: 59447TQF3<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    140000 | PA      | $146461.13    | 0.05%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Hospital Finance Authority (Trinity Health Credit Group)                                                                        | Michigan (State of) Hospital Finance Authority (Trinity Health Credit Group), Series 2008 C, Ref. RB                                                   | CUSIP: 59465HUN4<br>LEI: 54930011MIBQ2P7ZNM19 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41846.04     | 0.01%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Hospital Finance Authority (Ascension Health Credit Group)                                                                      | Michigan (State of) Hospital Finance Authority (Ascension Health Credit Group), Series 1999, RB                                                        | CUSIP: 59465HUV6<br>LEI: 54930011MIBQ2P7ZNM19 | Long             | DBT              | MUN               | US        |    215000 | PA      | $220741.66    | 0.07%             | 2027-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                             | CUSIP: 64990GAT9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81242.17     | 0.03%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL Board of Education                                                                                                            | Chicago (City of), IL Board of Education, Series 2018 A, Ref. GO Bonds                                                                                 | CUSIP: 167505UC8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103881.03    | 0.03%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2018 AZ, Ref. RB                                                                                                      | CUSIP: 91412HAH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66590.04     | 0.02%             | 2027-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2018, Ref. RB                                                                                                         | CUSIP: 91412HCF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46633.01     | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 D, Ref. GO Bonds                                                                                                   | CUSIP: 20772KDB2<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61960.40     | 0.02%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Finance Authority                                                                                                             | New Mexico (State of) Finance Authority, Series 2018 A, Ref. RB                                                                                        | CUSIP: 64711RMB9<br>LEI: 549300L6217Y7X40SP94 | Long             | DBT              | MUN               | US        |    265000 | PA      | $275069.84    | 0.09%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2018 B, RB                                                                                                               | CUSIP: 047870QT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25354.61     | 0.01%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2016 F, Ref. GO Bonds                                                                                                       | CUSIP: 3733846L5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $199812.42    | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (City of), CA Municipal Utility District                                                                                                 | Sacramento (City of), CA Municipal Utility District, Series 2018 D, Ref. RB                                                                            | CUSIP: 786005ZT8<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47148.47     | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2018 A, GO Bonds                                                                                                            | CUSIP: 373385CL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $98695.36     | 0.03%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 1, Ref. RB                                                                                        | CUSIP: 64990GEU2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35894.62     | 0.01%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 2)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 2), Series 2018 C, Ref. RB                                                                      | CUSIP: 64990AJR7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66988.13     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-2A, Ref. RB                                                                       | CUSIP: 64972HT44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31180.09     | 0.01%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Connecticut                                                                                                                           | University of Connecticut, Series 2017 A, RB                                                                                                           | CUSIP: 914233K83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81954.92     | 0.03%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona (State of) Department of Transportation                                                                                                     | Arizona (State of) Department of Transportation, Series 2016, Ref. RB                                                                                  | CUSIP: 040654WW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10095.28     | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2004, RB                                                                                                                 | CUSIP: 047870EZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $122041.44    | 0.04%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                                         | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2017, RB                           | CUSIP: 13034ASB7<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10348.32     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 13063C5X4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    250000 | PA      | $252055.98    | 0.08%             | 2027-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California Department of Water Resources                                                                                                   | State of California Department of Water Resources, Series 2016, RB                                                                                     | CUSIP: 13067WLV2<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25592.65     | 0.01%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2016 C, Ref. RB                                                                     | CUSIP: 13068LYU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40703.95     | 0.01%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2017 A, Ref. RB                                                                                                    | CUSIP: 13077DAM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $171021.89    | 0.05%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian (County of), OK Educational Facilities Authority (Mustang Public Schools)                                                                  | Canadian (County of), OK Educational Facilities Authority (Mustang Public Schools), Series 2017, RB                                                    | CUSIP: 135521CM2<br>LEI: 549300HPRFS0Z66VHS30 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80966.42     | 0.03%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chandler (City of), AZ                                                                                                                              | Chandler (City of), AZ, Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 158843XA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $145408.20    | 0.05%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL Waterworks Revenue                                                                                                               | City of Chicago IL Waterworks Revenue, Series 2017, RB                                                                                                 | CUSIP: 167736K55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57465.31     | 0.02%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV (Founders Academy of Las Vegas)                                                                                               | Clark (County of), NV (Founders Academy of Las Vegas), Series 2015, Ref. RB                                                                            | CUSIP: 181006GT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    105000 | PA      | $108887.18    | 0.03%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                                                                                        | Clark County School District, Series 2016 B, Ref. GO Bonds                                                                                             | CUSIP: 181059UZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91957.19     | 0.03%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2016, Ref. RB                                                                                                           | CUSIP: 207758WL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5068.37      | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of) Transportation Authority                                                                                                        | Delaware (State of) Transportation Authority, Series 2016, Ref. RB                                                                                     | CUSIP: 246428D29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15139.91     | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2016, GO Bonds                                                                                                            | CUSIP: 25476FRJ9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40271.94     | 0.01%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2016 E, Ref. GO Bonds                                                                                                     | CUSIP: 25476FTM0<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76607.07     | 0.02%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of)                                                                                                                                  | Florida (State of), Series 2016 A, Ref. GO Bonds                                                                                                       | CUSIP: 341150U40<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40366.42     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of)                                                                                                                                  | Florida (State of), Series 2016 A, Ref. RB                                                                                                             | CUSIP: 341507P70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45419.73     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) Municipal Power Agency                                                                                                           | Florida (State of) Municipal Power Agency, Series 2017 A, Ref. RB                                                                                      | CUSIP: 342816P25<br>LEI: 549300M3I10QJUPNU131 | Long             | DBT              | MUN               | US        |     80000 | PA      | $83333.58     | 0.03%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority                                                                                                                         | Great Lakes Water Authority, Series 2016 C, Ref. RB                                                                                                    | CUSIP: 39081JAG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95870.24     | 0.03%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX Metropolitan Transit Authority                                                                                               | Harris (County of), TX Metropolitan Transit Authority, Series 2016 A, Ref. RB                                                                          | CUSIP: 41422EFR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203746.62    | 0.06%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2016 FG, GO Bonds                                                                                                            | CUSIP: 419792LJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91465.65     | 0.03%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2017 FN, Ref. GO Bonds                                                                                                       | CUSIP: 419792SG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62757.99     | 0.02%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2016 B, Ref. RB                                                                                                          | CUSIP: 44244CGK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66265.49     | 0.02%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2017 B, Ref. RB                                                                                                          | CUSIP: 44244CMX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62884.96     | 0.02%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Clean Water Initiative)                                                                                      | Illinois (State of) Finance Authority (Clean Water Initiative), Series 2017, RB                                                                        | CUSIP: 45204EXV5<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    145000 | PA      | $148432.48    | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                             | CUSIP: 452152M24<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     90000 | PA      | $91525.49     | 0.03%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis (City of), IN Department of Public Utilities                                                                                           | Indianapolis (City of), IN Department of Public Utilities, Series 2017 A, Ref. RB                                                                      | CUSIP: 455398NP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $151048.70    | 0.05%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis (City of), IN Department of Public Utilities                                                                                           | Indianapolis (City of), IN Department of Public Utilities, Series 2016 B, Ref. RB                                                                      | CUSIP: 455412AK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40632.74     | 0.01%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferson (County of), AL                                                                                                                           | Jefferson (County of), AL, Series 2017, RB                                                                                                             | CUSIP: 472628QW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10280.49     | 0.00%             | 2028-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                                                                                             | Los Angeles Department of Water & Power, Series 2017, RB                                                                                               | CUSIP: 5444952C7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30676.61     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2017 B, Ref. RB                                                                          | CUSIP: 5444952D5<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86927.17     | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2016, Ref. RB                                                                                 | CUSIP: 574204E90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $169746.37    | 0.05%             | 2027-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016, GO Bonds                                                                                                 | CUSIP: 57582RLS3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66393.90     | 0.02%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Caregroup)                                                                              | Massachusetts (Commonwealth of) Development Finance Agency (Caregroup), Series 2016 I, Ref. RB                                                         | CUSIP: 57584XMH1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80639.43     | 0.03%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 A, Ref. RB                                                                                                | CUSIP: 57604TEM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50342.01     | 0.02%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mesa (City of), AZ                                                                                                                                  | Mesa (City of), AZ, Series 2017, Ref. RB                                                                                                               | CUSIP: 590545XT1<br>LEI: 549300L1QYAKFHSIGE94 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66550.07     | 0.02%             | 2027-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Atlanta Rapid Transit Authority                                                                                                        | Metropolitan Atlanta Rapid Transit Authority, Series 2015 C, Ref. RB                                                                                   | CUSIP: 591745X66<br>LEI: 5493006NVWO3NVLK0F49 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65606.28     | 0.02%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2017, GO Bonds                                                          | CUSIP: 592112SK3<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    115000 | PA      | $117987.00    | 0.04%             | 2027-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 B-2, RB                                                                               | CUSIP: 59259N7A5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73437.97     | 0.02%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 A-2, Ref. RB                                                                          | CUSIP: 59261AMK0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    190000 | PA      | $195370.65    | 0.06%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami (City of) & Dade (County of), FL School Board (The)                                                                                           | Miami (City of) & Dade (County of), FL School Board (The), Series 2016 B, Ref. COP                                                                     | CUSIP: 59333MR31<br>LEI: 549300J3U4QVT6U3O129 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20225.59     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2017 A, GO Bonds                                                                                                          | CUSIP: 60412ALC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $73240.00     | 0.02%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monroeville Finance Authority                                                                                                                       | Monroeville Finance Authority, Series 2012, RB                                                                                                         | CUSIP: 611530AR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40976.00     | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), MD                                                                                                                          | Montgomery (County of), MD, Series 2017 A, GO Bonds                                                                                                    | CUSIP: 6133408C5<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |    150000 | PA      | $157251.90    | 0.05%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2017 A, RB                                                                                | CUSIP: 64577BC85<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    110000 | PA      | $115078.01    | 0.04%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Health Care Facilities Financing Authority (Hackensack Meridian Health Obligated Group)                                       | New Jersey (State of) Health Care Facilities Financing Authority (Hackensack Meridian Health Obligated Group), Series 2017, Ref. RB                    | CUSIP: 645790JP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46605.71     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2008 J-9, GO Bonds                                                                                                      | CUSIP: 64966MHZ5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35400.62     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017 C, Ref. GO Bonds                                                                                                   | CUSIP: 64966MJM2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    255000 | PA      | $261360.16    | 0.08%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Trust for Cultural Resources (Museum of Modern Arts (The))                                                                   | New York (City of), NY Trust for Cultural Resources (Museum of Modern Arts (The)), Series 2016, Ref. RB                                                | CUSIP: 649717TA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35407.41     | 0.01%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017, RB                                                                                 | CUSIP: 64971W7P9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $125862.05    | 0.04%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 C, Ref. RB                                                                          | CUSIP: 64971WU57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $164993.76    | 0.05%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2016, Ref. RB                                            | CUSIP: 64986DAL9<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25201.67     | 0.01%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2017, Ref. RB                                            | CUSIP: 64986DDJ1<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46715.82     | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2005 B, Ref. RB                                                                                        | CUSIP: 649902AX1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5179.50      | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, Ref. RB                                                                                        | CUSIP: 64990CA84<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20759.18     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                             | CUSIP: 64990CDQ1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35308.93     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, Ref. RB                                                                                        | CUSIP: 64990CVA6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36319.18     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Municipal Power Agency No. 1 (Catawba)                                                                                    | North Carolina (State of) Municipal Power Agency No. 1 (Catawba), Series 2016 A, Ref. RB                                                               | CUSIP: 6582034K7<br>LEI: 549300N3Q65G1ODRFX75 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35320.81     | 0.01%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Medical Care Commission (Duke University Health system)                                                                   | North Carolina (State of) Medical Care Commission (Duke University Health system), Series 2016, Ref. RB                                                | CUSIP: 65821DUC3<br>LEI: 549300FH6KOXGCHQYG81 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56840.77     | 0.02%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northampton (County of), PA General Purpose Authority (LaFayette College)                                                                           | Northampton (County of), PA General Purpose Authority (LaFayette College), Series 2017, Ref. RB                                                        | CUSIP: 66353LDF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20863.04     | 0.01%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oakland Unified School District                                                                                                                     | Oakland Unified School District, Series 2016, Ref. GO Bonds                                                                                            | CUSIP: 672325ZT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111263.68    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                                                                                       | State of Ohio, Series 2016, GO Bonds                                                                                                                   | CUSIP: 677522HP2<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20880.85     | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Turnpike & Infrastructure Commission                                                                                                | Ohio (State of) Turnpike & Infrastructure Commission, Series 2010 A, Ref. RB                                                                           | CUSIP: 67760HJF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $97767.86     | 0.03%             | 2027-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund                                                                                  | Ohio Water Development Authority Water Pollution Control Loan Fund, Series 2017, RB                                                                    | CUSIP: 67766WXT4<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41449.25     | 0.01%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omaha (City of), NE (Omaha Convention Center)                                                                                                       | Omaha (City of), NE (Omaha Convention Center), Series 2004, Ref. GO Bonds                                                                              | CUSIP: 681712PR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77557.68     | 0.02%             | 2027-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Orange (County of), FL School Board                                                                                                                 | Orange (County of), FL School Board, Series 2016 B, Ref. COP                                                                                           | CUSIP: 684517RG2<br>LEI: 549300SEFJ368NVQXL34 | Long             | DBT              | MUN               | US        |    310000 | PA      | $313457.99    | 0.10%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange (County of), FL Convention Center                                                                                                            | Orange (County of), FL Convention Center, Series 2017, Ref. RB                                                                                         | CUSIP: 684545A89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67801.45     | 0.02%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Department of Transportation                                                                                                      | Oregon (State of) Department of Transportation, Series 2017 A, RB                                                                                      | CUSIP: 68607DSX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41350.75     | 0.01%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Department of Transportation                                                                                                      | Oregon (State of) Department of Transportation, Series 2017 B, Ref. RB                                                                                 | CUSIP: 68607DTC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41350.75     | 0.01%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Department of Transportation                                                                                                      | Oregon (State of) Department of Transportation, Series 2017 B, Ref. RB                                                                                 | CUSIP: 68607DTD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62119.06     | 0.02%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2016 A, Ref. RB                                                                             | CUSIP: 709221UE3<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86790.82     | 0.03%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2017 A-2, Ref. RB                                                                           | CUSIP: 709224ZH5<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    255000 | PA      | $267620.97    | 0.08%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA                                                                                                                          | Philadelphia (City of), PA, Series 2017 A, Ref. GO Bonds                                                                                               | CUSIP: 717813VL0<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10384.69     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2017, Ref. RB                                                                                                  | CUSIP: 71883RPB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40353.06     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Seattle (Port of), WA                                                                                                                               | Seattle (Port of), WA, Series 2016, Ref. RB                                                                                                            | CUSIP: 735389YF9<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60282.05     | 0.02%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Richmond (City of), VA                                                                                                                              | Richmond (City of), VA, Series 2016, Ref. RB                                                                                                           | CUSIP: 765433KE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45094.54     | 0.01%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roseville Natural Gas Financing Authority                                                                                                           | Roseville Natural Gas Financing Authority, Series 2007, RB                                                                                             | CUSIP: 777863AU5<br>LEI: 549300UJZ7YWGGGM4856 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5114.85      | 0.00%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| St. Louis (City of), MO                                                                                                                             | St. Louis (City of), MO, Series 2005, RB                                                                                                               | CUSIP: 791638VF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $93882.39     | 0.03%             | 2027-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pittsburg Successor Agency Redevelopment Agency                                                                                                     | Pittsburg Successor Agency Redevelopment Agency, Series 2016 A, Ref. RB                                                                                | CUSIP: 86459LBP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30407.21     | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa Bay (City of), FL Water                                                                                                                       | Tampa Bay (City of), FL Water, Series 2016 C, Ref. RB                                                                                                  | CUSIP: 875124HB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $125229.18    | 0.04%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2016, GO Bonds                                                                                                                | CUSIP: 8827234K2<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60130.83     | 0.02%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2016, RB                                                                                              | CUSIP: 882854XN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25436.88     | 0.01%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2017 A, RB                                                                                                | CUSIP: 89602N6V1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67234.35     | 0.02%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                                                                                              | University of Michigan, Series 2017 A, Ref. RB                                                                                                         | CUSIP: 914455QN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $201046.85    | 0.06%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                                  | Board of Regents of the University of Texas System, Series 2016 J, RB                                                                                  | CUSIP: 91514AGR0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    405000 | PA      | $410185.74    | 0.13%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah (State of)                                                                                                                                     | Utah (State of), Series 2017, GO Bonds                                                                                                                 | CUSIP: 917542UL4<br>LEI: 254900RWV9NSVUZONC07 | Long             | DBT              | MUN               | US        |    160000 | PA      | $163809.10    | 0.05%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah (State of) Transit Authority                                                                                                                   | Utah (State of) Transit Authority, Series 2006 C, Ref. RB                                                                                              | CUSIP: 917565ES8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51104.38     | 0.02%             | 2027-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 D, GO Bonds                                                                                                         | CUSIP: 93974DE61<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41064.16     | 0.01%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2016 B, Ref. GO Bonds                                                                                                    | CUSIP: 93974DXR4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    195000 | PA      | $197240.16    | 0.06%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2017, Ref. GO Bonds                                                                                                       | CUSIP: 97705MGS8<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    210000 | PA      | $216948.54    | 0.07%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2017 3, Ref. GO Bonds                                                                                                     | CUSIP: 97705MKQ7<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    165000 | PA      | $170459.57    | 0.05%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Second Series 2018 B, GO Bonds                                                                                                    | CUSIP: 574193QQ4<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    200000 | PA      | $208349.16    | 0.07%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Montefiore Obligated Group)                                                                                | New York (State of) Dormitory Authority (Montefiore Obligated Group), Series 2018 A, Ref. RB                                                           | CUSIP: 64990GFW7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     85000 | PA      | $87144.00     | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                                           | North Carolina (State of), Series 2018 A, GO Bonds                                                                                                     | CUSIP: 6582563M2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $134742.79    | 0.04%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2018 A, GO Bonds                                                                                                          | CUSIP: 60412APB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67694.92     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of)                                                                                                                                 | Michigan (State of), Series 2018, GO Bonds                                                                                                             | CUSIP: 594612DY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50149.46     | 0.02%             | 2027-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2018 B, Ref. RB                                                                                           | CUSIP: 89602REJ0<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     80000 | PA      | $84039.28     | 0.03%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2018 B, Ref. RB                                                                            | CUSIP: 59261AWY9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78567.56     | 0.02%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Hospital Development Authority (Allegheny Health Network Obligated Group Issue)                                           | Allegheny (County of), PA Hospital Development Authority (Allegheny Health Network Obligated Group Issue), Series 2018 A, Ref. RB                      | CUSIP: 01728A3M6<br>LEI: 54930046B973R604OG22 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35857.89     | 0.01%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Contra Costa Transportation Authority Sales Tax Revenue                                                                                             | Contra Costa Transportation Authority Sales Tax Revenue, Series 2018, RB                                                                               | CUSIP: 21221MFP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10333.85     | 0.00%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denton Independent School District                                                                                                                  | Denton Independent School District, Series 2018, GO Bonds                                                                                              | CUSIP: 249002FZ4<br>LEI: 5493005I9W678SUI0Z07 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10120.37     | 0.00%             | 2048-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 E, GO Bonds                                                                                                        | CUSIP: 20772KDT3<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    285000 | PA      | $297739.24    | 0.09%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 F, Ref. GO Bonds                                                                                                   | CUSIP: 20772KEN5<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    130000 | PA      | $135810.88    | 0.04%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2018 A, Ref. GO Bonds                                                                                                      | CUSIP: 4521522K6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    130000 | PA      | $135319.63    | 0.04%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson (County of), KS Public Building Commission (Courthouse & Medical Examiners)                                                                 | Johnson (County of), KS Public Building Commission (Courthouse & Medical Examiners), Series 2018 A, RB                                                 | CUSIP: 478497E48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100816.06    | 0.03%             | 2027-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2018, Ref. GO Bonds                                                                                                      | CUSIP: 13063DHL5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    605000 | PA      | $631293.91    | 0.20%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 C Ref., GO Bonds                                                                                          | CUSIP: 57582RUY0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     95000 | PA      | $99155.33     | 0.03%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 1998 A-2, RB                                                                          | CUSIP: 64971XGM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $298922.36    | 0.09%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                                 | Colorado (State of), Series 2018 A, COP                                                                                                                | CUSIP: 196711QX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42008.78     | 0.01%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority                                                                                                                         | Great Lakes Water Authority, Series 2018 A, Ref. RB                                                                                                    | CUSIP: 39081JBT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41475.48     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation (Second Issue)                                                                                     | Maryland (State of) Department of Transportation (Second Issue), Series 2018, RB                                                                       | CUSIP: 574204L76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $106752.82    | 0.03%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 E, Ref. RB                                                                                        | CUSIP: 64990AMC6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72141.06     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2018 A, Ref. RB                                                                      | CUSIP: 6461363Y5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    155000 | PA      | $162672.35    | 0.05%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2018 A, Ref. GO Bonds                                                                                                         | CUSIP: 882724JD0<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    185000 | PA      | $193474.28    | 0.06%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2018 A, GO Bonds                                                                                                        | CUSIP: 199492VX4<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |    120000 | PA      | $123773.38    | 0.04%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 B, RB                                                                                                              | CUSIP: 207758YB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $183016.21    | 0.06%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2018, GO Bonds                                                          | CUSIP: 592112TD8<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    240000 | PA      | $249142.37    | 0.08%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Green Bonds)                                                                                                  | Indiana (State of) Finance Authority (Green Bonds), Series 2018 A, RB                                                                                  | CUSIP: 45506DR23<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102651.21    | 0.03%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Special Health Care District                                                                                                        | Maricopa County Special Health Care District, Series 2018, GO Bonds                                                                                    | CUSIP: 56756TAH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5182.43      | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                                           | Long Island (City of), NY Power Authority, Series 2018, RB                                                                                             | CUSIP: 542691BJ8<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15671.98     | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 S-3, Ref. RB                                                                     | CUSIP: 64972HX49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $150703.76    | 0.05%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nevada (State of)                                                                                                                                   | Nevada (State of), Series 2017, RB                                                                                                                     | CUSIP: 641480JD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $191586.46    | 0.06%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2018 C, Ref. RB                                                                                                          | CUSIP: 047870QY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $141504.02    | 0.04%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Montgomery MD                                                                                                                             | County of Montgomery MD, Series 2018, GO Bonds                                                                                                         | CUSIP: 61334PAJ2<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47175.57     | 0.01%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                                           | San Antonio (City of), TX, Series 2018, Ref. RB                                                                                                        | CUSIP: 79625GAE3<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    175000 | PA      | $179607.42    | 0.06%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (Mercy Health)                                                                        | Missouri (State of) Health & Educational Facilities Authority (Mercy Health), Series 2018 A, Ref. RB                                                   | CUSIP: 60637AMZ2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    230000 | PA      | $237150.93    | 0.07%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA                                                                                                                           | Los Angeles (City of), CA, Series 2018 B, Ref. RB                                                                                                      | CUSIP: 53945CKD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $130065.19    | 0.04%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bexar (County of), TX                                                                                                                               | Bexar (County of), TX, Series 2018, Ctfs. of Obligations                                                                                               | CUSIP: 088281G46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101818.36    | 0.03%             | 2042-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) Department of Management Services                                                                                                | Florida (State of) Department of Management Services, Series 2018 A, Ref. COP                                                                          | CUSIP: 34160PEB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     69000 | PA      | $72243.16     | 0.02%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Westchester (County of), NY                                                                                                                         | Westchester (County of), NY, Series 2018 A, GO Bonds                                                                                                   | CUSIP: 95736U4T8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $172583.54    | 0.05%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2008, GO Bonds                                                                                                             | CUSIP: 64966QBL3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5205.87      | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Property & Building Commission (No. 115)                                                                                 | Kentucky (Commonwealth of) Property & Building Commission (No. 115), Series 2017, RB                                                                   | CUSIP: 49151FTN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40841.42     | 0.01%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 13063C8T0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    605000 | PA      | $629944.33    | 0.20%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2017 AV, RB                                                                                                           | CUSIP: 91412GX75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $435710.43    | 0.14%             | 2042-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                                                                                    | California Health Facilities Financing Authority, Series 2017, RB                                                                                      | CUSIP: 13032UNV6<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5184.68      | 0.00%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA                                                                                                                             | City of Philadelphia PA, Series 2017, GO Bonds                                                                                                         | CUSIP: 717813VU0<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41205.28     | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 A, GO Bonds                                                                                                         | CUSIP: 93974DQ35<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10285.83     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp.                                                                                                | New Hope Cultural Education Facilities Finance Corp., Series 2017, RB                                                                                  | CUSIP: 645424AR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50653.79     | 0.02%             | 2035-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017 C-2, Ref. RB                                                                                       | CUSIP: 6500356V5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    145000 | PA      | $150234.69    | 0.05%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New School (The))                                                                                          | New York (State of) Dormitory Authority (New School (The)), Series 2016 A, Ref. RB                                                                     | CUSIP: 64990CJK8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    720000 | PA      | $727192.51    | 0.23%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Municipal Finance Authority (Community Medical Centers)                                                                       | California (State of) Municipal Finance Authority (Community Medical Centers), Series 2017 A, Ref. RB                                                  | CUSIP: 13048TR70<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25355.90     | 0.01%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 B-1, RB                                                                               | CUSIP: 59259N8N6<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    375000 | PA      | $385013.66    | 0.12%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Sutter Health)                                                                         | California (State of) Health Facilities Financing Authority (Sutter Health), Series 2017 A, Ref. RB                                                    | CUSIP: 13032UNT1<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52061.30     | 0.02%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp.                                                                                                | New Hope Cultural Education Facilities Finance Corp., Series 2017, RB                                                                                  | CUSIP: 645424AP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5078.71      | 0.00%             | 2033-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adelanto Public Utility Authority (Utility System)                                                                                                  | Adelanto Public Utility Authority (Utility System), Series 2017 A, Ref. RB                                                                             | CUSIP: 006797BY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $185223.51    | 0.06%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 D, GO Bonds                                                                                                         | CUSIP: 93974DE95<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56485.02     | 0.02%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Property & Building Commission (No. 115)                                                                                 | Kentucky (Commonwealth of) Property & Building Commission (No. 115), Series 2017, RB                                                                   | CUSIP: 49151FTM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91919.87     | 0.03%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Sutter Health)                                                                         | California (State of) Health Facilities Financing Authority (Sutter Health), Series 2017 A, Ref. RB                                                    | CUSIP: 13032UNU8<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51946.11     | 0.02%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Health Care Facilities Authority (Virginia Mason Medical Center)                                                              | Washington (State of) Health Care Facilities Authority (Virginia Mason Medical Center), Series 2017, Ref. RB                                           | CUSIP: 93978HSK2<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    110000 | PA      | $113793.01    | 0.04%             | 2031-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp.                                                                                                | New Hope Cultural Education Facilities Finance Corp., Series 2017, RB                                                                                  | CUSIP: 645424AQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25400.81     | 0.01%             | 2034-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pottsville (City of), PA Hospital Authority (Lehigh Valley)                                                                                         | Pottsville (City of), PA Hospital Authority (Lehigh Valley), Series 2016 B, Ref. RB                                                                    | CUSIP: 738435CP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10237.38     | 0.00%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2017, RB                                                               | CUSIP: 64971WU73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51549.02     | 0.02%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017, RB                                                                                 | CUSIP: 64971W4Q0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $128012.05    | 0.04%             | 2032-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlantic City (City of), NJ                                                                                                                         | Atlantic City (City of), NJ, Series 2017 A, Ref. GO Bonds                                                                                              | CUSIP: 048339VJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101963.62    | 0.03%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reading School District                                                                                                                             | Reading School District, Series 2017, Ref. GO Bonds                                                                                                    | CUSIP: 755638ZG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20357.14     | 0.01%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017 C, Ref. RB                                                                                         | CUSIP: 6500356W3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     90000 | PA      | $93077.85     | 0.03%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia (Georgetown University)                                                                                                        | District of Columbia (Georgetown University), Series 2017, Ref. RB                                                                                     | CUSIP: 25484JDF4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10303.57     | 0.00%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2018 C, Ref. RB                                                                                                          | CUSIP: 047870RA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $156867.21    | 0.05%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority (San Francisco Bay Area)                                                                                                    | Bay Area Toll Authority (San Francisco Bay Area), Series 2017, Ref. RB                                                                                 | CUSIP: 072024VC3<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    150000 | PA      | $153197.90    | 0.05%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Stanford Health Care)                                                                  | California (State of) Health Facilities Financing Authority (Stanford Health Care), Series 2017 A, Ref. RB                                             | CUSIP: 13032UQG6<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    265000 | PA      | $279062.91    | 0.09%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                                         | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2017, RB                           | CUSIP: 13034ASC5<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    125000 | PA      | $129332.80    | 0.04%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 13063C8S2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    120000 | PA      | $125097.37    | 0.04%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 13063DBU1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    350000 | PA      | $367434.52    | 0.11%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 13063DDV7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    110000 | PA      | $114672.59    | 0.04%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, GO Bonds                                                                                                           | CUSIP: 13063DED6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    110000 | PA      | $114672.59    | 0.04%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2017 A, Ref. RB                                                                                                    | CUSIP: 13077DAN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72532.64     | 0.02%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL                                                                                                                               | Chicago (City of), IL, Series 2017, Ref. RB                                                                                                            | CUSIP: 167736K71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57364.55     | 0.02%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 180848SR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41459.32     | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2017 A, GO Bonds                                                                                                        | CUSIP: 199492TN9<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30567.13     | 0.01%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2017-1, Ref. GO Bonds                                                                                                   | CUSIP: 199492VK2<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     90000 | PA      | $94050.86     | 0.03%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Contra Costa (County of), CA Transportation Authority                                                                                               | Contra Costa (County of), CA Transportation Authority, Series 2018 B, Ref. RB                                                                          | CUSIP: 21221MFR6<br>LEI: 549300SFTNA7H8BCAM10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103094.37    | 0.03%             | 2029-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017 A, Ref. GO Bonds                                                                                                     | CUSIP: 25476FUB2<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     90000 | PA      | $93149.24     | 0.03%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017 D, GO Bonds                                                                                                          | CUSIP: 25476FUZ9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    180000 | PA      | $186298.47    | 0.06%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                                                                                            | East Bay Municipal Utility District Water System Revenue, Series 2017, RB                                                                              | CUSIP: 271014E65<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10405.39     | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (Columbia Generating Station)                                                                                                      | Energy Northwest (Columbia Generating Station), Series 2017 A, Ref. RB                                                                                 | CUSIP: 29270CV36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $176567.10    | 0.06%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) Municipal Power Agency                                                                                                           | Florida (State of) Municipal Power Agency, Series 2018 A, Ref. RB                                                                                      | CUSIP: 342816Q32<br>LEI: 549300M3I10QJUPNU131 | Long             | DBT              | MUN               | US        |    165000 | PA      | $165534.07    | 0.05%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Gainesville FL Utilities System Revenue                                                                                                     | City of Gainesville FL Utilities System Revenue, Series 2017, RB                                                                                       | CUSIP: 362848UB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10439.36     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2017 A-2, GO Bonds                                                                                                          | CUSIP: 373385AM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $92444.94     | 0.03%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2017 C, Ref. GO Bonds                                                                                                       | CUSIP: 373385BH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77970.41     | 0.02%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2017 FK, GO Bonds                                                                                                            | CUSIP: 419792RL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62051.30     | 0.02%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2017 RN, Ref. GO Bonds                                                                                                       | CUSIP: 419792SJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52298.33     | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2017 A, Ref. GO Bonds                                                                                                    | CUSIP: 442331U51<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61665.10     | 0.02%             | 2029-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp.                                                                                                                   | Hudson Yards Infrastructure Corp., Series 2017, RB                                                                                                     | CUSIP: 44420RAQ3<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20551.04     | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                                                                                          | Illinois Finance Authority, Series 2016, RB                                                                                                            | CUSIP: 45204EEV6<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    145000 | PA      | $148720.19    | 0.05%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Clean Water Initiative)                                                                                      | Illinois (State of) Finance Authority (Clean Water Initiative), Series 2017, RB                                                                        | CUSIP: 45204EXW3<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     90000 | PA      | $92120.63     | 0.03%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Clean Water Initiative)                                                                                      | Illinois (State of) Finance Authority (Clean Water Initiative), Series 2017, RB                                                                        | CUSIP: 45204EXX1<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86999.23     | 0.03%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2017 C, GO Bonds                                                                                                           | CUSIP: 452152P21<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1530000 | PA      | $1593052.98   | 0.50%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2017, GO Bonds                                                                                                             | CUSIP: 452152S85<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36584.83     | 0.01%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Franciscan Alliance, Inc.)                                                                                    | Indiana (State of) Finance Authority (Franciscan Alliance, Inc.), Series 2017 B, RB                                                                    | CUSIP: 45470YDU2<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    165000 | PA      | $172066.11    | 0.05%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa (State of) Finance Authority (Green Bonds)                                                                                                     | Iowa (State of) Finance Authority (Green Bonds), Series 2017, Ref. RB                                                                                  | CUSIP: 46246K4D1<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |     85000 | PA      | $88435.62     | 0.03%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEA Water & Sewer System                                                                                                                            | JEA Water & Sewer System, Series 2017 A, Ref. RB                                                                                                       | CUSIP: 46613P3J3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114938.09    | 0.04%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEA Electric System                                                                                                                                 | JEA Electric System, Series 2017 B, Ref. RB                                                                                                            | CUSIP: 46613SFW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $427101.51    | 0.13%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kane McHenry Cook & De Kalb Counties Unit School District No. 300                                                                                   | Kane McHenry Cook & De Kalb Counties Unit School District No. 300, Series 2017, Ref. GO Bonds                                                          | CUSIP: 484080TN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $243624.71    | 0.08%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA Wastewater System Revenue                                                                                                    | City of Los Angeles CA Wastewater System Revenue, Series 2017, RB                                                                                      | CUSIP: 53945CGH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62403.95     | 0.02%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                                   | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2017 A, RB                                                                   | CUSIP: 54466HER3<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    225000 | PA      | $234617.74    | 0.07%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2017 A, RB                                                     | CUSIP: 54466HFL5<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    215000 | PA      | $224190.28    | 0.07%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of)                                                                                                                                | Louisiana (State of), Series 2017 B, GO Bonds                                                                                                          | CUSIP: 546417BG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $135546.29    | 0.04%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2017 A, GO Bonds                                                                                                           | CUSIP: 574193NL8<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    190000 | PA      | $195687.69    | 0.06%             | 2029-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2017 A, GO Bonds                                                                                                           | CUSIP: 574193PQ5<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104062.25    | 0.03%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2017, RB                                                                                      | CUSIP: 574204H89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $119925.80    | 0.04%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mecklenburg (County of), NC                                                                                                                         | Mecklenburg (County of), NC, Series 2017 A, GO Bonds                                                                                                   | CUSIP: 584002VK2<br>LEI: 5493006G3IC5PBHB7A65 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40770.73     | 0.01%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2017, GO Bonds                                                          | CUSIP: 592112SM9<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81836.29     | 0.03%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan St. Louis Sewer District                                                                                                               | Metropolitan St. Louis Sewer District, Series 2017 A, Ref. RB                                                                                          | CUSIP: 592481JW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $185865.88    | 0.06%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2017 B, Ref. RB                                                                                                     | CUSIP: 59334DKB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26090.45     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minneapolis & St. Paul (Cities of), MN Metropolitan Airports Commission                                                                             | Minneapolis & St. Paul (Cities of), MN Metropolitan Airports Commission, Series 2016 A, Ref. RB                                                        | CUSIP: 603827WU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40924.23     | 0.01%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                                                                                                  | State of Minnesota, Series 2017, GO Bonds                                                                                                              | CUSIP: 60412AKD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35326.49     | 0.01%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                                                                                                  | State of Minnesota, Series 2017, GO Bonds                                                                                                              | CUSIP: 60412ALE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10452.11     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2017 A, Ref. GO Bonds                                                                                                   | CUSIP: 605581JM0<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    165000 | PA      | $172422.76    | 0.05%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp. (Children's Health System of Texas)                                                            | New Hope Cultural Education Facilities Finance Corp. (Children's Health System of Texas), Series 2017 A, Ref. RB                                       | CUSIP: 645424AK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114116.22    | 0.04%             | 2029-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Health Care Facilities Financing Authority (Hackensack Meridian Health Obligated Group)                                       | New Jersey (State of) Health Care Facilities Financing Authority (Hackensack Meridian Health Obligated Group), Series 2017, Ref. RB                    | CUSIP: 645790JS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $82939.36     | 0.03%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of)                                                                                                                               | New Jersey (State of), Series 2016, GO Bonds                                                                                                           | CUSIP: 646039WS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31061.05     | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority (Princeton University)                                                                       | New Jersey (State of) Educational Facilities Authority (Princeton University), Series 2017 I, Ref. RB                                                  | CUSIP: 6460665C0<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57101.90     | 0.02%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority (Princeton University)                                                                       | New Jersey (State of) Educational Facilities Authority (Princeton University), Series 2017 B, Ref. RB                                                  | CUSIP: 646066N71<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    145000 | PA      | $150541.36    | 0.05%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017, GO Bonds                                                                                                          | CUSIP: 64966MJV2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50247.05     | 0.02%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017 1, GO Bonds                                                                                                        | CUSIP: 64966MRV3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     90000 | PA      | $93451.05     | 0.03%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018-1, RB                                                                               | CUSIP: 64971W7R5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114882.09    | 0.04%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017, Ref. RB                                                                            | CUSIP: 64971WU65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72184.75     | 0.02%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2017 B-1, RB                                                           | CUSIP: 64971XCK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57078.85     | 0.02%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2017, Ref. RB                                                                         | CUSIP: 64972GPL2<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    135000 | PA      | $139971.93    | 0.04%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2017, Ref. RB                                            | CUSIP: 64986DDL6<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15555.83     | 0.00%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, RB                                                                                             | CUSIP: 64990AGB5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    125000 | PA      | $128823.33    | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, Ref. RB                                                                                        | CUSIP: 64990CB26<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     80000 | PA      | $83043.24     | 0.03%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 B, Ref. RB                                                                                        | CUSIP: 64990FFW9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    170000 | PA      | $177315.41    | 0.06%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017, Ref. RB                                                                                           | CUSIP: 6500353S5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    225000 | PA      | $232046.51    | 0.07%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                                           | North Carolina (State of), Series 2017 B, Ref. RB                                                                                                      | CUSIP: 65829QCY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    530000 | PA      | $547593.40    | 0.17%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma (State of) Turnpike Authority                                                                                                              | Oklahoma (State of) Turnpike Authority, Series 2017 E, Ref. RB                                                                                         | CUSIP: 679111YJ7<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46031.99     | 0.01%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma (State of) Turnpike Authority                                                                                                              | Oklahoma (State of) Turnpike Authority, Series 2017 E, Ref. RB                                                                                         | CUSIP: 679111YK4<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81032.45     | 0.03%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Orange (County of), CA Sanitation District                                                                                                          | Orange (County of), CA Sanitation District, Series 2017 A, Ref. RB                                                                                     | CUSIP: 68428TDA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $87538.33     | 0.03%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Department of Transportation                                                                                                      | Oregon (State of) Department of Transportation, Series 2017 B, Ref. RB                                                                                 | CUSIP: 68607DTE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $98355.17     | 0.03%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA                                                                                                                          | Philadelphia (City of), PA, Series 2017 B, Ref. RB                                                                                                     | CUSIP: 717893E72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104700.92    | 0.03%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2017, Ref. RB                                                                                                  | CUSIP: 71883MMN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57038.08     | 0.02%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Fifth Series 2017, Ref. RB                                                               | CUSIP: 73358WM76<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52441.68     | 0.02%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prince George's (County of), MD                                                                                                                     | Prince George's (County of), MD, Series 2017 A, GO Bonds                                                                                               | CUSIP: 7417013H7<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |    115000 | PA      | $115877.84    | 0.04%             | 2029-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Health & Educational Building Corp. (Brown University)                                                                                 | Rhode Island Health & Educational Building Corp. (Brown University), Series 2017 A, Ref. RB                                                            | CUSIP: 762197VE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $207948.86    | 0.06%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Richmond (City of), VA                                                                                                                              | Richmond (City of), VA, Series 2017 B, Ref. GO Bonds                                                                                                   | CUSIP: 76541VRX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $107505.70    | 0.03%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Riverside (County of), CA Transportation Commission                                                                                                 | Riverside (County of), CA Transportation Commission, Series 2017 B, Ref. RB                                                                            | CUSIP: 769125GP4<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73893.89     | 0.02%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2016 A, Ref. RB                                                                   | CUSIP: 79574CBU6<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    105000 | PA      | $107568.64    | 0.03%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Public Utilities Commission (Green Bonds)                                                                      | San Francisco (City & County of), CA Public Utilities Commission (Green Bonds), Series 2017 D, Ref. RB                                                 | CUSIP: 79765R2J7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $278960.49    | 0.09%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (County of), CA Transportation Authority                                                                                              | San Francisco (County of), CA Transportation Authority, Series 2017, RB                                                                                | CUSIP: 79773TAK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $142670.14    | 0.04%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Seattle (City of), WA                                                                                                                               | Seattle (City of), WA, Series 2017, RB                                                                                                                 | CUSIP: 812643PU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62579.12     | 0.02%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Miami Health Facilities Authority, Inc. (Baptist Health South Florida Obligated Group)                                                        | South Miami Health Facilities Authority, Inc. (Baptist Health South Florida Obligated Group), Series 2017, Ref. RB                                     | CUSIP: 838810DS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $134959.33    | 0.04%             | 2029-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                                                                                                | Texas A&M University, Series 2017 E, Ref. RB                                                                                                           | CUSIP: 88213AKY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $124009.03    | 0.04%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2017, Ref. GO Bonds                                                                                                           | CUSIP: 8827236X2<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    175000 | PA      | $183123.87    | 0.06%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas State University Board of Regents                                                                                                             | Texas State University Board of Regents, Series 2017 A, Ref. RB                                                                                        | CUSIP: 88278PYJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $118286.16    | 0.04%             | 2029-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2017 B, Ref. RB                                                                                           | CUSIP: 89602N7H1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    120000 | PA      | $124173.98    | 0.04%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truckee Meadows Water Authority                                                                                                                     | Truckee Meadows Water Authority, Series 2017, Ref. RB                                                                                                  | CUSIP: 897825HE8<br>LEI: 549300GC367BYY1WT202 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46750.43     | 0.01%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2017 AY, Ref. RB                                                                                                      | CUSIP: 91412G3K9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $82878.53     | 0.03%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Connecticut                                                                                                                           | University of Connecticut, Series 2017 A, RB                                                                                                           | CUSIP: 914233K75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $302152.25    | 0.09%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                                                                                              | University of Michigan, Series 2017 A, Ref. RB                                                                                                         | CUSIP: 914455QQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $128802.44    | 0.04%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah (State of)                                                                                                                                     | Utah (State of), Series 2018, GO Bonds                                                                                                                 | CUSIP: 917542VH2<br>LEI: 254900RWV9NSVUZONC07 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31187.11     | 0.01%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Transportation Board                                                                                                     | Virginia (Commonwealth of) Transportation Board, Series 2017 A, Ref. RB                                                                                | CUSIP: 927793D71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $188779.36    | 0.06%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Public Building Authority                                                                                                | Virginia (Commonwealth of) Public Building Authority, Series 2017 A, Ref. RB                                                                           | CUSIP: 928172X91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $93599.24     | 0.03%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Convention & Sports Authority                                                                                                            | Washington Convention & Sports Authority, Series 2018 A, Ref. RB                                                                                       | CUSIP: 93878LBW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20796.18     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 D, GO Bonds                                                                                                         | CUSIP: 93974DE87<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61625.55     | 0.02%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 C, Ref. GO Bonds                                                                                                    | CUSIP: 93974DW95<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    275000 | PA      | $286440.83    | 0.09%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                                                                                                 | State of Washington, Series 2017, GO Bonds                                                                                                             | CUSIP: 93974DY77<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52080.15     | 0.02%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Suburban Sanitary Commission                                                                                                  | Washington (State of) Suburban Sanitary Commission, Series 2017, Ref. RB                                                                               | CUSIP: 940157T59<br>LEI: 549300EZUWNTQF827C24 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40274.31     | 0.01%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Westchester (County of), NY                                                                                                                         | Westchester (County of), NY, Series 2017 A, GO Bonds                                                                                                   | CUSIP: 95736U4G6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46230.15     | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2019 A, Ref. RB                                                                                                           | CUSIP: 977100GQ3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    275000 | PA      | $284337.24    | 0.09%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2019 A, Ref. RB                                                                                                           | CUSIP: 977100GR1<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    240000 | PA      | $248148.86    | 0.08%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Toll Highway Authority                                                                                                          | Illinois (State of) Toll Highway Authority, Series 2019 A, Ref. RB                                                                                     | CUSIP: 452252NC9<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    110000 | PA      | $112647.93    | 0.04%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arapahoe County School District No. 6 Littleton                                                                                                     | Arapahoe County School District No. 6 Littleton, Series 2019 A, GO Bonds                                                                               | CUSIP: 038699TT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $158597.39    | 0.05%             | 2027-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2019 A, Ref. GO Bonds                                                                                          | CUSIP: 57582RWJ1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    135000 | PA      | $138283.62    | 0.04%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Higher Education Building Authority (Carnegie Mellon University)                                                          | Allegheny (County of), PA Higher Education Building Authority (Carnegie Mellon University), Series 2019, Ref. RB                                       | CUSIP: 01728RMX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114309.82    | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Green Bonds)                                                                                                  | Indiana (State of) Finance Authority (Green Bonds), Series 2019 A, RB                                                                                  | CUSIP: 45506DV77<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    270000 | PA      | $277158.27    | 0.09%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI (Honolulu Rail Transit)                                                                                             | Honolulu (City & County of), HI (Honolulu Rail Transit), Series 2019, GO Bonds                                                                         | CUSIP: 438687GK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $73061.82     | 0.02%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                                                                                   | New York City Transitional Finance Authority Building Aid Revenue, Series 2017, RB                                                                     | CUSIP: 64972HD25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25839.44     | 0.01%             | 2036-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Transportation Board                                                                                                     | Virginia (Commonwealth of) Transportation Board, Series 2017, RB                                                                                       | CUSIP: 927793E21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78435.37     | 0.02%             | 2032-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                                                                                            | Massachusetts Development Finance Agency, Series 2016, RB                                                                                              | CUSIP: 57584XHQ7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5045.80      | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                                                                                            | East Bay Municipal Utility District Water System Revenue, Series 2017, RB                                                                              | CUSIP: 271014E73<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26003.57     | 0.01%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Liberty Hill Independent School District                                                                                                            | Liberty Hill Independent School District, Series 2019, GO Bonds                                                                                        | CUSIP: 530574NF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100674.33    | 0.03%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) Health & Educational Facilities Authority (Yale University)                                                                  | Connecticut (State of) Health & Educational Facilities Authority (Yale University), Series 1997 S, RB                                                  | CUSIP: 20774Y7H4<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |    175000 | PA      | $181830.74    | 0.06%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Airport Commission (San Francisco International Airport)                                                       | San Francisco (City & County of), CA Airport Commission (San Francisco International Airport), Series 2019, Ref. RB                                    | CUSIP: 79766DMJ5<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67260.42     | 0.02%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2019 A, Ref. RB                                                                                                           | CUSIP: 977100GS9<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    170000 | PA      | $175772.11    | 0.05%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of)                                                                                                                                 | Delaware (State of), Series 2019, GO Bonds                                                                                                             | CUSIP: 246381NE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $128360.04    | 0.04%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2019 A, GO Bonds                                                                                                          | CUSIP: 25476FXE3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    440000 | PA      | $460713.70    | 0.14%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                                                                                     | State of Hawaii, Series 2019, GO Bonds                                                                                                                 | CUSIP: 419792XM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $122908.73    | 0.04%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2019 A, RB                                                     | CUSIP: 54466HGX8<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52214.48     | 0.02%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                                                                       | New York (State of) Dormitory Authority (New York University), Series 2019 A, RB                                                                       | CUSIP: 64990GJC7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57087.75     | 0.02%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                                | Cook (County of), IL, Series 2018, Ref. RB                                                                                                             | CUSIP: 213248BY2<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15606.14     | 0.00%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brevard County School District                                                                                                                      | Brevard County School District, Series 2017 A, Ref. COP                                                                                                | CUSIP: 107431LB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $232539.71    | 0.07%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017, RB                                                                                 | CUSIP: 64971W4P2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $153667.40    | 0.05%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lexington County Health Services District, Inc. (Lexmed Obligated Group)                                                                            | Lexington County Health Services District, Inc. (Lexmed Obligated Group), Series 2017, Ref. RB                                                         | CUSIP: 529050ER3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $204104.04    | 0.06%             | 2030-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fond Du Lac (County of), WI                                                                                                                         | Fond Du Lac (County of), WI, Series 2019 A, GO Notes                                                                                                   | CUSIP: 344442NH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $150727.95    | 0.05%             | 2029-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority                                                                                                         | Ohio (State of) Water Development Authority, Series 2019 A, RB                                                                                         | CUSIP: 677660UV2<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62181.43     | 0.02%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority                                                                                                         | Ohio (State of) Water Development Authority, Series 2019 A, RB                                                                                         | CUSIP: 677660UW0<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    180000 | PA      | $189099.47    | 0.06%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tulsa (County of), OK Industrial Authority (Broken Arrow Public Schools)                                                                            | Tulsa (County of), OK Industrial Authority (Broken Arrow Public Schools), Series 2019 A, RB                                                            | CUSIP: 89952PFD2<br>LEI: 549300WEYXBXLGN1E271 | Long             | DBT              | MUN               | US        |    105000 | PA      | $109086.74    | 0.03%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2017 FN, Ref. GO Bonds                                                                                                       | CUSIP: 419792SL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $219418.54    | 0.07%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority (LCRA Transmission Services Corp.)                                                                                   | Lower Colorado River Authority (LCRA Transmission Services Corp.), Series 2019, Ref. RB                                                                | CUSIP: 54811BSL6<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20672.41     | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2019 E, Ref. GO Bonds                                                                                                   | CUSIP: 64966MQ51<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46852.87     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hillsboro School District No. 1J                                                                                                                    | Hillsboro School District No. 1J, Series 2017, GO Bonds                                                                                                | CUSIP: 939307JE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $119042.01    | 0.04%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anaheim (City of), CA Public Financing Authority (Anaheim Public Improvements)                                                                      | Anaheim (City of), CA Public Financing Authority (Anaheim Public Improvements), Series 2019 A, Ref. RB                                                 | CUSIP: 03255LHR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $336165.73    | 0.10%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2019 A, GO Bonds                                                                                                        | CUSIP: 20772KFU8<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103267.34    | 0.03%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX Area Rapid Transit                                                                                                             | Dallas (City of), TX Area Rapid Transit, Series 2019, Ref. RB                                                                                          | CUSIP: 235241TA4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62863.96     | 0.02%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2019 B, Ref. GO Bonds                                                                                                      | CUSIP: 4521524T5<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    535000 | PA      | $555840.66    | 0.17%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2019, GO Bonds                                                                                                             | CUSIP: 574193RC4<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    110000 | PA      | $113376.22    | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) (Garvee)                                                                                                                       | Louisiana (State of) (Garvee), Series 2019 A, RB                                                                                                       | CUSIP: 54641CAH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $229589.62    | 0.07%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources                                                                                                 | California (State of) Department of Water Resources, Series 2019 BA, RB                                                                                | CUSIP: 13067WQN5<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    115000 | PA      | $121526.92    | 0.04%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2019, Ref. GO Bonds                                                                                                      | CUSIP: 13063DPF9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    470000 | PA      | $485445.00    | 0.15%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2019 A, RB                                                                                             | CUSIP: 64990GNT5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    250000 | PA      | $260377.65    | 0.08%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2019 A, RB                                                                                             | CUSIP: 64990GNV0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    220000 | PA      | $228880.28    | 0.07%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adams 12 Five Star Schools                                                                                                                          | Adams 12 Five Star Schools, Series 2016 B, Ref. GO Bonds                                                                                               | CUSIP: 006449GS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61305.86     | 0.02%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alaska (State of) Municipal Bond Bank Authority                                                                                                     | Alaska (State of) Municipal Bond Bank Authority, Series 2017 A, RB                                                                                     | CUSIP: 01179RVL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $425187.88    | 0.13%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Anaheim Public Financing Authority                                                                                                                  | Anaheim Public Financing Authority, Series 2019, RB                                                                                                    | CUSIP: 03255LHQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56976.69     | 0.02%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Antelope Valley Community College District                                                                                                          | Antelope Valley Community College District, Series 2017, GO Bonds                                                                                      | CUSIP: 03667PFD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $112618.59    | 0.04%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arizona (State of)                                                                                                                                  | Arizona (State of), Series 2019 A, Ref. COP                                                                                                            | CUSIP: 040588H24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $125401.15    | 0.04%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2017 A, Ref. RB                                                                                                          | CUSIP: 047870NT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $172921.63    | 0.05%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2017 A, Ref. RB                                                                                                          | CUSIP: 047870NU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $125761.19    | 0.04%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue                                                                                                       | City of Atlanta GA Water & Wastewater Revenue, Series 2017, RB                                                                                         | CUSIP: 047870NW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10480.10     | 0.00%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2017, RB                                                                                                                 | CUSIP: 047870NX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57640.54     | 0.02%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2017 A, Ref. RB                                                                                                          | CUSIP: 047870NZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $141481.34    | 0.04%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2017 A, Ref. RB                                                                                                          | CUSIP: 047870PA2<br>LEI: 549300GHLQ0J51NUBM84 | Long             | DBT              | MUN               | US        |    170000 | PA      | $178161.68    | 0.06%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2018, RB                                                                                                                 | CUSIP: 047870RB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $146721.39    | 0.05%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2018 C, Ref. RB                                                                                                          | CUSIP: 047870RC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52400.50     | 0.02%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2018 C, Ref. RB                                                                                                          | CUSIP: 047870RD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $110041.04    | 0.03%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2018 C, Ref. RB                                                                                                          | CUSIP: 047870RE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $172921.63    | 0.05%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2018 C, Ref. RB                                                                                                          | CUSIP: 047870RF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $188641.78    | 0.06%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2018 C, Ref. RB                                                                                                          | CUSIP: 047870RG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $136241.29    | 0.04%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2018 C, Ref. RB                                                                                                          | CUSIP: 047870RH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62880.59     | 0.02%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Water & Wastewater System Revenue                                                                                                 | City of Austin TX Water & Wastewater System Revenue, Series 2017, RB                                                                                   | CUSIP: 0524762Y3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36214.28     | 0.01%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Baltimore MD                                                                                                                                | City of Baltimore MD, Series 2017, RB                                                                                                                  | CUSIP: 05922KZR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $96086.75     | 0.03%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority (San Francisco Bay Area)                                                                                                    | Bay Area Toll Authority (San Francisco Bay Area), Series 2017, Ref. RB                                                                                 | CUSIP: 072024VD1<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    115000 | PA      | $117358.21    | 0.04%             | 2030-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority (San Francisco Bay Area)                                                                                                    | Bay Area Toll Authority (San Francisco Bay Area), Series 2017, Ref. RB                                                                                 | CUSIP: 072024VE9<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    215000 | PA      | $219111.62    | 0.07%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                                                                                             | Bay Area Toll Authority, Series 2017, RB                                                                                                               | CUSIP: 072024VF6<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80126.54     | 0.03%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Birmingham (City of), AL Water Works Board (The)                                                                                                    | Birmingham (City of), AL Water Works Board (The), Series 2016 B, Ref. RB                                                                               | CUSIP: 091096LL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $117729.81    | 0.04%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Birmingham Regional Water Works                                                                                                             | City of Birmingham Regional Water Works, Series 2016 B, Ref. RB                                                                                        | CUSIP: 091096LM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25388.81     | 0.01%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brooklyn Arena Local Development Corp.                                                                                                              | Brooklyn Arena Local Development Corp., Series 2016, RB                                                                                                | CUSIP: 113807BM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30230.47     | 0.01%             | 2035-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Butler (County of), KS Unified School District No. 385 (Andover)                                                                                    | Butler (County of), KS Unified School District No. 385 (Andover), Series 2017, Ref. GO Bonds                                                           | CUSIP: 12343ECT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46886.84     | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Butler (County of), KS Unified School District No. 385 (Andover)                                                                                    | Butler (County of), KS Unified School District No. 385 (Andover), Series 2017, Ref. GO Bonds                                                           | CUSIP: 12343ECU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46886.84     | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Butler (County of), KS Unified School District No. 385 (Andover)                                                                                    | Butler (County of), KS Unified School District No. 385 (Andover), Series 2017, Ref. GO Bonds                                                           | CUSIP: 12343ECV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $98983.32     | 0.03%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Sutter Health)                                                                         | California (State of) Health Facilities Financing Authority (Sutter Health), Series 2017 A, Ref. RB                                                    | CUSIP: 13032UNS3<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    235000 | PA      | $245205.98    | 0.08%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Stanford Health Care)                                                                  | California (State of) Health Facilities Financing Authority (Stanford Health Care), Series 2017 A, Ref. RB                                             | CUSIP: 13032UQH4<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     60000 | PA      | $63152.12     | 0.02%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Stanford Health Care)                                                                  | California (State of) Health Facilities Financing Authority (Stanford Health Care), Series 2017 A, Ref. RB                                             | CUSIP: 13032UQJ0<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    225000 | PA      | $236533.77    | 0.07%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Stanford Health Care)                                                                  | California (State of) Health Facilities Financing Authority (Stanford Health Care), Series 2017 A, Ref. RB                                             | CUSIP: 13032UQK7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    145000 | PA      | $152249.00    | 0.05%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Stanford Health Care)                                                                  | California (State of) Health Facilities Financing Authority (Stanford Health Care), Series 2017 A, Ref. RB                                             | CUSIP: 13032UQM3<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68058.32     | 0.02%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Stanford Health Care)                                                                  | California (State of) Health Facilities Financing Authority (Stanford Health Care), Series 2017 A, Ref. RB                                             | CUSIP: 13032UQN1<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    110000 | PA      | $115002.12    | 0.04%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Sutter Health)                                                                         | California (State of) Health Facilities Financing Authority (Sutter Health), Series 2018 A, RB                                                         | CUSIP: 13032URF7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     80000 | PA      | $83745.97     | 0.03%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                                         | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2017, RB                           | CUSIP: 13034ASD3<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46538.43     | 0.01%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                                         | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2017, RB                           | CUSIP: 13034ASE1<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    225000 | PA      | $232530.55    | 0.07%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, GO Bonds                                                                                                           | CUSIP: 13063DAU2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    190000 | PA      | $199003.26    | 0.06%             | 2031-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, GO Bonds                                                                                                           | CUSIP: 13063DAX6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72922.21     | 0.02%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 13063DBW7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    240000 | PA      | $251565.55    | 0.08%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 13063DBX5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     85000 | PA      | $89027.78     | 0.03%             | 2031-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2017, GO Bonds                                                                                                             | CUSIP: 13063DDY1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36310.41     | 0.01%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, GO Bonds                                                                                                           | CUSIP: 13063DEF1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     80000 | PA      | $83172.58     | 0.03%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources (Central Valley)                                                                                | California (State of) Department of Water Resources (Central Valley), Series 2017 AX, Ref. RB                                                          | CUSIP: 13067WNV0<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    210000 | PA      | $221242.71    | 0.07%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources                                                                                                 | California (State of) Department of Water Resources, Series 2017 AX, Ref. RB                                                                           | CUSIP: 13067WNW8<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    200000 | PA      | $210315.58    | 0.07%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources (Central Valley)                                                                                | California (State of) Department of Water Resources (Central Valley), Series 2017 AX, Ref. RB                                                          | CUSIP: 13067WNX6<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    105000 | PA      | $110279.63    | 0.03%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources (Central Valley)                                                                                | California (State of) Department of Water Resources (Central Valley), Series 2017 AX, Ref. RB                                                          | CUSIP: 13067WNY4<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |     95000 | PA      | $100222.96    | 0.03%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2017 A, Ref. RB                                                                                                    | CUSIP: 13077DAP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46577.05     | 0.01%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2017 A, Ref. RB                                                                                                    | CUSIP: 13077DAQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $475970.23    | 0.15%             | 2031-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2017, Ref. RB                                                                                             | CUSIP: 153476CY0<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |    530000 | PA      | $550118.32    | 0.17%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2017, Ref. RB                                                                                             | CUSIP: 153476DA1<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |    205000 | PA      | $212781.62    | 0.07%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chabot-Las Positas Community College District                                                                                                       | Chabot-Las Positas Community College District, Series 2017, GO Bonds                                                                                   | CUSIP: 15722THN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100434.21    | 0.03%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL Wastewater Transmission Revenue                                                                                                  | City of Chicago IL Wastewater Transmission Revenue, Series 2017, RB                                                                                    | CUSIP: 167727YZ3<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81762.07     | 0.03%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL                                                                                                                               | Chicago (City of), IL, Series 2017-2, Ref. RB                                                                                                          | CUSIP: 167736P27<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    500000 | PA      | $521832.50    | 0.16%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL Waterworks Revenue                                                                                                               | City of Chicago IL Waterworks Revenue, Series 2017, RB                                                                                                 | CUSIP: 167736P35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67782.03     | 0.02%             | 2031-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL Waterworks Revenue                                                                                                               | City of Chicago IL Waterworks Revenue, Series 2017, RB                                                                                                 | CUSIP: 167736P43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46870.61     | 0.01%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL                                                                                                                               | Chicago (City of), IL, Series 2017-2, Ref. RB                                                                                                          | CUSIP: 167736P50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    615000 | PA      | $639396.87    | 0.20%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL                                                                                                                               | Chicago (City of), IL, Series 2017-2, Ref. RB                                                                                                          | CUSIP: 167736P68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $446435.46    | 0.14%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL                                                                                                                               | Chicago (City of), IL, Series 2017-2, Ref. RB                                                                                                          | CUSIP: 167736P84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $144909.46    | 0.05%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 180848SS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    990000 | PA      | $1025993.53   | 0.32%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 180848SU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $112006.22    | 0.03%             | 2032-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 180848SW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $187724.35    | 0.06%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 180848SX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30404.94     | 0.01%             | 2035-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 180848TA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55541.43     | 0.02%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coast Community College District (Election of 2012)                                                                                                 | Coast Community College District (Election of 2012), Series 2017 D, GO Bonds                                                                           | CUSIP: 190335HW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36551.20     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coast Community College District (Election of 2012)                                                                                                 | Coast Community College District (Election of 2012), Series 2017 D, GO Bonds                                                                           | CUSIP: 190335HX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57437.60     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coast Community College District (Election of 2012)                                                                                                 | Coast Community College District (Election of 2012), Series 2017 D, GO Bonds                                                                           | CUSIP: 190335HY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62659.20     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coast Community College District (Election of 2012)                                                                                                 | Coast Community College District (Election of 2012), Series 2017 D, GO Bonds                                                                           | CUSIP: 190335HZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31329.60     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Educational & Cultural Facilities Authority (University of Denver)                                                              | Colorado (State of) Educational & Cultural Facilities Authority (University of Denver), Series 2017 A, RB                                              | CUSIP: 19645R6B2<br>LEI: 549300BJRX2FHSSZP042 | Long             | DBT              | MUN               | US        |    250000 | PA      | $254502.63    | 0.08%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Educational & Cultural Facilities Authority (University of Denver)                                                              | Colorado (State of) Educational & Cultural Facilities Authority (University of Denver), Series 2017 A, RB                                              | CUSIP: 19645R6C0<br>LEI: 549300BJRX2FHSSZP042 | Long             | DBT              | MUN               | US        |    180000 | PA      | $182673.77    | 0.06%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado Springs (City of), CO                                                                                                                      | Colorado Springs (City of), CO, Series 2017 A-2, RB                                                                                                    | CUSIP: 196632A29<br>LEI: 549300YHSJY5PXG4BM55 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102941.00    | 0.03%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                                 | Colorado (State of), Series 2017 J, COP                                                                                                                | CUSIP: 19668QHJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $143801.24    | 0.04%             | 2032-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                                 | Colorado (State of), Series 2017 J, COP                                                                                                                | CUSIP: 19668QHP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $240334.31    | 0.08%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Governors of Colorado State University System                                                                                              | Board of Governors of Colorado State University System, Series 2017, RB                                                                                | CUSIP: 196707WD1<br>LEI: 549300MAE3RAIIEIQV71 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60389.21     | 0.02%             | 2040-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Columbus OH                                                                                                                                 | City of Columbus OH, Series 2017, GO Bonds                                                                                                             | CUSIP: 199492TP4<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10180.94     | 0.00%             | 2030-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2017 A, GO Bonds                                                                                                        | CUSIP: 199492TS8<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |    130000 | PA      | $132035.01    | 0.04%             | 2033-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2017, Ref. GO Bonds                                                                                                     | CUSIP: 199492VL0<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35921.34     | 0.01%             | 2030-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2017 A, GO Bonds                                                                                                        | CUSIP: 20772J6R8<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    225000 | PA      | $227443.91    | 0.07%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2017 A, GO Bonds                                                                                                        | CUSIP: 20772J6S6<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15440.91     | 0.00%             | 2032-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Green Bonds)                                                                                                                | Connecticut (State of) (Green Bonds), Series 2017 A, Ref. RB                                                                                           | CUSIP: 20775YDK9<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51661.87     | 0.02%             | 2031-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Green Bonds)                                                                                                                | Connecticut (State of) (Green Bonds), Series 2017 A, RB                                                                                                | CUSIP: 20775YDL7<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51641.00     | 0.02%             | 2032-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Green Bonds)                                                                                                                | Connecticut (State of) (Green Bonds), Series 2017 A, RB                                                                                                | CUSIP: 20775YDM5<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56755.91     | 0.02%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Green Bonds)                                                                                                                | Connecticut (State of) (Green Bonds), Series 2017 A, RB                                                                                                | CUSIP: 20775YDN3<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56714.80     | 0.02%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Contra Costa (County of), CA Transportation Authority                                                                                               | Contra Costa (County of), CA Transportation Authority, Series 2018 B, Ref. RB                                                                          | CUSIP: 21221MFS4<br>LEI: 549300SFTNA7H8BCAM10 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46400.57     | 0.01%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                                | Cook (County of), IL, Series 2017, Ref. RB                                                                                                             | CUSIP: 213248BD8<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |    155000 | PA      | $161148.45    | 0.05%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                                | Cook (County of), IL, Series 2017, Ref. RB                                                                                                             | CUSIP: 213248BE6<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |    275000 | PA      | $279626.00    | 0.09%             | 2034-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Cook IL Sales Tax Revenue                                                                                                                 | County of Cook IL Sales Tax Revenue, Series 2017, RB                                                                                                   | CUSIP: 213248BF3<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36269.88     | 0.01%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Cook IL Sales Tax Revenue                                                                                                                 | County of Cook IL Sales Tax Revenue, Series 2017, RB                                                                                                   | CUSIP: 213248BG1<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72409.76     | 0.02%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                                | Cook (County of), IL, Series 2017, Ref. RB                                                                                                             | CUSIP: 213248BH9<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10326.19     | 0.00%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                                | Cook (County of), IL, Series 2017, Ref. RB                                                                                                             | CUSIP: 213248BJ5<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |     90000 | PA      | $92805.97     | 0.03%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                                | Cook (County of), IL, Series 2018, Ref. RB                                                                                                             | CUSIP: 213248BU0<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |    210000 | PA      | $218628.84    | 0.07%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                                | Cook (County of), IL, Series 2018, Ref. RB                                                                                                             | CUSIP: 213248BV8<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |    165000 | PA      | $171545.12    | 0.05%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Cook IL Sales Tax Revenue                                                                                                                 | County of Cook IL Sales Tax Revenue, Series 2018, RB                                                                                                   | CUSIP: 213248CA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50526.33     | 0.02%             | 2037-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                                | Cook (County of), IL, Series 2018, Ref. RB                                                                                                             | CUSIP: 213248CB1<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100703.94    | 0.03%             | 2038-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Dallas TX Waterworks & Sewer System Revenue                                                                                                 | City of Dallas TX Waterworks & Sewer System Revenue, Series 2017, RB                                                                                   | CUSIP: 23542JFU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20169.46     | 0.01%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX                                                                                                                                | Dallas (City of), TX, Series 2017, RB                                                                                                                  | CUSIP: 23542JFV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5119.96      | 0.00%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware River Joint Toll Bridge Commission (Pennsylvania - New Jersey)                                                                             | Delaware River Joint Toll Bridge Commission (Pennsylvania - New Jersey), Series 2017, RB                                                               | CUSIP: 246343LD7<br>LEI: 549300N6IGAQMI0JLE23 | Long             | DBT              | MUN               | US        |     80000 | PA      | $82728.94     | 0.03%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware River Joint Toll Bridge Commission (Pennsylvania - New Jersey)                                                                             | Delaware River Joint Toll Bridge Commission (Pennsylvania - New Jersey), Series 2017, RB                                                               | CUSIP: 246343LE5<br>LEI: 549300N6IGAQMI0JLE23 | Long             | DBT              | MUN               | US        |    205000 | PA      | $211645.26    | 0.07%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware River Joint Toll Bridge Commission (Pennsylvania - New Jersey)                                                                             | Delaware River Joint Toll Bridge Commission (Pennsylvania - New Jersey), Series 2017, RB                                                               | CUSIP: 246343LF2<br>LEI: 549300N6IGAQMI0JLE23 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51587.92     | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware River Joint Toll Bridge Commission (Pennsylvania - New Jersey)                                                                             | Delaware River Joint Toll Bridge Commission (Pennsylvania - New Jersey), Series 2017, RB                                                               | CUSIP: 246343LG0<br>LEI: 549300N6IGAQMI0JLE23 | Long             | DBT              | MUN               | US        |     85000 | PA      | $87534.56     | 0.03%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware River Joint Toll Bridge Commission                                                                                                         | Delaware River Joint Toll Bridge Commission, Series 2017, RB                                                                                           | CUSIP: 246343LH8<br>LEI: 549300N6IGAQMI0JLE23 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25723.43     | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of) Health Facilities Authority (Bayhealth Medical Center)                                                                          | Delaware (State of) Health Facilities Authority (Bayhealth Medical Center), Series 2017 A, Ref. RB                                                     | CUSIP: 246388SQ6<br>LEI: 549300RXU7M05ZYSJG42 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10033.14     | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Denton Independent School District                                                                                                                  | Denton Independent School District, Series 2018, GO Bonds                                                                                              | CUSIP: 249002FW1<br>LEI: 5493005I9W678SUI0Z07 | Long             | DBT              | MUN               | US        |    155000 | PA      | $159870.57    | 0.05%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denton Independent School District                                                                                                                  | Denton Independent School District, Series 2018, GO Bonds                                                                                              | CUSIP: 249002FX9<br>LEI: 5493005I9W678SUI0Z07 | Long             | DBT              | MUN               | US        |    150000 | PA      | $154534.71    | 0.05%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denton Independent School District                                                                                                                  | Denton Independent School District, Series 2018, GO Bonds                                                                                              | CUSIP: 249002GE0<br>LEI: 5493005I9W678SUI0Z07 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15437.84     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                                          | Denver City & County School District No. 1, Series 2017, GO Bonds                                                                                      | CUSIP: 249174VF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71474.80     | 0.02%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                                       | Denver (City & County of), CO, Series 2017 B, Ref. RB                                                                                                  | CUSIP: 249182KR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $73023.76     | 0.02%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Desert Community College District                                                                                                                   | Desert Community College District, Series 2017, Ref. GO Bonds                                                                                          | CUSIP: 250375HA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114696.55    | 0.04%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Detroit City School District                                                                                                                        | Detroit City School District, Series 2005 A, Ref. GO Bonds                                                                                             | CUSIP: 251129Y89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $93059.65     | 0.03%             | 2027-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017 A, Ref. GO Bonds                                                                                                     | CUSIP: 25476FUC0<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    150000 | PA      | $155152.08    | 0.05%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia                                                                                                                                   | CUSIP: 25476FUD8<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51682.30     | 0.02%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017 A, Ref. GO Bonds                                                                                                     | CUSIP: 25476FUE6<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    595000 | PA      | $614525.58    | 0.19%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017 D, GO Bonds                                                                                                          | CUSIP: 25476FVA3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     90000 | PA      | $93091.25     | 0.03%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017 D, GO Bonds                                                                                                          | CUSIP: 25476FVB1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    135000 | PA      | $139542.20    | 0.04%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017 D, GO Bonds                                                                                                          | CUSIP: 25476FVC9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72297.13     | 0.02%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017 D, GO Bonds                                                                                                          | CUSIP: 25476FVD7<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    120000 | PA      | $122053.42    | 0.04%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia (Georgetown University)                                                                                                        | District of Columbia (Georgetown University), Series 2017, Ref. RB                                                                                     | CUSIP: 25484JCW8<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41110.33     | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017, Ref. RB                                                                                                             | CUSIP: 25484JCX6<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61652.47     | 0.02%             | 2031-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District                                                                                                                 | East Bay Municipal Utility District, Series 2017 B, Ref. RB                                                                                            | CUSIP: 271014E81<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |    180000 | PA      | $187030.22    | 0.06%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District                                                                                                                 | East Bay Municipal Utility District, Series 2017 B, Ref. RB                                                                                            | CUSIP: 271014E99<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77838.19     | 0.02%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Escambia (County of), FL                                                                                                                            | Escambia (County of), FL, Series 2017, RB                                                                                                              | CUSIP: 296136FV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102447.43    | 0.03%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Escambia FL Sales Tax Revenue                                                                                                             | County of Escambia FL Sales Tax Revenue, Series 2017, RB                                                                                               | CUSIP: 296136FW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40570.11     | 0.01%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Fairfax VA Sewer Revenue                                                                                                                  | County of Fairfax VA Sewer Revenue, Series 2017, RB                                                                                                    | CUSIP: 303867LG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5094.26      | 0.00%             | 2044-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Fairfax VA Sewer Revenue                                                                                                                  | County of Fairfax VA Sewer Revenue, Series 2017, RB                                                                                                    | CUSIP: 303867LH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15201.90     | 0.00%             | 2047-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) Higher Educational Facilities Financial Authority (Rollins College)                                                              | Florida (State of) Higher Educational Facilities Financial Authority (Rollins College), Series 2017, RB                                                | CUSIP: 34073TKB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $107128.88    | 0.03%             | 2047-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                                                                                    | State of Florida, Series 2017, GO Bonds                                                                                                                | CUSIP: 34153QJG2<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5120.55      | 0.00%             | 2027-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                                                                                    | State of Florida, Series 2017, GO Bonds                                                                                                                | CUSIP: 34153QLP9<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10198.81     | 0.00%             | 2032-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) (Capital Outlay)                                                                                                                 | Florida (State of) (Capital Outlay), Series 2017 C, Ref. GO Bonds                                                                                      | CUSIP: 34153QLQ7<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    200000 | PA      | $203669.68    | 0.06%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                                                                                    | State of Florida, Series 2017, GO Bonds                                                                                                                | CUSIP: 34153QLU8<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10121.53     | 0.00%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fort Bend Independent School District                                                                                                               | Fort Bend Independent School District, Series 2018, Ref. GO Bonds                                                                                      | CUSIP: 346843NB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $124717.91    | 0.04%             | 2029-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fort Bend Independent School District                                                                                                               | Fort Bend Independent School District, Series 2018, Ref. GO Bonds                                                                                      | CUSIP: 346843NC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $150597.44    | 0.05%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Fort Lauderdale FL Water & Sewer Revenue                                                                                                    | City of Fort Lauderdale FL Water & Sewer Revenue, Series 2018, RB                                                                                      | CUSIP: 347658XN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $156057.08    | 0.05%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Franklin County School District No. 1 Pasco                                                                                                         | Franklin County School District No. 1 Pasco, Series 2018, GO Bonds                                                                                     | CUSIP: 353442B96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $152278.94    | 0.05%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Franklin County School District No. 1 Pasco                                                                                                         | Franklin County School District No. 1 Pasco, Series 2018, GO Bonds                                                                                     | CUSIP: 353442C20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $367261.20    | 0.11%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Franklin County School District No. 1 Pasco                                                                                                         | Franklin County School District No. 1 Pasco, Series 2018, GO Bonds                                                                                     | CUSIP: 353442C38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $89087.20     | 0.03%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frisco Independent School District                                                                                                                  | Frisco Independent School District, Series 2017, GO Bonds                                                                                              | CUSIP: 35880CXN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10101.28     | 0.00%             | 2035-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Gainesville FL Utilities System Revenue                                                                                                     | City of Gainesville FL Utilities System Revenue, Series 2017, RB                                                                                       | CUSIP: 362848UC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26079.51     | 0.01%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gainesville (City of), FL                                                                                                                           | Gainesville (City of), FL, Series 2017 A, RB                                                                                                           | CUSIP: 362848UD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114631.62    | 0.04%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gainesville (City of), FL                                                                                                                           | Gainesville (City of), FL, Series 2017 A, RB                                                                                                           | CUSIP: 362848UF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $161085.69    | 0.05%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gainesville (City of), FL                                                                                                                           | Gainesville (City of), FL, Series 2017 A, RB                                                                                                           | CUSIP: 362848UG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $217991.76    | 0.07%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gainesville (City of), FL                                                                                                                           | Gainesville (City of), FL, Series 2017 A, RB                                                                                                           | CUSIP: 362848UH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $98495.34     | 0.03%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Geisinger Authority (Geisinger Health System)                                                                                                       | Geisinger Authority (Geisinger Health System), Series 2017 A-2, Ref. RB                                                                                | CUSIP: 368497JC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $163862.48    | 0.05%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Geisinger Authority (Geisinger Health System)                                                                                                       | Geisinger Authority (Geisinger Health System), Series 2017 A-2, Ref. RB                                                                                | CUSIP: 368497JF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127884.46    | 0.04%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                                                                                    | State of Georgia, Series 2017, GO Bonds                                                                                                                | CUSIP: 373385AP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25670.80     | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2017 A-2, GO Bonds                                                                                                          | CUSIP: 373385AQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20529.69     | 0.01%             | 2032-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                                                                                    | State of Georgia, Series 2017, GO Bonds                                                                                                                | CUSIP: 373385BJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5196.39      | 0.00%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gwinnett (County of), GA Development Authority                                                                                                      | Gwinnett (County of), GA Development Authority, Series 2017, Ref. RB                                                                                   | CUSIP: 403720FG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76594.75     | 0.02%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Hamilton OH                                                                                                                               | County of Hamilton OH, Series 2017, RB                                                                                                                 | CUSIP: 407272V26<br>LEI: 549300TO1E3N4E4YIO28 | Long             | DBT              | MUN               | US        |    145000 | PA      | $146605.01    | 0.05%             | 2037-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| County of Hamilton OH                                                                                                                               | County of Hamilton OH, Series 2017, RB                                                                                                                 | CUSIP: 407272V67<br>LEI: 549300TO1E3N4E4YIO28 | Long             | DBT              | MUN               | US        |    195000 | PA      | $196902.85    | 0.06%             | 2038-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp. (Teco Project)                                                                            | Harris County Cultural Education Facilities Finance Corp. (Teco Project), Series 2017, Ref. RB                                                         | CUSIP: 41401PCN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $213932.61    | 0.07%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp. (Teco Project)                                                                            | Harris County Cultural Education Facilities Finance Corp. (Teco Project), Series 2017, Ref. RB                                                         | CUSIP: 41401PCP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86488.16     | 0.03%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp. (Teco Project)                                                                            | Harris County Cultural Education Facilities Finance Corp. (Teco Project), Series 2017, Ref. RB                                                         | CUSIP: 41401PCQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $135137.21    | 0.04%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2017 FK, GO Bonds                                                                                                            | CUSIP: 419792RP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $193795.99    | 0.06%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2017 FK, GO Bonds                                                                                                            | CUSIP: 419792RR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72237.26     | 0.02%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2017 FK, GO Bonds                                                                                                            | CUSIP: 419792RS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25095.14     | 0.01%             | 2033-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2017 FN, Ref. GO Bonds                                                                                                       | CUSIP: 419792SK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $428715.43    | 0.13%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hayward Area Recreation & Park District                                                                                                             | Hayward Area Recreation & Park District, Series 2017 A, Ref. GO Bonds                                                                                  | CUSIP: 421207BG5<br>LEI: 549300GKD6SMHLGX1769 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5157.07      | 0.00%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2017 A, Ref. GO Bonds                                                                                                    | CUSIP: 442331U69<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    115000 | PA      | $118152.01    | 0.04%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2017 A, Ref. GO Bonds                                                                                                    | CUSIP: 442331U93<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65776.93     | 0.02%             | 2033-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                                                                                                  | City of Houston TX, Series 2017, GO Bonds                                                                                                              | CUSIP: 442331V27<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45503.91     | 0.01%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                                                                                                  | City of Houston TX, Series 2017, GO Bonds                                                                                                              | CUSIP: 442331V35<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35350.93     | 0.01%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2017, A Ref. GO Bonds                                                                                                    | CUSIP: 442331V50<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55369.92     | 0.02%             | 2037-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp.                                                                                                                   | Hudson Yards Infrastructure Corp., Series 2017 A, Ref. RB                                                                                              | CUSIP: 44420RAR1<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25688.44     | 0.01%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp.                                                                                                                   | Hudson Yards Infrastructure Corp., Series 2017 A, Ref. RB                                                                                              | CUSIP: 44420RAS9<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    450000 | PA      | $462189.20    | 0.14%             | 2031-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp.                                                                                                                   | Hudson Yards Infrastructure Corp., Series 2017 A, Ref. RB                                                                                              | CUSIP: 44420RAT7<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |     95000 | PA      | $97529.72     | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Ascension Health)                                                                                            | Illinois (State of) Finance Authority (Ascension Health), Series 2016 C, Ref. RB                                                                       | CUSIP: 45204EEW4<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    145000 | PA      | $148700.98    | 0.05%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Presence Health Network)                                                                                     | Illinois (State of) Finance Authority (Presence Health Network), Series 2016 C, Ref. RB                                                                | CUSIP: 45204EEX2<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5125.38      | 0.00%             | 2031-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Edward-Elmhurst Healthcare)                                                                                  | Illinois (State of) Finance Authority (Edward-Elmhurst Healthcare), Series 2017 A, Ref. RB                                                             | CUSIP: 45204ERG5<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56282.58     | 0.02%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Edward-Elmhurst Healthcare)                                                                                  | Illinois (State of) Finance Authority (Edward-Elmhurst Healthcare), Series 2017 A, Ref. RB                                                             | CUSIP: 45204ERH3<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25582.99     | 0.01%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Edward-Elmhurst Healthcare)                                                                                  | Illinois (State of) Finance Authority (Edward-Elmhurst Healthcare), Series 2017, Ref. RB                                                               | CUSIP: 45204ERJ9<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102331.96    | 0.03%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Edward-Elmhurst Healthcare)                                                                                  | Illinois (State of) Finance Authority (Edward-Elmhurst Healthcare), Series 2017, Ref. RB                                                               | CUSIP: 45204ERK6<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71632.37     | 0.02%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Edward-Elmhurst Healthcare)                                                                                  | Illinois (State of) Finance Authority (Edward-Elmhurst Healthcare), Series 2017, RB                                                                    | CUSIP: 45204ERL4<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66515.77     | 0.02%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Edward-Elmhurst Healthcare)                                                                                  | Illinois (State of) Finance Authority (Edward-Elmhurst Healthcare), Series 2017, Ref. RB                                                               | CUSIP: 45204ERN0<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    110000 | PA      | $111665.09    | 0.03%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                                                                                          | Illinois Finance Authority, Series 2017, RB                                                                                                            | CUSIP: 45204EYA0<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     90000 | PA      | $92067.59     | 0.03%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                                                                                          | Illinois Finance Authority, Series 2017, RB                                                                                                            | CUSIP: 45204EYB8<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35788.59     | 0.01%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, Ref. GO Bonds                                                                                                        | CUSIP: 452152H38<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    260000 | PA      | $263220.75    | 0.08%             | 2030-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, Ref. GO Bonds                                                                                                        | CUSIP: 452152H46<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    360000 | PA      | $364130.14    | 0.11%             | 2031-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, Ref. GO Bonds                                                                                                        | CUSIP: 452152H53<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101024.11    | 0.03%             | 2032-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2017, GO Bonds                                                                                                               | CUSIP: 452152S93<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47060.92     | 0.01%             | 2030-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2017 A, GO Bonds                                                                                                           | CUSIP: 452152T27<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51999.64     | 0.02%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2017 A, GO Bonds                                                                                                           | CUSIP: 452152T35<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    500000 | PA      | $519118.15    | 0.16%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Franciscan Alliance, Inc.)                                                                                    | Indiana (State of) Finance Authority (Franciscan Alliance, Inc.), Series 2017 B, RB                                                                    | CUSIP: 45470YDV0<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15629.94     | 0.00%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                                                                                           | Indiana Finance Authority, Series 2017, RB                                                                                                             | CUSIP: 45470YDW8<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10398.02     | 0.00%             | 2031-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Franciscan Alliance, Inc.)                                                                                    | Indiana (State of) Finance Authority (Franciscan Alliance, Inc.), Series 2017 C, Ref. RB                                                               | CUSIP: 45470YEL1<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46705.99     | 0.01%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Franciscan Alliance, Inc.)                                                                                    | Indiana (State of) Finance Authority (Franciscan Alliance, Inc.), Series 2017 C, Ref. RB                                                               | CUSIP: 45470YEM9<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15268.61     | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Franciscan Alliance, Inc.)                                                                                    | Indiana (State of) Finance Authority (Franciscan Alliance, Inc.), Series 2017 C, Ref. RB                                                               | CUSIP: 45470YEN7<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    120000 | PA      | $121964.98    | 0.04%             | 2034-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iowa (State of) Finance Authority (Green Bonds)                                                                                                     | Iowa (State of) Finance Authority (Green Bonds), Series 2017, Ref. RB                                                                                  | CUSIP: 46246K4E9<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    105000 | PA      | $109128.27    | 0.03%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEA Water & Sewer System                                                                                                                            | JEA Water & Sewer System, Series 2017 A, Ref. RB                                                                                                       | CUSIP: 46613P3M6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36449.08     | 0.01%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEA Electric System                                                                                                                                 | JEA Electric System, Series 2017 B, Ref. RB                                                                                                            | CUSIP: 46613SFX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $182040.13    | 0.06%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEA Electric System Revenue                                                                                                                         | JEA Electric System Revenue, Series 2017, RB                                                                                                           | CUSIP: 46613SFY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10122.89     | 0.00%             | 2035-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JEA Electric System                                                                                                                                 | JEA Electric System, Series 2017 B, Ref. RB                                                                                                            | CUSIP: 46613SGL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $166239.42    | 0.05%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferson (County of), AL                                                                                                                           | Jefferson (County of), AL, Series 2017, Ref. Revenue Wts.                                                                                              | CUSIP: 472628QY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $154165.59    | 0.05%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Jefferson AL                                                                                                                              | County of Jefferson AL, Series 2017, RB                                                                                                                | CUSIP: 472628RF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10109.38     | 0.00%             | 2036-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kansas (State of) Department of Transportation                                                                                                      | Kansas (State of) Department of Transportation, Series 2017 A, RB                                                                                      | CUSIP: 485424RN7<br>LEI: 5493001635XK841MIO47 | Long             | DBT              | MUN               | US        |     95000 | PA      | $98357.49     | 0.03%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kansas (State of) Department of Transportation                                                                                                      | Kansas (State of) Department of Transportation, Series 2017 A, RB                                                                                      | CUSIP: 485424RQ0<br>LEI: 5493001635XK841MIO47 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36149.09     | 0.01%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                                                                                     | Kentucky Economic Development Finance Authority, Series 2017, RB                                                                                       | CUSIP: 49126KKK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65309.76     | 0.02%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Economic Development Finance Authority (Baptist Healthcare System)                                                       | Kentucky (Commonwealth of) Economic Development Finance Authority (Baptist Healthcare System), Series 2017 B, RB                                       | CUSIP: 49126KLB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $320543.65    | 0.10%             | 2041-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Auburn School District No. 408 of King & Pierce Counties                                                                                            | Auburn School District No. 408 of King & Pierce Counties, Series 2018, GO Bonds                                                                        | CUSIP: 494619EQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46114.53     | 0.01%             | 2034-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Auburn School District No. 408 of King & Pierce Counties                                                                                            | Auburn School District No. 408 of King & Pierce Counties, Series 2018, GO Bonds                                                                        | CUSIP: 494619ER6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $563312.66    | 0.18%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King (County of), WA                                                                                                                                | King (County of), WA, Series 2017, Ref. GO Bonds                                                                                                       | CUSIP: 49474FSG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $112440.17    | 0.04%             | 2030-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| King County School District No 210 Federal Way                                                                                                      | King County School District No 210 Federal Way, Series 2018, GO Bonds                                                                                  | CUSIP: 494890B62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51208.68     | 0.02%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 210 Federal Way                                                                                                     | King County School District No. 210 Federal Way, Series 2018, GO Bonds                                                                                 | CUSIP: 494890B70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $112458.85    | 0.04%             | 2034-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 210 Federal Way                                                                                                     | King County School District No. 210 Federal Way, Series 2018, GO Bonds                                                                                 | CUSIP: 494890B88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51024.85     | 0.02%             | 2035-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 210 Federal Way                                                                                                     | King County School District No. 210 Federal Way, Series 2018, GO Bonds                                                                                 | CUSIP: 494890B96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40708.07     | 0.01%             | 2036-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 405 Bellevue                                                                                                        | King County School District No. 405 Bellevue, Series 2016, Ref. GO Bonds                                                                               | CUSIP: 495098YU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $173620.00    | 0.05%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 411 Issaquah                                                                                                        | King County School District No. 411 Issaquah, Series 2015, Ref. GO Bonds                                                                               | CUSIP: 4952242K2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70025.57     | 0.02%             | 2027-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 411 Issaquah                                                                                                        | King County School District No. 411 Issaquah, Series 2018, GO Bonds                                                                                    | CUSIP: 4952244L8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $131010.59    | 0.04%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 411 Issaquah                                                                                                        | King County School District No. 411 Issaquah, Series 2018, GO Bonds                                                                                    | CUSIP: 4952244M6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $136090.97    | 0.04%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 414 Lake Washington                                                                                                 | King County School District No. 414 Lake Washington, Series 2017, GO Bonds                                                                             | CUSIP: 495260H79<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46596.46     | 0.01%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 414 Lake Washington                                                                                                 | King County School District No. 414 Lake Washington, Series 2017, GO Bonds                                                                             | CUSIP: 495260H95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $107069.42    | 0.03%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| King (County of), WA                                                                                                                                | King (County of), WA, Series 2017, Ref. RB                                                                                                             | CUSIP: 4952898R4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101381.33    | 0.03%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Knox (County of), TN Health, Educational & Housing Facility Board (Covenant Health)                                                                 | Knox (County of), TN Health, Educational & Housing Facility Board (Covenant Health), Series 2016 A, Ref. RB                                            | CUSIP: 499527CF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25390.71     | 0.01%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lexington County Health Services District, Inc. (Lexmed Obligated Group)                                                                            | Lexington County Health Services District, Inc. (Lexmed Obligated Group), Series 2017, Ref. RB                                                         | CUSIP: 529050ES1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61206.98     | 0.02%             | 2031-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lexington County Health Services District, Inc. (Lexmed Obligated Group)                                                                            | Lexington County Health Services District, Inc. (Lexmed Obligated Group), Series 2017, Ref. RB                                                         | CUSIP: 529050ET9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $198580.06    | 0.06%             | 2032-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA (Green Bonds)                                                                                                             | Los Angeles (City of), CA (Green Bonds), Series 2017 A, RB                                                                                             | CUSIP: 53945CGJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103954.35    | 0.03%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA (Green Bonds)                                                                                                             | Los Angeles (City of), CA (Green Bonds), Series 2017 A, RB                                                                                             | CUSIP: 53945CGK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $129898.59    | 0.04%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA (Green Bonds)                                                                                                             | Los Angeles (City of), CA (Green Bonds), Series 2017 A, RB                                                                                             | CUSIP: 53945CGL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77904.43     | 0.02%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lodi Unified School District/CA                                                                                                                     | Lodi Unified School District/CA, Series 2017, GO Bonds                                                                                                 | CUSIP: 540261LB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20127.04     | 0.01%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2017 B, Ref. RB                                                                          | CUSIP: 5444952G8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    225000 | PA      | $229962.42    | 0.07%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2017 B, Ref. RB                                                                          | CUSIP: 5444952H6<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    205000 | PA      | $209419.62    | 0.07%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2017 B, Ref. RB                                                                          | CUSIP: 5444952J2<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    380000 | PA      | $387945.69    | 0.12%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2017 B, Ref. RB                                                                          | CUSIP: 5444952K9<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25506.67     | 0.01%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2017 A, RB                                                                               | CUSIP: 544495Y99<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    500000 | PA      | $510454.85    | 0.16%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                                                                                             | Los Angeles Department of Water & Power, Series 2017, RB                                                                                               | CUSIP: 544495Z31<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    160000 | PA      | $163110.53    | 0.05%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                                                                                        | Los Angeles Department of Water & Power Water System Revenue, Series 2017, RB                                                                          | CUSIP: 544525WE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20357.38     | 0.01%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2017 A, Ref. RB                                                                          | CUSIP: 544525WF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45737.12     | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                                   | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2017 A, RB                                                                   | CUSIP: 54466HES1<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     85000 | PA      | $88655.28     | 0.03%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                                   | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2017 A, RB                                                                   | CUSIP: 54466HET9<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10422.67     | 0.00%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                                   | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2017 A, RB                                                                   | CUSIP: 54466HEY8<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20750.22     | 0.01%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2017 A, RB                                                     | CUSIP: 54466HFM3<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     95000 | PA      | $99085.31     | 0.03%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2017 A, RB                                                     | CUSIP: 54466HFN1<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57324.66     | 0.02%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2017 A, RB                                                     | CUSIP: 54466HFP6<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31246.57     | 0.01%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2017 A, RB                                                     | CUSIP: 54466HFQ4<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41634.57     | 0.01%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2017 A, RB                                                     | CUSIP: 54466HFR2<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62429.84     | 0.02%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of)                                                                                                                                | Louisiana (State of), Series 2017 B, GO Bonds                                                                                                          | CUSIP: 546417BN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $152684.43    | 0.05%             | 2035-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of)                                                                                                                                | Louisiana (State of), Series 2017 B, GO Bonds                                                                                                          | CUSIP: 546417BP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91421.17     | 0.03%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Macomb (County of), MI Interceptor Drain Drainage District                                                                                          | Macomb (County of), MI Interceptor Drain Drainage District, Series 2017 A, Ref. RB                                                                     | CUSIP: 55539PCS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $183299.20    | 0.06%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group)                                                           | Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group), Series 2016, Ref. RB                                        | CUSIP: 56682HBV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $138115.34    | 0.04%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marin Community College District (Election of 2016)                                                                                                 | Marin Community College District (Election of 2016), Series 2019 B, GO Bonds                                                                           | CUSIP: 56781RJC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30621.98     | 0.01%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2017 A, GO Bonds                                                                                                           | CUSIP: 574193NM6<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5089.19      | 0.00%             | 2030-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2017 A, GO Bonds                                                                                                           | CUSIP: 574193NN4<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    105000 | PA      | $108053.60    | 0.03%             | 2031-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2017 A, GO Bonds                                                                                                           | CUSIP: 574193NP9<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    335000 | PA      | $337054.19    | 0.11%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2017 A, GO Bonds                                                                                                           | CUSIP: 574193PR3<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10239.80     | 0.00%             | 2030-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                                                                                                   | State of Maryland, Series 2017, GO Bonds                                                                                                               | CUSIP: 574193PS1<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5021.71      | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2017, RB                                                                                      | CUSIP: 574204H97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $99025.55     | 0.03%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2017, RB                                                                                      | CUSIP: 574204J20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $226419.05    | 0.07%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland Department of Transportation                                                                                                      | State of Maryland Department of Transportation, Series 2017, RB                                                                                        | CUSIP: 574204J38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45221.05     | 0.01%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Health & Higher Educational Facilities Authority (University of Maryland Medical System)                                        | Maryland (State of) Health & Higher Educational Facilities Authority (University of Maryland Medical System), Series 2017 B, Ref. RB                   | CUSIP: 574218V67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    715000 | PA      | $721386.59    | 0.23%             | 2036-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Health & Higher Educational Facilities Authority (University of Maryland Medical System)                                        | Maryland (State of) Health & Higher Educational Facilities Authority (University of Maryland Medical System), Series 2017 B, Ref. RB                   | CUSIP: 574218V83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45245.07     | 0.01%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 A, GO Bonds                                                                                               | CUSIP: 57582RMP8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56724.88     | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2017, GO Bonds                                                                                                   | CUSIP: 57582RMQ6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56676.48     | 0.02%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 A, GO Bonds                                                                                               | CUSIP: 57582RMR4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    555000 | PA      | $571782.98    | 0.18%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 A, GO Bonds                                                                                               | CUSIP: 57582RMU7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41064.80     | 0.01%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2017, GO Bonds                                                                                                   | CUSIP: 57582RQA7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73396.82     | 0.02%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 E, GO Bonds                                                                                               | CUSIP: 57582RQB5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    110000 | PA      | $115397.29    | 0.04%             | 2031-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 E, GO Bonds                                                                                               | CUSIP: 57582RQC3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40966.36     | 0.01%             | 2032-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Boston Medical Center)                                                                  | Massachusetts (Commonwealth of) Development Finance Agency (Boston Medical Center), Series 2017, Ref. RB                                               | CUSIP: 57584XK59<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5126.59      | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 A, Ref. RB                                                                                                | CUSIP: 57604TEY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $226181.66    | 0.07%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 A, Ref. RB                                                                                                | CUSIP: 57604TEZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $157650.90    | 0.05%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds)                                                                             | Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds), Series 2017, Ref. RB                                                          | CUSIP: 576051SE7<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26070.04     | 0.01%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds)                                                                             | Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds), Series 2017, Ref. RB                                                          | CUSIP: 576051SF4<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26052.89     | 0.01%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Atlanta Rapid Transit Authority                                                                                                        | Metropolitan Atlanta Rapid Transit Authority, Series 2017 C, Ref. RB                                                                                   | CUSIP: 5917453H5<br>LEI: 5493006NVWO3NVLK0F49 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101430.81    | 0.03%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue                                                                     | Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue, Series 2017, RB                                                       | CUSIP: 592098Q83<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15324.65     | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2017, GO Bonds                                                          | CUSIP: 592112SN7<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71584.16     | 0.02%             | 2030-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017, RB                                                                                   | CUSIP: 59259N6R9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $108203.03    | 0.03%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                                                                                            | Metropolitan Transportation Authority Dedicated Tax Fund, Series 2017, RB                                                                              | CUSIP: 59259N7C1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    110000 | PA      | $115063.88    | 0.04%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 B-2, RB                                                                               | CUSIP: 59259N7D9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81435.42     | 0.03%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 B-2, RB                                                                               | CUSIP: 59259N7K3<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40585.46     | 0.01%             | 2034-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 B-1, RB                                                                               | CUSIP: 59259N8C0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    350000 | PA      | $365030.61    | 0.11%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                                                                                             | County of Miami-Dade FL, Series 2017, RB                                                                                                               | CUSIP: 59333TFF2<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5119.95      | 0.00%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2017 A, RB                                                                                                          | CUSIP: 59334DJJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $172883.95    | 0.05%             | 2035-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2017 A, Ref. RB                                                                                                     | CUSIP: 59334DJK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101501.63    | 0.03%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                                                                                                | County of Miami-Dade FL Water & Sewer System Revenue, Series 2017, RB                                                                                  | CUSIP: 59334DJL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101346.63    | 0.03%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2017 A, RB                                                                                                          | CUSIP: 59334DJM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15182.42     | 0.00%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2017 A, RB                                                                                                          | CUSIP: 59334DJN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55587.61     | 0.02%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2017 A, RB                                                                                                          | CUSIP: 59334DJP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $141284.15    | 0.04%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2017 B, Ref. RB                                                                                                     | CUSIP: 59334DKH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127357.35    | 0.04%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Trinity Health Credit Group)                                                                                 | Michigan (State of) Finance Authority (Trinity Health Credit Group), Series 2017 MI, Ref. RB                                                           | CUSIP: 59447TPP2<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103262.52    | 0.03%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Trinity Health Credit Group)                                                                                 | Michigan (State of) Finance Authority (Trinity Health Credit Group), Series 2008 C, Ref. RB                                                            | CUSIP: 59465HUS3<br>LEI: 54930011MIBQ2P7ZNM19 | Long             | DBT              | MUN               | US        |     85000 | PA      | $88863.79     | 0.03%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Middleton-Cross Plains Area School District                                                                                                         | Middleton-Cross Plains Area School District, Series 2019 A, GO Bonds                                                                                   | CUSIP: 596697QV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $175662.76    | 0.05%             | 2036-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Minneapolis & St. Paul (Cities of), MN Metropolitan Airports Commission                                                                             | Minneapolis & St. Paul (Cities of), MN Metropolitan Airports Commission, Series 2016 A, Ref. RB                                                        | CUSIP: 603827WV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76689.48     | 0.02%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minneapolis & St. Paul (Cities of), MN Metropolitan Airports Commission                                                                             | Minneapolis & St. Paul (Cities of), MN Metropolitan Airports Commission, Series 2016 A, Ref. RB                                                        | CUSIP: 603827WW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56219.43     | 0.02%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minneapolis & St. Paul (Cities of), MN Metropolitan Airports Commission                                                                             | Minneapolis & St. Paul (Cities of), MN Metropolitan Airports Commission, Series 2016 A, Ref. RB                                                        | CUSIP: 603827WX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51088.65     | 0.02%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                                                                                                  | State of Minnesota, Series 2017, GO Bonds                                                                                                              | CUSIP: 60412AKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15132.14     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2017 A, GO Bonds                                                                                                          | CUSIP: 60412ALF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41787.10     | 0.01%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2017 A, GO Bonds                                                                                                          | CUSIP: 60412ALG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41751.59     | 0.01%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2017 A, GO Bonds                                                                                                          | CUSIP: 60412ALH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    640000 | PA      | $667370.94    | 0.21%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2017 A, GO Bonds                                                                                                          | CUSIP: 60412ALJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $88520.39     | 0.03%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2017 A, Ref. GO Bonds                                                                                                   | CUSIP: 605581JN8<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    510000 | PA      | $532671.34    | 0.17%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2017 A, Ref. GO Bonds                                                                                                   | CUSIP: 605581JP3<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    125000 | PA      | $130785.71    | 0.04%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (St. Louis University)                                                                | Missouri (State of) Health & Educational Facilities Authority (St. Louis University), Series 2017 A, RB                                                | CUSIP: 60636ANS8<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101490.04    | 0.03%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montana (State of) Facility Finance Authority                                                                                                       | Montana (State of) Facility Finance Authority, Series 2016, Ref. RB                                                                                    | CUSIP: 61204KLE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35444.31     | 0.01%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Multnomah & Clackamas Counties School District No. 10JT Gresham-Barlow                                                                              | Multnomah & Clackamas Counties School District No. 10JT Gresham-Barlow, Series 2017 B, GO Bonds                                                        | CUSIP: 625482GT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $88064.59     | 0.03%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Multnomah & Clackamas Counties School District No. 10JT Gresham-Barlow                                                                              | Multnomah & Clackamas Counties School District No. 10JT Gresham-Barlow, Series 2017 B, GO Bonds                                                        | CUSIP: 625482GV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $108949.04    | 0.03%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Multnomah & Clackamas Counties School District No. 10JT Gresham-Barlow                                                                              | Multnomah & Clackamas Counties School District No. 10JT Gresham-Barlow, Series 2017 B, GO Bonds                                                        | CUSIP: 625482GW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51867.52     | 0.02%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Multnomah & Clackamas Counties School District No. 10JT Gresham-Barlow                                                                              | Multnomah & Clackamas Counties School District No. 10JT Gresham-Barlow, Series 2017 B, GO Bonds                                                        | CUSIP: 625482GX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $108867.32    | 0.03%             | 2031-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nevada (State of)                                                                                                                                   | Nevada (State of), Series 2017, RB                                                                                                                     | CUSIP: 641480JC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67363.21     | 0.02%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Municipal Bond Bank                                                                                                                   | New Hampshire Municipal Bond Bank, Series 2017, RB                                                                                                     | CUSIP: 64465P3C0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15081.68     | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp. (Children's Health System of Texas)                                                            | New Hope Cultural Education Facilities Finance Corp. (Children's Health System of Texas), Series 2017 A, Ref. RB                                       | CUSIP: 645424AL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5186.07      | 0.00%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp.                                                                                                | New Hope Cultural Education Facilities Finance Corp., Series 2017, RB                                                                                  | CUSIP: 645424AS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40406.06     | 0.01%             | 2036-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp.                                                                                                | New Hope Cultural Education Facilities Finance Corp., Series 2017, RB                                                                                  | CUSIP: 645424AT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60453.40     | 0.02%             | 2037-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                                                                                           | New Jersey Economic Development Authority, Series 2017, RB                                                                                             | CUSIP: 64577BL44<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20759.94     | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of)                                                                                                                               | New Jersey (State of), Series 2016, GO Bonds                                                                                                           | CUSIP: 646039WT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50685.54     | 0.02%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of New Jersey                                                                                                                                 | State of New Jersey, Series 2016, GO Bonds                                                                                                             | CUSIP: 646039WU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10356.02     | 0.00%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of)                                                                                                                               | New Jersey (State of), Series 2016, GO Bonds                                                                                                           | CUSIP: 646039WV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5178.01      | 0.00%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Jersey                                                                                                                                 | State of New Jersey, Series 2016, GO Bonds                                                                                                             | CUSIP: 646039WW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10233.61     | 0.00%             | 2027-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of New Jersey                                                                                                                                 | State of New Jersey, Series 2016, GO Bonds                                                                                                             | CUSIP: 646039WY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15350.42     | 0.00%             | 2027-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of New Jersey                                                                                                                                 | State of New Jersey, Series 2016, GO Bonds                                                                                                             | CUSIP: 646039WZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40934.44     | 0.01%             | 2027-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of New Jersey                                                                                                                                 | State of New Jersey, Series 2016, GO Bonds                                                                                                             | CUSIP: 646039XA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20467.22     | 0.01%             | 2027-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority (Princeton University)                                                                       | New Jersey (State of) Educational Facilities Authority (Princeton University), Series 2017 I, Ref. RB                                                  | CUSIP: 6460665D8<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25950.60     | 0.01%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority (Princeton University)                                                                       | New Jersey (State of) Educational Facilities Authority (Princeton University), Series 2017 I, Ref. RB                                                  | CUSIP: 6460665E6<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $518553.70    | 0.16%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority (Princeton University)                                                                       | New Jersey (State of) Educational Facilities Authority (Princeton University), Series 2017 I, Ref. RB                                                  | CUSIP: 6460665F3<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77696.97     | 0.02%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority (Princeton University)                                                                       | New Jersey (State of) Educational Facilities Authority (Princeton University), Series 2017 I, Ref. RB                                                  | CUSIP: 6460665H9<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15516.30     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority (Princeton University)                                                                       | New Jersey (State of) Educational Facilities Authority (Princeton University), Series 2017 I, Ref. RB                                                  | CUSIP: 6460665J5<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20661.88     | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority (Princeton University)                                                                       | New Jersey (State of) Educational Facilities Authority (Princeton University), Series 2017 I, Ref. RB                                                  | CUSIP: 6460665K2<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10314.16     | 0.00%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority (Stevenns Institute Technology)                                                              | New Jersey (State of) Educational Facilities Authority (Stevenns Institute Technology), Series 2017, Ref. RB                                           | CUSIP: 646066L99<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    320000 | PA      | $324088.38    | 0.10%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority (Princeton University)                                                                       | New Jersey (State of) Educational Facilities Authority (Princeton University), Series 2017 B, Ref. RB                                                  | CUSIP: 646066N97<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77783.06     | 0.02%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority (Princeton University)                                                                       | New Jersey (State of) Educational Facilities Authority (Princeton University), Series 2017 B, Ref. RB                                                  | CUSIP: 646066P20<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31078.79     | 0.01%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority (Princeton University)                                                                       | New Jersey (State of) Educational Facilities Authority (Princeton University), Series 2017 B, Ref. RB                                                  | CUSIP: 646066P46<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    115000 | PA      | $118958.29    | 0.04%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority (Princeton University)                                                                       | New Jersey (State of) Educational Facilities Authority (Princeton University), Series 2017 B, Ref. RB                                                  | CUSIP: 646066P53<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50848.37     | 0.02%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Hospital Equipment Loan Council (Presbyterian Healthcare)                                                                     | New Mexico (State of) Hospital Equipment Loan Council (Presbyterian Healthcare), Series 2017 A, Ref. RB                                                | CUSIP: 647370HU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65178.47     | 0.02%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017 B-1, GO Bonds                                                                                                      | CUSIP: 64966MQR3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    220000 | PA      | $230138.94    | 0.07%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2017, GO Bonds                                                                                                             | CUSIP: 64966MQS1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57492.80     | 0.02%             | 2031-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017 B-1, GO Bonds                                                                                                      | CUSIP: 64966MQT9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    135000 | PA      | $140972.58    | 0.04%             | 2032-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017 1, GO Bonds                                                                                                        | CUSIP: 64966MRW1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    165000 | PA      | $171262.72    | 0.05%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017, GO Bonds                                                                                                          | CUSIP: 64966MRY7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    155000 | PA      | $160777.53    | 0.05%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017 1, GO Bonds                                                                                                        | CUSIP: 64966MRZ4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67365.32     | 0.02%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017 1, GO Bonds                                                                                                        | CUSIP: 64966MSA8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46588.44     | 0.01%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 E-1, RB                                                                             | CUSIP: 64971W4N7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81982.58     | 0.03%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 E-1, RB                                                                             | CUSIP: 64971W4W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45011.71     | 0.01%             | 2038-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 F-1, Ref. RB                                                                        | CUSIP: 64971W6T2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $257830.18    | 0.08%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 F-1, RB                                                                             | CUSIP: 64971W6U9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $283528.49    | 0.09%             | 2031-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 F-1, Ref. RB                                                                        | CUSIP: 64971W6V7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30910.90     | 0.01%             | 2032-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 C, Ref. RB                                                                          | CUSIP: 64971WU81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77305.04     | 0.02%             | 2031-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 C, Ref. RB                                                                          | CUSIP: 64971WW63<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30421.77     | 0.01%             | 2034-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 B-1, RB                                                                             | CUSIP: 64971XCL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $191984.32    | 0.06%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2017 B-1, RB                                                                          | CUSIP: 64971XCM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25935.41     | 0.01%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 B-1, RB                                                                             | CUSIP: 64971XCN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $393858.87    | 0.12%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2018 BB-2, Ref. RB                                                                    | CUSIP: 64972GPM0<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25920.73     | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2018 BB-2, Ref. RB                                                                    | CUSIP: 64972GPP3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31079.85     | 0.01%             | 2031-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2017, Ref. RB                                                                         | CUSIP: 64972GPQ1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41425.25     | 0.01%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2018 DD, Ref. RB                                                                      | CUSIP: 64972GQB3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    275000 | PA      | $288538.50    | 0.09%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 S-1, Ref. RB                                                                        | CUSIP: 64972HZP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36394.09     | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 S-1, Ref. RB                                                                        | CUSIP: 64972HZQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $192302.76    | 0.06%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-1, Ref. RB                                                                        | CUSIP: 64972HZS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51954.38     | 0.02%             | 2031-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 S-1, Ref. RB                                                                        | CUSIP: 64972HZT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $124622.77    | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2017, Ref. RB                                            | CUSIP: 64986DDP7<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    230000 | PA      | $238359.21    | 0.07%             | 2031-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2017, Ref. RB                                            | CUSIP: 64986DDQ5<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25892.06     | 0.01%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2017, Ref. RB                                            | CUSIP: 64986DDR3<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67266.86     | 0.02%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2017, Ref. RB                                            | CUSIP: 64986DDS1<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    145000 | PA      | $149932.39    | 0.05%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, RB                                                                                             | CUSIP: 64990AGC3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    115000 | PA      | $118366.81    | 0.04%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, RB                                                                                             | CUSIP: 64990AGD1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30878.87     | 0.01%             | 2031-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, Ref. RB                                                                                        | CUSIP: 64990CB34<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     90000 | PA      | $93394.25     | 0.03%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                                                                       | New York (State of) Dormitory Authority (New York University), Series 2017, RB                                                                         | CUSIP: 64990CB42<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51860.21     | 0.02%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2017, RB                                                                                                    | CUSIP: 64990CC58<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30288.12     | 0.01%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, Ref. RB                                                                                        | CUSIP: 64990FAZ7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    380000 | PA      | $389967.29    | 0.12%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 B, Ref. RB                                                                                        | CUSIP: 64990FFX7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    120000 | PA      | $124917.98    | 0.04%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 B, Ref. RB                                                                                        | CUSIP: 64990FFY5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104039.81    | 0.03%             | 2031-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 B, Ref. RB                                                                                        | CUSIP: 64990FFZ2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    155000 | PA      | $161171.09    | 0.05%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017 A, Ref. RB                                                                                         | CUSIP: 6500353T3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    200000 | PA      | $205522.26    | 0.06%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017, RB                                                                                                | CUSIP: 6500353U0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25685.56     | 0.01%             | 2031-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017 A, Ref. RB                                                                                         | CUSIP: 6500353V8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102732.39    | 0.03%             | 2032-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017 C, Ref. RB                                                                                         | CUSIP: 6500356Q6<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    155000 | PA      | $161266.53    | 0.05%             | 2031-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017 C, Ref. RB                                                                                         | CUSIP: 6500356R4<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5201.41      | 0.00%             | 2032-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017 C, Ref. RB                                                                                         | CUSIP: 6500356T0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    120000 | PA      | $124681.00    | 0.04%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017 C-2, Ref. RB                                                                                       | CUSIP: 6500356U7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    305000 | PA      | $316605.52    | 0.10%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017 C, Ref. RB                                                                                         | CUSIP: 6500357F9<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     85000 | PA      | $87777.94     | 0.03%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Turnpike Authority                                                                                                        | North Carolina (State of) Turnpike Authority, Series 2017, RB                                                                                          | CUSIP: 65830RBL2<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30580.81     | 0.01%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North East Independent School District                                                                                                              | North East Independent School District, Series 2018, Ref. GO Bonds                                                                                     | CUSIP: 659155KX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5101.58      | 0.00%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2017 A, Ref. RB                                                                                                  | CUSIP: 66285WVU7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126322.83    | 0.04%             | 2032-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2017 A, Ref. RB                                                                                                  | CUSIP: 66285WWF9<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    245000 | PA      | $250363.20    | 0.08%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2017 A, Ref. RB                                                                                                  | CUSIP: 66285WWG7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    180000 | PA      | $181756.84    | 0.06%             | 2033-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2017 B, Ref. RB                                                                                                  | CUSIP: 66285WXC5<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81838.02     | 0.03%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2017 B, Ref. RB                                                                                                  | CUSIP: 66285WXE1<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    150000 | PA      | $150554.55    | 0.05%             | 2033-01-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2017 B, Ref. RB                                                                                                  | CUSIP: 66285WXH4<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40295.88     | 0.01%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northampton County General Purpose Authority                                                                                                        | Northampton County General Purpose Authority, Series 2017, RB                                                                                          | CUSIP: 66353LDJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25409.37     | 0.01%             | 2034-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund                                                                                  | Ohio Water Development Authority Water Pollution Control Loan Fund, Series 2017, RB                                                                    | CUSIP: 67766WXW7<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51773.84     | 0.02%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund                                                                                  | Ohio Water Development Authority Water Pollution Control Loan Fund, Series 2017, RB                                                                    | CUSIP: 67766WXX5<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72413.04     | 0.02%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma (State of) Turnpike Authority                                                                                                              | Oklahoma (State of) Turnpike Authority, Series 2017, Ref. RB                                                                                           | CUSIP: 679111YM0<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30373.90     | 0.01%             | 2031-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Turnpike Authority                                                                                                                         | Oklahoma Turnpike Authority, Series 2018, RB                                                                                                           | CUSIP: 679111ZJ6<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20114.63     | 0.01%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma (State of) Turnpike Authority                                                                                                              | Oklahoma (State of) Turnpike Authority, Series 2018 A, RB                                                                                              | CUSIP: 679111ZK3<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10171.18     | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omaha (City of), NE Public Power District                                                                                                           | Omaha (City of), NE Public Power District, Series 2017 A, Ref. RB                                                                                      | CUSIP: 682001FT4<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |    215000 | PA      | $223572.14    | 0.07%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omaha (City of), NE Public Power District                                                                                                           | Omaha (City of), NE Public Power District, Series 2017 A, Ref. RB                                                                                      | CUSIP: 682001FV9<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |    155000 | PA      | $161020.36    | 0.05%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Lottery                                                                                                                           | Oregon (State of) Lottery, Series 2017 C, Ref. RB                                                                                                      | CUSIP: 68607VW50<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67065.15     | 0.02%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Lottery                                                                                                                           | Oregon (State of) Lottery, Series 2017 C, Ref. RB                                                                                                      | CUSIP: 68607VW68<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    150000 | PA      | $154700.40    | 0.05%             | 2031-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                                                                                               | Pennsylvania Economic Development Financing Authority, Series 2017, RB                                                                                 | CUSIP: 70870JAV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45662.84     | 0.01%             | 2034-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Economic Development Financing Authority                                                                             | Pennsylvania (Commonwealth of) Economic Development Financing Authority, Series 2017 A, Ref. RB                                                        | CUSIP: 70870JAW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60755.00     | 0.02%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                                                                                               | Pennsylvania Economic Development Financing Authority, Series 2017, RB                                                                                 | CUSIP: 70870JAX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $277843.34    | 0.09%             | 2036-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Economic Development Financing Authority                                                                             | Pennsylvania (Commonwealth of) Economic Development Financing Authority, Series 2017 A, Ref. RB                                                        | CUSIP: 70870JAY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $141061.31    | 0.04%             | 2037-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First series 2017, Ref. GO Bonds                                                                                       | CUSIP: 70914PK50<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101371.24    | 0.03%             | 2030-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Higher Educational Facilities Authority                                                                              | Pennsylvania (Commonwealth of) Higher Educational Facilities Authority, Series 2017 A, RB                                                              | CUSIP: 70917SR96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56900.51     | 0.02%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Higher Educational Facilities Authority                                                                              | Pennsylvania (Commonwealth of) Higher Educational Facilities Authority, Series 2017, RB                                                                | CUSIP: 70917SS20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $142304.55    | 0.04%             | 2034-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Educational Facilities Authority                                                                                                | Pennsylvania Higher Educational Facilities Authority, Series 2017, RB                                                                                  | CUSIP: 70917SS38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10147.86     | 0.00%             | 2035-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Higher Educational Facilities Authority (University of Pennsylvania Health System)                                   | Pennsylvania (Commonwealth of) Higher Educational Facilities Authority (University of Pennsylvania Health System), Series 2017 A, RB                   | CUSIP: 70917SS46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $141699.45    | 0.04%             | 2036-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Higher Educational Facilities Authority (University of Pennsylvania Health System)                                   | Pennsylvania (Commonwealth of) Higher Educational Facilities Authority (University of Pennsylvania Health System), Series 2017, RB                     | CUSIP: 70917SS53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $246554.78    | 0.08%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2009 E, RB                                                                                  | CUSIP: 709223XV8<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     80000 | PA      | $85063.06     | 0.03%             | 2030-12-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                                                                                    | Pennsylvania Turnpike Commission, Series 2017, RB                                                                                                      | CUSIP: 709224B24<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10411.24     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                                                                                    | Pennsylvania Turnpike Commission, Series 2017, RB                                                                                                      | CUSIP: 709224B32<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41557.55     | 0.01%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                                                                                    | Pennsylvania Turnpike Commission, Series 2017, RB                                                                                                      | CUSIP: 709224B40<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46661.49     | 0.01%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2017-3, Ref. RB                                                                             | CUSIP: 709224C49<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    260000 | PA      | $272207.73    | 0.08%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                                                                                    | Pennsylvania Turnpike Commission, Series 2017, RB                                                                                                      | CUSIP: 709224C72<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    260000 | PA      | $263544.09    | 0.08%             | 2037-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2017-3, Ref. RB                                                                             | CUSIP: 709224C80<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76037.92     | 0.02%             | 2038-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                                                                                    | Pennsylvania Turnpike Commission, Series 2017, RB                                                                                                      | CUSIP: 709224D48<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47154.87     | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2017, Ref. RB                                                                               | CUSIP: 709224D55<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    285000 | PA      | $298381.55    | 0.09%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2017, Ref. RB                                                                               | CUSIP: 709224D97<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52056.21     | 0.02%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2017, Ref. RB                                                                               | CUSIP: 709224E21<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    440000 | PA      | $448072.11    | 0.14%             | 2036-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2017, Ref. RB                                                                               | CUSIP: 709224E39<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76252.65     | 0.02%             | 2037-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                                                                                    | Pennsylvania Turnpike Commission, Series 2017, RB                                                                                                      | CUSIP: 709224E47<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    140000 | PA      | $142032.86    | 0.04%             | 2038-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2017 B-1, RB                                                                                | CUSIP: 709224WN5<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    230000 | PA      | $236240.11    | 0.07%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2017 B-1, RB                                                                                | CUSIP: 709224WP0<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    295000 | PA      | $302569.55    | 0.09%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Subseries 2017 B-2, Ref. RB                                                                        | CUSIP: 709224XF1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    355000 | PA      | $367044.94    | 0.11%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2017 B-2, Ref. RB                                                                           | CUSIP: 709224XG9<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67126.67     | 0.02%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA                                                                                                                          | Philadelphia (City of), PA, Series 2017 A, Ref. RB                                                                                                     | CUSIP: 717817TN0<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5104.94      | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                                                                                   | Philadelphia Authority for Industrial Development, Series 2017, RB                                                                                     | CUSIP: 71781XCG6<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |     95000 | PA      | $96595.22     | 0.03%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2017, Ref. RB                                                                                                  | CUSIP: 71883MMP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67387.44     | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2017, Ref. RB                                                                                                  | CUSIP: 71883MMQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25902.17     | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pierce County School District No. 3 Puyallup                                                                                                        | Pierce County School District No. 3 Puyallup, Series 2017, GO Bonds                                                                                    | CUSIP: 720390ZP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $144720.70    | 0.05%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pierce County School District No. 3 Puyallup                                                                                                        | Pierce County School District No. 3 Puyallup, Series 2017, GO Bonds                                                                                    | CUSIP: 720390ZQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56799.43     | 0.02%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puyallup School District No. 3 (Washing State School District Credit Enhancement Program)                                                           | Puyallup School District No. 3 (Washing State School District Credit Enhancement Program), Series 2017, GO Bonds                                       | CUSIP: 720390ZR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103109.10    | 0.03%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pierce County School District No. 3 Puyallup                                                                                                        | Pierce County School District No. 3 Puyallup, Series 2017, GO Bonds                                                                                    | CUSIP: 720390ZS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $190451.69    | 0.06%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Fifth Series 2017, Ref. RB                                                               | CUSIP: 73358WM84<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73372.64     | 0.02%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundrend Fifth Series 2017, Ref. RB                                                              | CUSIP: 73358WM92<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    280000 | PA      | $293404.69    | 0.09%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Fifth Series 2017, Ref. RB                                                               | CUSIP: 73358WN67<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     95000 | PA      | $98833.86     | 0.03%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                                                                                             | Port Authority of New York & New Jersey, Series 2017, RB                                                                                               | CUSIP: 73358WN75<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20775.08     | 0.01%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Regional Transportation District                                                                                                | Colorado (State of) Regional Transportation District, Series 2017 B, Ref. RB                                                                           | CUSIP: 759136UR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $193368.80    | 0.06%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Riley County Unified School District No 383 Manhattan-Ogden                                                                                         | Riley County Unified School District No 383 Manhattan-Ogden, Series 2018, GO Bonds                                                                     | CUSIP: 766651RG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36467.54     | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riley County Unified School District No. 383 Manhattan-Ogden                                                                                        | Riley County Unified School District No. 383 Manhattan-Ogden, Series 2018 A, GO Bonds                                                                  | CUSIP: 766651RH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $83354.38     | 0.03%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside (County of), CA Transportation Commission                                                                                                 | Riverside (County of), CA Transportation Commission, Series 2017 B, Ref. RB                                                                            | CUSIP: 769125GQ2<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |    105000 | PA      | $110843.25    | 0.03%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside (County of), CA Transportation Commission                                                                                                 | Riverside (County of), CA Transportation Commission, Series 2017 B, Ref. RB                                                                            | CUSIP: 769125GR0<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |     90000 | PA      | $94919.86     | 0.03%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside (County of), CA Transportation Commission                                                                                                 | Riverside (County of), CA Transportation Commission, Series 2017 B, Ref. RB                                                                            | CUSIP: 769125GS8<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |    185000 | PA      | $194984.15    | 0.06%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside (County of), CA Transportation Commission                                                                                                 | Riverside (County of), CA Transportation Commission, Series 2017 B, Ref. RB                                                                            | CUSIP: 769125GT6<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |     95000 | PA      | $100002.93    | 0.03%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside County Transportation Commission Sales Tax Revenue                                                                                        | Riverside County Transportation Commission Sales Tax Revenue, Series 2017, RB                                                                          | CUSIP: 769125GU3<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105150.23    | 0.03%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of St. Louis MO Airport Revenue                                                                                                                | City of St. Louis MO Airport Revenue, Series 2017, RB                                                                                                  | CUSIP: 791638F95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5047.35      | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2016 A, Ref. RB                                                                   | CUSIP: 79574CBV4<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20489.26     | 0.01%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2016 A, Ref. RB                                                                   | CUSIP: 79574CBW2<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15363.18     | 0.00%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2016 A, Ref. RB                                                                   | CUSIP: 79574CBY8<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46040.64     | 0.01%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District (Election of 2002)                                                                                             | San Diego Community College District (Election of 2002), Series 2009, GO Bonds                                                                         | CUSIP: 797272GR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26458.98     | 0.01%             | 2027-08-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Public Utilities Commission (Green Bonds)                                                                      | San Francisco (City & County of), CA Public Utilities Commission (Green Bonds), Series 2017 D, Ref. RB                                                 | CUSIP: 79765R2P3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10500.61     | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (County of), CA Transportation Authority                                                                                              | San Francisco (County of), CA Transportation Authority, Series 2017, RB                                                                                | CUSIP: 79773TAL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $211178.08    | 0.07%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (County of), CA Transportation Authority                                                                                              | San Francisco (County of), CA Transportation Authority, Series 2017, RB                                                                                | CUSIP: 79773TAM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85365.19     | 0.03%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (County of), CA Transportation Authority                                                                                              | San Francisco (County of), CA Transportation Authority, Series 2017, RB                                                                                | CUSIP: 79773TAN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55163.12     | 0.02%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (County of), CA Transportation Authority                                                                                              | San Francisco (County of), CA Transportation Authority, Series 2017, RB                                                                                | CUSIP: 79773TAP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $145196.20    | 0.05%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara (County of), CA                                                                                                                         | Santa Clara (County of), CA, Series 2017 C, Ref. GO Bonds                                                                                              | CUSIP: 801546QH8<br>LEI: 254900JSVO2QQ5A3DV83 | Long             | DBT              | MUN               | US        |    335000 | PA      | $349074.66    | 0.11%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Santa Clara CA                                                                                                                            | County of Santa Clara CA, Series 2017, GO Bonds                                                                                                        | CUSIP: 801546QJ4<br>LEI: 254900JSVO2QQ5A3DV83 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10406.55     | 0.00%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara (County of), CA                                                                                                                         | Santa Clara (County of), CA, Series 2017 C, Ref. GO Bonds                                                                                              | CUSIP: 801546QK1<br>LEI: 254900JSVO2QQ5A3DV83 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51985.00     | 0.02%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Seattle (City of), WA                                                                                                                               | Seattle (City of), WA, Series 2017 C, Ref. RB                                                                                                          | CUSIP: 812643PV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $156357.29    | 0.05%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Seattle (City of), WA                                                                                                                               | Seattle (City of), WA, Series 2017 C, Ref. RB                                                                                                          | CUSIP: 812643PW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15628.95     | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Seattle (City of), WA                                                                                                                               | Seattle (City of), WA, Series 2017 C, Ref. RB                                                                                                          | CUSIP: 812643PX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78144.73     | 0.02%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Seattle (City of), WA                                                                                                                               | Seattle (City of), WA, Series 2017 C, Ref. RB                                                                                                          | CUSIP: 812643PZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50719.22     | 0.02%             | 2034-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Seattle (City of), WA                                                                                                                               | Seattle (City of), WA, Series 2017 C, Ref. RB                                                                                                          | CUSIP: 812643QA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $182143.84    | 0.06%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Seattle (City of), WA                                                                                                                               | Seattle (City of), WA, Series 2017 C, Ref. RB                                                                                                          | CUSIP: 812643QB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $191830.65    | 0.06%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shreveport (City of), LA                                                                                                                            | Shreveport (City of), LA, Series 2017 A, RB                                                                                                            | CUSIP: 825485VU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $179912.11    | 0.06%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Socorro Independent School District                                                                                                                 | Socorro Independent School District, Series 2018, GO Bonds                                                                                             | CUSIP: 833715EY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $331250.66    | 0.10%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Socorro Independent School District                                                                                                                 | Socorro Independent School District, Series 2018, GO Bonds                                                                                             | CUSIP: 833715EZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $167944.56    | 0.05%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Solano County Community College District (Election of 2012)                                                                                         | Solano County Community College District (Election of 2012), Series 2017 C, GO Bonds                                                                   | CUSIP: 83412PFD9<br>LEI: 549300P3BIFQULH2R110 | Long             | DBT              | MUN               | US        |     90000 | PA      | $94340.21     | 0.03%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| South Broward Hospital District                                                                                                                     | South Broward Hospital District, Series 2017, Ref. RB                                                                                                  | CUSIP: 836753MW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101404.38    | 0.03%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Transportation Infrastructure Bank                                                                                        | South Carolina (State of) Transportation Infrastructure Bank, Series 2017, Ref. RB                                                                     | CUSIP: 837152UQ8<br>LEI: 549300YI1NMCP4VLJN43 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46733.85     | 0.01%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Transportation Infrastructure Bank                                                                                        | South Carolina (State of) Transportation Infrastructure Bank, Series 2017, Ref. RB                                                                     | CUSIP: 837152UR6<br>LEI: 549300YI1NMCP4VLJN43 | Long             | DBT              | MUN               | US        |     80000 | PA      | $83024.32     | 0.03%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Transportation Infrastructure Bank                                                                                        | South Carolina (State of) Transportation Infrastructure Bank, Series 2017, Ref. RB                                                                     | CUSIP: 837152UT2<br>LEI: 549300YI1NMCP4VLJN43 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15496.74     | 0.00%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Dakota Health & Educational Facilities Authority                                                                                              | South Dakota Health & Educational Facilities Authority, Series 2017, RB                                                                                | CUSIP: 83755VD76<br>LEI: 549300ZW6LKR8UI2C378 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45299.55     | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Miami Health Facilities Authority, Inc. (Baptist Health South Florida Obligated Group)                                                        | South Miami Health Facilities Authority, Inc. (Baptist Health South Florida Obligated Group), Series 2017, Ref. RB                                     | CUSIP: 838810DW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $145054.29    | 0.05%             | 2032-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spokane County School District No. 354 Mead                                                                                                         | Spokane County School District No. 354 Mead, Series 2018, GO Bonds                                                                                     | CUSIP: 848780SZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36431.52     | 0.01%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee (State of) School Bond Authority                                                                                                          | Tennessee (State of) School Bond Authority, Series 2017 B, Ref. RB                                                                                     | CUSIP: 880558KC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $130749.51    | 0.04%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                                                                                                | Texas A&M University, Series 2017 E, Ref. RB                                                                                                           | CUSIP: 88213AKZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77433.29     | 0.02%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2017, Ref. GO Bonds                                                                                                           | CUSIP: 8827236S3<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    105000 | PA      | $109818.27    | 0.03%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2017, Ref. GO Bonds                                                                                                           | CUSIP: 8827236T1<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    110000 | PA      | $114963.65    | 0.04%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2017, Ref. GO Bonds                                                                                                           | CUSIP: 8827236Y0<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    105000 | PA      | $109818.27    | 0.03%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2017, Ref. GO Bonds                                                                                                           | CUSIP: 8827236Z7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    230000 | PA      | $240378.54    | 0.08%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas State University Board of Regents                                                                                                             | Texas State University Board of Regents, Series 2017 A, Ref. RB                                                                                        | CUSIP: 88278PYK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $364837.05    | 0.11%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas State University Board of Regents                                                                                                             | Texas State University Board of Regents, Series 2017 A, Ref. RB                                                                                        | CUSIP: 88278PYL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $128384.84    | 0.04%             | 2031-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                                                                                       | Texas Water Development Board, Series 2017, RB                                                                                                         | CUSIP: 882854A36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36588.01     | 0.01%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2017, RB                                                                                              | CUSIP: 882854A51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104413.29    | 0.03%             | 2031-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2017 A, RB                                                                                            | CUSIP: 882854A69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $107577.71    | 0.03%             | 2032-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2018, RB                                                                                              | CUSIP: 882854D82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5182.87      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                                                                                       | Texas Water Development Board, Series 2018, RB                                                                                                         | CUSIP: 882854D90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25886.39     | 0.01%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2018, RB                                                                                              | CUSIP: 882854E24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55950.71     | 0.02%             | 2035-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                                                                                       | Texas Water Development Board, Series 2018, RB                                                                                                         | CUSIP: 882854E40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25762.74     | 0.01%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2017 B, Ref. RB                                                                                           | CUSIP: 89602N7J7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    260000 | PA      | $268986.90    | 0.08%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2017 B, Ref. RB                                                                                           | CUSIP: 89602N7K4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    280000 | PA      | $289617.58    | 0.09%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trinity River Authority                                                                                                                             | Trinity River Authority, Series 2017, Ref. RB                                                                                                          | CUSIP: 89658HVE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51950.88     | 0.02%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truckee Meadows Water Authority                                                                                                                     | Truckee Meadows Water Authority, Series 2017, Ref. RB                                                                                                  | CUSIP: 897825HF5<br>LEI: 549300GC367BYY1WT202 | Long             | DBT              | MUN               | US        |    375000 | PA      | $389486.25    | 0.12%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Turlock (City of), CA Irrigation District                                                                                                           | Turlock (City of), CA Irrigation District, Series 2016, Ref. RB                                                                                        | CUSIP: 900190HY8<br>LEI: 5493001J7IGC81HEQJ12 | Long             | DBT              | MUN               | US        |    130000 | PA      | $131286.88    | 0.04%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tuscaloosa County Board of Education                                                                                                                | Tuscaloosa County Board of Education, Series 2017, RB                                                                                                  | CUSIP: 900680BG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15392.16     | 0.00%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tuscaloosa (City of), AL Board of Education                                                                                                         | Tuscaloosa (City of), AL Board of Education, Series 2017, Revenue Wts.                                                                                 | CUSIP: 900680BH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $284799.90    | 0.09%             | 2027-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2017 M, RB                                                                                                  | CUSIP: 91412G2A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51774.94     | 0.02%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2017 M, RB                                                                                                  | CUSIP: 91412G2B0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $175997.46    | 0.05%             | 2031-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2017 M, RB                                                                                                  | CUSIP: 91412G2C8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62098.41     | 0.02%             | 2032-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2017, RB                                                                                                              | CUSIP: 91412G2J3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5145.24      | 0.00%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2017 AY, Ref. RB                                                                                                      | CUSIP: 91412G3L7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $181254.80    | 0.06%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2017 AY, Ref. RB                                                                                                      | CUSIP: 91412G3M5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $88019.36     | 0.03%             | 2031-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2017 AY, Ref. RB                                                                                                      | CUSIP: 91412G3N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62112.97     | 0.02%             | 2032-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2017 AV, RB                                                                                                           | CUSIP: 91412GX26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5167.95      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2017, RB                                                                                                              | CUSIP: 91412GX34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41297.09     | 0.01%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2017 AV, RB                                                                                                           | CUSIP: 91412GX42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $128844.46    | 0.04%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Connecticut                                                                                                                           | University of Connecticut, Series 2017, RB                                                                                                             | CUSIP: 914233K91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15362.09     | 0.00%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Connecticut                                                                                                                           | University of Connecticut, Series 2017, RB                                                                                                             | CUSIP: 914233L66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10226.93     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Connecticut                                                                                                                           | University of Connecticut, Series 2017, RB                                                                                                             | CUSIP: 914233L82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102037.31    | 0.03%             | 2037-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                                                                                      | University of Massachusetts Building Authority, Series 2017, Ref. RB                                                                                   | CUSIP: 914437SZ2<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68023.22     | 0.02%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                                                                                      | University of Massachusetts Building Authority, Series 2017, Ref. RB                                                                                   | CUSIP: 914437TA6<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57482.75     | 0.02%             | 2031-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                                                                                              | University of Michigan, Series 2017 A, Ref. RB                                                                                                         | CUSIP: 914455QY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20607.14     | 0.01%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Minnesota                                                                                                                             | University of Minnesota, Series 2017 B, Ref. RB                                                                                                        | CUSIP: 914460RA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62744.11     | 0.02%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Minnesota                                                                                                                             | University of Minnesota, Series 2017 B, Ref. RB                                                                                                        | CUSIP: 914460RB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20898.60     | 0.01%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Washington                                                                                                                            | University of Washington, Series 2018, RB                                                                                                              | CUSIP: 91523NSY3<br>LEI: T8YS5W0N70BYCTHPA429 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15228.82     | 0.00%             | 2043-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Utah                                                                                                                                       | State of Utah, Series 2018, GO Bonds                                                                                                                   | CUSIP: 917542VJ8<br>LEI: 254900RWV9NSVUZONC07 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61394.62     | 0.02%             | 2030-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Utah                                                                                                                                       | State of Utah, Series 2018, GO Bonds                                                                                                                   | CUSIP: 917542VL3<br>LEI: 254900RWV9NSVUZONC07 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10030.69     | 0.00%             | 2032-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Virginia Commonwealth University Health System Authority                                                                                            | Virginia Commonwealth University Health System Authority, Series 2017, RB                                                                              | CUSIP: 92778LCD0<br>LEI: 07ROV40HIZGU2Q6OXJ58 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5037.93      | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs)                                                 | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs), Series 2017, RB                                   | CUSIP: 92778VED6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $225548.71    | 0.07%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs)                                                 | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs), Series 2017, RB                                   | CUSIP: 92778VEE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $117820.70    | 0.04%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Transportation Board                                                                                                     | Virginia (Commonwealth of) Transportation Board, Series 2017 A, Ref. RB                                                                                | CUSIP: 927793D89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36684.50     | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Transportation Board                                                                                                     | Virginia (Commonwealth of) Transportation Board, Series 2017 A, Ref. RB                                                                                | CUSIP: 927793D97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $130932.36    | 0.04%             | 2031-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public Building Authority                                                                                                                  | Virginia Public Building Authority, Series 2017, RB                                                                                                    | CUSIP: 928172Y25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30718.21     | 0.01%             | 2030-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington & Clackamas Counties School District No. 23J Tigard-Tualatin                                                                             | Washington & Clackamas Counties School District No. 23J Tigard-Tualatin, Series 2017, GO Bonds                                                         | CUSIP: 938395RR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46599.12     | 0.01%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington & Clackamas Counties School District No. 23J Tigard-Tualatin                                                                             | Washington & Clackamas Counties School District No. 23J Tigard-Tualatin, Series 2017, GO Bonds                                                         | CUSIP: 938395RS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $170692.73    | 0.05%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington & Clackamas Counties School District No 23J Tigard-Tualatin                                                                              | Washington & Clackamas Counties School District No 23J Tigard-Tualatin, Series 2017, GO Bonds                                                          | CUSIP: 938395RT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5166.05      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington & Multnomah Counties School District No. 48J Beaverton                                                                                   | Washington & Multnomah Counties School District No. 48J Beaverton, Series 2017 C, GO Bonds                                                             | CUSIP: 938429T64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72541.92     | 0.02%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington & Multnomah Counties School District No. 48J Beaverton                                                                                   | Washington & Multnomah Counties School District No. 48J Beaverton, Series 2017 D, GO Bonds                                                             | CUSIP: 938429U88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $253041.64    | 0.08%             | 2035-06-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington & Multnomah Counties School District No. 48J Beaverton                                                                                   | Washington & Multnomah Counties School District No. 48J Beaverton, Series 2017 D, GO Bonds                                                             | CUSIP: 938429U96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $206203.96    | 0.06%             | 2036-06-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                                      | Washington Metropolitan Area Transit Authority, Series 2017, RB                                                                                        | CUSIP: 938782ET2<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5170.60      | 0.00%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                                      | Washington Metropolitan Area Transit Authority, Series 2017, RB                                                                                        | CUSIP: 938782EX3<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10305.59     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                                      | Washington Metropolitan Area Transit Authority, Series 2017 B, RB                                                                                      | CUSIP: 938782FK0<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |    150000 | PA      | $155288.76    | 0.05%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                                      | Washington Metropolitan Area Transit Authority, Series 2017 B, RB                                                                                      | CUSIP: 938782FL8<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |    570000 | PA      | $589448.34    | 0.18%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                                      | Washington Metropolitan Area Transit Authority, Series 2017 B, RB                                                                                      | CUSIP: 938782FM6<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |    200000 | PA      | $206542.06    | 0.06%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                                      | Washington Metropolitan Area Transit Authority, Series 2017 B, RB                                                                                      | CUSIP: 938782FN4<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10314.07     | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                                      | Washington Metropolitan Area Transit Authority, Series 2017, RB                                                                                        | CUSIP: 938782FP9<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30916.77     | 0.01%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                                      | Washington Metropolitan Area Transit Authority, Series 2017 B, RB                                                                                      | CUSIP: 938782FQ7<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |    600000 | PA      | $617650.92    | 0.19%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Convention & Sports Authority                                                                                                            | Washington Convention & Sports Authority, Series 2018 A, Ref. RB                                                                                       | CUSIP: 93878LBX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $98545.32     | 0.03%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hillsboro School District No. 1J                                                                                                                    | Hillsboro School District No. 1J, Series 2017, GO Bonds                                                                                                | CUSIP: 939307JD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $113965.94    | 0.04%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hillsboro School District No. 1J                                                                                                                    | Hillsboro School District No. 1J, Series 2017, GO Bonds                                                                                                | CUSIP: 939307JF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103411.37    | 0.03%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hillsboro School District No. 1J                                                                                                                    | Hillsboro School District No. 1J, Series 2017, GO Bonds                                                                                                | CUSIP: 939307JG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72297.61     | 0.02%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hillsboro School District No. 1J                                                                                                                    | Hillsboro School District No. 1J, Series 2017, GO Bonds                                                                                                | CUSIP: 939307JH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61861.19     | 0.02%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hillsboro School District No. 1J                                                                                                                    | Hillsboro School District No. 1J, Series 2017, GO Bonds                                                                                                | CUSIP: 939307JJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72063.45     | 0.02%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 D, GO Bonds                                                                                                         | CUSIP: 93974DF29<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    160000 | PA      | $164320.06    | 0.05%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017, GO Bonds                                                                                                           | CUSIP: 93974DF37<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10264.48     | 0.00%             | 2032-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 D, GO Bonds                                                                                                         | CUSIP: 93974DF45<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    120000 | PA      | $123085.50    | 0.04%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 D, GO Bonds                                                                                                         | CUSIP: 93974DF52<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20501.39     | 0.01%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 D, GO Bonds                                                                                                         | CUSIP: 93974DF60<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71697.05     | 0.02%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                                                                                                 | State of Washington, Series 2017, GO Bonds                                                                                                             | CUSIP: 93974DF78<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40925.76     | 0.01%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 A, GO Bonds                                                                                                         | CUSIP: 93974DP44<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    235000 | PA      | $244173.93    | 0.08%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                                                                                                 | State of Washington, Series 2017, GO Bonds                                                                                                             | CUSIP: 93974DP51<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51895.04     | 0.02%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 A, GO Bonds                                                                                                         | CUSIP: 93974DP69<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103648.16    | 0.03%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 A, GO Bonds                                                                                                         | CUSIP: 93974DP77<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51724.96     | 0.02%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                                                                                                 | State of Washington, Series 2017, GO Bonds                                                                                                             | CUSIP: 93974DP85<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    130000 | PA      | $134264.55    | 0.04%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 A, GO Bonds                                                                                                         | CUSIP: 93974DP93<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    115000 | PA      | $118610.37    | 0.04%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 A, GO Bonds                                                                                                         | CUSIP: 93974DQ27<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25753.20     | 0.01%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 C, Ref. GO Bonds                                                                                                    | CUSIP: 93974DX29<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    155000 | PA      | $161404.23    | 0.05%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 C, Ref. GO Bonds                                                                                                    | CUSIP: 93974DX37<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    425000 | PA      | $442438.73    | 0.14%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 C, Ref. GO Bonds                                                                                                    | CUSIP: 93974DX45<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    270000 | PA      | $280809.32    | 0.09%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series R-2018D, Ref. GO Bonds                                                                                                   | CUSIP: 93974DY85<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    120000 | PA      | $124958.11    | 0.04%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 D, Ref. GO Bonds                                                                                                    | CUSIP: 93974DY93<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    110000 | PA      | $114513.55    | 0.04%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series R-2018D, Ref. GO Bonds                                                                                                   | CUSIP: 93974DZ27<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    235000 | PA      | $244408.11    | 0.08%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Health Care Facilities Authority (Virginia Mason Medical Center)                                                              | Washington (State of) Health Care Facilities Authority (Virginia Mason Medical Center), Series 2017, Ref. RB                                           | CUSIP: 93978HSN6<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    150000 | PA      | $154706.00    | 0.05%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Suburban Sanitary Commission                                                                                                  | Washington (State of) Suburban Sanitary Commission, Series 2017, Ref. RB                                                                               | CUSIP: 940157T67<br>LEI: 549300EZUWNTQF827C24 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30179.48     | 0.01%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Suburban Sanitary Commission                                                                                                  | Washington (State of) Suburban Sanitary Commission, Series 2017, Ref. RB                                                                               | CUSIP: 940157T75<br>LEI: 549300EZUWNTQF827C24 | Long             | DBT              | MUN               | US        |    125000 | PA      | $125674.15    | 0.04%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| West Valley-Mission Community College District                                                                                                      | West Valley-Mission Community College District, Series 2017 B, Ref. GO Bonds                                                                           | CUSIP: 95640HGS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114503.37    | 0.04%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Valley-Mission Community College District                                                                                                      | West Valley-Mission Community College District, Series 2017 B, Ref. GO Bonds                                                                           | CUSIP: 95640HGU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46009.16     | 0.01%             | 2034-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westmoreland (County of), PA Municipal Authority                                                                                                    | Westmoreland (County of), PA Municipal Authority, Series 2017, Ref. RB                                                                                 | CUSIP: 961017RG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $389548.88    | 0.12%             | 2031-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Westmoreland (County of), PA Municipal Authority                                                                                                    | Westmoreland (County of), PA Municipal Authority, Series 2017, Ref. RB                                                                                 | CUSIP: 961017RK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50765.91     | 0.02%             | 2034-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westmoreland (County of), PA Municipal Authority                                                                                                    | Westmoreland (County of), PA Municipal Authority, Series 2017, Ref. RB                                                                                 | CUSIP: 961017RM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $118676.90    | 0.04%             | 2036-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2017, Ref. GO Bonds                                                                                                       | CUSIP: 97705MKT1<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15489.95     | 0.00%             | 2031-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Health & Educational Facilities Authority (Froedtert Health)                                                                   | Wisconsin (State of) Health & Educational Facilities Authority (Froedtert Health), Series 2017, RB                                                     | CUSIP: 97712DVY9<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76658.60     | 0.02%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2019 F, GO Bonds                                                                                               | CUSIP: 57582RXL5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56873.91     | 0.02%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Hospital Development Authority (University of Pittsburgh Medical Center)                                                  | Allegheny (County of), PA Hospital Development Authority (University of Pittsburgh Medical Center), Series 2019, Ref. RB                               | CUSIP: 01728A4M5<br>LEI: 54930046B973R604OG22 | Long             | DBT              | MUN               | US        |    125000 | PA      | $129366.31    | 0.04%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                                 | Los Angeles Unified School District, Series 2019 A, Ref. GO Bonds                                                                                      | CUSIP: 544647AU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $219243.99    | 0.07%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2019 A, RB                                                                                             | CUSIP: 64990GNF5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    215000 | PA      | $224848.48    | 0.07%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2019, RB                                                                                                    | CUSIP: 64990GNK4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57400.63     | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2019 A, RB                                                                                             | CUSIP: 64990GNM0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20881.41     | 0.01%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2019, RB                                                                                                    | CUSIP: 64990GNP3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90478.44     | 0.03%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) (Garvee)                                                                                                                  | North Carolina (State of) (Garvee), Series 2019, RB                                                                                                    | CUSIP: 658268DY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $123474.64    | 0.04%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prince George's (County of), MD                                                                                                                     | Prince George's (County of), MD, Series 2019 A, GO Bonds                                                                                               | CUSIP: 7417015K8<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |    390000 | PA      | $405502.77    | 0.13%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                                  | Board of Regents of the University of Texas System, Series 2019 A, Ref. RB                                                                             | CUSIP: 91514AJE6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     85000 | PA      | $88595.60     | 0.03%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority                                                                                               | Virginia (Commonwealth of) College Building Authority, Series 2019 A, RB                                                                               | CUSIP: 92778VGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66729.27     | 0.02%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2019 A, GO Bonds                                                                                                            | CUSIP: 373385EB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $83111.88     | 0.03%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2019, GO Bonds                                                                                                   | CUSIP: 57582RYA8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41362.84     | 0.01%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                                                                                                  | Metropolitan Water District of Southern California, Series 2019 A, Ref. RB                                                                             | CUSIP: 59266TQY0<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |    160000 | PA      | $167086.32    | 0.05%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2019, Ref. RB                                                                         | CUSIP: 64972GUA0<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    310000 | PA      | $321699.31    | 0.10%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2019 A, Ref. RB                                                                                        | CUSIP: 64990FKJ2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    195000 | PA      | $201005.10    | 0.06%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) (Build North Carolina Programs)                                                                                           | North Carolina (State of) (Build North Carolina Programs), Series 2019 A, RB                                                                           | CUSIP: 65829QDJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72360.32     | 0.02%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2019 A, GO Bonds                                                                                                               | CUSIP: 677522F74<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46448.78     | 0.01%             | 2031-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2019 A, GO Bonds                                                                                                               | CUSIP: 677522F90<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10304.41     | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                                                                                       | State of Ohio, Series 2019, GO Bonds                                                                                                                   | CUSIP: 677522G24<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56610.05     | 0.02%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2019 A, GO Bonds                                                                                                               | CUSIP: 677522G65<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10243.93     | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2019 A, GO Bonds                                                                                                               | CUSIP: 677522G73<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    135000 | PA      | $139552.05    | 0.04%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), Series 2019, Ref. GO Bonds                                                                                             | CUSIP: 70914PQ21<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    515000 | PA      | $535471.61    | 0.17%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Bernardino (City of), CA                                                                                                                        | San Bernardino (City of), CA, Series 2019 A, Ref. COP                                                                                                  | CUSIP: 796815ZD3<br>LEI: 254900RTS8DDNPA7MX91 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36681.53     | 0.01%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broward (County of), FL School Board                                                                                                                | Broward (County of), FL School Board, Series 2019 A, Ref. COP                                                                                          | CUSIP: 115065B52<br>LEI: 5493006KVNQDJ1D0OD92 | Long             | DBT              | MUN               | US        |    235000 | PA      | $243134.20    | 0.08%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2019, GO Bonds                                                                                                            | CUSIP: 20772KHB8<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61670.71     | 0.02%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2019 B, Ref. RB                                                                                                  | CUSIP: 66285WZJ8<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    195000 | PA      | $199579.91    | 0.06%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2018, Ref. RB                                                                                                            | CUSIP: 047870PT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $99560.94     | 0.03%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brevard County School District                                                                                                                      | Brevard County School District, Series 2017 A, Ref. COP                                                                                                | CUSIP: 107431LA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $237816.90    | 0.07%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Buffalo & Fort Erie Public Bridge Authority                                                                                                         | Buffalo & Fort Erie Public Bridge Authority, Series 2017, RB                                                                                           | CUSIP: 119427BU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $162073.01    | 0.05%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ceres Unified School District                                                                                                                       | Ceres Unified School District, Series 2017, GO Bonds                                                                                                   | CUSIP: 156753NX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $273026.35    | 0.09%             | 2051-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chester (County of), PA                                                                                                                             | Chester (County of), PA, Series 2017, Ref. GO Bonds                                                                                                    | CUSIP: 165573M45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $178177.88    | 0.06%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Chester PA                                                                                                                                | County of Chester PA, Series 2017, GO Bonds                                                                                                            | CUSIP: 165573M52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25746.45     | 0.01%             | 2031-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chester (County of), PA                                                                                                                             | Chester (County of), PA, Series 2017, Ref. GO Bonds                                                                                                    | CUSIP: 165573M60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102783.29    | 0.03%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL Board of Education                                                                                                            | Chicago (City of), IL Board of Education, Series 2017, RB                                                                                              | CUSIP: 167510AL0<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    480000 | PA      | $482459.66    | 0.15%             | 2042-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL Board of Education                                                                                                            | Chicago (City of), IL Board of Education, Series 2017, RB                                                                                              | CUSIP: 167510AM8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    210000 | PA      | $209971.61    | 0.07%             | 2046-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado School of Mines                                                                                                                            | Colorado School of Mines, Series 2017, RB                                                                                                              | CUSIP: 19658QDH7<br>LEI: 549300TQMFMDZTM5HY46 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25316.36     | 0.01%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Etiwanda School District (Election of 2016)                                                                                                         | Etiwanda School District (Election of 2016), Series 2017 A, GO Bonds                                                                                   | CUSIP: 297667BA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $182123.78    | 0.06%             | 2046-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfield (City of), CA                                                                                                                             | Fairfield (City of), CA, Series 2017, Ref. RB                                                                                                          | CUSIP: 30422WDH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86637.23     | 0.03%             | 2042-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) Municipal Power Agency                                                                                                           | Florida (State of) Municipal Power Agency, Series 2018 A, Ref. RB                                                                                      | CUSIP: 342816Q40<br>LEI: 549300M3I10QJUPNU131 | Long             | DBT              | MUN               | US        |    105000 | PA      | $107487.06    | 0.03%             | 2030-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gilroy Unified School District (Elections of 2008 & 2016)                                                                                           | Gilroy Unified School District (Elections of 2008 & 2016), Series 2019, GO Bonds                                                                       | CUSIP: 376087FT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14574.63     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hacienda La Puente Unified School District (Election of 2016)                                                                                       | Hacienda La Puente Unified School District (Election of 2016), Series 2017 A, GO Bonds                                                                 | CUSIP: 40450RED9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $118439.54    | 0.04%             | 2042-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hartnell Community College District/CA                                                                                                              | Hartnell Community College District/CA, Series 2017, GO Bonds                                                                                          | CUSIP: 417123FT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60260.53     | 0.02%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hartnell Community College District (Election of 2016)                                                                                              | Hartnell Community College District (Election of 2016), Series 2017 A, GO Bonds                                                                        | CUSIP: 417123FU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $97524.19     | 0.03%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Karegnondi Water Authority (Genesee, Lapeer and Sanilac Counties)                                                                                   | Karegnondi Water Authority (Genesee, Lapeer and Sanilac Counties), Series 2018, Ref. RB                                                                | CUSIP: 48563UCA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $167608.12    | 0.05%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lafayette (Parish of), LA School Board                                                                                                              | Lafayette (Parish of), LA School Board, Series 2018, RB                                                                                                | CUSIP: 506624QU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25745.34     | 0.01%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Umass Memorial Health Care Obligated Group)                                             | Massachusetts (Commonwealth of) Development Finance Agency (Umass Memorial Health Care Obligated Group), Series 2017, RB                               | CUSIP: 57584XF63<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65725.25     | 0.02%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Midtown Redevelopment Authority                                                                                                                     | Midtown Redevelopment Authority, Series 2017, RB                                                                                                       | CUSIP: 598076GG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50846.19     | 0.02%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of) Higher Education Facilities Authority (Gustavus Adolphus College)                                                              | Minnesota (State of) Higher Education Facilities Authority (Gustavus Adolphus College), Series 2017, Ref. RB                                           | CUSIP: 60416H4Y7<br>LEI: 549300DI4V4CIPMX7K35 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20021.47     | 0.01%             | 2047-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Higher Educational Facility Commission (Kenyon College)                                                                             | Ohio (State of) Higher Educational Facility Commission (Kenyon College), Series 2017, RB                                                               | CUSIP: 67756DPC4<br>LEI: 5493007MQT6NGNN6BR81 | Long             | DBT              | MUN               | US        |    500000 | PA      | $508415.15    | 0.16%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange (County of), CA Sanitation District                                                                                                          | Orange (County of), CA Sanitation District, Series 2017 A, Ref. RB                                                                                     | CUSIP: 68428TDB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56555.36     | 0.02%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon Health & Science University                                                                                                                  | Oregon Health & Science University, Series 2017 A, RB                                                                                                  | CUSIP: 685869FF1<br>LEI: 549300XTWOAGON8L2G98 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101574.35    | 0.03%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Facilities Authority (Reed College)                                                                                               | Oregon (State of) Facilities Authority (Reed College), Series 2017 A, Ref. RB                                                                          | CUSIP: 68608JXB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51179.10     | 0.02%             | 2027-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pinellas (County of), FL School Board                                                                                                               | Pinellas (County of), FL School Board, Series 2017 A, COP                                                                                              | CUSIP: 723203AX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30591.49     | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Richmond (City of), CA                                                                                                                              | Richmond (City of), CA, Series 2017 A, Ref. RB                                                                                                         | CUSIP: 764507CY3<br>LEI: 549300W4II4OMQI78R19 | Long             | DBT              | MUN               | US        |    150000 | PA      | $153240.20    | 0.05%             | 2047-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Riverside County Redevelopment Successor Agency                                                                                                     | Riverside County Redevelopment Successor Agency, Series 2017, RB                                                                                       | CUSIP: 76913AHU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50311.65     | 0.02%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Roseville (City of), CA                                                                                                                             | Roseville (City of), CA, Series 2017 A, Ref. RB                                                                                                        | CUSIP: 77781RCE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75604.33     | 0.02%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| St. Louis Municipal Finance Corp.                                                                                                                   | St. Louis Municipal Finance Corp., Series 2017, Ref. RB                                                                                                | CUSIP: 79165TUA7<br>LEI: 549300CR13DAYKUKQN03 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46236.52     | 0.01%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Education Facilities Corp. (Trinity University)                                                                                         | San Antonio Education Facilities Corp. (Trinity University), Series 2017, RB                                                                           | CUSIP: 796247CE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $384569.80    | 0.12%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Bernardino City Unified School District (Election of 2012)                                                                                      | San Bernardino City Unified School District (Election of 2012), Series 2017 D, GO Bonds                                                                | CUSIP: 796711C31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40225.56     | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Bernardino Community College District                                                                                                           | San Bernardino Community College District, Series 2017 B, Ref. GO Bonds                                                                                | CUSIP: 796720LM0<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |    120000 | PA      | $122462.68    | 0.04%             | 2034-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santa Ana College Improvement District #1 Rancho Santiago Community College Dist                                                                    | Santa Ana College Improvement District #1 Rancho Santiago Community College Dist, Series 2017, GO Bonds                                                | CUSIP: 801181BV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10063.52     | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santa Monica (City of), CA Public Financing Authority (Green Bonds)                                                                                 | Santa Monica (City of), CA Public Financing Authority (Green Bonds), Series 2017, RB                                                                   | CUSIP: 802437FY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19700.22     | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Vermont and State Agricultural College                                                                                                | University of Vermont and State Agricultural College, Series 2017, RB                                                                                  | CUSIP: 915200YQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30715.61     | 0.01%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2019 A, GO Bonds                                                                                                          | CUSIP: 60412AQT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $307230.79    | 0.10%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, Ref. RB                                                                                        | CUSIP: 64990FMK7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10307.95     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Health Facilities Authority (CommonSpirit Health)                                                                               | Colorado (State of) Health Facilities Authority (CommonSpirit Health), Series 2019 A, Ref. RB                                                          | CUSIP: 19648FJM7<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41442.25     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Health Facilities Authority (SCL Health System)                                                                                 | Colorado (State of) Health Facilities Authority (SCL Health System), Series 2019 A, Ref. RB                                                            | CUSIP: 19648FLB8<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61339.06     | 0.02%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 1)                                                                                                               | Maryland (State of) (Bidding Group 1), Second Series 2019 A, GO Bonds                                                                                  | CUSIP: 574193RQ3<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    500000 | PA      | $520872.90    | 0.16%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                                           | San Antonio (City of), TX, Series 2019, Ref. GO Bonds                                                                                                  | CUSIP: 79623PCU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $161360.01    | 0.05%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                                                                                               | City of San Antonio TX Electric & Gas Systems Revenue, Series 2019, RB                                                                                 | CUSIP: 79625GBD4<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5086.63      | 0.00%             | 2027-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2019, Ref. GO Bonds                                                                                                      | CUSIP: 13063DQK7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    250000 | PA      | $262130.98    | 0.08%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2019 G, GO Bonds                                                                                               | CUSIP: 57582RZA7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    255000 | PA      | $266153.78    | 0.08%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                                           | North Carolina (State of), Series 2019 B, GO Bonds                                                                                                     | CUSIP: 6582564G4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67371.40     | 0.02%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2019 A, GO Bonds                                                                                                         | CUSIP: 93974EAE6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    110000 | PA      | $114513.55    | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Transportation Trust Fund                                                                                           | Massachusetts (Commonwealth of) Transportation Trust Fund, Series 2019 A, Ref. RB                                                                      | CUSIP: 57563CEL2<br>LEI: 549300CGDCL8XZK3KN03 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51211.97     | 0.02%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2019 C, RB                                                                          | CUSIP: 13068L4J1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26250.72     | 0.01%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2019, RB                                                                                      | CUSIP: 574204N33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104580.69    | 0.03%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2019, RB                                                                                      | CUSIP: 574204N82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $107605.25    | 0.03%             | 2032-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), MD                                                                                                                          | Montgomery (County of), MD, Series 2019 A, GO Bonds                                                                                                    | CUSIP: 61334PBD4<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |    130000 | PA      | $136284.98    | 0.04%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District                                                                                                       | San Francisco Bay Area Rapid Transit District, Series 2019 A, RB                                                                                       | CUSIP: 797669ZB7<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65955.15     | 0.02%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Bernardino Community College District (Election of 2018)                                                                                        | San Bernardino Community College District (Election of 2018), Series 2019 A, GO Bonds                                                                  | CUSIP: 796720MB3<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |    235000 | PA      | $242483.88    | 0.08%             | 2027-08-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Bernardino Community College District                                                                                                           | San Bernardino Community College District, Series 2019, GO Bonds                                                                                       | CUSIP: 796720MA5<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36114.62     | 0.01%             | 2027-08-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Bridgeport CT                                                                                                                               | City of Bridgeport CT, Series 2017, GO Bonds                                                                                                           | CUSIP: 108152GS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $353387.64    | 0.11%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2019, GO Bonds                                                                                                           | CUSIP: 13063DRZ3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    225000 | PA      | $236484.02    | 0.07%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV (Las Vegas McCarran International Airport)                                                                                    | Clark (County of), NV (Las Vegas McCarran International Airport), Series 2019, Ref. RB                                                                 | CUSIP: 181006HL4<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    190000 | PA      | $197033.95    | 0.06%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2019 A, RB                                                                                                                | CUSIP: 25477GNX9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     80000 | PA      | $82340.51     | 0.03%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2019 C, Ref. RB                                                                                                           | CUSIP: 25477GPX7<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    145000 | PA      | $151665.14    | 0.05%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp. (Memorial Hermann Health System)                                                          | Harris County Cultural Education Facilities Finance Corp. (Memorial Hermann Health System), Series 2019, Ref. RB                                       | CUSIP: 414009MJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $225111.30    | 0.07%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2019 A, GO Bonds                                                                                                           | CUSIP: 4521525G2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     85000 | PA      | $88657.41     | 0.03%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Toll Highway Authority                                                                                                          | Illinois (State of) Toll Highway Authority, Series 2019 B, Ref. RB                                                                                     | CUSIP: 452252NT2<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    230000 | PA      | $235536.58    | 0.07%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Round Rock Independent School District                                                                                                              | Round Rock Independent School District, Series 2019 A, Ref. GO Bonds                                                                                   | CUSIP: 779240NP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $145744.52    | 0.05%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs)                                                 | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs), Series 2019 C, Ref. RB                            | CUSIP: 92778VHV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66729.27     | 0.02%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2021 A, Ref. GO Bonds                                                                                                    | CUSIP: 93974EDC7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41449.25     | 0.01%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                                                                                                  | State of Wisconsin, Series 2019, GO Bonds                                                                                                              | CUSIP: 97705MPU3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46013.85     | 0.01%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Toll Highway Authority                                                                                                          | Illinois (State of) Toll Highway Authority, Series 2019, Ref. RB                                                                                       | CUSIP: 452252PD5<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    285000 | PA      | $291860.55    | 0.09%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2019, Ref. RB                                                                        | CUSIP: 6461366D8<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    310000 | PA      | $325344.69    | 0.10%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2019-1, RB                                                                                                                     | CUSIP: 677581HF0<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    235000 | PA      | $246970.99    | 0.08%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                                      | Sales Tax Securitization Corp., Series 2020 A, Ref. RB                                                                                                 | CUSIP: 79467BCS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $148260.27    | 0.05%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL                                                                                                                               | Chicago (City of), IL, Series 2020 A, Ref. GO Bonds                                                                                                    | CUSIP: 167486F87<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126537.84    | 0.04%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of)                                                                                                                                 | Delaware (State of), Series 2020 A, GO Bonds                                                                                                           | CUSIP: 246381PK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76830.51     | 0.02%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2020, Ref. RB                                                                                                             | CUSIP: 25483VWP5<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    110000 | PA      | $115269.96    | 0.04%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax (County of), VA                                                                                                                             | Fairfax (County of), VA, Series 2020 A, Ref. GO Bonds                                                                                                  | CUSIP: 30382AJK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $150520.24    | 0.05%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Boston Medical Center)                                                                  | Massachusetts (Commonwealth of) Development Finance Agency (Boston Medical Center), Series 2020 A-2, Ref. RB                                           | CUSIP: 57584YWS4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15569.39     | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Jersey                                                                                                                                 | State of New Jersey, Series 2020, GO Bonds                                                                                                             | CUSIP: 646039XN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10311.53     | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of)                                                                                                                               | New Jersey (State of), Series 2020, GO Bonds                                                                                                           | CUSIP: 646039XP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $226601.96    | 0.07%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of)                                                                                                                               | New Jersey (State of), Series 2020, GO Bonds                                                                                                           | CUSIP: 646039XQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $257288.83    | 0.08%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc. (Combined Hydroelectric)                                                                                             | American Municipal Power, Inc. (Combined Hydroelectric), Series 2020, Ref. RB                                                                          | CUSIP: 02765UQC1<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    155000 | PA      | $158752.44    | 0.05%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2020 A, RB                                                                                                                | CUSIP: 25477GRG2<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     95000 | PA      | $97779.36     | 0.03%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2020 B, Ref. RB                                                                                                           | CUSIP: 25477GSF3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52298.33     | 0.02%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI (Honolulu Rail Transit)                                                                                             | Honolulu (City & County of), HI (Honolulu Rail Transit), Series 2020 B, Ref. GO Bonds                                                                  | CUSIP: 438687MA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $216143.84    | 0.07%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2020 C-1, Ref. GO Bonds                                                                                                 | CUSIP: 64966QGQ7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57264.62     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah (State of)                                                                                                                                     | Utah (State of), Series 2020, GO Bonds                                                                                                                 | CUSIP: 917542WM0<br>LEI: 254900RWV9NSVUZONC07 | Long             | DBT              | MUN               | US        |    175000 | PA      | $181713.26    | 0.06%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2020 C, GO Bonds                                                                                                         | CUSIP: 93974EDZ6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51330.21     | 0.02%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Polk County School District                                                                                                                         | Polk County School District, Series 2020 A, Ref. COP                                                                                                   | CUSIP: 731125KV1<br>LEI: 549300N07FMPTRZO0044 | Long             | DBT              | MUN               | US        |    150000 | PA      | $153372.69    | 0.05%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 1)                                                                                                               | Maryland (State of) (Bidding Group 1), Series 2020 A, GO Bonds                                                                                         | CUSIP: 574193SD1<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    135000 | PA      | $139143.54    | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2020, GO Bonds                                                                                                           | CUSIP: 13063DTA6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15307.96     | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017, RB                                                                                                                  | CUSIP: 25484JDH0<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10221.12     | 0.00%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                                                                                                  | Metropolitan Water District of Southern California, Series 2020 A, Ref. RB                                                                             | CUSIP: 59266TRX1<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104428.95    | 0.03%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lewisville Independent School District                                                                                                              | Lewisville Independent School District, Series 2017 A, Ref. GO Bonds                                                                                   | CUSIP: 52882PBG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111654.91    | 0.03%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Scranton School District/PA                                                                                                                         | Scranton School District/PA, Series 2017, GO Bonds                                                                                                     | CUSIP: 810827XJ9<br>LEI: 549300SDNGI3OKNOUW62 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5035.70      | 0.00%             | 2037-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spokane County School District No. 81                                                                                                               | Spokane County School District No. 81, Series 2017, GO Bonds                                                                                           | CUSIP: 848712QW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56569.34     | 0.02%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2020, GO Bonds                                                                                                           | CUSIP: 13063DUH9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    370000 | PA      | $373409.33    | 0.12%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2020 A, Ref. RB                                                                          | CUSIP: 544532AU8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    150000 | PA      | $155633.52    | 0.05%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                                 | Los Angeles Unified School District, Series 2020 RYQ, GO Bonds                                                                                         | CUSIP: 544647BJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52200.95     | 0.02%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Harvard University)                                                                     | Massachusetts (Commonwealth of) Development Finance Agency (Harvard University), Series 2020 A, Ref. RB                                                | CUSIP: 57584YZL6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41942.00     | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Multnomah County School District No. 1                                                                                                              | Multnomah County School District No. 1, Series 2020, GO Bonds                                                                                          | CUSIP: 625517KV8<br>LEI: 5493002CTP8R8T4OPS64 | Long             | DBT              | MUN               | US        |    105000 | PA      | $109003.58    | 0.03%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Public Building Authority                                                                                                | Virginia (Commonwealth of) Public Building Authority, Series 2020 B, Ref. RB                                                                           | CUSIP: 9281726C4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57256.78     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, Ref. RB                                                                                        | CUSIP: 64990FWJ9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     90000 | PA      | $91948.62     | 0.03%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                                 | Colorado (State of), Series 2020 A, COP                                                                                                                | CUSIP: 196711RX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $194290.59    | 0.06%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2020 A, RB                                                                                                              | CUSIP: 207758ZN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $124060.34    | 0.04%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (No. 1)                                                                                                                            | Energy Northwest (No. 1), Series 2020 A, Ref. RB                                                                                                       | CUSIP: 29270C3B9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $98669.85     | 0.03%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Hamilton OH                                                                                                                               | County of Hamilton OH, Series 2020, RB                                                                                                                 | CUSIP: 407272Y56<br>LEI: 549300TO1E3N4E4YIO28 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72838.11     | 0.02%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 414 Lake Washington                                                                                                 | King County School District No. 414 Lake Washington, Series 2020, Ref. GO Bonds                                                                        | CUSIP: 495260M99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $93013.16     | 0.03%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, Ref. RB                                                                                        | CUSIP: 64990FVY7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    225000 | PA      | $231369.55    | 0.07%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, Ref. RB                                                                                        | CUSIP: 64990FVZ4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    220000 | PA      | $226228.00    | 0.07%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2020, RB                                                                                              | CUSIP: 8828542Y7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114497.87    | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah (State of)                                                                                                                                     | Utah (State of), Series 2020 B, GO Bonds                                                                                                               | CUSIP: 917542XB3<br>LEI: 254900RWV9NSVUZONC07 | Long             | DBT              | MUN               | US        |    175000 | PA      | $181713.26    | 0.06%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hillsborough (County of), FL School Board                                                                                                           | Hillsborough (County of), FL School Board, Series 2020, Ref. COP                                                                                       | CUSIP: 43232VVB4<br>LEI: 549300E7JND1K3JLOI29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36202.13     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| E-470 Public Highway Authority                                                                                                                      | E-470 Public Highway Authority, Series 2020 A, Ref. RB                                                                                                 | CUSIP: 26822LMP6<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67784.24     | 0.02%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2020, GO Bonds                                                                                                 | CUSIP: 57582RB96<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    110000 | PA      | $114278.84    | 0.04%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2020, Ref. RB                                                                         | CUSIP: 64972GWX8<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72641.78     | 0.02%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2020 GG, RB                                                                           | CUSIP: 64972GXJ8<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68222.23     | 0.02%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio State University (The)                                                                                                                         | Ohio State University (The), Series 2020 A, Ref. RB                                                                                                    | CUSIP: 677632K42<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15742.41     | 0.00%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (County of), CA Sanitation Districts Financing Authority                                                                                 | Sacramento (County of), CA Sanitation Districts Financing Authority, Series 2020 A, Ref. RB                                                            | CUSIP: 786134VU7<br>LEI: 549300MSDPX3EYMUYV38 | Long             | DBT              | MUN               | US        |    115000 | PA      | $121465.55    | 0.04%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                                      | Washington Metropolitan Area Transit Authority, Series 2020 A, RB                                                                                      | CUSIP: 93878YAE9<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25976.51     | 0.01%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2021-1, Ref. GO Bonds                                                                                                     | CUSIP: 97705MSK2<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     85000 | PA      | $87876.08     | 0.03%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources (Central Valley)                                                                                | California (State of) Department of Water Resources (Central Valley), Series 2020, RB                                                                  | CUSIP: 13067WRU8<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5283.78      | 0.00%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX                                                                                                                 | Dallas & Fort Worth (Cities of), TX, Series 2020 A, Ref. RB                                                                                            | CUSIP: 2350365C0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78537.77     | 0.02%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                                       | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2020, Ref. RB                                                    | CUSIP: 2350365U0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57594.36     | 0.02%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2020, GO Bonds                                                                                                             | CUSIP: 574193TA6<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36461.10     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Second Series 2020 B, Ref. GO Bonds                                                                                               | CUSIP: 574193TK4<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    200000 | PA      | $208349.16    | 0.07%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), MD                                                                                                                          | Montgomery (County of), MD, Series 2020 A, GO Bonds                                                                                                    | CUSIP: 61334PBY8<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |    285000 | PA      | $292783.32    | 0.09%             | 2027-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2020, Ref. RB                                                                                           | CUSIP: 650036BN5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20615.95     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Seattle (City of), WA (Green Bonds)                                                                                                                 | Seattle (City of), WA (Green Bonds), Series 2020 A, RB                                                                                                 | CUSIP: 812643UL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $270043.80    | 0.08%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Centuity College and Equipment)                                                         | Virginia (Commonwealth of) College Building Authority (21st Centuity College and Equipment), Series 2020, RB                                           | CUSIP: 92778VJF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61596.25     | 0.02%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of) Transportation Authority                                                                                                        | Delaware (State of) Transportation Authority, Series 2020, Ref. RB                                                                                     | CUSIP: 246428J80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $88329.20     | 0.03%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2020 A, GO Bonds                                                                                                            | CUSIP: 373385GN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $83305.41     | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Airports                                                                                                    | Los Angeles (City of), CA Department of Airports, Series 2020 B, Ref. RB                                                                               | CUSIP: 544445PW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114125.61    | 0.04%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2020 B, Ref. RB                                                                          | CUSIP: 544525ZM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $97265.49     | 0.03%             | 2027-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2020 A, RB                                                     | CUSIP: 54466HJJ6<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    325000 | PA      | $338498.75    | 0.11%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2020, RB                                                       | CUSIP: 54466HJY3<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    170000 | PA      | $176371.21    | 0.06%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2020, RB                                                       | CUSIP: 54466HJZ0<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31084.45     | 0.01%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of)                                                                                                                                 | Michigan (State of), Series 2020 B, RB                                                                                                                 | CUSIP: 594695Y85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $125914.30    | 0.04%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2020 A, GO Bonds                                                                                                          | CUSIP: 60412ATE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $312438.09    | 0.10%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Board of Public Buildings                                                                                                       | Missouri (State of) Board of Public Buildings, Series 2020 B, Ref. RB                                                                                  | CUSIP: 606341MD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $93864.64     | 0.03%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2020 A-1, Ref. GO Bonds                                                                                                 | CUSIP: 64966QMB3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    575000 | PA      | $598675.57    | 0.19%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2020, Ref. RB                                                                            | CUSIP: 64971XRN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    515000 | PA      | $540157.96    | 0.17%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orlando (City of), FL Utilities Commission                                                                                                          | Orlando (City of), FL Utilities Commission, Series 2020 A, Ref. RB                                                                                     | CUSIP: 686507JP0<br>LEI: 549300EJR7JVMRXL5D66 | Long             | DBT              | MUN               | US        |    215000 | PA      | $224574.29    | 0.07%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                                 | Los Angeles Unified School District, Series 2020 A, Ref. GO Bonds                                                                                      | CUSIP: 544647CF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $318425.80    | 0.10%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA Department of Aviation                                                                                                        | Atlanta (City of), GA Department of Aviation, Series 2020 A, Ref. RB                                                                                   | CUSIP: 04780MWZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $171219.00    | 0.05%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2020, GO Bonds                                                                                                           | CUSIP: 13063DVR6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78828.01     | 0.02%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2020, Ref. GO Bonds                                                                                                      | CUSIP: 13063DWM6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73572.81     | 0.02%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                              | Harris (County of), TX, Series 2020 A, Ref. GO Bonds                                                                                                   | CUSIP: 414005C55<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |    130000 | PA      | $135913.43    | 0.04%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Building Authority (Facilities Program)                                                                                         | Michigan (State of) Building Authority (Facilities Program), Series 2020 I, Ref. RB                                                                    | CUSIP: 594615HE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $109925.87    | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2022-1, RB                                                                            | CUSIP: 64971XTD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $183548.82    | 0.06%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2020, GO Bonds                                                                                            | CUSIP: 70914PR46<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    160000 | PA      | $165413.79    | 0.05%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2020 E, Ref. RB                                                                            | CUSIP: 59261AJ32<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    140000 | PA      | $146659.44    | 0.05%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama (State of) Public School & College Authority (Social Bonds)                                                                                 | Alabama (State of) Public School & College Authority (Social Bonds), Series 2020 A, Ref. RB                                                            | CUSIP: 010609FF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $470924.60    | 0.15%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Port Authority                                                                                                            | Allegheny (County of), PA Port Authority, Series 2020, Ref. RB                                                                                         | CUSIP: 017343DT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $154072.70    | 0.05%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2020 B, Ref. GO Bonds                                                                                                    | CUSIP: 13063DZL5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    280000 | PA      | $294291.23    | 0.09%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                                                                                                 | California State Public Works Board, Series 2021, RB                                                                                                   | CUSIP: 13068L7Y5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61657.04     | 0.02%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2020 C, Ref. RB                                                                                                          | CUSIP: 181000QW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46696.09     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                                                                                                  | Conroe Independent School District, Series 2020 A, Ref. GO Bonds                                                                                       | CUSIP: 208418T37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $292853.86    | 0.09%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cypress-Fairbanks Independent School District                                                                                                       | Cypress-Fairbanks Independent School District, Series 2020 A, Ref. GO Bonds                                                                            | CUSIP: 232769GW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56526.21     | 0.02%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp.                                                                                                                   | Florida Development Finance Corp., Series 2020, RB                                                                                                     | CUSIP: 34061UFW3<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25204.36     | 0.01%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2020 B, Ref. GO Bonds                                                                                                      | CUSIP: 4521526R7<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    155000 | PA      | $161367.21    | 0.05%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                                 | Los Angeles Unified School District, Series 2020 C, GO Bonds                                                                                           | CUSIP: 544647CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $93961.71     | 0.03%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2020, RB                                                                                      | CUSIP: 574204P72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57519.38     | 0.02%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2020 C, GO Bonds                                                                                                        | CUSIP: 64966QPP9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    300000 | PA      | $312352.47    | 0.10%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2008 J-10, GO Bonds                                                                                                     | CUSIP: 64966QRA0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    110000 | PA      | $114529.24    | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                                           | North Carolina (State of), Series 2020 A, GO Bonds                                                                                                     | CUSIP: 6582565B4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62188.98     | 0.02%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) (Build North Carolina Programs)                                                                                           | North Carolina (State of) (Build North Carolina Programs), Series 2020 B, RB                                                                           | CUSIP: 65829QDY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $361801.62    | 0.11%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma (State of) Turnpike Authority                                                                                                              | Oklahoma (State of) Turnpike Authority, Series 2020 A, Ref. RB                                                                                         | CUSIP: 679111A87<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71661.63     | 0.02%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pearland Independent School District                                                                                                                | Pearland Independent School District, Series 2020, Ref. GO Bonds                                                                                       | CUSIP: 704880BP7<br>LEI: 549300UU8ZB6DL6OXQ09 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30832.48     | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2021 A, Ref. RB                                                                   | CUSIP: 79574CEW9<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    125000 | PA      | $127977.65    | 0.04%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2021-2, Ref. GO Bonds                                                                                                     | CUSIP: 97705MSV8<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41353.45     | 0.01%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of)                                                                                                                               | New Jersey (State of), Series 2020 A, GO Bonds                                                                                                         | CUSIP: 646039YL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1040000 | PA      | $1079252.30   | 0.34%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                                       | Denver (City & County of), CO, Series 2020 B, Ref. GO Bonds                                                                                            | CUSIP: 249164QT4<br>LEI: MMTY7HA2MSCBUO4F7J71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41675.54     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2020 E, GO Bonds                                                                                               | CUSIP: 57582RJ49<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    315000 | PA      | $330281.94    | 0.10%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp.                                                                                                           | New York Transportation Development Corp., Series 2020, RB                                                                                             | CUSIP: 650116EG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10465.02     | 0.00%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2021 A, GO Bonds                                                                                                        | CUSIP: 20772KLR8<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    105000 | PA      | $106765.63    | 0.03%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Road & Tollway Authority (Garvee)                                                                                                | Georgia (State of) Road & Tollway Authority (Garvee), Series 2020, RB                                                                                  | CUSIP: 37358MEJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $88079.66     | 0.03%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Health and Hospitals Corp.                                                                                                            | New York City Health and Hospitals Corp., Series 2021 A, Ref. RB                                                                                       | CUSIP: 649674KQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30818.09     | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Multnomah (County of), OR                                                                                                                           | Multnomah (County of), OR, Series 2021 A, GO Bonds                                                                                                     | CUSIP: 625506QG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $88185.81     | 0.03%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2021 A, GO Bonds                                                                                                        | CUSIP: 199492H28<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15471.67     | 0.00%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                                | Cook (County of), IL, Series 2021 A, Ref. GO Bonds                                                                                                     | CUSIP: 213185LU3<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31319.12     | 0.01%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of)                                                                                                                                  | Florida (State of), Series 2021 B, Ref. GO Bonds                                                                                                       | CUSIP: 34153QUW4<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103610.55    | 0.03%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority                                                                                               | Virginia (Commonwealth of) College Building Authority, Series 2016 A, Ref. RB                                                                          | CUSIP: 92778WNA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $116503.66    | 0.04%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                                                                                     | Las Vegas Valley Water District, Series 2021 A, Ref. GO Bonds                                                                                          | CUSIP: 517845LD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15543.47     | 0.00%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority (LCRA Transmission Services Corp.)                                                                                   | Lower Colorado River Authority (LCRA Transmission Services Corp.), Series 2021, Ref. RB                                                                | CUSIP: 54811BWF4<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15504.31     | 0.00%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 1)                                                                                                               | Maryland (State of) (Bidding Group 1), Series 2021 A, GO Bonds                                                                                         | CUSIP: 574193TW8<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    185000 | PA      | $190468.17    | 0.06%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Industrial Development Agency (Queens Baseball Stadium)                                                                      | New York (City of), NY Industrial Development Agency (Queens Baseball Stadium), Series 2021, Ref. RB                                                   | CUSIP: 64971PKV6<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15318.51     | 0.00%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (County of), CA Sanitation Districts Financing Authority                                                                                 | Sacramento (County of), CA Sanitation Districts Financing Authority, Series 2021, Ref. RB                                                              | CUSIP: 786134WQ5<br>LEI: 549300MSDPX3EYMUYV38 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47530.00     | 0.01%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wake (County of), NC                                                                                                                                | Wake (County of), NC, Series 2021, RB                                                                                                                  | CUSIP: 930876EZ6<br>LEI: 5493007XQJHO082P1H29 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77141.55     | 0.02%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                                                                                           | Central Texas Regional Mobility Authority, Series 2021 C, RB                                                                                           | CUSIP: 155498LY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $256409.39    | 0.08%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2021, Ref. GO Bonds                                                                                                      | CUSIP: 13063DB72<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    760000 | PA      | $800705.30    | 0.25%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2022 A, Ref. RB                                                                     | CUSIP: 13068XAF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5213.01      | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board                                                                                                            | California (State of) Public Works Board, Series 2022 B, Ref. RB                                                                                       | CUSIP: 13068XAV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $518808.30    | 0.16%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2021 A, GO Bonds                                                                                                           | CUSIP: 452153AF6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     95000 | PA      | $97469.05     | 0.03%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2021, GO Bonds                                                                                                               | CUSIP: 452153BC2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     90000 | PA      | $92339.10     | 0.03%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                                                                                     | Las Vegas Valley Water District, Series 2021 C, GO Bonds                                                                                               | CUSIP: 517845MC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67355.03     | 0.02%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Transportation Authority                                                                                                        | Maryland (State of) Transportation Authority, Series 2021 A, Ref. RB                                                                                   | CUSIP: 574300MV8<br>LEI: 254900MKNK0MO0Z4X426 | Long             | DBT              | MUN               | US        |    125000 | PA      | $129828.75    | 0.04%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2021 F-1, GO Bonds                                                                                                      | CUSIP: 64966QVH0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    450000 | PA      | $463120.20    | 0.14%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2021 F-1, Ref. RB                                                                        | CUSIP: 64971XZA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $120617.80    | 0.04%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2022 S, Ref. RB                                                                                                       | CUSIP: 91412HLN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5181.45      | 0.00%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Public Building Authority                                                                                                | Virginia (Commonwealth of) Public Building Authority, Series 2021 A-1, RB                                                                              | CUSIP: 9281727T6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $530926.47    | 0.17%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX Independent School District                                                                                                    | Dallas (City of), TX Independent School District, Series 2021 A, Ref. GO Bonds                                                                         | CUSIP: 235308C84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $154176.78    | 0.05%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2021, Ref. GO Bonds                                                                                                      | CUSIP: 13063DD70<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    250000 | PA      | $261502.40    | 0.08%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2021, Ref. RB                                                                                             | CUSIP: 153476GL4<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41480.83     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2021 A, RB                                                                                                              | CUSIP: 207758B77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $144737.07    | 0.05%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Council                                                                                                                                | Metropolitan Council, Series 2021 C, GO Bonds                                                                                                          | CUSIP: 591852Z68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $94549.73     | 0.03%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2021 A, Ref. RB                                                                      | CUSIP: 6461367R6<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    105000 | PA      | $108758.48    | 0.03%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2022 AA, Ref. RB                                                                     | CUSIP: 64613CAK4<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    220000 | PA      | $227874.90    | 0.07%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority (Green Bonds)                                                                                        | Washington Metropolitan Area Transit Authority (Green Bonds), Series 2021 A, RB                                                                        | CUSIP: 93878YBA6<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77929.52     | 0.02%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources (Central Valley)                                                                                | California (State of) Department of Water Resources (Central Valley), Series 2021, RB                                                                  | CUSIP: 13067WSG8<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    160000 | PA      | $169080.93    | 0.05%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                                 | Colorado (State of), Series 2021 A, COP                                                                                                                | CUSIP: 196711TQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $325568.01    | 0.10%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Social Bonds)                                                                                                               | Connecticut (State of) (Social Bonds), Series 2021 B, GO Bonds                                                                                         | CUSIP: 20772KMQ9<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    225000 | PA      | $230424.55    | 0.07%             | 2027-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Green Bonds)                                                                                                                | Connecticut (State of) (Green Bonds), Series 2021 D, Ref. GO Bonds                                                                                     | CUSIP: 20772KNP0<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20797.78     | 0.01%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Special Health Care District                                                                                                        | Maricopa County Special Health Care District, Series 2021, GO Bonds                                                                                    | CUSIP: 56756TBA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46641.83     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Hospital Finance Authority (Trinity Health Credit Group)                                                                        | Michigan (State of) Hospital Finance Authority (Trinity Health Credit Group), Series 2008, Ref. RB                                                     | CUSIP: 59465HWA0<br>LEI: 54930011MIBQ2P7ZNM19 | Long             | DBT              | MUN               | US        |    130000 | PA      | $135696.65    | 0.04%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of)                                                                                                                               | New Mexico (State of), Series 2021, GO Bonds                                                                                                           | CUSIP: 647293SK6<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66901.67     | 0.02%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2021 A, Ref. RB                                                                                        | CUSIP: 64990G5T5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73262.36     | 0.02%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2021, RB                                                                                                                       | CUSIP: 677587DP9<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10262.36     | 0.00%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2021, GO Bonds                                                                                            | CUSIP: 70914PT93<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    320000 | PA      | $331185.12    | 0.10%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Centuity College and Equipment)                                                         | Virginia (Commonwealth of) College Building Authority (21st Centuity College and Equipment), Series 2021, RB                                           | CUSIP: 92778VKR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $82128.33     | 0.03%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL Transit Authority (FTA Section 5307 Urbanized Area Formula Funds)                                                             | Chicago (City of), IL Transit Authority (FTA Section 5307 Urbanized Area Formula Funds), Series 2021, Ref. RB                                          | CUSIP: 167723HC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35913.87     | 0.01%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (CWA Authority)                                                                                                | Indiana (State of) Finance Authority (CWA Authority), Series 2021, Ref. RB                                                                             | CUSIP: 45505MJH0<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    215000 | PA      | $224505.82    | 0.07%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2021, RB                                                                                                            | CUSIP: 59334DMU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62557.35     | 0.02%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nassau Health Care Corp.                                                                                                                            | Nassau Health Care Corp., Series 2009, Ref. RB                                                                                                         | CUSIP: 63167NBV7<br>LEI: 549300L7UKCJQEMTLX26 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15570.64     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Severance Tax Permanent Fund                                                                                                  | New Mexico (State of) Severance Tax Permanent Fund, Series 2021 A, RB                                                                                  | CUSIP: 6473103R0<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |     85000 | PA      | $88306.37     | 0.03%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2021, RB                                                 | CUSIP: 64986DKW4<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57097.11     | 0.02%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA Authority for Industrial Development (Children's Hospital of Philadelphia)                                               | Philadelphia (City of), PA Authority for Industrial Development (Children's Hospital of Philadelphia), Series 2021, Ref. RB                            | CUSIP: 717901BN1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41502.27     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (City of), CA Municipal Utility District                                                                                                 | Sacramento (City of), CA Municipal Utility District, Series 2016 I, Ref. RB                                                                            | CUSIP: 786005D62<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47148.47     | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Transportation Infrastructure Bank                                                                                        | South Carolina (State of) Transportation Infrastructure Bank, Series 2021 B, Ref. RB                                                                   | CUSIP: 837152VY0<br>LEI: 549300YI1NMCP4VLJN43 | Long             | DBT              | MUN               | US        |    120000 | PA      | $125496.83    | 0.04%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI (Honolulu Rail Transit)                                                                                             | Honolulu (City & County of), HI (Honolulu Rail Transit), Series 2021 E, GO Bonds                                                                       | CUSIP: 438687TX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $190412.43    | 0.06%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI                                                                                                                     | Honolulu (City & County of), HI, Series 2022 A, Ref. GO Bonds                                                                                          | CUSIP: 438687UG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $110093.98    | 0.03%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of King WA                                                                                                                                   | County of King WA, Series 2021, GO Bonds                                                                                                               | CUSIP: 49474FZK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5080.67      | 0.00%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                                   | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2021 A, RB                                                                   | CUSIP: 54466HLG9<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    185000 | PA      | $192683.90    | 0.06%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) (Cleveland Clinic Health System Obligated Group)                                                                                    | Ohio (State of) (Cleveland Clinic Health System Obligated Group), Series 2021, Ref. RB                                                                 | CUSIP: 677561LU4<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15352.30     | 0.00%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| El Monte Union High School District                                                                                                                 | El Monte Union High School District, Series 2021 B, GO Bonds                                                                                           | CUSIP: 283353VM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $109514.88    | 0.03%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2021 A-1, Ref. RB                                                                        | CUSIP: 64971XB64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $314655.12    | 0.10%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cleveland (County of), OK Educational Facilities Authority (Moore Public Schools)                                                                   | Cleveland (County of), OK Educational Facilities Authority (Moore Public Schools), Series 2021, RB                                                     | CUSIP: 18604TEB0<br>LEI: 549300XEV4DVO42DUA84 | Long             | DBT              | MUN               | US        |    135000 | PA      | $137750.80    | 0.04%             | 2027-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2021 A, GO Bonds                                                                                                         | CUSIP: 4423316G4<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41134.14     | 0.01%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 1)                                                                                                               | Maryland (State of) (Bidding Group 1), Second Series 2021 A, GO Bonds                                                                                  | CUSIP: 574193UK2<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     90000 | PA      | $93757.12     | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), MD                                                                                                                          | Montgomery (County of), MD, Series 2021 A, Ref. GO Bonds                                                                                               | CUSIP: 61334PDS9<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |    235000 | PA      | $244676.10    | 0.08%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2005-1, GO Bonds                                                                                                        | CUSIP: 64966QYA2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     95000 | PA      | $99140.97     | 0.03%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia School District (The)                                                                                                                  | Philadelphia School District (The), Series 2016 F, Ref. GO Bonds                                                                                       | CUSIP: 717883XS6<br>LEI: 254900HSKDHZKBZCUL90 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55730.10     | 0.02%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2021, Ref. GO Bonds                                                                                                      | CUSIP: 13063DG85<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    515000 | PA      | $532007.31    | 0.17%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2021, Ref. GO Bonds                                                                                                      | CUSIP: 13063DG93<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    320000 | PA      | $335527.65    | 0.10%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2021 A, RB                                                                                    | CUSIP: 574204R39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $298054.97    | 0.09%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2021 A, Ref. GO Bonds                                                                                          | CUSIP: 57582RS98<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    345000 | PA      | $360090.40    | 0.11%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2021 A, GO Bonds                                                                                                          | CUSIP: 60412AWG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104389.14    | 0.03%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2021 B, GO Bonds                                                                                                          | CUSIP: 60412AXC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $93950.23     | 0.03%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Municipal Power Agency                                                                                                                     | Piedmont Municipal Power Agency, Series 2021 C, Ref. RB                                                                                                | CUSIP: 720175ZS0<br>LEI: 549300C7VOBGIG4OD375 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101804.29    | 0.03%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2009 E, RB                                                                                  | CUSIP: 709223XW6<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58126.72     | 0.02%             | 2038-12-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board                                                                                                            | California (State of) Public Works Board, Series 2022 C, Ref. RB                                                                                       | CUSIP: 13068XBY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46917.13     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority (Green Bonds)                                                                                        | Central Puget Sound Regional Transit Authority (Green Bonds), Series 2021 S-1, Ref. RB                                                                 | CUSIP: 155048DS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $83854.23     | 0.03%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2021 B, Ref. RB                                                                               | CUSIP: 574204T29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $73538.68     | 0.02%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2022 B, Ref. RB                                                                               | CUSIP: 574204U76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36769.34     | 0.01%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Transportation Commission                                                                                                          | Texas (State of) Transportation Commission, Series 2021, RB                                                                                            | CUSIP: 8828546R8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52044.49     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                                          | Denver City & County School District No. 1, Series 2021 B, Ref. GO Bonds                                                                               | CUSIP: 249174YB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $87875.45     | 0.03%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2008 B-2, RB                                                                                              | CUSIP: 89602RGV1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    120000 | PA      | $126058.92    | 0.04%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2021 B, Ref. GO Bonds                                                                                                    | CUSIP: 13063DM39<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5242.62      | 0.00%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2021 D, RB                                                                                                              | CUSIP: 207758F81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $73372.45     | 0.02%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                                | Cook (County of), IL, Series 2021 B, Ref. GO Bonds                                                                                                     | CUSIP: 213185ME8<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |    150000 | PA      | $154107.20    | 0.05%             | 2027-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2021 E, Ref. GO Bonds                                                                                                     | CUSIP: 25476FYZ5<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66741.23     | 0.02%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2022 A, GO Bonds                                                                                                        | CUSIP: 20772KPH6<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     95000 | PA      | $96597.47     | 0.03%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2021 A, GO Bonds                                                                                                           | CUSIP: 452153BR9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73159.86     | 0.02%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                                      | Sales Tax Securitization Corp., Series 2021 A, Ref. RB                                                                                                 | CUSIP: 79467BEC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86911.19     | 0.03%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vernon (City of), CA                                                                                                                                | Vernon (City of), CA, Series 2021 A, RB                                                                                                                | CUSIP: 924397EM0<br>LEI: 549300RGLMUYL6QZZG27 | Long             | DBT              | MUN               | US        |    160000 | PA      | $166145.30    | 0.05%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017, Ref. RB                                                                                          | CUSIP: 64990FP73<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66840.09     | 0.02%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017, Ref. RB                                                                                          | CUSIP: 64990FP99<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151904.48    | 0.05%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority (The) (Atrium Health)                                                                                      | Charlotte-Mecklenburg Hospital Authority (The) (Atrium Health), Series 2022 A, Ref. RB                                                                 | CUSIP: 160853VM6<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102372.33    | 0.03%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Airport Commission (San Francisco International Airport)                                                       | San Francisco (City & County of), CA Airport Commission (San Francisco International Airport), Second Series 2022 B, Ref. RB                           | CUSIP: 79766DUJ6<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41391.03     | 0.01%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Higher Education Building Authority (Carnegie Mellon University)                                                          | Allegheny (County of), PA Higher Education Building Authority (Carnegie Mellon University), Series 2022, Ref. RB                                       | CUSIP: 01729ELA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $88330.32     | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of)                                                                                                                                  | Florida (State of), Series 2022 C, Ref. GO Bonds                                                                                                       | CUSIP: 34153QWP7<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    280000 | PA      | $290109.54    | 0.09%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gwinnett County School District                                                                                                                     | Gwinnett County School District, Series 2022 B, GO Bonds                                                                                               | CUSIP: 403755Y54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $468464.54    | 0.15%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2022, Ref. GO Bonds                                                                                                      | CUSIP: 13063DQ76<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    190000 | PA      | $194929.17    | 0.06%             | 2042-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2022, GO Bonds                                                                                                           | CUSIP: 13063DN61<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    335000 | PA      | $346008.67    | 0.11%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2022, RB                                                               | CUSIP: 64971XN38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $110129.29    | 0.03%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) Department of Transportation                                                                                                     | Florida (State of) Department of Transportation, Series 2022 A, Ref. RB                                                                                | CUSIP: 343137MW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $197339.70    | 0.06%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2022 B-1, Ref. GO Bonds                                                                                                 | CUSIP: 64966QYK0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    140000 | PA      | $145764.49    | 0.05%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2023, GO Bonds                                                                                                            | CUSIP: 97705MWZ4<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     85000 | PA      | $87876.08     | 0.03%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anaheim (City of), CA Housing & Public Improvements Authority                                                                                       | Anaheim (City of), CA Housing & Public Improvements Authority, Series 2022, Ref. RB                                                                    | CUSIP: 032556MH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $681792.51    | 0.21%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2022 A, GO Bonds                                                                                                        | CUSIP: 199492S67<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |    220000 | PA      | $226917.86    | 0.07%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax (County of), VA Industrial Development Authority (Inova Health System)                                                                      | Fairfax (County of), VA Industrial Development Authority (Inova Health System), Series 2022, Ref. RB                                                   | CUSIP: 30382VAF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $139473.39    | 0.04%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intermountain Power Agency                                                                                                                          | Intermountain Power Agency, Series 2022, RB                                                                                                            | CUSIP: 45884AZY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67484.78     | 0.02%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Bay Transportation Authority                                                                                        | Massachusetts (Commonwealth of) Bay Transportation Authority, Series 2016 A, Ref. RB                                                                   | CUSIP: 575577PM7<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |    105000 | PA      | $105996.92    | 0.03%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (SSM Health)                                                                          | Missouri (State of) Health & Educational Facilities Authority (SSM Health), Series 2022 A, RB                                                          | CUSIP: 60637AVK5<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102921.94    | 0.03%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2022, Ref. RB                                            | CUSIP: 64986DLR4<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20762.59     | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Power Authority (Green Transmission)                                                                                            | New York (State of) Power Authority (Green Transmission), Series 2022, RB                                                                              | CUSIP: 65000XAD2<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42081.72     | 0.01%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix (City of), AZ                                                                                                                               | Phoenix (City of), AZ, Series 2022, Ref. GO Bonds                                                                                                      | CUSIP: 718814W44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31158.90     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA                                                                                                                | San Francisco (City & County of), CA, Series 2022-R1, Ref. GO Bonds                                                                                    | CUSIP: 79773KJC9<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20832.89     | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2022, RB                                                                                                  | CUSIP: 89602HCR6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20474.79     | 0.01%             | 2027-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                                                                        | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2022, RB                                                                          | CUSIP: 89602HCS4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    460000 | PA      | $476357.74    | 0.15%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Public Building Authority                                                                                                | Virginia (Commonwealth of) Public Building Authority, Series 2022 A, RB                                                                                | CUSIP: 928173AE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $88487.75     | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2022, Ref. GO Bonds                                                                                                      | CUSIP: 93974EVW3<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    140000 | PA      | $143580.46    | 0.04%             | 2027-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series R-2022D, Ref. GO Bonds                                                                                                   | CUSIP: 93974EWN2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    165000 | PA      | $169219.83    | 0.05%             | 2027-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2022 A, RB                                                                                             | CUSIP: 65000BNN4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    165000 | PA      | $172689.84    | 0.05%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Thirtieth Series 2022, Ref. RB                                                           | CUSIP: 73358XDZ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    185000 | PA      | $191452.39    | 0.06%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arizona (State of) Sports & Tourism Authority                                                                                                       | Arizona (State of) Sports & Tourism Authority, Series 2022, Ref. RB                                                                                    | CUSIP: 040583BT2<br>LEI: 5493000FS1Q9KGAM2L28 | Long             | DBT              | MUN               | US        |    115000 | PA      | $119241.99    | 0.04%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2022 D, Ref. GO Bonds                                                                                                   | CUSIP: 20772KRS0<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    525000 | PA      | $548467.03    | 0.17%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                                                                                        | Clark County School District, Series 2022, GO Bonds                                                                                                    | CUSIP: 181687EU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $297035.86    | 0.09%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2022 A, GO Bonds                                                                                                           | CUSIP: 452153CN7<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102599.00    | 0.03%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2022 B, Ref. GO Bonds                                                                                                      | CUSIP: 452153DG1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    175000 | PA      | $179548.25    | 0.06%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Beaumont Health Credit Group)                                                                                | Michigan (State of) Finance Authority (Beaumont Health Credit Group), Series 2022, Ref. RB                                                             | CUSIP: 59447T3G6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     80000 | PA      | $82460.59     | 0.03%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) (Build North Carolina Programs)                                                                                           | North Carolina (State of) (Build North Carolina Programs), Series 2022 A, RB                                                                           | CUSIP: 65829QEW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $268766.91    | 0.08%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara (County of), CA (Election of 2008)                                                                                                      | Santa Clara (County of), CA (Election of 2008), Series 2022 D, GO Bonds                                                                                | CUSIP: 801546RZ7<br>LEI: 254900JSVO2QQ5A3DV83 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20883.54     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipments Programs)                                                | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipments Programs), Series 2022, RB                                  | CUSIP: 92778VLP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61596.25     | 0.02%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Turnpike Authority                                                                                                            | New Jersey (State of) Turnpike Authority, Series 2005 A, Ref. RB                                                                                       | CUSIP: 646139A96<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     95000 | PA      | $97505.19     | 0.03%             | 2027-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                              | Harris (County of), TX, Series 2022 A, Ref. RB                                                                                                         | CUSIP: 41423PCH8<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |    210000 | PA      | $218760.19    | 0.07%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                                                                                    | State of Georgia, Series 2022, GO Bonds                                                                                                                | CUSIP: 373385LS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30775.22     | 0.01%             | 2027-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Severance Tax Permanent Fund                                                                                                  | New Mexico (State of) Severance Tax Permanent Fund, Series 2022 A, RB                                                                                  | CUSIP: 6473104A6<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |    290000 | PA      | $301280.57    | 0.09%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Utah (The) (Green Bonds)                                                                                                              | University of Utah (The) (Green Bonds), Series 2022 B, RB                                                                                              | CUSIP: 915183Y50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $286283.88    | 0.09%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boone (County of), KY                                                                                                                               | Boone (County of), KY, Series 2008, Ref. RB                                                                                                            | CUSIP: 098792AQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50550.75     | 0.02%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                              | Harris (County of), TX, Series 2022 A, Ref. GO Bonds                                                                                                   | CUSIP: 414005N38<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |    265000 | PA      | $276093.32    | 0.09%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                                       | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2022 B, Ref. RB                                                  | CUSIP: 23503CAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $141367.98    | 0.04%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2022 C, Ref. RB                                                                                                           | CUSIP: 25477GVH5<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    165000 | PA      | $173370.32    | 0.05%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                                                                                                  | Metropolitan Water District of Southern California, Series 2022 B, Ref. RB                                                                             | CUSIP: 59266TUY5<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5067.21      | 0.00%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2022 S-1A, Ref. RB                                                                    | CUSIP: 64972H6U1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114326.99    | 0.04%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lehigh (County of), PA Industrial Development Authority (PPL Electric Utilities Corp.)                                                              | Lehigh (County of), PA Industrial Development Authority (PPL Electric Utilities Corp.), Series 2016, Ref. RB                                           | CUSIP: 524808BZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $175674.82    | 0.05%             | 2027-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2022 A, GO Bonds                                                                                                          | CUSIP: 60412AXX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62487.62     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2020, RB                                                                                               | CUSIP: 65000BQQ4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73262.36     | 0.02%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Seattle (Port of), WA                                                                                                                               | Seattle (Port of), WA, Series 2022 A, Ref. RB                                                                                                          | CUSIP: 735389S66<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |    125000 | PA      | $129897.53    | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alamo Community College District                                                                                                                    | Alamo Community College District, Series 2022, GO Notes                                                                                                | CUSIP: 011415TK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $236338.20    | 0.07%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona (State of) Industrial Development Authority (Equitable School Revolving Fund)                                                               | Arizona (State of) Industrial Development Authority (Equitable School Revolving Fund), Series 2022 A, RB                                               | CUSIP: 04052FCY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125019.09    | 0.04%             | 2027-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Douglas County School District No. Re-1 Douglas & Elbert Counties                                                                                   | Douglas County School District No. Re-1 Douglas & Elbert Counties, Series 2022, Ref. GO Bonds                                                          | CUSIP: 258885Q62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $163007.63    | 0.05%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mecklenburg (County of), NC                                                                                                                         | Mecklenburg (County of), NC, Series 2022, GO Bonds                                                                                                     | CUSIP: 584002YL7<br>LEI: 5493006G3IC5PBHB7A65 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62633.48     | 0.02%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2022 A-1, GO Bonds                                                                                                      | CUSIP: 64966QE71<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104358.92    | 0.03%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2022 B-1, Ref. RB                                                                        | CUSIP: 64971XZ84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $666020.00    | 0.21%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2023 BM, Ref. RB                                                                                                      | CUSIP: 91412HNH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10362.89     | 0.00%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2022, Ref. GO Bonds                                                                                                      | CUSIP: 13063DU30<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    190000 | PA      | $195949.41    | 0.06%             | 2027-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2022 A, Ref. RB                                                                                        | CUSIP: 64990F2D5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5153.98      | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), Series 2022, GO Bonds                                                                                                  | CUSIP: 70914PX72<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    135000 | PA      | $141183.93    | 0.04%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                                                                                                | Chicago O'Hare International Airport, Series 2022, RB                                                                                                  | CUSIP: 1675932Q4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20446.35     | 0.01%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2022 A, Ref. RB                                                                                                           | CUSIP: 604146GB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77156.60     | 0.02%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Severance Tax Permanent Fund                                                                                                  | New Mexico (State of) Severance Tax Permanent Fund, Series 2022 B, RB                                                                                  | CUSIP: 6473104L2<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |    115000 | PA      | $119473.33    | 0.04%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                                                                                              | Permanent University Fund - University of Texas System, Series 2022 A, RB                                                                              | CUSIP: 9151158K8<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    105000 | PA      | $109056.15    | 0.03%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2022 B-1, GO Bonds                                                                                                   | CUSIP: 64966QH94<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52298.33     | 0.02%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2022 A, Ref. GO Bonds                                                                                                    | CUSIP: 13063DZ92<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36786.40     | 0.01%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Transportation Infrastructure)                                                                                              | Connecticut (State of) (Transportation Infrastructure), Series 2022, Ref. RB                                                                           | CUSIP: 207758M42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72704.10     | 0.02%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (Green Bonds)                                                                                                  | Triborough Bridge & Tunnel Authority (Green Bonds), Series 2022 E-1, Ref. RB                                                                           | CUSIP: 89602HEV5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    495000 | PA      | $515947.31    | 0.16%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                                       | Denver (City & County of), CO, Series 2022 C, Ref. RB                                                                                                  | CUSIP: 249182RY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $130945.93    | 0.04%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District  (Sustainability Bonds)                                                                                         | Los Angeles Unified School District  (Sustainability Bonds), Series 2022, GO Bonds                                                                     | CUSIP: 544647FM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $109622.00    | 0.03%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017, Ref. RB                                                                                          | CUSIP: 64990F2Z6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    210000 | PA      | $215588.65    | 0.07%             | 2031-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Slope (Borough of), AK                                                                                                                        | North Slope (Borough of), AK, Series 2022 A, GO Bonds                                                                                                  | CUSIP: 662523P86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $223029.26    | 0.07%             | 2027-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2022, RB                                                                                                  | CUSIP: 89602HEX1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    390000 | PA      | $406503.94    | 0.13%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2022 E, RB                                                                               | CUSIP: 544532GC2<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72628.98     | 0.02%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Louisiana Insurance Guaranty Association Project) | Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Louisiana Insurance Guaranty Association Project), S | CUSIP: 546275AF5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     95000 | PA      | $98266.54     | 0.03%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Louisiana Insurance Guaranty Association Project) | Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Louisiana Insurance Guaranty Association Project), S | CUSIP: 546275AG3<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    145000 | PA      | $149865.23    | 0.05%             | 2031-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth                                                                    | Louisiana Local Government Environmental Facilities & Community Development Auth, Series 2022, RB                                                      | CUSIP: 546275AH1<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20629.46     | 0.01%             | 2032-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Louisiana Insurance Guaranty Association Project) | Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Louisiana Insurance Guaranty Association Project), S | CUSIP: 546275AK4<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     90000 | PA      | $92616.69     | 0.03%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Louisiana Insurance Guaranty Association Project) | Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Louisiana Insurance Guaranty Association Project), S | CUSIP: 546275AN8<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40892.30     | 0.01%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Highway & Transportation Commission                                                                                             | Missouri (State of) Highway & Transportation Commission, Series 2022, RB                                                                               | CUSIP: 60636WSZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $87915.99     | 0.03%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2022 AA-2, Ref. RB                                                                    | CUSIP: 64972GB86<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20991.45     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Public Building Authority                                                                                                | Virginia (Commonwealth of) Public Building Authority, Series 2017 A, Ref. RB                                                                           | CUSIP: 928173BT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $639503.13    | 0.20%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hayward Unified School District                                                                                                                     | Hayward Unified School District, Series 2022, COP                                                                                                      | CUSIP: 421294EH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $152104.38    | 0.05%             | 2052-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duval County (County of), FL School Board                                                                                                           | Duval County (County of), FL School Board, Series 2022 A, COP                                                                                          | CUSIP: 267169HA1<br>LEI: 254900RS6MO5WEO2WC42 | Long             | DBT              | MUN               | US        |    105000 | PA      | $108901.25    | 0.03%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas College                                                                                                                                      | Dallas College, Series 2022, GO Bonds                                                                                                                  | CUSIP: 234685MK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $518454.60    | 0.16%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2022 E, GO Bonds                                                                                                        | CUSIP: 20772KSD2<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    150000 | PA      | $157392.87    | 0.05%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2022 G, Ref. GO Bonds                                                                                                   | CUSIP: 20772KTA7<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    205000 | PA      | $215103.59    | 0.07%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas College                                                                                                                                      | Dallas College, Series 2022, GO Bonds                                                                                                                  | CUSIP: 234685ML6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62122.59     | 0.02%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hartnell Community College District (Election of 2002)                                                                                              | Hartnell Community College District (Election of 2002), Series 2009 D, GO Bonds                                                                        | CUSIP: 417123DM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $64071.20     | 0.02%             | 2034-08-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels) (Green Bonds)                                                                          | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels) (Green Bonds), Series 2023, Ref. RB                                                       | CUSIP: 89602HFF9<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     90000 | PA      | $94544.19     | 0.03%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax (County of), VA                                                                                                                             | Fairfax (County of), VA, Series 2023 A, GO Bonds                                                                                                       | CUSIP: 30382AMK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $144246.80    | 0.05%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma County Independent School District No. 89                                                                                                  | Oklahoma County Independent School District No. 89, Series 2023 A, GO Bonds                                                                            | CUSIP: 678841LM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111145.45    | 0.03%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Plano Independent School District                                                                                                                   | Plano Independent School District, Series 2023, GO Bonds                                                                                               | CUSIP: 727199B26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5138.75      | 0.00%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                                                                        | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2023, Ref. RB                                                                     | CUSIP: 89602RHZ1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    115000 | PA      | $120806.47    | 0.04%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2003, GO Bonds                                                                                                           | CUSIP: 13062PBK7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    145000 | PA      | $149031.23    | 0.05%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2023 C, Ref. GO Bonds                                                                                                   | CUSIP: 64966QM31<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57264.62     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2023 E-1, Ref. RB                                                                        | CUSIP: 64971X4P0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $146839.06    | 0.05%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2023 BN, Ref. RB                                                                                                      | CUSIP: 91412HPB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $113991.81    | 0.04%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2023, GO Bonds                                                                                                            | CUSIP: 25476FA99<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56999.64     | 0.02%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Madison WI                                                                                                                                  | City of Madison WI, Series 2020, RB                                                                                                                    | CUSIP: 558488CD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51009.51     | 0.02%             | 2027-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) (Article XI - Q State)                                                                                                            | Oregon (State of) (Article XI - Q State), Series 2023 A, GO Bonds                                                                                      | CUSIP: 68609UBU8<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     56000 | PA      | $57907.98     | 0.02%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Portland Community College District                                                                                                                 | Portland Community College District, Series 2023, GO Bonds                                                                                             | CUSIP: 736688MS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $134771.25    | 0.04%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2023 A, Ref. RB                                                                          | CUSIP: 544532GK4<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46690.06     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Trustees of the University of Illinois (The)                                                                                               | Board of Trustees of the University of Illinois (The), Series 2023 A, Ref. RB                                                                          | CUSIP: 9143536R3<br>LEI: 549300VD8PPC4Q5HK850 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103057.44    | 0.03%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wake (County of), NC                                                                                                                                | Wake (County of), NC, Series 2023 A, Ref. GO Bonds                                                                                                     | CUSIP: 930864GE7<br>LEI: 5493007XQJHO082P1H29 | Long             | DBT              | MUN               | US        |     80000 | PA      | $82716.29     | 0.03%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Energy Acquisition Corp.                                                                                                                  | Tennessee Energy Acquisition Corp., Series 2006 C, RB                                                                                                  | CUSIP: 880443EE2<br>LEI: 549300OJ2Z8PGEY46K92 | Long             | DBT              | MUN               | US        |    115000 | PA      | $116426.17    | 0.04%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boston (City of), MA                                                                                                                                | Boston (City of), MA, Series 2023, GO Bonds                                                                                                            | CUSIP: 100853J35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $205051.53    | 0.06%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2023, Ref. GO Bonds                                                                                                      | CUSIP: 13063D4K1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    145000 | PA      | $152035.97    | 0.05%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2023 B, Ref. RB                                                                     | CUSIP: 13068XGM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10524.97     | 0.00%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of)                                                                                                                                 | Delaware (State of), Series 2023, GO Bonds                                                                                                             | CUSIP: 246381SE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31025.65     | 0.01%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2023, GO Bonds                                                                                                               | CUSIP: 452153FR5<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10302.49     | 0.00%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2023 D, Ref. GO Bonds                                                                                                      | CUSIP: 452153GC7<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    155000 | PA      | $160371.79    | 0.05%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                                     | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2023 A, Ref. RB                                                | CUSIP: 67766WF64<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    110000 | PA      | $113999.28    | 0.04%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                                     | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2023 A, Ref. RB                                                | CUSIP: 67766WF72<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73538.68     | 0.02%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Public Utilities Commission (Green Bonds)                                                                      | San Francisco (City & County of), CA Public Utilities Commission (Green Bonds), Series 2023 A, RB                                                      | CUSIP: 79768HGX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36805.01     | 0.01%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2023, GO Bonds                                                                                                           | CUSIP: 93974EB70<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    160000 | PA      | $166565.17    | 0.05%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series R-2023B, Ref. GO Bonds                                                                                                   | CUSIP: 93974ED78<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72704.10     | 0.02%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2023 A, GO Bonds                                                                                                        | CUSIP: 1994922M0<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |    190000 | PA      | $198009.39    | 0.06%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX                                                                                                                                | Dallas (City of), TX, Series 2023 A, Ref. GO Bonds                                                                                                     | CUSIP: 235219UT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $113052.41    | 0.04%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2023 A, Ref. RB                                                                          | CUSIP: 544525Q92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $134795.30    | 0.04%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority (LCRA Transmission Services Corp.)                                                                                   | Lower Colorado River Authority (LCRA Transmission Services Corp.), Series 2023, Ref. RB                                                                | CUSIP: 54811BF30<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41373.89     | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2023, Ref. RB                                                                        | CUSIP: 64613CDA3<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     95000 | PA      | $98400.53     | 0.03%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2023 A, RB                                                                                             | CUSIP: 65000BYJ1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73262.36     | 0.02%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipments Programs)                                                | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipments Programs), Series 2023, RB                                  | CUSIP: 92778VMK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $82128.33     | 0.03%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Battery Park (City of), NY Authority                                                                                                                | Battery Park (City of), NY Authority, Series 2023 B, Ref. RB                                                                                           | CUSIP: 07133AJS2<br>LEI: 549300RF3SFDOWRHVM56 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36786.40     | 0.01%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2023 B, Ref. GO Bonds                                                                                                   | CUSIP: 20772KUR8<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    130000 | PA      | $135352.74    | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Insurance Assistance Interlocal Agency Inc.                                                                                                 | Florida Insurance Assistance Interlocal Agency Inc., Series 2023, RB                                                                                   | CUSIP: 34074EAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5065.38      | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Franklin County School District No. 1 Pasco                                                                                                         | Franklin County School District No. 1 Pasco, Series 2023, Ref. GO Bonds                                                                                | CUSIP: 353442D45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67164.82     | 0.02%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) (Bid Group 1)                                                                                                                    | Georgia (State of) (Bid Group 1), Series 2023 A, GO Bonds                                                                                              | CUSIP: 373385MB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20777.97     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2023, GO Bonds                                                                                                              | CUSIP: 373385NT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $162581.42    | 0.05%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2023, GO Bonds                                                                                                   | CUSIP: 57582R2J4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67214.62     | 0.02%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2023 F-1, GO Bonds                                                                                                   | CUSIP: 64966Q2E9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    210000 | PA      | $218646.73    | 0.07%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2023, Ref. RB                                            | CUSIP: 64986DMP7<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62287.76     | 0.02%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                                                                                                 | San Diego County Regional Transportation Commission, Series 2023, RB                                                                                   | CUSIP: 797400PG7<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20725.04     | 0.01%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara Valley Transportation Authority                                                                                                         | Santa Clara Valley Transportation Authority, Series 2023 A, Ref. RB                                                                                    | CUSIP: 80168NJJ9<br>LEI: 549300R6Q7T4MD3V9H68 | Long             | DBT              | MUN               | US        |    500000 | PA      | $517031.40    | 0.16%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denton Independent School District                                                                                                                  | Denton Independent School District, Series 2023, GO Bonds                                                                                              | CUSIP: 249002LJ3<br>LEI: 5493005I9W678SUI0Z07 | Long             | DBT              | MUN               | US        |    210000 | PA      | $218268.83    | 0.07%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intermountain Power Agency                                                                                                                          | Intermountain Power Agency, Series 2023 A, RB                                                                                                          | CUSIP: 45884AD91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114205.01    | 0.04%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District (Election of 2022)                                                                                           | Los Angeles Community College District (Election of 2022), Series 2023 A-1, GO Bonds                                                                   | CUSIP: 54438CZR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $407956.03    | 0.13%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2023 A, RB                                                                               | CUSIP: 64971X7S1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36200.70     | 0.01%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                                       | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2023 B, Ref. RB                                                  | CUSIP: 23503CCM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68066.06     | 0.02%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI (Honolulu Rail Transit)                                                                                             | Honolulu (City & County of), HI (Honolulu Rail Transit), Series 2023, Ref. GO Bonds                                                                    | CUSIP: 438687YG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20585.13     | 0.01%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                                           | Long Island (City of), NY Power Authority, Series 2023 F, Ref. RB                                                                                      | CUSIP: 542691HQ6<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31343.96     | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) (Garvee)                                                                                                                       | Louisiana (State of) (Garvee), Series 2023, RB                                                                                                         | CUSIP: 54641CBD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114794.81    | 0.04%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of)                                                                                                                                 | Michigan (State of), Series 2023, RB                                                                                                                   | CUSIP: 5946953V8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36725.00     | 0.01%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2023 D, Ref. GO Bonds                                                                                                     | CUSIP: 60412AB69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $93731.43     | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2023, GO Bonds                                                                                                          | CUSIP: 64966Q5S5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5205.87      | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Tennessee                                                                                                                                  | State of Tennessee, Series 2023, GO Bonds                                                                                                              | CUSIP: 880541G92<br>LEI: 549300TVFIIUZ7573M16 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46538.48     | 0.01%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Subseries 2023 B-2, Ref. RB                                                                                      | CUSIP: 89602RKZ7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21009.82     | 0.01%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian County Educational Facilities Authority                                                                                                    | Canadian County Educational Facilities Authority, Series 2023, RB                                                                                      | CUSIP: 135521CY6<br>LEI: 549300HPRFS0Z66VHS30 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72619.51     | 0.02%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona (State of) Department of Transportation                                                                                                     | Arizona (State of) Department of Transportation, Series 2023, RB                                                                                       | CUSIP: 040654YH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $290816.40    | 0.09%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2023, Ref. GO Bonds                                                                                                      | CUSIP: 13063D5K0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    155000 | PA      | $162131.49    | 0.05%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minneapolis & St. Paul (Cities of), MN Metropolitan Airports Commission                                                                             | Minneapolis & St. Paul (Cities of), MN Metropolitan Airports Commission, Series 2023 A, Ref. RB                                                        | CUSIP: 603827L87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46053.14     | 0.01%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Forty Third Series 2023, Ref. RB                                                         | CUSIP: 73358XKT8<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    110000 | PA      | $115716.28    | 0.04%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Regional Transportation District (Fastracks)                                                                                    | Colorado (State of) Regional Transportation District (Fastracks), Series 2023 A, Ref. RB                                                               | CUSIP: 759136VQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $89166.59     | 0.03%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District (Election of 2018) (Green Bonds)                                                                                  | San Diego Unified School District (Election of 2018) (Green Bonds), Series 2023, GO Bonds                                                              | CUSIP: 797356JB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62568.19     | 0.02%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of)                                                                                                                                | Louisiana (State of), Series 2023 A, Ref. GO Bonds                                                                                                     | CUSIP: 546417FE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5133.48      | 0.00%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2017 B, Ref. RB                                                                     | CUSIP: 13068XJB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $356218.20    | 0.11%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board                                                                                                            | California (State of) Public Works Board, Series 2017 B, Ref. RB                                                                                       | CUSIP: 13068XHZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $89042.93     | 0.03%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chabot-Las Positas Community College District (Election of 2016)                                                                                    | Chabot-Las Positas Community College District (Election of 2016), Series 2023 C, GO Bonds                                                              | CUSIP: 15722TKB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $135985.34    | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charlotte (City of), NC                                                                                                                             | Charlotte (City of), NC, Series 2023 B, Ref. GO Bonds                                                                                                  | CUSIP: 161035MT4<br>LEI: 5493001QNY6JJFWHQ568 | Long             | DBT              | MUN               | US        |    500000 | PA      | $519315.00    | 0.16%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL Midway International Airport                                                                                                  | Chicago (City of), IL Midway International Airport, Series 2023 B, Ref. RB                                                                             | CUSIP: 167562SL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20484.79     | 0.01%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                                                                                            | State of Connecticut Special Tax Revenue, Series 2023, RB                                                                                              | CUSIP: 207758N66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10386.30     | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cypress-Fairbanks Independent School District                                                                                                       | Cypress-Fairbanks Independent School District, Series 2023 A, Ref. GO Bonds                                                                            | CUSIP: 232769MR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $364850.97    | 0.11%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greenville County School District                                                                                                                   | Greenville County School District, Series 2023, Ref. RB                                                                                                | CUSIP: 396066JF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $467260.28    | 0.15%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Green Bonds)                                                                                                   | Los Angeles Unified School District (Green Bonds), Series 2023, GO Bonds                                                                               | CUSIP: 544647GJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $156602.85    | 0.05%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2023 B, GO Bonds                                                                                               | CUSIP: 57582R3P9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15691.89     | 0.00%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Power Authority (Green Transmission) (Green Bonds)                                                                              | New York (State of) Power Authority (Green Transmission) (Green Bonds), Series 2023, RB                                                                | CUSIP: 65000XBA7<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15780.65     | 0.00%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2022, Ref. RB                                                                                           | CUSIP: 650036GR1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    110000 | PA      | $115087.28    | 0.04%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2023 A, Ref. RB                                                                                                  | CUSIP: 66285WM78<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    245000 | PA      | $250918.15    | 0.08%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Richmond (County of), GA Board of Education                                                                                                         | Richmond (County of), GA Board of Education, Series 2023, GO Bonds                                                                                     | CUSIP: 764581KP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $261252.40    | 0.08%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Metropolitan Pier & Exposition Authority (McCormick Place Expansion)                                                            | Illinois (State of) Metropolitan Pier & Exposition Authority (McCormick Place Expansion), Series 2023, Ref. RB                                         | CUSIP: 592250FG4<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |    300000 | PA      | $311790.90    | 0.10%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                               | New York (State of) Thruway Authority, Series 2021, RB                                                                                                 | CUSIP: 650028ZU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5153.99      | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Public Power Authority (Green Bonds)                                                                                            | Southern California Public Power Authority (Green Bonds), Series 2023, Ref. RB                                                                         | CUSIP: 84247PMR9<br>LEI: 5493003B5TD5FWUKMD34 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67493.50     | 0.02%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2023 A, Ref. GO Bonds                                                                                                    | CUSIP: 13063D7L6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36610.34     | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL Park District                                                                                                                 | Chicago (City of), IL Park District, Series 2023 C, Ref. GO Bonds                                                                                      | CUSIP: 1676153K7<br>LEI: 549300DNSTZGBZLIU409 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66461.50     | 0.02%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                                       | Denver (City & County of), CO, Series 2023 A, Ref. RB                                                                                                  | CUSIP: 249182TS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78503.22     | 0.02%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hampton (City of), VA Roads Transportation Accountability Commission                                                                                | Hampton (City of), VA Roads Transportation Accountability Commission, Series 2023 A, RB                                                                | CUSIP: 409328BU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $378561.50    | 0.12%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Erie County Industrial Development Agency (The)                                                                                                     | Erie County Industrial Development Agency (The), Series 2023, RB                                                                                       | CUSIP: 29509PLU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31032.70     | 0.01%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District (Election of 2016)                                                                                           | Los Angeles Community College District (Election of 2016), Series 2023 D, GO Bonds                                                                     | CUSIP: 54438CB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $298121.71    | 0.09%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2023, GO Bonds                                                                                            | CUSIP: 70914P2A9<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    145000 | PA      | $151298.54    | 0.05%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                                                                                        | Commonwealth of Pennsylvania, Series 2023, GO Bonds                                                                                                    | CUSIP: 70914P2W1<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    110000 | PA      | $114778.20    | 0.04%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2024 D-1, Ref. RB                                                                        | CUSIP: 64972JCV8<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    115000 | PA      | $120617.80    | 0.04%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of) Public Facilities Authority                                                                                                    | Minnesota (State of) Public Facilities Authority, Series 2023 A, RB                                                                                    | CUSIP: 604115DE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $154283.10    | 0.05%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Higher Education Building Authority (Carnegie Mellon University)                                                          | Allegheny (County of), PA Higher Education Building Authority (Carnegie Mellon University), Series 2017, RB                                            | CUSIP: 01728RQD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $207836.04    | 0.06%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Higher Education Building Authority (Carnegie Mellon University)                                                          | Allegheny (County of), PA Higher Education Building Authority (Carnegie Mellon University), Series 2017, RB                                            | CUSIP: 01728RQF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $109196.96    | 0.03%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2024 A, GO Bonds                                                                                                        | CUSIP: 20772KVA4<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    140000 | PA      | $143553.94    | 0.04%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Green Bonds)                                                                                                                | Connecticut (State of) (Green Bonds), Series 2024 C, Ref. GO Bonds                                                                                     | CUSIP: 20772KVY2<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20583.12     | 0.01%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Dallas TX                                                                                                                                   | City of Dallas TX, Series 2024, GO Bonds                                                                                                               | CUSIP: 235219WA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25693.73     | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferson (County of), AL                                                                                                                           | Jefferson (County of), AL, Series 2024, Ref. RB                                                                                                        | CUSIP: 472682YW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46803.99     | 0.01%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2024, GO Bonds                                                                                                   | CUSIP: 57582R5D4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    110000 | PA      | $112675.54    | 0.04%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lewisville Independent School District                                                                                                              | Lewisville Independent School District, Series 2024, GO Bonds                                                                                          | CUSIP: 52882PFN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $187535.09    | 0.06%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Higher Education Building Authority (Carnegie Mellon University)                                                          | Allegheny (County of), PA Higher Education Building Authority (Carnegie Mellon University), Series 2024 A, Ref. RB                                     | CUSIP: 01729ELD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103918.02    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2024 B, Ref. RB                                                         | CUSIP: 592030S43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72421.28     | 0.02%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                               | New York (State of) Thruway Authority, Series 2024 P, Ref. RB                                                                                          | CUSIP: 650009Y64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $261287.76    | 0.08%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma County Independent School District No. 89                                                                                                  | Oklahoma County Independent School District No. 89, Series 2024 A, GO Bonds                                                                            | CUSIP: 678841LP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $163985.57    | 0.05%             | 2027-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Juan Unified School District                                                                                                                    | San Juan Unified School District, Series 2024, GO Bonds                                                                                                | CUSIP: 798306ZW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47039.56     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2024 BS, Ref. RB                                                                                                      | CUSIP: 91412HQF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $129536.15    | 0.04%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 1)                                                                                                                 | Washington (State of) (Bid Group 1), Series 2024 C, GO Bonds                                                                                           | CUSIP: 93974ES72<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41064.16     | 0.01%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Union High School District No. 210-Phoenix (2023)                                                                                   | Maricopa County Union High School District No. 210-Phoenix (2023), Series 2024 A, GO Bonds                                                             | CUSIP: 567505RU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $135021.90    | 0.04%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Transportation Authority                                                                                                        | Maryland (State of) Transportation Authority, Series 2024, Ref. RB                                                                                     | CUSIP: 574300PC7<br>LEI: 254900MKNK0MO0Z4X426 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41545.20     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nassau (County of), NY Interim Finance Authority                                                                                                    | Nassau (County of), NY Interim Finance Authority, Series 2024 A, RB                                                                                    | CUSIP: 631663RY9<br>LEI: 549300DP7LB76W78BR41 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52610.79     | 0.02%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                                                                                         | New Jersey Educational Facilities Authority, Series 2024, RB                                                                                           | CUSIP: 646067HB7<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |     85000 | PA      | $87486.79     | 0.03%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                                                                                                | San Diego Community College District, Series 2024, GO Bonds                                                                                            | CUSIP: 797272SB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41881.87     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Commonwealth Transportation Board                                                                                                          | Virginia Commonwealth Transportation Board, Series 2024, RB                                                                                            | CUSIP: 927793X95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10347.11     | 0.00%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2008 B, GO Bonds                                                                                                        | CUSIP: 64966SBP0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    185000 | PA      | $193064.00    | 0.06%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                                                                                                  | Austin Independent School District, Series 2024, GO Bonds                                                                                              | CUSIP: 052430WG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $187334.48    | 0.06%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2024, GO Bonds                                                                                                           | CUSIP: 13063EAC0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41840.38     | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2024, Ref. GO Bonds                                                                                                      | CUSIP: 13063EAV8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31380.29     | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District No. 114 Evergreen                                                                                                      | Clark County School District No. 114 Evergreen, Series 2024 A, Ref. RB                                                                                 | CUSIP: 18085PTD6<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41480.83     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2024 A, Ref. RB                                                                          | CUSIP: 544532JX3<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41502.27     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2024 C, GO Bonds                                                                                                        | CUSIP: 64966SAB2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    305000 | PA      | $313892.58    | 0.10%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2007 C, GO Bonds                                                                                                        | CUSIP: 64966SBM7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     80000 | PA      | $83741.18     | 0.03%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2024, Ref. RB                                            | CUSIP: 64986DNN1<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46715.82     | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2024 A, Ref. RB                                                                                        | CUSIP: 64990F5W0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51539.87     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Transportation Commission                                                                                                          | Texas (State of) Transportation Commission, Series 2024, Ref. GO Bonds                                                                                 | CUSIP: 882830BM3<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    400000 | PA      | $412577.92    | 0.13%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series R-2024C, Ref. GO Bonds                                                                                                   | CUSIP: 93974EZ25<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    165000 | PA      | $171770.33    | 0.05%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Williamson (County of), TX                                                                                                                          | Williamson (County of), TX, Series 2024, GO Bonds                                                                                                      | CUSIP: 969888CP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $303101.14    | 0.09%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Department of Transportation                                                                                                   | Wisconsin (State of) Department of Transportation, Series 2024-2, Ref. RB                                                                              | CUSIP: 9771234M7<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    160000 | PA      | $166009.09    | 0.05%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gretna Public Schools                                                                                                                               | Gretna Public Schools, Series 2024, GO Bonds                                                                                                           | CUSIP: 803770XC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $93954.39     | 0.03%             | 2030-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2024, GO Bonds                                                                                                           | CUSIP: 13063EBT2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    135000 | PA      | $139227.21    | 0.04%             | 2027-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX                                                                                                                                | Dallas (City of), TX, Series 2024, GO Bonds                                                                                                            | CUSIP: 235219XE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30832.48     | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX                                                                                                                                | Dallas (City of), TX, Series 2024, GO Bonds                                                                                                            | CUSIP: 235219XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30832.48     | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2024, Ref. RB                                                                                                            | CUSIP: 44244CS40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $89087.02     | 0.03%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Property & Building Commission (No. 130)                                                                                 | Kentucky (Commonwealth of) Property & Building Commission (No. 130), Series 2024 B, Ref. RB                                                            | CUSIP: 49151F3A6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $225141.59    | 0.07%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                                 | Los Angeles Unified School District, Series 2024 A, Ref. GO Bonds                                                                                      | CUSIP: 544647HJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $365406.65    | 0.11%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana                                                                                                                                  | State of Louisiana, Series 2024, GO Bonds                                                                                                              | CUSIP: 546417JD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5205.87      | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma (State of) Capitol Improvement Authority                                                                                                   | Oklahoma (State of) Capitol Improvement Authority, Series 2024 A, Ref. RB                                                                              | CUSIP: 679088MS0<br>LEI: 549300LYHYBINTZ5AY71 | Long             | DBT              | MUN               | US        |    105000 | PA      | $108929.39    | 0.03%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                                  | Board of Regents of the University of Texas System, Series 2024 A, Ref. RB                                                                             | CUSIP: 91514ALL7<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    145000 | PA      | $151133.67    | 0.05%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                                                                                                 | Virginia College Building Authority, Series 2024, RB                                                                                                   | CUSIP: 92778VNV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $87261.35     | 0.03%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waterloo (City of), IA                                                                                                                              | Waterloo (City of), IA, Series 2024 D, GO Bonds                                                                                                        | CUSIP: 941647V97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25124.82     | 0.01%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                                                                                    | Energy Northwest, Series 2024, RB                                                                                                                      | CUSIP: 29270C6C4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $186953.40    | 0.06%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin (City of), TX                                                                                                                                | Austin (City of), TX, Series 2024, Ref. RB                                                                                                             | CUSIP: 052477XY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $99616.81     | 0.03%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Enterprise Development Authority (Riverside County-Mead Valley Wellness Village)                                              | California (State of) Enterprise Development Authority (Riverside County-Mead Valley Wellness Village), Series 2024, RB                                | CUSIP: 13067VBU7<br>LEI: 549300544P6FSHU1HB46 | Long             | DBT              | MUN               | US        |    185000 | PA      | $188739.65    | 0.06%             | 2049-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Columbus OH                                                                                                                                 | City of Columbus OH, Series 2024, GO Bonds                                                                                                             | CUSIP: 1994926W4<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36475.41     | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ector County Independent School District                                                                                                            | Ector County Independent School District, Series 2024 A, GO Bonds                                                                                      | CUSIP: 279263RL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $130177.79    | 0.04%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority                                                                                                                         | Great Lakes Water Authority, Series 2024 A, Ref. RB                                                                                                    | CUSIP: 39081HFK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72610.22     | 0.02%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority                                                                                                                         | Great Lakes Water Authority, Series 2024 A, Ref. RB                                                                                                    | CUSIP: 39081JGT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $108915.32    | 0.03%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                              | Harris (County of), TX, Series 2024 A, RB                                                                                                              | CUSIP: 41423PDE4<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78128.64     | 0.02%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2024 B, GO Bonds                                                                                                           | CUSIP: 452153JJ9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    180000 | PA      | $185444.78    | 0.06%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District                                                                                                              | Los Angeles Community College District, Series 2024, GO Bonds                                                                                          | CUSIP: 54438CC42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $481178.91    | 0.15%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2024, RB                                                                                                    | CUSIP: 65000BW61<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36631.18     | 0.01%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA                                                                                                                | San Francisco (City & County of), CA, Series 2024, Ref. GO Bonds                                                                                       | CUSIP: 79773KLS1<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31249.34     | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                                                                                                | Texas A&M University, Series 2024 A, RB                                                                                                                | CUSIP: 88213ATF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $124194.42    | 0.04%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas State University Board of Regents                                                                                                             | Texas State University Board of Regents, Series 2024, Ref. RB                                                                                          | CUSIP: 88278PG65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $123495.41    | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma (State of) Industries Authority (Oklahoma City Public Schools)                                                                             | Oklahoma (State of) Industries Authority (Oklahoma City Public Schools), Series 2024, RB                                                               | CUSIP: 67910FAC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $159637.94    | 0.05%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brevard County School District                                                                                                                      | Brevard County School District, Series 2024 A, Ref. COP                                                                                                | CUSIP: 107431LG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $337118.86    | 0.11%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Horry County School District                                                                                                                        | Horry County School District, Series 2024, GO Bonds                                                                                                    | CUSIP: 440673K67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25731.41     | 0.01%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kansas (State of) Department of Transportation                                                                                                      | Kansas (State of) Department of Transportation, Series 2024 A, Ref. RB                                                                                 | CUSIP: 485424ST3<br>LEI: 5493001635XK841MIO47 | Long             | DBT              | MUN               | US        |    115000 | PA      | $119995.39    | 0.04%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2024 C, Ref. RB                                                                          | CUSIP: 544532LZ5<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62253.41     | 0.02%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2024 B, GO Bonds                                                                                               | CUSIP: 57582R7E0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67214.62     | 0.02%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                                                                                             | Massachusetts Water Resources Authority, Series 2024, RB                                                                                               | CUSIP: 576051K21<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5205.16      | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Finance Authority                                                                                                             | New Mexico (State of) Finance Authority, Series 2024 A, Ref. RB                                                                                        | CUSIP: 64711RMW3<br>LEI: 549300L6217Y7X40SP94 | Long             | DBT              | MUN               | US        |    160000 | PA      | $166079.90    | 0.05%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Raleigh NC                                                                                                                                  | City of Raleigh NC, Series 2024, RB                                                                                                                    | CUSIP: 751120FU5<br>LEI: 549300I7RPBIIRI16112 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52258.45     | 0.02%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017, Ref. RB                                                                                          | CUSIP: 64990KAT0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    180000 | PA      | $182098.76    | 0.06%             | 2035-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2017, RB                                                                                                    | CUSIP: 64990KAR4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201804.96    | 0.06%             | 2037-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 B, Ref. RB                                                                                        | CUSIP: 64990KBD4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15322.24     | 0.00%             | 2043-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                                                                                        | District of Columbia Water & Sewer Authority, Series 2024 A, Ref. RB                                                                                   | CUSIP: 254845TM2<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67987.82     | 0.02%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2024 A, GO Bonds                                                                                                        | CUSIP: 64966SFQ4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    465000 | PA      | $484146.33    | 0.15%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2024, Ref. RB                                                                            | CUSIP: 64972JJJ8<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36709.76     | 0.01%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017, Ref. RB                                                                                          | CUSIP: 64990KAQ6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86937.41     | 0.03%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017, RB                                                                                               | CUSIP: 64990KAS2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    140000 | PA      | $142805.22    | 0.04%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017, RB                                                                                               | CUSIP: 64990KBA0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10302.32     | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017, RB                                                                                               | CUSIP: 64990KBB8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77148.48     | 0.02%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2024 BX, RB                                                                                                           | CUSIP: 91412HTD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25907.23     | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2024, Ref. GO Bonds                                                                                                       | CUSIP: 97705ML52<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     95000 | PA      | $98214.44     | 0.03%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2025, Ref. GO Bonds                                                                                                       | CUSIP: 97705MM51<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    175000 | PA      | $180921.34    | 0.06%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                                                                                            | Metropolitan Pier & Exposition Authority, Series 2024, RB                                                                                              | CUSIP: 592250FW9<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31148.66     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2024, GO Bonds                                                                                                             | CUSIP: 13063ECG9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41738.44     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2024, Ref. GO Bonds                                                                                                      | CUSIP: 13063ECZ7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    215000 | PA      | $224344.12    | 0.07%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2024 A, GO Bonds                                                                                                          | CUSIP: 60412AL43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $93731.43     | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2024 B, GO Bonds                                                                                                          | CUSIP: 60412AN82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5207.30      | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2024 D, Ref. GO Bonds                                                                                                     | CUSIP: 60412AS61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $151011.74    | 0.05%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2024 C-1, GO Bonds                                                                                                      | CUSIP: 64966SGR1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    125000 | PA      | $130448.65    | 0.04%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                                           | San Antonio (City of), TX, Series 2024, GO Bonds                                                                                                       | CUSIP: 79623PSS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $133482.47    | 0.04%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Rios Community College District                                                                                                                 | Los Rios Community College District, Series 2024 B, Ref. GO Bonds                                                                                      | CUSIP: 545624SP4<br>LEI: 549300POMNL5W7FEFO13 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62788.32     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Water Infrastructure Finance Authority                                                                                                      | Arizona Water Infrastructure Finance Authority, Series 2024, Ref. RB                                                                                   | CUSIP: 040688PD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114968.59    | 0.04%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2024, Ref. RB                                                                       | CUSIP: 13068XLU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31353.03     | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Curators of the University of Missouri (The)                                                                                                        | Curators of the University of Missouri (The), Series 2024, Ref. RB                                                                                     | CUSIP: 231266MS3<br>LEI: G0G4PRB87K0V5MXIV248 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52375.30     | 0.02%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2024 A, GO Bonds                                                                                                          | CUSIP: 25476FC71<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46852.87     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2024 C, Ref. GO Bonds                                                                                                     | CUSIP: 25476FH50<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    130000 | PA      | $136594.80    | 0.04%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Idaho State Building Authority                                                                                                                      | Idaho State Building Authority, Series 2024 A, RB                                                                                                      | CUSIP: 451446AC2<br>LEI: 549300XZ1VJYPPKQZU06 | Long             | DBT              | MUN               | US        |    185000 | PA      | $191726.06    | 0.06%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2024, Ref. GO Bonds                                                                                                        | CUSIP: 452153KL2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    205000 | PA      | $209880.50    | 0.07%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEA Electric System Revenue                                                                                                                         | JEA Electric System Revenue, Series 2024, RB                                                                                                           | CUSIP: 46613SRU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $88717.53     | 0.03%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Green Bonds)                                                                                                   | Los Angeles Unified School District (Green Bonds), Series 2024 QRR, GO Bonds                                                                           | CUSIP: 544647HU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114842.09    | 0.04%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Montgomery MD                                                                                                                             | County of Montgomery MD, Series 2024, GO Bonds                                                                                                         | CUSIP: 61334PGY3<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31521.88     | 0.01%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp.                                                                                                                      | Empire State Development Corp., Series 2021, RB                                                                                                        | CUSIP: 64985TFB2<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5153.99      | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pierce County School District No. 10 Tacoma                                                                                                         | Pierce County School District No. 10 Tacoma, Series 2024, GO Bonds                                                                                     | CUSIP: 720424E22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $120610.74    | 0.04%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Forty Five Series 2024, Ref. RB                                                          | CUSIP: 73358XMK5<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57455.60     | 0.02%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2024, Ref. GO Bonds                                                                                                           | CUSIP: 8827242B2<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    300000 | PA      | $313742.07    | 0.10%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                                                                                                  | State of Wisconsin, Series 2024, GO Bonds                                                                                                              | CUSIP: 97705MN27<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10338.36     | 0.00%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tulsa (City of), OK                                                                                                                                 | Tulsa (City of), OK, Series 2024 D, GO Bonds                                                                                                           | CUSIP: 899645J48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66838.45     | 0.02%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 B, Ref. RB                                                                                        | CUSIP: 64990KDC4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    150000 | PA      | $154016.58    | 0.05%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2024, Ref. GO Bonds                                                                                                      | CUSIP: 13063EGZ3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    110000 | PA      | $114780.71    | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL (O'Hare International Airport)                                                                                                | Chicago (City of), IL (O'Hare International Airport), Series 2024, RB                                                                                  | CUSIP: 1675936H0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15334.77     | 0.00%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2024 F, GO Bonds                                                                                                        | CUSIP: 20772KYA1<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    155000 | PA      | $162639.30    | 0.05%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cuyahoga (County of), OH (Convention Hotel)                                                                                                         | Cuyahoga (County of), OH (Convention Hotel), Series 2024, Ref. COP                                                                                     | CUSIP: 23225PAY1<br>LEI: 549300GHDK9DGLUNJU89 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41726.86     | 0.01%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                                                                                       | Kentucky State Property & Building Commission, Series 2024, RB                                                                                         | CUSIP: 49151F3R9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15672.75     | 0.00%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2024 A, GO Bonds                                                        | CUSIP: 592112XE1<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    120000 | PA      | $122928.82    | 0.04%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                                                                                          | Michigan Finance Authority, Series 2024, RB                                                                                                            | CUSIP: 59447T5U3<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20913.22     | 0.01%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Northwell Health Obligated Group)                                                                          | New York (State of) Dormitory Authority (Northwell Health Obligated Group), Series 2025, Ref. RB                                                       | CUSIP: 65000B6P8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20629.86     | 0.01%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), Series 2024, GO Bonds                                                                                                  | CUSIP: 70914P3R1<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10421.55     | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2025B, Ref. GO Bonds                                                                                                     | CUSIP: 93974E5C6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    265000 | PA      | $275236.95    | 0.09%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2024, Ref. GO Bonds                                                                                                      | CUSIP: 93974E5T9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     85000 | PA      | $88283.55     | 0.03%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2024 A-1, RB                                                                                                            | CUSIP: 207758S53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $140215.05    | 0.04%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2024 B, Ref. RB                                                                                                         | CUSIP: 207758T45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $83090.40     | 0.03%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Dallas TX                                                                                                                                   | City of Dallas TX, Series 2024, GO Bonds                                                                                                               | CUSIP: 235219YK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $154162.38    | 0.05%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Katy Independent School District                                                                                                                    | Katy Independent School District, Series 2024, GO Bonds                                                                                                | CUSIP: 486063V72<br>LEI: 254900H9QSKVP2HWVL72 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66828.65     | 0.02%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District (Election of 2016)                                                                                           | Los Angeles Community College District (Election of 2016), Series 2024 E, GO Bonds                                                                     | CUSIP: 54438CE81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47071.85     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority                                                                                              | New Jersey (State of) Educational Facilities Authority, Series 2024 A, Ref. RB                                                                         | CUSIP: 646067JR0<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67232.57     | 0.02%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| St. Vrain Valley School District Re-1J (Boulder, Larimer & Weld Counties and the City and County of Broomfield)                                     | St. Vrain Valley School District Re-1J (Boulder, Larimer & Weld Counties and the City and County of Broomfield), Series 2024, GO Bonds                 | CUSIP: 101565K99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $184135.67    | 0.06%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL Metropolitan Water Reclamation District                                                                                       | Chicago (City of), IL Metropolitan Water Reclamation District, Series 2024 C, Ref. GO Bonds                                                            | CUSIP: 167560XR7<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52404.24     | 0.02%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2025 E, RB                                                                               | CUSIP: 64972JNU8<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5244.25      | 0.00%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2024, RB                                                                                               | CUSIP: 64990AVY8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72155.81     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Colorado                                                                                                                              | University of Colorado, Series 2017 A-2, Ref. RB                                                                                                       | CUSIP: 91417NJL0<br>LEI: 549300HU7D08HY4MKX37 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62128.61     | 0.02%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax (County of), VA                                                                                                                             | Fairfax (County of), VA, Series 2025 A, GO Bonds                                                                                                       | CUSIP: 30382ANZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51516.72     | 0.02%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                                                                                    | State of Florida, Series 2025, GO Bonds                                                                                                                | CUSIP: 34153QYF7<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15541.58     | 0.00%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Idaho State Building Authority                                                                                                                      | Idaho State Building Authority, Series 2025, RB                                                                                                        | CUSIP: 451446AN8<br>LEI: 549300XZ1VJYPPKQZU06 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25908.93     | 0.01%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami (City of) & Dade (County of), FL School Board (The)                                                                                           | Miami (City of) & Dade (County of), FL School Board (The), Series 2025 A, Ref. COP                                                                     | CUSIP: 59333MW76<br>LEI: 549300J3U4QVT6U3O129 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20655.62     | 0.01%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Plano Independent School District                                                                                                                   | Plano Independent School District, Series 2025, GO Bonds                                                                                               | CUSIP: 727199D81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $195272.35    | 0.06%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2025, RB                                                                                                  | CUSIP: 896032AC3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10507.29     | 0.00%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2025, RB                                                                                                              | CUSIP: 91412HTM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $186532.06    | 0.06%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                                  | Board of Regents of the University of Texas System, Series 2025 A, RB                                                                                  | CUSIP: 91514AMT9<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     95000 | PA      | $99018.61     | 0.03%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2025, GO Bonds                                                                                                           | CUSIP: 93974E6H4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46197.18     | 0.01%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside Community College District                                                                                                                | Riverside Community College District, Series 2025, GO Bonds                                                                                            | CUSIP: 76886PKF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26133.09     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cherokee County Board of Education                                                                                                                  | Cherokee County Board of Education, Series 2025, GO Bonds                                                                                              | CUSIP: 164231PX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $87261.35     | 0.03%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arlington Independent School District/TX                                                                                                            | Arlington Independent School District/TX, Series 2025, GO Bonds                                                                                        | CUSIP: 041827AD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71942.44     | 0.02%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX Independent School District                                                                                                    | Dallas (City of), TX Independent School District, Series 2025, GO Bonds                                                                                | CUSIP: 235308U43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $277518.20    | 0.09%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority (LCRA Transmission Services Corp.)                                                                                   | Lower Colorado River Authority (LCRA Transmission Services Corp.), Series 2025, Ref. RB                                                                | CUSIP: 54811BP39<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51681.02     | 0.02%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2025, RB                                                                                 | CUSIP: 64972JPU6<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78663.78     | 0.02%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                                                                                       | State of Ohio, Series 2025, GO Bonds                                                                                                                   | CUSIP: 677523JX1<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     80000 | PA      | $83908.03     | 0.03%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2025, RB                                                                          | CUSIP: 79574CGQ0<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10238.21     | 0.00%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                                  | South Carolina (State of) Public Service Authority, Series 2025 B, Ref. RB                                                                             | CUSIP: 8371515Y1<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47187.58     | 0.01%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources                                                                                                 | California (State of) Department of Water Resources, Series 2025, RB                                                                                   | CUSIP: 13067WTV4<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68689.13     | 0.02%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metro Water Recovery                                                                                                                                | Metro Water Recovery, Series 2025, RB                                                                                                                  | CUSIP: 59164GFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30933.55     | 0.01%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2025, GO Bonds                                                                                                             | CUSIP: 64966SKD7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    230000 | PA      | $239470.23    | 0.07%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama Federal Aid Highway Finance Authority                                                                                                       | Alabama Federal Aid Highway Finance Authority, Series 2025, RB                                                                                         | CUSIP: 010268DV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10428.34     | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 13063EKG0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67679.97     | 0.02%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2017, GO Bonds                                                                                                             | CUSIP: 13063EKH8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    280000 | PA      | $291352.85    | 0.09%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fort Worth Independent School District                                                                                                              | Fort Worth Independent School District, Series 2025, GO Bonds                                                                                          | CUSIP: 349461FJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $143884.89    | 0.04%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Green Bay Area Public School District                                                                                                               | Green Bay Area Public School District, Series 2025, GO Bonds                                                                                           | CUSIP: 392643WC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5151.78      | 0.00%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                                                                                       | Kentucky State Property & Building Commission, Series 2025, RB                                                                                         | CUSIP: 49151F4N7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61847.51     | 0.02%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana                                                                                                                                  | State of Louisiana, Series 2025, GO Bonds                                                                                                              | CUSIP: 5464154F4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25848.84     | 0.01%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metro/OR                                                                                                                                            | Metro/OR, Series 2025, GO Bonds                                                                                                                        | CUSIP: 59163PLX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10359.80     | 0.00%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                                                                                     | New York City Municipal Water Finance Authority, Series 2025, RB                                                                                       | CUSIP: 64972GL93<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103773.97    | 0.03%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2025 H, RB                                                                               | CUSIP: 64972JSK5<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36709.76     | 0.01%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New York                                                                                                                                   | State of New York, Series 2025, GO Bonds                                                                                                               | CUSIP: 649791US7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36132.80     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                                                                                                | San Diego Unified School District/CA, Series 2025, GO Bonds                                                                                            | CUSIP: 797356QB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $99066.29     | 0.03%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2025, GO Bonds                                                                                                             | CUSIP: 13063EMH6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    150000 | PA      | $154554.26    | 0.05%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston Independent School District                                                                                                                 | Houston Independent School District, Series 2025, GO Bonds                                                                                             | CUSIP: 442403RE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $215847.49    | 0.07%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tulsa County Independent School District No. 4 Bixby                                                                                                | Tulsa County Independent School District No. 4 Bixby, Series 2025, GO Bonds                                                                            | CUSIP: 899576HE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10324.67     | 0.00%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Union High School District No. 210-Phoenix (2023)                                                                                   | Maricopa County Union High School District No. 210-Phoenix (2023), Series 2025 B, GO Bonds                                                             | CUSIP: 567505SL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36352.05     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Beach (City of), CA (Green Bonds)                                                                                                              | Long Beach (City of), CA (Green Bonds), Series 2025, Ref. RB                                                                                           | CUSIP: 5444455N5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25937.64     | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue                                                                                  | City of San Francisco CA Public Utilities Commission Water Revenue, Series 2025, RB                                                                    | CUSIP: 79771FFT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68526.34     | 0.02%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2025, GO Bonds                                                                                                            | CUSIP: 20772KB81<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21014.58     | 0.01%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA                                                                                                                           | Los Angeles (City of), CA, Series 2025, RB                                                                                                             | CUSIP: 53945CMF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $437019.03    | 0.14%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon State Lottery                                                                                                                                | Oregon State Lottery, Series 2025, RB                                                                                                                  | CUSIP: 68607V5Z4<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10312.27     | 0.00%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Unified School District                                                                                                               | San Francisco Unified School District, Series 2025, GO Bonds                                                                                           | CUSIP: 79771TQV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15575.84     | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                                                                                                 | State of Washington, Series 2025, GO Bonds                                                                                                             | CUSIP: 93974FAC7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26025.81     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2025 A, Ref. RB                                                                                                           | CUSIP: 25477GXT7<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     90000 | PA      | $93272.14     | 0.03%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                                                                                    | Energy Northwest, Series 2025 A, Ref. RB                                                                                                               | CUSIP: 29270C6W0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46738.35     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Chester Area School District/PA                                                                                                                | West Chester Area School District/PA, Series 2025, GO Bonds                                                                                            | CUSIP: 9520308P2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10348.32     | 0.00%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Boston MA                                                                                                                                   | City of Boston MA, Series 2025, GO Bonds                                                                                                               | CUSIP: 100853L40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51344.02     | 0.02%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin (City of), TX                                                                                                                                | Austin (City of), TX, Series 2017, Ref. RB                                                                                                             | CUSIP: 052477E77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104859.80    | 0.03%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Beaufort County School District/SC                                                                                                                  | Beaufort County School District/SC, Series 2025, GO Bonds                                                                                              | CUSIP: 073900U42<br>LEI: 549300B1H1V9F55UPU08 | Long             | DBT              | MUN               | US        |    145000 | PA      | $149125.79    | 0.05%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| School District of Broward County/FL                                                                                                                | School District of Broward County/FL, Series 2025, COP                                                                                                 | CUSIP: 115065D92<br>LEI: 5493006KVNQDJ1D0OD92 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15549.29     | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                                                                                            | East Bay Municipal Utility District Water System Revenue, Series 2025, RB                                                                              | CUSIP: 271014T69<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26032.03     | 0.01%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                                                                                          | Illinois Finance Authority, Series 2016, RB                                                                                                            | CUSIP: 45204FP41<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61396.47     | 0.02%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Ascension Health)                                                                                            | Illinois (State of) Finance Authority (Ascension Health), Series 2016, RB                                                                              | CUSIP: 45204FP58<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5112.05      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Ascension Health)                                                                                            | Illinois (State of) Finance Authority (Ascension Health), Series 2016, RB                                                                              | CUSIP: 45204FP66<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    125000 | PA      | $127533.74    | 0.04%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Ascension Health)                                                                                            | Illinois (State of) Finance Authority (Ascension Health), Series 2016, RB                                                                              | CUSIP: 45204FP74<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    305000 | PA      | $309588.05    | 0.10%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Kansas Department of Transportation                                                                                                        | State of Kansas Department of Transportation, Series 2025, RB                                                                                          | CUSIP: 485424TM7<br>LEI: 5493001635XK841MIO47 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62606.29     | 0.02%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                                                                                       | New Jersey Turnpike Authority, Series 2025, RB                                                                                                         | CUSIP: 646140JJ3<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40956.19     | 0.01%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2025, RB                                                                                 | CUSIP: 64972JTW8<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5244.25      | 0.00%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2025, RB                                                                                                    | CUSIP: 64985SCY7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10466.05     | 0.00%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palm Beach County School District                                                                                                                   | Palm Beach County School District, Series 2025, COP                                                                                                    | CUSIP: 696550L83<br>LEI: 549300J36FX8PM8L7086 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51994.60     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                                  | Board of Regents of the University of Texas System, Series 2025, RB                                                                                    | CUSIP: 91514AMZ5<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15634.52     | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                                                                       | New York (State of) Dormitory Authority (New York University), Series 2015, RB                                                                         | CUSIP: 64985SGK3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    240000 | PA      | $240071.09    | 0.07%             | 2027-07-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Katy Independent School District                                                                                                                    | Katy Independent School District, Series 2025, GO Bonds                                                                                                | CUSIP: 486063Y38<br>LEI: 254900H9QSKVP2HWVL72 | Long             | DBT              | MUN               | US        |    140000 | PA      | $143938.62    | 0.04%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                                                                                             | Bay Area Toll Authority, Series 2025, RB                                                                                                               | CUSIP: 072024K50<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15533.92     | 0.00%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston Independent School District                                                                                                                 | Houston Independent School District, Series 2017, GO Bonds                                                                                             | CUSIP: 442403RV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41074.90     | 0.01%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston Independent School District                                                                                                                 | Houston Independent School District, Series 2017, GO Bonds                                                                                             | CUSIP: 442403RX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40508.68     | 0.01%             | 2032-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Houston Independent School District                                                                                                                 | Houston Independent School District, Series 2017, GO Bonds                                                                                             | CUSIP: 442403RY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50592.63     | 0.02%             | 2033-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Houston Independent School District                                                                                                                 | Houston Independent School District, Series 2017, GO Bonds                                                                                             | CUSIP: 442403SG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55840.06     | 0.02%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA Wastewater System Revenue                                                                                                    | City of Los Angeles CA Wastewater System Revenue, Series 2025, RB                                                                                      | CUSIP: 53945CMV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26013.04     | 0.01%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Rios Community College District                                                                                                                 | Los Rios Community College District, Series 2025, GO Bonds                                                                                             | CUSIP: 545624SV1<br>LEI: 549300POMNL5W7FEFO13 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10464.72     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), Series 2025, GO Bonds                                                                                                  | CUSIP: 70914P4M1<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67740.06     | 0.02%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA                                                                                                                             | City of Philadelphia PA, Series 2025, GO Bonds                                                                                                         | CUSIP: 717813C23<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51923.46     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Springfield MO Public Utility Revenue                                                                                                       | City of Springfield MO Public Utility Revenue, Series 2025, RB                                                                                         | CUSIP: 851018LB5<br>LEI: NDLRXEC1F2GZZETPKO45 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15568.51     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Klein Independent School District                                                                                                                   | Klein Independent School District, Series 2025, GO Bonds                                                                                               | CUSIP: 498531US9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36396.22     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                                                                                                   | State of Maryland, Series 2025, GO Bonds                                                                                                               | CUSIP: 574193XN3<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52087.29     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                                                                                   | Michigan State Building Authority, Series 2025, RB                                                                                                     | CUSIP: 594615MS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56790.83     | 0.02%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Municipal Water District Water System Revenue                                                                                           | North Texas Municipal Water District Water System Revenue, Series 2025, RB                                                                             | CUSIP: 662903G80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41737.53     | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Rhode Island                                                                                                                               | State of Rhode Island, Series 2025, GO Bonds                                                                                                           | CUSIP: 762223RG2<br>LEI: 549300TK0QTLW5HQGC62 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5198.04      | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Gretna NE                                                                                                                                   | City of Gretna NE, Series 2025, GO Bonds                                                                                                               | CUSIP: 397802QC6<br>LEI: 549300VHFFLXCKH8RB83 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15667.11     | 0.00%             | 2030-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2025, RB                                                                                                           | CUSIP: 13077DVJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $121238.91    | 0.04%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Independent School District/TX                                                                                                          | San Antonio Independent School District/TX, Series 2025, GO Bonds                                                                                      | CUSIP: 796269N46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $98976.85     | 0.03%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North East Independent School District/TX                                                                                                           | North East Independent School District/TX, Series 2025, GO Bonds                                                                                       | CUSIP: 659155QN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46827.20     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grapevine-Colleyville Independent School District                                                                                                   | Grapevine-Colleyville Independent School District, Series 2025, GO Bonds                                                                               | CUSIP: 3886407F5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78128.64     | 0.02%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                                                                                             | County of Miami-Dade FL, Series 2025, GO Bonds                                                                                                         | CUSIP: 59333FR28<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20772.60     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 1)                                                                                             | New York (State of) Thruway Authority (Bidding Group 1), Series 2025, RB                                                                               | CUSIP: 650028ZX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51539.87     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Jose Unified School District                                                                                                                    | San Jose Unified School District, Series 2025, GO Bonds                                                                                                | CUSIP: 798186Q54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67918.06     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spring Branch Independent School District                                                                                                           | Spring Branch Independent School District, Series 2025, GO Bonds                                                                                       | CUSIP: 849476WV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $205228.82    | 0.06%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma County Independent School District No 12 Edmond                                                                                            | Oklahoma County Independent School District No 12 Edmond, Series 2025, GO Bonds                                                                        | CUSIP: 678739XF5<br>LEI: 549300D457E3EZ9CP720 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35876.82     | 0.01%             | 2027-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Frisco Independent School District                                                                                                                  | Frisco Independent School District, Series 2025, GO Bonds                                                                                              | CUSIP: 35880C6B5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46253.03     | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris County Flood Control District                                                                                                                | Harris County Flood Control District, Series 2025, GO Bonds                                                                                            | CUSIP: 414019CV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57424.36     | 0.02%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX                                                                                                                                 | County of Harris TX, Series 2025, GO Bonds                                                                                                             | CUSIP: 4140055E4<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |     90000 | PA      | $93981.08     | 0.03%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Municipal Electric Agency                                                                                                                  | Illinois Municipal Electric Agency, Series 2025, RB                                                                                                    | CUSIP: 452024JG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81937.25     | 0.03%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2025, GO Bonds                                                                                                               | CUSIP: 452153NM7<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36497.05     | 0.01%             | 2027-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                                                                                   | New York City Transitional Finance Authority Building Aid Revenue, Series 2025, RB                                                                     | CUSIP: 64972LAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57163.50     | 0.02%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX                                                                                                                              | City of San Antonio TX, Series 2025, GO Bonds                                                                                                          | CUSIP: 79623PTL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5133.94      | 0.00%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District                                                                                                       | San Francisco Bay Area Rapid Transit District, Series 2025, GO Bonds                                                                                   | CUSIP: 797661D44<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15694.92     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Fort Worth TX                                                                                                                               | City of Fort Worth TX, Series 2025, GO Bonds                                                                                                           | CUSIP: 349426KZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41162.23     | 0.01%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keller Independent School District/TX                                                                                                               | Keller Independent School District/TX, Series 2025, GO Bonds                                                                                           | CUSIP: 487694VF5<br>LEI: 549300BS0JDJPR8KUN68 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25688.94     | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                                                                                             | Massachusetts School Building Authority, Series 2025, RB                                                                                               | CUSIP: 576000E74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15414.80     | 0.00%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2025, RB                                                                                                    | CUSIP: 64990KHF3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20615.95     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Beach Community College District                                                                                                               | Long Beach Community College District, Series 2025, GO Bonds                                                                                           | CUSIP: 542411RA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57587.57     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara Unified School District                                                                                                                 | Santa Clara Unified School District, Series 2025, GO Bonds                                                                                             | CUSIP: 8014953U4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66957.26     | 0.02%             | 2027-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX                                                                                                                                   | City of Austin TX, Series 2025, GO Bonds                                                                                                               | CUSIP: 0523973D6<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |    125000 | PA      | $130392.03    | 0.04%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2025, GO Bonds                                                                                                             | CUSIP: 13063ENG7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73042.27     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2025, GO Bonds                                                                                                            | CUSIP: 20772KG86<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15634.52     | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                                                                                                  | State of Minnesota, Series 2025, GO Bonds                                                                                                              | CUSIP: 60412AU92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41658.41     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arapahoe County School District No 5 Cherry Creek                                                                                                   | Arapahoe County School District No 5 Cherry Creek, Series 2025, GO Bonds                                                                               | CUSIP: 164555EF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42066.48     | 0.01%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2025, GO Bonds                                                                                                             | CUSIP: 64966SQP4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10459.67     | 0.00%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2025, RB                                                                                                    | CUSIP: 64990AXC4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15461.96     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Plano Independent School District                                                                                                                   | Plano Independent School District, Series 2025, GO Bonds                                                                                               | CUSIP: 727199J77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $118191.16    | 0.04%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                                                                                      | State of Texas, Series 2025, GO Bonds                                                                                                                  | CUSIP: 882725CR3<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    105000 | PA      | $109809.72    | 0.03%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland Department of Transportation                                                                                                      | State of Maryland Department of Transportation, Series 2025, RB                                                                                        | CUSIP: 574204Y56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $230599.14    | 0.07%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allen Independent School District                                                                                                                   | Allen Independent School District, Series 2025, GO Bonds                                                                                               | CUSIP: 018106ZC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $138746.14    | 0.04%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Del Valle Independent School District TX                                                                                                            | Del Valle Independent School District TX, Series 2025, GO Bonds                                                                                        | CUSIP: 245505YV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15560.26     | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico Finance Authority                                                                                                                        | New Mexico Finance Authority, Series 2025, RB                                                                                                          | CUSIP: 64711PTA8<br>LEI: 549300L6217Y7X40SP94 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52565.06     | 0.02%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                                                                                       | Kentucky State Property & Building Commission, Series 2025, RB                                                                                         | CUSIP: 49151F5X4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104253.27    | 0.03%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Borough of North Slope AK                                                                                                                           | Borough of North Slope AK, Series 2025, GO Bonds                                                                                                       | CUSIP: 662523X53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51867.27     | 0.02%             | 2027-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                                                                                                 | State of Washington, Series 2025, GO Bonds                                                                                                             | CUSIP: 93974FDP5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5193.15      | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No 1                                                                                                           | Denver City & County School District No 1, Series 2025, GO Bonds                                                                                       | CUSIP: 249174ZQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10509.06     | 0.00%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2025, GO Bonds                                                                                                             | CUSIP: 13063ERN8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47296.80     | 0.01%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                                                                                                        | Missouri Highway & Transportation Commission, Series 2025, RB                                                                                          | CUSIP: 60636WTK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46543.76     | 0.01%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of King WA                                                                                                                                   | County of King WA, Series 2025, GO Bonds                                                                                                               | CUSIP: 49474GAC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47290.76     | 0.01%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                                                                                          | Michigan Finance Authority, Series 2017, RB                                                                                                            | CUSIP: 59447UBG4<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25675.29     | 0.01%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                                                                                                | Chicago O'Hare International Airport, Series 2025, RB                                                                                                  | CUSIP: 167591BN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10223.18     | 0.00%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2017, RB                                                                                                         | CUSIP: 66285WW85<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    595000 | PA      | $599877.87    | 0.19%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama Highway Authority                                                                                                                           | Alabama Highway Authority, Series 2025, RB                                                                                                             | CUSIP: 010559AB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52119.10     | 0.02%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Water & Wastewater System Revenue                                                                                                 | City of Austin TX Water & Wastewater System Revenue, Series 2017, RB                                                                                   | CUSIP: 052477N51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62856.87     | 0.02%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Water & Wastewater System Revenue                                                                                                 | City of Austin TX Water & Wastewater System Revenue, Series 2017, RB                                                                                   | CUSIP: 052477N28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5224.97      | 0.00%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2017, RB                                                                                                    | CUSIP: 64990KJN4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56490.04     | 0.02%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                                                                                            | State of Connecticut Special Tax Revenue, Series 2022, RB                                                                                              | CUSIP: 2077582E2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5183.10      | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                                                                                            | State of Connecticut Special Tax Revenue, Series 2022, RB                                                                                              | CUSIP: 2077582L6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5193.15      | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Vice President