# EDGAR Filing Document

**Accession Number:** 0000357057
**File Stem:** 0000035402-25-002968
**Filing Date:** 2025-12
**Character Count:** 249111
**Document Hash:** a5345c4d429118938a78da62a45a4ede
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-002968.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0000035402-25-002968

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20260131

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03361
- **FILM NUMBER:** 251599911

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Massachusetts Municipal Income Fund**

**October 31, 2025**

MFL-NPRT3-1225

1.809072.122 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Municipal Securities - 95.1%** | &nbsp;&nbsp;**Municipal Securities - 95.1%** | &nbsp;&nbsp;**Municipal Securities - 95.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Massachusetts - 93.3%  |  |  |
| Education - 14.9% |  |  |
| Massachusetts Development Finance Agency (Babson College, MA Proj.) Series 2017, 5% 10/1/2028  | 465000 | 485169 |
| Massachusetts Development Finance Agency (Babson College, MA Proj.) Series 2017, 5% 10/1/2029  | 735000 | 766258 |
| Massachusetts Development Finance Agency (Bentley University Proj.) Series 2021A, 4% 7/1/2034  | 1000000 | 1033729 |
| Massachusetts Development Finance Agency (Bentley University Proj.) Series 2021A, 4% 7/1/2035  | 1000000 | 1024769 |
| Massachusetts Development Finance Agency (Bentley University Proj.) Series 2021A, 4% 7/1/2036  | 825000 | 840985 |
| Massachusetts Development Finance Agency (Bentley University Proj.) Series 2021A, 4% 7/1/2037  | 1000000 | 1013491 |
| Massachusetts Development Finance Agency (Bentley University Proj.) Series 2021A, 4% 7/1/2038  | 700000 | 707114 |
| Massachusetts Development Finance Agency (Bentley University Proj.) Series 2021A, 4% 7/1/2039  | 1925000 | 1937460 |
| Massachusetts Development Finance Agency (Bentley University Proj.) Series 2021A, 5% 7/1/2032  | 1000000 | 1112302 |
| Massachusetts Development Finance Agency (Brandeis Univ, MA Proj.) Series 2019 S 2, 5% 10/1/2032  | 1410000 | 1510007 |
| Massachusetts Development Finance Agency (Brandeis Univ, MA Proj.) Series 2019 S 2, 5% 10/1/2033  | 1935000 | 2066858 |
| Massachusetts Development Finance Agency (Emerson College, MA Proj.) Series 2018, 5% 1/1/2030  | 10000 | 10296 |
| Massachusetts Development Finance Agency (Lasell College Proj.) Series 2021, 4% 7/1/2040  | 4160000 | 3684538 |
| Massachusetts Development Finance Agency (Lasell College Proj.) Series 2021, 4% 7/1/2045  | 1200000 | 988004 |
| Massachusetts Development Finance Agency (Lasell College Proj.) Series 2021, 4% 7/1/2050  | 1750000 | 1387421 |
| Massachusetts Development Finance Agency (Lesley College Proj.) Series 2019A, 5% 7/1/2034  | 1015000 | 1047786 |
| Massachusetts Development Finance Agency (Lesley College Proj.) Series 2019A, 5% 7/1/2036  | 1120000 | 1146196 |
| Massachusetts Development Finance Agency (Lesley College Proj.) Series 2019A, 5% 7/1/2038  | 735000 | 746622 |
| Massachusetts Development Finance Agency (Lesley College Proj.) Series 2019A, 5% 7/1/2044  | 2250000 | 2199425 |
| Massachusetts Development Finance Agency (Lesley College Proj.) Series 2019A, 5% 7/1/2049  | 7250000 | 6926867 |
| Massachusetts Development Finance Agency (Merrimack College, MA Proj.) 4% 7/1/2042  | 475000 | 421174 |
| Massachusetts Development Finance Agency (Merrimack College, MA Proj.) 4% 7/1/2050  | 2135000 | 1758677 |
| Massachusetts Development Finance Agency (Merrimack College, MA Proj.) 5% 7/1/2037  | 800000 | 838421 |
| Massachusetts Development Finance Agency (Merrimack College, MA Proj.) 5% 7/1/2042  | 740000 | 747859 |
| Massachusetts Development Finance Agency (Merrimack College, MA Proj.) 5% 7/1/2052  | 2300000 | 2238132 |
| Massachusetts Development Finance Agency (Olin College Proj.) Series 2023 F, 5% 11/1/2034  | 700000 | 798768 |
| Massachusetts Development Finance Agency (Olin College Proj.) Series 2023 F, 5% 11/1/2035  | 650000 | 736193 |
| Massachusetts Development Finance Agency (Olin College Proj.) Series 2023 F, 5% 11/1/2036  | 675000 | 760122 |
| Massachusetts Development Finance Agency (Olin College Proj.) Series 2023 F, 5% 11/1/2037  | 725000 | 809690 |
| Massachusetts Development Finance Agency (Olin College Proj.) Series 2023 F, 5% 11/1/2038  | 760000 | 843371 |
| Massachusetts Development Finance Agency (Olin College Proj.) Series 2023 F, 5% 11/1/2039  | 1100000 | 1210475 |
| Massachusetts Development Finance Agency (Olin College Proj.) Series 2023 F, 5% 11/1/2040  | 850000 | 930659 |
| Massachusetts Development Finance Agency (Olin College Proj.) Series 2023 F, 5% 11/1/2042  | 950000 | 1020494 |
| Massachusetts Development Finance Agency (Simmons College, MA Proj.) Series 2023N, 5% 10/1/2043  | 1750000 | 1552616 |
| Massachusetts Development Finance Agency (Simmons College, MA Proj.) Series 2023N, 5.25% 10/1/2036  | 500000 | 495663 |
| Massachusetts Development Finance Agency (Simmons College, MA Proj.) Series 2023N, 5.25% 10/1/2037  | 545000 | 534078 |
| Massachusetts Development Finance Agency (Simmons College, MA Proj.) Series 2023N, 5.25% 10/1/2038  | 550000 | 532574 |
| Massachusetts Development Finance Agency (Simmons College, MA Proj.) Series 2023N, 5.25% 10/1/2039  | 580000 | 554451 |
| Massachusetts Development Finance Agency (Suffolk Univ, MA Proj.) 4% 7/1/2039  | 2455000 | 2309684 |
| Massachusetts Development Finance Agency (Suffolk Univ, MA Proj.) 4% 7/1/2040  | 7920000 | 7303850 |
| Massachusetts Development Finance Agency (Suffolk Univ, MA Proj.) 4% 7/1/2045  | 5000000 | 4303368 |
| Massachusetts Development Finance Agency (Suffolk Univ, MA Proj.) Series 2021, 4% 7/1/2046  | 2150000 | 1828588 |
| Massachusetts Development Finance Agency (Suffolk Univ, MA Proj.) Series 2021, 4% 7/1/2051  | 2160000 | 1761454 |
| Massachusetts Development Finance Agency (Western New Englan College, MA Proj.) 5% 9/1/2027  | 1010000 | 1032723 |
| Massachusetts Development Finance Agency (Western New Englan College, MA Proj.) 5% 9/1/2029  | 1390000 | 1429119 |
| Massachusetts Development Finance Agency (Western New Englan College, MA Proj.) 5% 9/1/2031  | 1530000 | 1570304 |
| Massachusetts Development Finance Agency (Western New England College Proj.) 5% 9/1/2033  | 1185000 | 1210735 |
| Massachusetts Development Finance Agency (Western New England College Proj.) 5% 9/1/2038  | 4805000 | 4848477 |
| Massachusetts Development Finance Agency (Western New England College Proj.) 5% 9/1/2043  | 4445000 | 4335668 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue I Proj.) Series 2014 I, 5% 1/1/2026 (b) | 8350000 | 8367011 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue I Proj.) Series 2014 I, 5% 1/1/2027 (b) | 1000000 | 1002885 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue K Proj.) Series 2017 A, 5% 7/1/2026 (b) | 3935000 | 3976292 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue L Proj.) Series 2018 B, 5% 7/1/2027 (b) | 10240000 | 10487368 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue L Proj.) Series 2018 B, 5% 7/1/2028 (b) | 2325000 | 2414189 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue L Proj.) Series 2019 B, 5% 7/1/2026 (b) | 2430000 | 2455499 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue L Proj.) Series 2019 B, 5% 7/1/2028 (b) | 1000000 | 1038361 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue L Proj.) Series 2019 B, 5% 7/1/2029 (b) | 4035000 | 4232894 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue L Proj.) Series 2020 B, 5% 7/1/2028 (b) | 2000000 | 2076721 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue L Proj.) Series 2020 B, 5% 7/1/2029 (b) | 1950000 | 2045636 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue L Proj.) Series 2020 B, 5% 7/1/2030 (b) | 1950000 | 2073132 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue L Proj.) Series 2023B, 5% 7/1/2030 (b) | 10000000 | 10587332 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue L Proj.) Series 2023B, 5% 7/1/2031 (b) | 6515000 | 7006464 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue L Proj.) Series 2023B, 5% 7/1/2032 (b) | 5000000 | 5381987 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue L Proj.) Series 2023B, 5% 7/1/2033 (b) | 6500000 | 7045280 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue M Proj.) Series 2021B, 5% 7/1/2027 (b) | 1950000 | 1997106 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue M Proj.) Series 2021B, 5% 7/1/2028 (b) | 1850000 | 1920967 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue M Proj.) Series 2021B, 5% 7/1/2029 (b) | 1825000 | 1914506 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue M Proj.) Series 2021B, 5% 7/1/2030 (b) | 1125000 | 1189097 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue M Proj.) Series 2021B, 5% 7/1/2031 (b) | 1500000 | 1613154 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue M Proj.) Series 2022B, 5% 7/1/2031 (b) | 1000000 | 1075436 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue N Proj.) 5% 7/1/2032 (b) | 2500000 | 2701779 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue N Proj.) Series 2024 B, 5% 7/1/2028 (b) | 2280000 | 2367462 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue N Proj.) Series 2024 B, 5% 7/1/2029 (b) | 2250000 | 2360350 |
| Massachusetts Ed Ln Auth Ed Ln (Mefa Issue N Proj.) Series 2024 B, 5% 7/1/2030 (b) | 2230000 | 2382682 |
| Massachusetts St College Bldg 0% 5/1/2028 (Assured Guaranty Inc Insured) (d) | 6080000 | 5657437 |
| Massachusetts St College Bldg 2% 5/1/2037  | 1060000 | 871454 |
| Massachusetts St College Bldg 4% 5/1/2036  | 600000 | 627994 |
| Massachusetts St College Bldg 4% 5/1/2038  | 750000 | 774519 |
| Massachusetts St College Bldg 4% 5/1/2040  | 1000000 | 1015091 |
| Massachusetts St College Bldg 4% 5/1/2041  | 625000 | 629574 |
| Massachusetts St College Bldg 4% 5/1/2042  | 550000 | 550284 |
| Massachusetts St College Bldg 5% 5/1/2032  | 600000 | 690693 |
| Massachusetts St College Bldg Series 2021 A, 2.125% 5/1/2051  | 2000000 | 1182595 |
| Massachusetts St Dev Fin Agy Rev (Bentley University Proj.) Series 2017, 5% 7/1/2027  | 1000000 | 1035996 |
| Massachusetts St Dev Fin Agy Rev (Berklee College of Music Inc Proj.) 5% 10/1/2032  | 1760000 | 1790418 |
| Massachusetts St Dev Fin Agy Rev (Berklee College of Music Inc Proj.) 5% 10/1/2035  | 1500000 | 1521948 |
| Massachusetts St Dev Fin Agy Rev (Berklee College of Music Inc Proj.) 5% 10/1/2037  | 2000000 | 2025076 |
| Massachusetts St Dev Fin Agy Rev (Boston University Mass Proj.) 3.1% 10/1/2042, LOC TD Bank NA VRDN (e) | 6610000 | 6610001 |
| Massachusetts St Dev Fin Agy Rev (Emerson College, MA Proj.) Series 2016A, 5% 1/1/2031  | 5000 | 5076 |
| Massachusetts St Dev Fin Agy Rev (Emerson College, MA Proj.) Series 2017A, 5% 1/1/2035  | 2000000 | 2043323 |
| Massachusetts St Dev Fin Agy Rev (Emmanuel College Proj.) Series 2016A, 5% 10/1/2043  | 830000 | 791885 |
| Massachusetts St Dev Fin Agy Rev (Holy Cross College, MA Proj.) 5% 9/1/2033  | 475000 | 481491 |
| Massachusetts St Dev Fin Agy Rev (Holy Cross College, MA Proj.) 5% 9/1/2035  | 375000 | 379265 |
| Massachusetts St Dev Fin Agy Rev (Holy Cross College, MA Proj.) 5% 9/1/2036  | 315000 | 318145 |
| Massachusetts St Dev Fin Agy Rev (Lesley College Proj.) 5% 7/1/2029  | 1640000 | 1653706 |
| Massachusetts St Dev Fin Agy Rev (Lesley College Proj.) 5% 7/1/2032  | 1905000 | 1919219 |
| Massachusetts St Dev Fin Agy Rev (Merrimack College, MA Proj.) 5% 7/1/2026  | 160000 | 161386 |
| Massachusetts St Dev Fin Agy Rev (Merrimack College, MA Proj.) 5% 7/1/2037  | 600000 | 602807 |
| Massachusetts St Dev Fin Agy Rev (Olin College Proj.) Series 2013E, 4% 11/1/2043  | 845000 | 816309 |
| Massachusetts St Dev Fin Agy Rev (Provident Commonwealth Ed Resources Inca Proj.) 5% 10/1/2029  | 3120000 | 3152598 |
| Massachusetts St Dev Fin Agy Rev (Provident Commonwealth Ed Resources Inca Proj.) 5% 10/1/2030  | 1100000 | 1110624 |
| Massachusetts St Dev Fin Agy Rev (Provident Commonwealth Ed Resources Inca Proj.) 5% 10/1/2031  | 1200000 | 1211327 |
| Massachusetts St Dev Fin Agy Rev (Provident Commonwealth Ed Resources Inca Proj.) 5% 10/1/2032  | 1240000 | 1251186 |
| Massachusetts St Dev Fin Agy Rev (Provident Commonwealth Ed Resources Inca Proj.) 5% 10/1/2033  | 1235000 | 1244907 |
| Massachusetts St Dev Fin Agy Rev (Simmons College, MA Proj.) Series K 1, 4% 10/1/2030  | 500000 | 475421 |
| Massachusetts St Dev Fin Agy Rev (Suffolk Univ, MA Proj.) Series 2017, 5% 7/1/2027  | 2085000 | 2115808 |
| Massachusetts St Dev Fin Agy Rev (Suffolk Univ, MA Proj.) Series 2017, 5% 7/1/2028  | 4300000 | 4373104 |
| Massachusetts St Dev Fin Agy Rev (Suffolk Univ, MA Proj.) Series 2017, 5% 7/1/2032  | 1000000 | 1015577 |
| Massachusetts St Dev Fin Agy Rev (Wentworth Inst of Tech, MA Proj.) Series 2017, 5% 10/1/2034  | 1425000 | 1436509 |
| Massachusetts St Dev Fin Agy Rev (Wentworth Inst of Tech, MA Proj.) Series 2017, 5% 10/1/2035  | 1495000 | 1505881 |
| Massachusetts St Dev Fin Agy Rev (Wheaton College, MA Proj.) Series 2017 H, 5% 1/1/2029  | 1435000 | 1472902 |
| Massachusetts St Dev Fin Agy Rev (Wheaton College, MA Proj.) Series 2017 H, 5% 1/1/2031  | 1580000 | 1621436 |
| Massachusetts St Dev Fin Agy Rev (Wheaton College, MA Proj.) Series 2017 H, 5% 1/1/2032  | 1665000 | 1707252 |
| Massachusetts St Dev Fin Agy Rev (Wheaton College, MA Proj.) Series 2017 H, 5% 1/1/2033  | 1745000 | 1786646 |
| Massachusetts St Dev Fin Agy Rev (Wheaton College, MA Proj.) Series 2017 H, 5% 1/1/2034  | 1835000 | 1875450 |
| Massachusetts St Dev Fin Agy Rev (Wheaton College, MA Proj.) Series 2017 H, 5% 1/1/2035  | 1000000 | 1019582 |
| Massachusetts St Dev Fin Agy Rev (Wheaton College, MA Proj.) Series 2017 H, 5% 1/1/2036  | 1000000 | 1017075 |
| Massachusetts St Dev Fin Agy Rev (Worcester Polytech Inst, MA Proj.) Series 2016, 5% 9/1/2037  | 840000 | 850725 |
| Massachusetts St Dev Fin Agy Rv (Chf Merrimack Inc Proj.) Series 2024A, 5% 7/1/2044 (c) | 1000000 | 990197 |
| Massachusetts St Dev Fin Agy Rv (Emerson College, MA Proj.) Series 2025, 5.25% 1/1/2039  | 1540000 | 1649800 |
| Massachusetts St Dev Fin Agy Rv (Emerson College, MA Proj.) Series 2025, 5.25% 1/1/2043  | 1480000 | 1516347 |
| Massachusetts St Dev Fin Agy Rv (Middlesex School Proj.) Series 2024, 5% 7/1/2034  | 1250000 | 1455207 |
| Massachusetts St Hlth & Ed Fac (Massachusetts Inst Tech, Ma Proj.) Series 2001J 2, 3.6% 7/1/2031 VRDN (e) | 2460000 | 2460000 |
| University MA Bldg Auth Rev (Univ of Massachusetts Proj.) Series 2019 1, 5% 5/1/2035  | 2000000 | 2137961 |
| University MA Bldg Auth Rev (Univ of Massachusetts Proj.) Series 2019 1, 5% 5/1/2036  | 3400000 | 3614281 |
| University MA Bldg Auth Rev (Univ of Massachusetts Proj.) Series 2019 1, 5% 5/1/2037  | 3200000 | 3386949 |
| University MA Bldg Auth Rev (Univ of Massachusetts Proj.) Series 2019 1, 5% 5/1/2038  | 3000000 | 3163572 |
| University MA Bldg Auth Rev (Univ of Massachusetts Proj.) Series 2019 1, 5% 5/1/2039  | 815000 | 856660 |
| University Mass Bldg Auth Proj (Univ of Massachusetts Proj.) 5% 11/1/2050  | 4015000 | 4124054 |
|  |  | 258821004 |
| Electric Utilities - 0.1% |  |  |
| Berkshire Wind Pwr Coop Corp Mass Rev 5% 7/1/2026  | 925000 | 938042 |
| Berkshire Wind Pwr Coop Corp Mass Rev 5% 7/1/2027  | 700000 | 724688 |
| Berkshire Wind Pwr Coop Corp Mass Rev 5% 7/1/2030  | 480000 | 497868 |
|  |  | 2160598 |
| Escrowed/Pre-Refunded - 0.1% |  |  |
| Massachusetts St College Bldg Series 1999 A, 0% 5/1/2028 (d) | 1700000 | 1579128 |
| General Obligations - 33.7% |  |  |
| Acton & Boxborough MA Rgl Sch Dst 2.25% 3/1/2045  | 450000 | 316213 |
| Acton & Boxborough MA Rgl Sch Dst 3% 3/1/2034  | 1485000 | 1483641 |
| Acton & Boxborough MA Rgl Sch Dst 3% 3/1/2035  | 2130000 | 2106800 |
| Andover MA Gen. Oblig. 2.125% 11/15/2050  | 1030000 | 637175 |
| Andover MA Gen. Oblig. Series 2020, 2% 11/15/2045  | 1030000 | 676907 |
| Ashland MA Gen. Oblig. Series 2021, 2% 1/15/2046  | 655000 | 424017 |
| Attleboro Mass 2.625% 10/15/2050  | 6880000 | 4761481 |
| Attleboro Mass 3% 10/15/2036  | 2630000 | 2500003 |
| Boston Mass Gen. Oblig. 2% 11/1/2039  | 2495000 | 1969330 |
| Boston Mass Gen. Oblig. Series 2017A, 3% 4/1/2028  | 4250000 | 4264522 |
| Boston Mass Gen. Oblig. Series 2025A, 5% 2/1/2032  | 4765000 | 5499958 |
| Boston Mass Gen. Oblig. Series 2025A, 5% 2/1/2033  | 4000000 | 4683191 |
| Boston Mass Gen. Oblig. Series 2025A, 5% 2/1/2034  | 5345000 | 6282658 |
| Boston Mass Gen. Oblig. Series 2025A, 5% 2/1/2035  | 6070000 | 7087958 |
| Boston Mass Gen. Oblig. Series 2025A, 5% 2/1/2039  | 12640000 | 14326258 |
| Boston Mass Gen. Oblig. Series 2025A, 5% 2/1/2040  | 5000000 | 5592846 |
| Braintree MA Gen. Oblig. Series 2019, 3% 6/1/2035  | 1765000 | 1728088 |
| Braintree MA Gen. Oblig. Series 2020, 3% 6/1/2035  | 345000 | 333253 |
| Brookline MA Series 2021, 1.625% 2/15/2033  | 2250000 | 1957491 |
| Brookline MA Series 2021, 1.625% 2/15/2034  | 5000000 | 4254091 |
| Cambridge MA Gen. Oblig. 3% 2/15/2038  | 3470000 | 3291779 |
| Cambridge MA Gen. Oblig. 3% 2/15/2039  | 3470000 | 3242065 |
| Cambridge MA Gen. Oblig. 3% 2/15/2040  | 3465000 | 3166954 |
| Cambridge MA Gen. Oblig. 3% 2/15/2041  | 3460000 | 3096247 |
| Cambridge MA Gen. Oblig. 3% 2/15/2042  | 3460000 | 3028418 |
| Cambridge MA Gen. Oblig. 3% 2/15/2043  | 3460000 | 2970218 |
| Cambridge MA Gen. Oblig. 3% 2/15/2044  | 3460000 | 2917109 |
| Cambridge MA Gen. Oblig. 3% 2/15/2045  | 3460000 | 2875842 |
| Chicopee Mass Gen. Oblig. Series 2019, 3% 8/15/2045  | 1780000 | 1393111 |
| Chicopee Mass Gen. Oblig. Series 2019, 3% 8/15/2048  | 1935000 | 1459380 |
| City of Quincy MA Gen. Oblig. Series 2021, 2% 1/15/2046  | 1755000 | 1116037 |
| City of Quincy MA Gen. Oblig. Series 2022 B, 5% 7/1/2047  | 4995000 | 5235064 |
| City of Quincy MA Gen. Oblig. Series 2025 A, 5% 7/15/2037  | 690000 | 807043 |
| City of Quincy MA Gen. Oblig. Series 2025 A, 5% 7/15/2038  | 940000 | 1089280 |
| Concord & Carlisle Mass Regl Sch Dist 2% 6/15/2035  | 1125000 | 978174 |
| Concord & Carlisle Mass Regl Sch Dist 2% 6/15/2036  | 1125000 | 952853 |
| Concord & Carlisle Mass Regl Sch Dist 2% 6/15/2037  | 1125000 | 927191 |
| Dennis & Yarmouth MA Regl Sch Dist 2.375% 10/1/2051  | 7345000 | 4718677 |
| Essex Mass Gen. Oblig. 2.75% 3/1/2047  | 1190000 | 883923 |
| Essex Mass Gen. Oblig. 2.75% 3/1/2050  | 1170000 | 838001 |
| Everett MA Gen. Oblig. 2% 8/1/2036  | 1080000 | 911636 |
| Fall River MA Series 2020, 2% 12/1/2032  | 500000 | 458402 |
| Hingham MA Gen. Oblig. Series 2020, 3% 2/15/2038  | 1615000 | 1508406 |
| Ipswich MA Gen. Oblig. 2% 10/1/2036  | 420000 | 347634 |
| Ipswich MA Gen. Oblig. 2% 10/1/2038  | 450000 | 351773 |
| Lowell MA Gen. Oblig. Series 2021, 2% 9/1/2038  | 1340000 | 1068717 |
| Ludlow Mass Series 2019, 3% 2/1/2049  | 1945000 | 1461246 |
| Massachusetts St Gen. Oblig. 5% 1/1/2037  | 10000000 | 10591128 |
| Massachusetts St Gen. Oblig. 5% 1/1/2049  | 10000000 | 10210721 |
| Massachusetts St Gen. Oblig. 5% 11/1/2047  | 1740000 | 1826043 |
| Massachusetts St Gen. Oblig. 5% 11/1/2052  | 32445000 | 33700819 |
| Massachusetts St Gen. Oblig. 5% 4/1/2038  | 3495000 | 4026210 |
| Massachusetts St Gen. Oblig. 5% 4/1/2039  | 2000000 | 2284661 |
| Massachusetts St Gen. Oblig. 5% 4/1/2040  | 1500000 | 1688418 |
| Massachusetts St Gen. Oblig. 5% 4/1/2041  | 4000000 | 4456179 |
| Massachusetts St Gen. Oblig. 5% 7/1/2037  | 1000000 | 1163804 |
| Massachusetts St Gen. Oblig. 5.25% 10/1/2047  | 6800000 | 7242090 |
| Massachusetts St Gen. Oblig. 5.25% 10/1/2052  | 1690000 | 1786896 |
| Massachusetts St Gen. Oblig. 5.5% 8/1/2030  | 2000000 | 2239627 |
| Massachusetts St Gen. Oblig. Series 2016E, 3% 4/1/2044  | 2050000 | 1667401 |
| Massachusetts St Gen. Oblig. Series 2016G, 3% 9/1/2046  | 2825000 | 2233878 |
| Massachusetts St Gen. Oblig. Series 2018 B, 5% 1/1/2032  | 5000000 | 5260256 |
| Massachusetts St Gen. Oblig. Series 2019 A, 5.25% 1/1/2033  | 21110000 | 22835658 |
| Massachusetts St Gen. Oblig. Series 2019 D, 3% 5/1/2036  | 5000000 | 4822046 |
| Massachusetts St Gen. Oblig. Series 2020 D, 3% 11/1/2042  | 3500000 | 2962680 |
| Massachusetts St Gen. Oblig. Series 2020 D, 3% 7/1/2035  | 3000000 | 2948463 |
| Massachusetts St Gen. Oblig. Series 2020 D, 3% 7/1/2039  | 3460000 | 3136874 |
| Massachusetts St Gen. Oblig. Series 2020 D, 4% 11/1/2036  | 1500000 | 1544866 |
| Massachusetts St Gen. Oblig. Series 2020 D, 4% 11/1/2041  | 4000000 | 3998752 |
| Massachusetts St Gen. Oblig. Series 2020 D, 5% 7/1/2048  | 11025000 | 11392775 |
| Massachusetts St Gen. Oblig. Series 2020 E, 5% 11/1/2050  | 23480000 | 24188262 |
| Massachusetts St Gen. Oblig. Series 2020C, 3% 3/1/2047  | 5810000 | 4538542 |
| Massachusetts St Gen. Oblig. Series 2020C, 3% 3/1/2048  | 5000000 | 3865489 |
| Massachusetts St Gen. Oblig. Series 2020C, 3% 3/1/2049  | 5000000 | 3826499 |
| Massachusetts St Gen. Oblig. Series 2021 A, 2% 3/1/2038  | 2500000 | 2041458 |
| Massachusetts St Gen. Oblig. Series 2021 B, 3% 4/1/2048  | 21500000 | 16613848 |
| Massachusetts St Gen. Oblig. Series 2021 B, 3% 4/1/2049  | 13500000 | 10326903 |
| Massachusetts St Gen. Oblig. Series 2021 C, 2% 9/1/2038  | 3935000 | 3179986 |
| Massachusetts St Gen. Oblig. Series 2021 C, 2% 9/1/2039  | 3465000 | 2724033 |
| Massachusetts St Gen. Oblig. Series 2021 C, 3% 9/1/2034  | 2300000 | 2280373 |
| Massachusetts St Gen. Oblig. Series 2021 C, 3% 9/1/2036  | 5000000 | 4795275 |
| Massachusetts St Gen. Oblig. Series 2021 D, 5% 9/1/2049  | 50000000 | 51841160 |
| Massachusetts St Gen. Oblig. Series 2021 D, 5% 9/1/2050  | 1785000 | 1846659 |
| Massachusetts St Gen. Oblig. Series 2022B, 3% 2/1/2048  | 38250000 | 29585254 |
| Massachusetts St Gen. Oblig. Series 2023 C, 5% 8/1/2039  | 4325000 | 4826114 |
| Massachusetts St Gen. Oblig. Series 2023A, 5% 5/1/2048  | 7055000 | 7413221 |
| Massachusetts St Gen. Oblig. Series 2024 A, 5% 3/1/2039  | 5075000 | 5724623 |
| Massachusetts St Gen. Oblig. Series 2024 H, 5% 12/1/2036  | 19000000 | 22025573 |
| Massachusetts St Gen. Oblig. Series 2024 H, 5% 12/1/2037  | 34000000 | 39082711 |
| Massachusetts St Gen. Oblig. Series 2024 H, 5% 12/1/2038  | 8000000 | 9123322 |
| Massachusetts St Gen. Oblig. Series 2024B, 5% 11/1/2038  | 3465000 | 3927062 |
| Massachusetts St Gen. Oblig. Series 2024B, 5% 11/1/2043  | 7940000 | 8615442 |
| Massachusetts St Gen. Oblig. Series 2024B, 5% 5/1/2039  | 1265000 | 1427860 |
| Maynard Mass Gen. Oblig. Series 2012, 2.75% 2/15/2032  | 385000 | 369241 |
| Middleborough MA Series 2020, 2.125% 10/1/2045  | 4420000 | 2939000 |
| Nauset MA Reg Sch Dist 4% 5/15/2040  | 4190000 | 4246557 |
| Newton MA Gen. Oblig. Series 2016, 3% 4/1/2033  | 545000 | 545121 |
| Northeast Met Regl Vocational Technical Sch Dist Mass 3.25% 5/15/2042  | 2095000 | 1870183 |
| Northeast Met Regl Vocational Technical Sch Dist Mass 3.25% 5/15/2043  | 2165000 | 1892920 |
| Northeast Met Regl Vocational Technical Sch Dist Mass 3.25% 5/15/2044  | 2235000 | 1921319 |
| Northeast Met Regl Vocational Technical Sch Dist Mass 3.25% 5/15/2045  | 2310000 | 1965248 |
| Norwood MA Gen. Oblig. 2.125% 7/15/2030  | 1020000 | 974774 |
| Pentucket MA Regl Sch Dist 3% 9/1/2043  | 1710000 | 1427010 |
| Plymouth MA Gen. Oblig. Series 2021, 2% 5/1/2037  | 640000 | 507083 |
| Revere Mass Gen. Oblig. 3% 3/1/2031  | 430000 | 430022 |
| Sharon MA Gen. Oblig. 2% 2/15/2036  | 635000 | 536058 |
| Sharon MA Gen. Oblig. 3% 2/15/2037  | 150000 | 140521 |
| Somerville MA Gen. Oblig. Series 2018 B, 3.375% 6/1/2043  | 250000 | 216250 |
| South Hadley Mass Gen. Oblig. 2% 1/15/2037  | 350000 | 288077 |
| Swampscott MA Series 2022, 3% 3/1/2036  | 1000000 | 973449 |
| Tisbury MA Series 2022, 4% 8/15/2036  | 1780000 | 1833190 |
| Tisbury MA Series 2022, 4% 8/15/2040  | 1995000 | 2015272 |
| Tisbury MA Series 2022, 4% 8/15/2041  | 2085000 | 2099296 |
| Westport Mass 2% 11/1/2040  | 1890000 | 1418883 |
| Westport Mass 2.125% 11/1/2041  | 1925000 | 1425741 |
| Westport Mass 2.125% 11/1/2042  | 1970000 | 1419283 |
| Westport Mass 2.25% 11/1/2043  | 2010000 | 1433854 |
| Westport Mass 2.25% 11/1/2044  | 2055000 | 1437713 |
| Westport Mass 2.25% 11/1/2045  | 2100000 | 1440705 |
| Westport Mass 2.25% 11/1/2047  | 4345000 | 2872392 |
| Westport Mass 2.375% 11/1/2049  | 3745000 | 2470700 |
| Weymouth Mass 2% 9/15/2045  | 3000000 | 1953446 |
| Worcester MA Gen. Oblig. 5% 2/15/2034  | 3720000 | 4236981 |
| Worcester MA Gen. Oblig. 5% 2/15/2036  | 4435000 | 4990535 |
| Worcester MA Gen. Oblig. 5% 2/15/2037  | 3045000 | 3404872 |
|  |  | 585516671 |
| Health Care - 9.2% |  |  |
| Massachusetts Dev Fin Agy Sr Living Rev (Care Communities LLC Proj.) Series 2025 A 1, 6.5% 7/15/2060 (c) | 5000000 | 4997848 |
| Massachusetts Development Finance Agency (Beth Israel Lahey Health Proj.) Series 2019 K, 5% 7/1/2026  | 1250000 | 1265186 |
| Massachusetts Development Finance Agency (Beth Israel Lahey Health Proj.) Series 2019 K, 5% 7/1/2033  | 2000000 | 2130223 |
| Massachusetts Development Finance Agency (Beth Israel Lahey Health Proj.) Series 2019 K, 5% 7/1/2035  | 2135000 | 2258363 |
| Massachusetts Development Finance Agency (Beth Israel Lahey Health Proj.) Series 2019 K, 5% 7/1/2036  | 950000 | 1001156 |
| Massachusetts Development Finance Agency (Mass General Brigham Inc Proj.) Series 2024 E 1, 3.1% 7/1/2052 (Liquidity Facility JPMorgan Chase Bank NA) VRDN (e) | 1000000 | 1000000 |
| Massachusetts Development Finance Agency (Mass General Brigham Inc Proj.) Series 2024D, 5% 7/1/2035  | 1000000 | 1151272 |
| Massachusetts Development Finance Agency (Mass General Brigham Inc Proj.) Series 2024D, 5% 7/1/2036  | 1000000 | 1138178 |
| Massachusetts Development Finance Agency (Mass General Brigham Inc Proj.) Series 2024D, 5% 7/1/2037  | 1150000 | 1297250 |
| Massachusetts Development Finance Agency (Mass General Brigham Inc Proj.) Series 2024D, 5% 7/1/2038  | 1000000 | 1118237 |
| Massachusetts Development Finance Agency (Southcoast Hospital Grp Inc,Ma Proj.) 5% 7/1/2028  | 350000 | 366796 |
| Massachusetts Development Finance Agency (Southcoast Hospital Grp Inc,Ma Proj.) 5% 7/1/2030  | 225000 | 243642 |
| Massachusetts Development Finance Agency (Southcoast Hospital Grp Inc,Ma Proj.) 5% 7/1/2033  | 550000 | 601487 |
| Massachusetts Development Finance Agency (Southcoast Hospital Grp Inc,Ma Proj.) 5% 7/1/2034  | 1300000 | 1415570 |
| Massachusetts Development Finance Agency (Southcoast Hospital Grp Inc,Ma Proj.) 5% 7/1/2036  | 475000 | 511358 |
| Massachusetts Development Finance Agency (Southcoast Hospital Grp Inc,Ma Proj.) 5% 7/1/2037  | 1275000 | 1364819 |
| Massachusetts Development Finance Agency (Southcoast Hospital Grp Inc,Ma Proj.) 5% 7/1/2050  | 6700000 | 6721504 |
| Massachusetts Development Finance Agency (Southcoast Hospital Grp Inc,Ma Proj.) Series 2021 G, 4% 7/1/2046  | 2815000 | 2493778 |
| Massachusetts Development Finance Agency (Tufts Medicine Proj.) Series 2019 A, 5% 7/1/2030  | 1350000 | 1390970 |
| Massachusetts Development Finance Agency (Tufts Medicine Proj.) Series 2019 A, 5% 7/1/2031  | 1350000 | 1389368 |
| Massachusetts Development Finance Agency (Tufts Medicine Proj.) Series 2019 A, 5% 7/1/2032  | 2000000 | 2054315 |
| Massachusetts Development Finance Agency (Tufts Medicine Proj.) Series 2019 A, 5% 7/1/2033  | 2300000 | 2355917 |
| Massachusetts Development Finance Agency (Tufts Medicine Proj.) Series 2020 C, 3% 10/1/2045 (Assured Guaranty Inc Insured)  | 3510000 | 2776125 |
| Massachusetts Development Finance Agency (University of Mass Hlth Cr Inc Proj.) 4% 7/1/2044  | 7000000 | 6286988 |
| Massachusetts St Dev Fin Agy Rev (Beth Israel Lahey Health Proj.) Series 2016 I, 5% 7/1/2037  | 1470000 | 1485699 |
| Massachusetts St Dev Fin Agy Rev (Beth Israel Lahey Health Proj.) Series 2016 I, 5% 7/1/2038  | 1000000 | 1009857 |
| Massachusetts St Dev Fin Agy Rev (Dana Farber Cancer Inst, MA Proj.) Series 2016N, 5% 12/1/2034  | 1000000 | 1018046 |
| Massachusetts St Dev Fin Agy Rev (Mass General Brigham Inc Proj.) 4% 7/1/2041  | 50000 | 49211 |
| Massachusetts St Dev Fin Agy Rev (Mass General Brigham Inc Proj.) 5% 7/1/2032  | 985000 | 1029977 |
| Massachusetts St Dev Fin Agy Rev (Mass General Brigham Inc Proj.) 5% 7/1/2034  | 750000 | 781211 |
| Massachusetts St Dev Fin Agy Rev (Newbridge On The Charles Proj.) 4% 10/1/2026 (c) | 500000 | 499396 |
| Massachusetts St Dev Fin Agy Rev (Newbridge On The Charles Proj.) 4% 10/1/2027 (c) | 350000 | 349671 |
| Massachusetts St Dev Fin Agy Rev (Newbridge On The Charles Proj.) 4% 10/1/2032 (c) | 1250000 | 1242881 |
| Massachusetts St Dev Fin Agy Rev (Newbridge On The Charles Proj.) 4.125% 10/1/2042 (c) | 6000000 | 5564657 |
| Massachusetts St Dev Fin Agy Rev (South Shore Hospital, MA Proj.) 5% 7/1/2029  | 1680000 | 1693755 |
| Massachusetts St Dev Fin Agy Rev (South Shore Hospital, MA Proj.) 5% 7/1/2030  | 2400000 | 2419803 |
| Massachusetts St Dev Fin Agy Rev (South Shore Hospital, MA Proj.) 5% 7/1/2031  | 2500000 | 2520471 |
| Massachusetts St Dev Fin Agy Rev (South Shore Hospital, MA Proj.) 5% 7/1/2032  | 1960000 | 1975576 |
| Massachusetts St Dev Fin Agy Rev (South Shore Hospital, MA Proj.) Series 2016 I, 4% 7/1/2036  | 6895000 | 6744110 |
| Massachusetts St Dev Fin Agy Rev (South Shore Hospital, MA Proj.) Series 2016 I, 5% 7/1/2027  | 1100000 | 1109505 |
| Massachusetts St Dev Fin Agy Rev (Southcoast Hospital Grp Inc,Ma Proj.) Series 2013 F, 4% 7/1/2032  | 2050000 | 2050436 |
| Massachusetts St Dev Fin Agy Rev (Southcoast Hospital Grp Inc,Ma Proj.) Series 2013 F, 4% 7/1/2043  | 16000000 | 14704434 |
| Massachusetts St Dev Fin Agy Rev (Southcoast Hospital Grp Inc,Ma Proj.) Series 2013 F, 5% 7/1/2027  | 1300000 | 1301327 |
| Massachusetts St Dev Fin Agy Rev (Southcoast Hospital Grp Inc,Ma Proj.) Series 2013 F, 5% 7/1/2037  | 3925000 | 3928402 |
| Massachusetts St Dev Fin Agy Rev (University of Mass Hlth Cr Inc Proj.) 5% 7/1/2026  | 2210000 | 2231887 |
| Massachusetts St Dev Fin Agy Rev (University of Mass Hlth Cr Inc Proj.) 5% 7/1/2027  | 1150000 | 1162271 |
| Massachusetts St Dev Fin Agy Rev (University of Mass Hlth Cr Inc Proj.) 5% 7/1/2028  | 1260000 | 1283348 |
| Massachusetts St Dev Fin Agy Rev (University of Mass Hlth Cr Inc Proj.) 5% 7/1/2029  | 2000000 | 2022924 |
| Massachusetts St Dev Fin Agy Rev (University of Mass Hlth Cr Inc Proj.) 5% 7/1/2029  | 1320000 | 1344890 |
| Massachusetts St Dev Fin Agy Rev (University of Mass Hlth Cr Inc Proj.) 5% 7/1/2030  | 2000000 | 2023053 |
| Massachusetts St Dev Fin Agy Rev (University of Mass Hlth Cr Inc Proj.) 5% 7/1/2030  | 1390000 | 1416366 |
| Massachusetts St Dev Fin Agy Rev (University of Mass Hlth Cr Inc Proj.) 5% 7/1/2031  | 1700000 | 1719488 |
| Massachusetts St Dev Fin Agy Rev (University of Mass Hlth Cr Inc Proj.) 5% 7/1/2036  | 3000000 | 3025934 |
| Massachusetts St Dev Fin Agy Rev (University of Mass Hlth Cr Inc Proj.) 5% 7/1/2038  | 10850000 | 10956492 |
| Massachusetts St Dev Fin Agy Rev (University of Mass Hlth Cr Inc Proj.) Series 2017K, 5% 7/1/2027  | 1150000 | 1170622 |
| Massachusetts St Dev Fin Agy Rv (Childrens Hospital, MA Proj.) Series 2024 T, 5% 3/1/2034  | 4230000 | 4930470 |
| Massachusetts St Dev Fin Agy Rv (Lifespan Corp Obligated Group Proj.) Series 2025 A, 5.25% 8/15/2043  | 5900000 | 6242403 |
| Massachusetts St Dev Fin Agy Rv (Lifespan Corp Obligated Group Proj.) Series 2025 A, 5.25% 8/15/2044  | 7500000 | 7877106 |
| Massachusetts St Dev Fin Agy Rv (Lifespan Corp Obligated Group Proj.) Series 2025 B, 5% tender 8/15/2055 (e) | 12500000 | 13580864 |
|  |  | 159796893 |
| Housing - 2.2% |  |  |
| Massachusetts Housing Finance Agency (Housing Bond Resolution 12/10/02 Proj.) Series 2021 B 1, 2.875% 12/1/2051  | 4000000 | 2820216 |
| Massachusetts Housing Finance Agency (Single Family Housing Rev Proj.) 5% 12/1/2025  | 150000 | 150228 |
| Massachusetts Housing Finance Agency (Single Family Housing Rev Proj.) 5% 12/1/2026  | 125000 | 127883 |
| Massachusetts Housing Finance Agency (Single Family Housing Rev Proj.) 5% 12/1/2027  | 185000 | 193060 |
| Massachusetts Housing Finance Agency (Single Family Housing Rev Proj.) 5% 12/1/2028  | 230000 | 244163 |
| Massachusetts Housing Finance Agency (Single Family Housing Rev Proj.) 5% 6/1/2026  | 100000 | 101199 |
| Massachusetts Housing Finance Agency (Single Family Housing Rev Proj.) 5% 6/1/2027  | 100000 | 103268 |
| Massachusetts Housing Finance Agency (Single Family Housing Rev Proj.) 5% 6/1/2028  | 75000 | 78866 |
| Massachusetts Housing Finance Agency (Single Family Housing Rev Proj.) 5% 6/1/2029  | 100000 | 106839 |
| Massachusetts Housing Finance Agency (Single Family Housing Revenue Proj.) Series 221, 2.3% 6/1/2044  | 1500000 | 1078299 |
| Massachusetts Housing Finance Agency (Single Family Housing Revenue Proj.) Series 222, 2.3% 12/1/2041  | 2450000 | 1879753 |
| Massachusetts Housing Finance Agency Series 224, 5% 6/1/2050  | 1305000 | 1349289 |
| Massachusetts Hsg Fin Agy Series 2023 C2, 4% 12/1/2027  | 8055000 | 8100510 |
| Massachusetts Hsg Fin Agy Series 2023 C2, 4.05% 12/1/2028  | 16000000 | 16269242 |
| Massachusetts St Hsg Fin Agy (Housing Bond Resolution 12/10/02 Proj.) 2.55% 12/1/2040  | 1000000 | 799340 |
| Massachusetts St Hsg Fin Agy (Housing Bond Resolution 12/10/02 Proj.) Series 2018A, 3.7% 12/1/2038  | 500000 | 496146 |
| Massachusetts St Hsg Fin Agy (Single Family Housing Rev Proj.) Series 211, 3.5% 12/1/2049  | 1510000 | 1503989 |
| Massachusetts St Hsg Fin Agy (Single Family Housing Revenue Proj.) 3.75% 12/1/2049  | 2575000 | 2573539 |
| Massachusetts St Hsg Fin Agy (Single Family Housing Revenue Proj.) Series 183, 3.5% 12/1/2046  | 105000 | 104961 |
| Massachusetts St Hsg Fin Agy (Single Family Housing Revenue Proj.) Series 188, 4% 6/1/2043 (b) | 380000 | 379891 |
| Massachusetts St Hsg Fin Agy (Single Family Housing Revenue Proj.) Series 207, 4% 6/1/2049  | 1025000 | 1028857 |
|  |  | 39489538 |
| Other - 1.8% |  |  |
| Massachusetts St Dev Fin Agy Rev (Broad Institute Proj.) Series 2017, 5% 4/1/2033  | 10145000 | 10531959 |
| Massachusetts St Dev Fin Agy Rev (Broad Institute Proj.) Series 2017, 5% 4/1/2034  | 2500000 | 2590801 |
| Massachusetts St Dev Fin Agy Rev (Broad Institute Proj.) Series 2017, 5% 4/1/2037  | 1500000 | 1540679 |
| Massachusetts St Dev Fin Agy Rev (Sterling And Francine Clark Art Institute Proj.) Series 2016, 4% 7/1/2041  | 865000 | 842669 |
| Massachusetts St Dev Fin Agy Rev (Wgbh Educational Foundation Proj.) 0% 1/1/2037 (Assured Guaranty Inc Insured) (d) | 1745000 | 1161204 |
| Massachusetts St Dev Fin Agy Rev (Wgbh Educational Foundation Proj.) 0% 1/1/2039 (Assured Guaranty Inc Insured) (d) | 3200000 | 1909091 |
| Massachusetts St Dev Fin Agy Rev (Wgbh Educational Foundation Proj.) 0% 1/1/2040 (Assured Guaranty Inc Insured) (d) | 5000000 | 2773260 |
| Massachusetts St Dev Fin Agy Rev (Wgbh Educational Foundation Proj.) 0% 1/1/2041 (Assured Guaranty Inc Insured) (d) | 5000000 | 2607104 |
| Massachusetts St Dev Fin Agy Rev (Wgbh Educational Foundation Proj.) 0% 1/1/2042 (Assured Guaranty Inc Insured) (d) | 5000000 | 2445533 |
| Massachusetts St Hlth & Ed Fac (Museum Of Fine Arts Boston Proj.) 3.95% 12/1/2037 (Liquidity Facility Bank of America NA) VRDN (e) | 5040000 | 5040000 |
|  |  | 31442300 |
| Special Tax - 14.5% |  |  |
| Mass Bay Tran Auth Sls Tax Series 2016, 0% 7/1/2032 (d) | 9275000 | 7486595 |
| Mass Bay Tran Auth Sls Tax Series 2023 A SUB A 1, 5.25% 7/1/2053  | 8000000 | 8520147 |
| Mass Bay Tran Auth Sls Tax Series 2024 A, 5.25% 7/1/2052  | 10550000 | 11294599 |
| Massachusetts St Sch Bldg Auth Dedicated Sales Tax Rev 3% 8/15/2050  | 5030000 | 3841824 |
| Massachusetts St Sch Bldg Auth Dedicated Sales Tax Rev 5% 8/15/2032  | 1500000 | 1666396 |
| Massachusetts St Sch Bldg Auth Dedicated Sales Tax Rev 5% 8/15/2033  | 1675000 | 1855338 |
| Massachusetts St Sch Bldg Auth Dedicated Sales Tax Rev 5% 8/15/2034  | 3000000 | 3310265 |
| Massachusetts St Sch Bldg Auth Dedicated Sales Tax Rev 5% 8/15/2035  | 2000000 | 2195905 |
| Massachusetts St Sch Bldg Auth Dedicated Sales Tax Rev 5% 8/15/2037  | 1400000 | 1521949 |
| Massachusetts St Sch Bldg Auth Dedicated Sales Tax Rev 5% 8/15/2045  | 10000000 | 10438692 |
| Massachusetts St Sch Bldg Auth Dedicated Sales Tax Rev 5% 8/15/2050  | 16615000 | 17180212 |
| Massachusetts St Sch Bldg Auth Dedicated Sales Tax Rev Series 2019A, 5% 2/15/2044  | 11510000 | 11832374 |
| Massachusetts St Spl Oblig Dedicated Tax Rev 5.5% 1/1/2030 (National Public Finance Guarantee Corporation Insured)  | 17000000 | 18916279 |
| Massachusetts St Spl Oblig Dedicated Tax Rev 5.5% 1/1/2034 (National Public Finance Guarantee Corporation Insured)  | 14770000 | 16933279 |
| Massachusetts St Transn Fd Rev 5.25% 6/1/2043  | 14575000 | 15059184 |
| Massachusetts St Transn Fd Rev Series 2019A, 5% 6/1/2049  | 14600000 | 14948576 |
| Massachusetts St Transn Fd Rev Series 2021 A, 5% 6/1/2041  | 8140000 | 8682778 |
| Massachusetts St Transn Fd Rev Series 2021 A, 5% 6/1/2042  | 5750000 | 6099764 |
| Massachusetts St Transn Fd Rev Series 2021 A, 5% 6/1/2043  | 3000000 | 3155926 |
| Massachusetts St Transn Fd Rev Series 2021 B, 5% 6/1/2041  | 6000000 | 6185953 |
| Massachusetts St Transn Fd Rev Series 2021 B, 5% 6/1/2042  | 15370000 | 16138090 |
| Massachusetts St Transn Fd Rev Series 2021 B, 5% 6/1/2046  | 2615000 | 2706023 |
| Massachusetts St Transn Fd Rev Series 2022 A, 5% 6/1/2050  | 3500000 | 3619193 |
| Massachusetts St Transn Fd Rev Series 2023B, 5% 6/1/2047  | 8000000 | 8426650 |
| Massachusetts St Transn Fd Rev Series 2023B, 5% 6/1/2048  | 7350000 | 7729423 |
| Massachusetts St Transn Fd Rev Series 2023B, 5% 6/1/2049  | 5000000 | 5249791 |
| Massachusetts St Transn Fd Rev Series 2024A, 5% 6/1/2044  | 15000000 | 16195082 |
| Massachusetts St Transn Fd Rev Series 2024A, 5% 6/1/2053  | 20250000 | 21278014 |
|  |  | 252468301 |
| Synthetics - 0.7% |  |  |
| Massachusetts St Hsg Fin Agy Participating VRDN Series 2022 020, 3.9% 12/1/2056 (Liquidity Facility Barclays Bank PLC) (e)(f) | 7500000 | 7500000 |
| Massachusetts St Hsg Fin Agy Participating VRDN Series 2022 021, 3.9% 6/1/2058 (Liquidity Facility Barclays Bank PLC) (e)(f) | 5345000 | 5345000 |
|  |  | 12845000 |
| Transportation - 11.2% |  |  |
| MA Dept Transn Met Hwy Sys Rev Series 2019 A, 5% 1/1/2037  | 2000000 | 2116057 |
| Massachusetts Port Auth Spl Fac Rev (Bosfuel Corporation Proj.) Series 2019 A, 4% 7/1/2044 (b) | 9250000 | 8532195 |
| Massachusetts Port Auth Spl Fac Rev (Bosfuel Corporation Proj.) Series 2019 A, 5% 7/1/2028 (b) | 1500000 | 1575909 |
| Massachusetts Port Auth Spl Fac Rev (Bosfuel Corporation Proj.) Series 2019 A, 5% 7/1/2031 (b) | 1250000 | 1334373 |
| Massachusetts Port Auth Spl Fac Rev (Bosfuel Corporation Proj.) Series 2019 A, 5% 7/1/2032 (b) | 500000 | 533087 |
| Massachusetts Port Auth Spl Fac Rev (Bosfuel Corporation Proj.) Series 2019 A, 5% 7/1/2033 (b) | 1000000 | 1063842 |
| Massachusetts Port Auth Spl Fac Rev (Bosfuel Corporation Proj.) Series 2019 A, 5% 7/1/2034 (b) | 1250000 | 1325928 |
| Massachusetts Port Auth Spl Fac Rev (Bosfuel Corporation Proj.) Series 2019 A, 5% 7/1/2049 (b) | 5620000 | 5675893 |
| Massachusetts St Port Auth Rev 5% 7/1/2033 (b) | 3440000 | 3755878 |
| Massachusetts St Port Auth Rev 5% 7/1/2035 (b) | 1475000 | 1594598 |
| Massachusetts St Port Auth Rev 5% 7/1/2040 (b) | 4000000 | 4190144 |
| Massachusetts St Port Auth Rev 5% 7/1/2041 (b) | 1940000 | 2018693 |
| Massachusetts St Port Auth Rev 5% 7/1/2051 (b) | 16165000 | 16405857 |
| Massachusetts St Port Auth Rev Series 2017A, 5% 7/1/2030 (b) | 1280000 | 1315460 |
| Massachusetts St Port Auth Rev Series 2017A, 5% 7/1/2031 (b) | 1095000 | 1124268 |
| Massachusetts St Port Auth Rev Series 2017A, 5% 7/1/2032 (b) | 1370000 | 1404675 |
| Massachusetts St Port Auth Rev Series 2017A, 5% 7/1/2033 (b) | 1250000 | 1280306 |
| Massachusetts St Port Auth Rev Series 2017A, 5% 7/1/2035 (b) | 2000000 | 2042004 |
| Massachusetts St Port Auth Rev Series 2017A, 5% 7/1/2036 (b) | 1720000 | 1754227 |
| Massachusetts St Port Auth Rev Series 2017A, 5% 7/1/2042 (b) | 4540000 | 4567750 |
| Massachusetts St Port Auth Rev Series 2019 A, 5% 7/1/2030 (b) | 725000 | 771260 |
| Massachusetts St Port Auth Rev Series 2019 A, 5% 7/1/2033 (b) | 4085000 | 4329383 |
| Massachusetts St Port Auth Rev Series 2019 A, 5% 7/1/2034 (b) | 5605000 | 5923021 |
| Massachusetts St Port Auth Rev Series 2019 A, 5% 7/1/2035 (b) | 5000000 | 5263850 |
| Massachusetts St Port Auth Rev Series 2019 A, 5% 7/1/2036 (b) | 1995000 | 2092006 |
| Massachusetts St Port Auth Rev Series 2019 A, 5% 7/1/2037 (b) | 1100000 | 1149067 |
| Massachusetts St Port Auth Rev Series 2019 A, 5% 7/1/2040 (b) | 4450000 | 4590614 |
| Massachusetts St Port Auth Rev Series 2019 B, 5% 7/1/2044  | 5000000 | 5124280 |
| Massachusetts St Port Auth Rev Series 2019 C, 5% 7/1/2031 (b) | 3500000 | 3722126 |
| Massachusetts St Port Auth Rev Series 2019 C, 5% 7/1/2032 (b) | 2700000 | 2867799 |
| Massachusetts St Port Auth Rev Series 2019 C, 5% 7/1/2038 (b) | 11275000 | 11735285 |
| Massachusetts St Port Auth Rev Series 2019 C, 5% 7/1/2039 (b) | 5000000 | 5184587 |
| Massachusetts St Port Auth Rev Series 2019 C, 5% 7/1/2049 (b) | 2500000 | 2526287 |
| Massachusetts St Port Auth Rev Series 2021 A, 5% 7/1/2038  | 2125000 | 2318811 |
| Massachusetts St Port Auth Rev Series 2021 A, 5% 7/1/2039  | 1125000 | 1217149 |
| Massachusetts St Port Auth Rev Series 2021 A, 5% 7/1/2040  | 1045000 | 1121998 |
| Massachusetts St Port Auth Rev Series 2021 D, 5% 7/1/2046  | 3180000 | 3312297 |
| Massachusetts St Port Auth Rev Series 2021 D, 5% 7/1/2051  | 5740000 | 5932115 |
| Massachusetts St Port Auth Rev Series 2022 A, 5% 7/1/2031 (b) | 2630000 | 2897596 |
| Massachusetts St Port Auth Rev Series 2022 A, 5% 7/1/2036 (b) | 2450000 | 2666566 |
| Massachusetts St Port Auth Rev Series 2022 A, 5% 7/1/2039 (b) | 1460000 | 1562493 |
| Massachusetts St Port Auth Rev Series 2022 A, 5% 7/1/2040 (b) | 2780000 | 2949218 |
| Massachusetts St Port Auth Rev Series 2121 B, 5% 7/1/2039 (b) | 1325000 | 1398575 |
| Massachusetts St Port Auth Rev Series C, 5% 7/1/2028  | 3000000 | 3008970 |
| Massachusetts St Port Auth Rev Series C, 5% 7/1/2029  | 4205000 | 4217702 |
| Massachusetts St Tpk Auth Met Hwy Sys Rev (MA Dept Transn Met Hwy Sys Rev Proj.) 0% 1/1/2028 (National Public Finance Guarantee Corporation Insured) (d) | 12700000 | 11951844 |
| Massachusetts St Tpk Auth Met Hwy Sys Rev (MA Dept Transn Met Hwy Sys Rev Proj.) 0% 1/1/2029 (National Public Finance Guarantee Corporation Insured) (d) | 33195000 | 30356011 |
|  |  | 193802054 |
| Water & Sewer - 4.9% |  |  |
| Lynn MA Wtr & Swr Commn Gen 5% 12/1/2032 (National Public Finance Guarantee Corporation Insured)  | 440000 | 440542 |
| Massachusetts Clean Water Trust/The Series 2025, 5% 2/1/2036  | 5000000 | 5880674 |
| Massachusetts Clean Water Trust/The Series 2025, 5% 2/1/2037  | 6500000 | 7566824 |
| Massachusetts Clean Water Trust/The Series 22, 5% 8/1/2037  | 4110000 | 4387707 |
| Massachusetts Clean Water Trust/The Series 23 B, 5% 2/1/2039  | 12940000 | 14037458 |
| Massachusetts Clean Water Trust/The Series 23 B, 5% 2/1/2041  | 2000000 | 2135910 |
| Massachusetts Clean Water Trust/The Series 23A, 5% 2/1/2039  | 5000000 | 5424057 |
| Massachusetts Clean Water Trust/The Series 23A, 5% 2/1/2040  | 4750000 | 5104728 |
| Massachusetts Clean Water Trust/The Series 26A, 5% 2/1/2036  | 2400000 | 2822723 |
| Massachusetts Clean Water Trust/The Series 26A, 5% 2/1/2038  | 1850000 | 2135467 |
| Massachusetts Clean Water Trust/The Series 26A, 5% 2/1/2039  | 2475000 | 2833638 |
| Massachusetts Clean Water Trust/The Series 26A, 5% 2/1/2040  | 1000000 | 1127582 |
| Massachusetts Clean Water Trust/The Series 26A, 5% 2/1/2041  | 2000000 | 2232306 |
| Massachusetts Clean Water Trust/The Series 26A, 5% 2/1/2042  | 1000000 | 1105098 |
| Massachusetts Clean Water Trust/The Series 26B, 5% 2/1/2039  | 2595000 | 2971027 |
| Massachusetts Clean Water Trust/The Series 26B, 5% 2/1/2040  | 2000000 | 2255165 |
| Massachusetts Clean Water Trust/The Series 26B, 5% 2/1/2041  | 4530000 | 5056174 |
| Massachusetts Clean Water Trust/The Series 26B, 5% 2/1/2042  | 1480000 | 1635545 |
| Massachusetts Clean Water Trust/The Series 26B, 5% 2/1/2043  | 1000000 | 1095045 |
| Massachusetts Clean Water Trust/The Series 26B, 5% 2/1/2044  | 2000000 | 2174462 |
| Massachusetts Clean Water Trust/The Series 26B, 5% 2/1/2045  | 1500000 | 1624249 |
| Massachusetts St Wtr Res Auth Series 2020 B, 5% 8/1/2041  | 3155000 | 3328053 |
| Massachusetts St Wtr Res Auth Series 2020 B, 5% 8/1/2042  | 7415000 | 7777975 |
|  |  | 85152409 |
| TOTAL MASSACHUSETTS |  | 1623073896 |
| Puerto Rico - 1.3%  |  |  |
| General Obligations - 0.6% |  |  |
| Puerto Rico Comwlth Gen. Oblig. Series 2022 A 1, 0% 7/1/2033 (d) | 5238348 | 3778715 |
| Puerto Rico Comwlth Gen. Oblig. Series 2022 A 1, 5.625% 7/1/2029  | 1925000 | 2055767 |
| Puerto Rico Comwlth Gen. Oblig. Series 2022 A 1, 5.75% 7/1/2031  | 4525000 | 5017388 |
|  |  | 10851870 |
| Housing - 0.3% |  |  |
| Puerto Rico Hsg Fin Auth (PR Mhsg Rev 2020 Proj.) Series 2020, 5% 12/1/2027  | 4435000 | 4632439 |
| Special Tax - 0.2% |  |  |
| Puerto Rico Sales Tax Fing Corp Sales Tax Rev Series A 1, 0% 7/1/2031 (d) | 5010000 | 4097138 |
| Water & Sewer - 0.2% |  |  |
| Puerto Rico Comwlth Aqueduct & Swr Auth Rev Series 2021 B, 5% 7/1/2037 (c) | 3525000 | 3644105 |
| TOTAL PUERTO RICO |  | 23225552 |
| Virgin Islands - 0.5%  |  |  |
| Transportation - 0.5% |  |  |
| Virgin Islands Transportation & Infrastructure Corp 5% 9/1/2032  | 930000 | 1021562 |
| Virgin Islands Transportation & Infrastructure Corp 5% 9/1/2034  | 2185000 | 2441992 |
| Virgin Islands Transportation & Infrastructure Corp 5% 9/1/2037  | 1235000 | 1369221 |
| Virgin Islands Transportation & Infrastructure Corp 5% 9/1/2038  | 2645000 | 2921580 |
| Virgin Islands Transportation & Infrastructure Corp 5% 9/1/2039  | 980000 | 1075327 |
|  |  | 8829682 |
| TOTAL VIRGIN ISLANDS |  | 8829682 |
| <br> **TOTAL MUNICIPAL SECURITIES**<br> (Cost $1,686,857,144) |  | <br> **1655129130** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 3.7%** | &nbsp;&nbsp;**Money Market Funds - 3.7%** | &nbsp;&nbsp;**Money Market Funds - 3.7%** | &nbsp;&nbsp;**Money Market Funds - 3.7%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Municipal Cash Central Fund (g)(h)<br>(Cost $64,458,549)<br>| 3.44 | 64445660 | **64458549** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 98.8%**<br> (Cost $1,751,315,693)<br>| <br>**1719587679** |
| **NET OTHER ASSETS (LIABILITIES) - 1.2%**  | **21200924** |
| **NET ASSETS - 100.0%** | **1740788603** |

---

**Security Type Abbreviations**

VRDN - VARIABLE RATE DEMAND NOTE (A debt instrument that is payable upon demand, either daily, weekly or monthly)

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Private activity obligations whose interest is subject to the federal alternative minimum tax for individuals.

(c) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $17,288,755 or 1.0% of net assets.

(d) Zero coupon bond which is issued at a discount.

(e) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(f) Provides evidence of ownership in one or more underlying municipal bonds. Coupon rates are determined by re-marketing agents based on current market conditions.

(g) Information in this report regarding holdings by state and security types does not reflect the holdings of the Fidelity Central Fund.

(h) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Municipal Cash Central Fund | 126856774 | 192485295 | 254883520 | 1844158 | - | - | 64458549 | 64445660 | 2.1% |
| Total | 126856774 | 192485295 | 254883520 | 1844158 | - | - | 64458549 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Municipal Securities are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1742870990.10

**Total Liabilities:** $4993808.41

**Net Assets:** $1737877181.69

**Cash Not Reported:** $3434531.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 89481.64899100 | **1-Year:** 286446.14326800 | **5-Year:** 445857.54410650 | **10-Year:** 338064.41689950 | **30-Year:** 61603.62251850

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

- **3-Month:** 2523.22407634 | **1-Year:** 8074.48367558 | **5-Year:** 13338.53575201 | **10-Year:** 7539.25964472 | **30-Year:** 1252.22930550

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000019443 | 0.78%                | 2.11%                | 1.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.42                    | $9789582.17                                |
| Month 2  | $-30572.35               | $31463822.18                               |
| Month 3  | $-43297.79               | $16531640.81                               |

### Schedule of Portfolio Investments

| Name                                                   | Title                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2030                                         | CUSIP: 57584YPY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1390969.67   | 0.08%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 2.125% 5/1/2051                                    | CUSIP: 575832Z86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1182594.80   | 0.07%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2040                                           | CUSIP: 575829NM4<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2255164.80   | 0.13%             | 2040-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASS BAY TRAN AUTH SLS TAX                             | MBTA SLS TAX 5.25% 7/1/2053                                        | CUSIP: 575579R25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8000000 | PA      | $8520147.20   | 0.49%             | 2053-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2042                                        | CUSIP: 57604TKA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5750000 | PA      | $6099764.45   | 0.35%             | 2042-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 5% 7/1/2031 @                                          | CUSIP: 575898DG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1334373.13   | 0.08%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 4/1/2048                                                  | CUSIP: 57582RN77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  21500000 | PA      | $16613847.65  | 0.96%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                           | MA HFA HSG REV 4% 6/1/2049                                         | CUSIP: 57587AR42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1028857.49   | 0.06%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MA GENERAL BRIGHM 24E1 Q=JP V1                                     | CUSIP: 57584Y8E2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000000.00   | 0.06%             | 2052-07-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 11/1/52                                                   | CUSIP: 57582R2F2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  32445000 | PA      | $33700819.41  | 1.94%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2036 @                                              | CUSIP: 575896SM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1720000 | PA      | $1754227.31   | 0.10%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2045                                         | CUSIP: 57584YN21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $988003.68    | 0.06%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORWOOD MA                                             | NORWOOD MA 2.125% 7/15/2030                                        | CUSIP: 669555XC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1020000 | PA      | $974773.61    | 0.06%             | 2030-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY RV                        | MASSACHUSET REV 5.25% 8/15/2043                                    | CUSIP: 57585BJY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5900000 | PA      | $6242402.96   | 0.36%             | 2043-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHARON MA                                              | SHARON MA 2% 2/15/2036                                             | CUSIP: 819649P65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $536058.43    | 0.03%             | 2036-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 10/1/2032                                        | CUSIP: 57584YPK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1510007.49   | 0.09%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMBRIDGE MA                                           | CAMBRIDGE MA 3% 2/15/2045                                          | CUSIP: 132286DH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3460000 | PA      | $2875841.63   | 0.17%             | 2045-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2031                                                | CUSIP: 575896YP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2630000 | PA      | $2897596.45   | 0.17%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2037                                         | CUSIP: 57584YR84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1013490.50   | 0.06%             | 2037-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2038                                         | CUSIP: 57584YR92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $707114.10    | 0.04%             | 2038-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 3% 8/15/2050                                           | CUSIP: 576000YZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5030000 | PA      | $3841823.96   | 0.22%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MASS BLDG AUTH PROJ                         | UNIV MASS BLD 5% 11/1/2050                                         | CUSIP: 914440SB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4015000 | PA      | $4124054.23   | 0.24%             | 2050-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2035                                         | CUSIP: 57584Y7R4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1151271.90   | 0.07%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAINTREE MA                                           | BRAINTREE MA 3% 6/1/2035                                           | CUSIP: 1050254X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $333253.30    | 0.02%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA(SOUTH SHR HS,MA) 5% 7/1/29                                  | CUSIP: 57584XNH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1680000 | PA      | $1693754.50   | 0.10%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2036                                         | CUSIP: 57584YTQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1120000 | PA      | $1146196.02   | 0.07%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 4% 5/1/2041                                        | CUSIP: 5758324U1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $629574.25    | 0.04%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 4% 10/1/2032                                                | CUSIP: 57584X4K4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1242881.13   | 0.07%             | 2032-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2030 @                                              | CUSIP: 575896SF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1280000 | PA      | $1315459.71   | 0.08%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAYNARD MASS                                           | MAYNARD MASS 2.75% 2/15/2032                                       | CUSIP: 578422QA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $369240.56    | 0.02%             | 2032-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHEAST MET REGL VOCATIONALTECHNICAL SCH DIST MASS   | NORTHEAST MET R 3.25% 5/15/2043                                    | CUSIP: 664262DJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2165000 | PA      | $1892919.90   | 0.11%             | 2043-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIRGIN ISLANDS TRANSPORTATION and INFRASTRUCTURE CORP  | VIRGIN ILSD TRI 5% 9/1/2039                                        | CUSIP: 927686AQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    980000 | PA      | $1075326.95   | 0.06%             | 2039-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 5% 7/1/49@                                             | CUSIP: 575898DS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5620000 | PA      | $5675892.59   | 0.33%             | 2049-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMWLTH AQUEDUCT and SWR AUTH REV          | PR AQUEDUC 5% 7/1/2037                                             | CUSIP: 745160TG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3525000 | PA      | $3644105.52   | 0.21%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 4% 10/1/2030                                                | CUSIP: 57584XAJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $475420.55    | 0.03%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 11/1/2035                                        | CUSIP: 57584Y6K0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $736192.67    | 0.04%             | 2035-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA AGC 0% 1/1/42                                               | CUSIP: 57583RYA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $2445532.50   | 0.14%             | 2042-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BOSTON MASS                                            | BOSTON MA 5% 2/1/2032                                              | CUSIP: 100853L99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4765000 | PA      | $5499957.89   | 0.32%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2044                                                | CUSIP: 575896UH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5124280.00   | 0.29%             | 2044-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 0% 1/1/39                                                   | CUSIP: 57583RXX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3200000 | PA      | $1909091.20   | 0.11%             | 2039-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO HSG FIN AUTH                               | PR HFA 5% 12/1/2027                                                | CUSIP: 74526LFE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4435000 | PA      | $4632438.66   | 0.27%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2038                                         | CUSIP: 57584Y7U7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1118236.70   | 0.06%             | 2038-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 2% 9/1/2039                                                  | CUSIP: 57582RQ74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3465000 | PA      | $2724032.62   | 0.16%             | 2039-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2032 @                                        | CUSIP: 57563RTS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5381987.00   | 0.31%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2042                                         | CUSIP: 57584Y4H9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    740000 | PA      | $747859.24    | 0.04%             | 2042-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMBRIDGE MA                                           | CAMBRIDGE MA 3% 2/15/2040                                          | CUSIP: 132286DC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3465000 | PA      | $3166953.87   | 0.18%             | 2040-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2037                                         | CUSIP: 57584YG60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1275000 | PA      | $1364818.52   | 0.08%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 11/1/2040                                        | CUSIP: 57584Y6Q7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $930658.88    | 0.05%             | 2040-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUINCY MA                                              | QUINCY MASS 5% 7/15/2038                                           | CUSIP: 7485082E7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    940000 | PA      | $1089280.08   | 0.06%             | 2038-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2026 @                                        | CUSIP: 57563RQQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2430000 | PA      | $2455499.45   | 0.14%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 9/1/33                                          | CUSIP: 57584XKZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $481491.02    | 0.03%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 7/1/36                                          | CUSIP: 57584XJZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3025934.10   | 0.17%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2050                                         | CUSIP: 57584YN70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2135000 | PA      | $1758677.00   | 0.10%             | 2050-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2038@                                               | CUSIP: 575896VE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11275000 | PA      | $11735284.96  | 0.68%             | 2038-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOSTON MASS                                            | BOSTON MA 5% 2/1/2035                                              | CUSIP: 100853M49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6070000 | PA      | $7087958.42   | 0.41%             | 2035-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPORT MASS                                          | WESTPORT TWN MA 2% 11/1/2040                                       | CUSIP: 961369GY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1890000 | PA      | $1418883.29   | 0.08%             | 2040-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PLYMOUTH MA                                            | PLYMOUTH MA 2% 5/1/2037                                            | CUSIP: 729654WJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    640000 | PA      | $507083.20    | 0.03%             | 2037-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REVERE MASS                                            | REVERE MASS 3% 3/1/2031                                            | CUSIP: 761440B88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $430022.15    | 0.02%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAMBRIDGE MA                                           | CAMBRIDGE MA 3% 2/15/2044                                          | CUSIP: 132286DG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3460000 | PA      | $2917109.39   | 0.17%             | 2044-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 4/1/2040                                                  | CUSIP: 57582TCH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1688417.70   | 0.10%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 7/1/2039                                                  | CUSIP: 57582RD29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3460000 | PA      | $3136874.41   | 0.18%             | 2039-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | Mass DFA Southcst Hlth 5% 7/1/27                                   | CUSIP: 57583UTX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1301327.17   | 0.07%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2031                                                 | CUSIP: 57584X5B3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1580000 | PA      | $1621436.45   | 0.09%             | 2031-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHEAST MET REGL VOCATIONALTECHNICAL SCH DIST MASS   | NORTHEAST MET R 3.25% 5/15/2044                                    | CUSIP: 664262DK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2235000 | PA      | $1921318.64   | 0.11%             | 2044-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2037                                         | CUSIP: 57584Y7T0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1297249.80   | 0.07%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 7/1/32                                                | CUSIP: 57584XVM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1905000 | PA      | $1919218.73   | 0.11%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA(WGBH ED FND)/AGC 0% 1/1/37                                  | CUSIP: 57583RXV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1745000 | PA      | $1161204.32   | 0.07%             | 2037-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/37                                               | CUSIP: 57584XUV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2025076.00   | 0.12%             | 2037-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2042                                           | CUSIP: 575829NK8<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1105098.00   | 0.06%             | 2042-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2046                                         | CUSIP: 57584YG94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2815000 | PA      | $2493777.82   | 0.14%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TPK AUTH MET HWY SYS REV              | MASSACHUSETTS ST TPK AUTH MET HWY SYS REV CAP APPREC-SR-SER A      | CUSIP: 576018AK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12700000 | PA      | $11951844.27  | 0.69%             | 2028-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MA BLDG AUTH REV                            | UNIV MASS BLDG 5% 5/1/2036                                         | CUSIP: 914437TW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3400000 | PA      | $3614280.92   | 0.21%             | 2036-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 11/1/2038                                        | CUSIP: 57584Y6N4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    760000 | PA      | $843371.32    | 0.05%             | 2038-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2028                                                 | CUSIP: 57584XE80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1260000 | PA      | $1283348.30   | 0.07%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2034                                                 | CUSIP: 57584X5E7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1835000 | PA      | $1875450.37   | 0.11%             | 2034-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUINCY MA                                              | QUINCY MASS 2% 1/15/2046                                           | CUSIP: 748508WN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1755000 | PA      | $1116036.79   | 0.06%             | 2046-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASS DFA SOUTHCST HLTH 4% 7/43                                     | CUSIP: 57583UTY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16000000 | PA      | $14704433.60  | 0.85%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2044                                           | CUSIP: 575829NR3<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2174462.00   | 0.13%             | 2044-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HLTH and ED FAC                       | MA MIT 01-J2 V1                                                    | CUSIP: 57585KSV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2460000 | PA      | $2460000.00   | 0.14%             | 2031-07-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ACTON and BOXBRGH MA RGL SCH DST                       | ACTON and BOXBRGH 2.25% 3/1/2045                                   | CUSIP: 005050HE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $316213.16    | 0.02%             | 2045-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2036 @                                              | CUSIP: 575896YU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2450000 | PA      | $2666565.55   | 0.15%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5.25% 10/1/2037                                     | CUSIP: 57584Y6E4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $534077.93    | 0.03%             | 2037-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA AGC 0% 1/1/41                                               | CUSIP: 57583RXZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $2607103.50   | 0.15%             | 2041-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 4% 5/1/2042                                        | CUSIP: 5758324V9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $550284.46    | 0.03%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA SER I 5% 7/1/2038                                  | CUSIP: 57584XMT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1009857.10   | 0.06%             | 2038-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOSTON MASS                                            | BOSTON MA 5% 2/1/2034                                              | CUSIP: 100853M31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5345000 | PA      | $6282657.85   | 0.36%             | 2034-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2033 @                                              | CUSIP: 575896SJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1280305.88   | 0.07%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DEV FIN AGY REV BOSTON UNIV-SER U-6C LOC JPMORGAN            | CUSIP: 57583RWB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6610000 | PA      | $6610000.00   | 0.38%             | 2042-10-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2037                                                 | CUSIP: 57584XQ61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $602806.74    | 0.03%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 8/1/2039                                                  | CUSIP: 57582R4W3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4325000 | PA      | $4826113.53   | 0.28%             | 2039-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 3/1/49                                                    | CUSIP: 57582RA97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3826498.50   | 0.22%             | 2049-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 1/1/2032                                                  | CUSIP: 57582RSC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5260255.50   | 0.30%             | 2032-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                           | MA HFA HSG REV 2.55% 12/1/2040                                     | CUSIP: 57587A5Y0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $799339.50    | 0.05%             | 2040-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANDOVER MA GO                                          | ANDOVER MA 2.125% 11/15/2050                                       | CUSIP: 034286DU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1030000 | PA      | $637174.89    | 0.04%             | 2050-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 1/1/2027 @                                        | CUSIP: 57563RLR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1002884.50   | 0.06%             | 2027-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/31                                               | CUSIP: 57584XZT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1211327.28   | 0.07%             | 2031-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/37@                                                 | CUSIP: 575896TK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1149067.26   | 0.07%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 11/1/2047                                                 | CUSIP: 57582R2A3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1740000 | PA      | $1826042.65   | 0.11%             | 2047-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPORT MASS                                          | WESTPORT TWN MA 2.125% 11/1/2041                                   | CUSIP: 961369GZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1925000 | PA      | $1425741.43   | 0.08%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ESSEX MASS                                             | ESSEX MASS 2.75% 3/1/2047                                          | CUSIP: 297119CQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1190000 | PA      | $883922.12    | 0.05%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WORCESTER MA                                           | WORCESTER MA 5% 2/15/2034                                          | CUSIP: 981306L76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3720000 | PA      | $4236981.05   | 0.24%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 2/1/2048                                                  | CUSIP: 57582RW51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  38250000 | PA      | $29585254.28  | 1.70%             | 2048-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MA BLDG AUTH REV                            | UNIV MASS BLDG 5% 5/1/2037                                         | CUSIP: 914437TX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3200000 | PA      | $3386949.12   | 0.19%             | 2037-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2031 @                                        | CUSIP: 57563RTR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6515000 | PA      | $7006464.24   | 0.40%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMBRIDGE MA                                           | CAMBRIDGE MA 3% 2/15/2038                                          | CUSIP: 132286DA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3470000 | PA      | $3291779.41   | 0.19%             | 2038-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 11/1/2043                                                 | CUSIP: 57582R7B6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7940000 | PA      | $8615441.51   | 0.50%             | 2043-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2036                                         | CUSIP: 57584YTF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $1001155.70   | 0.06%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHEAST MET REGL VOCATIONALTECHNICAL SCH DIST MASS   | NORTHEAST MET R 3.25% 5/15/2045                                    | CUSIP: 664262DL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2310000 | PA      | $1965248.21   | 0.11%             | 2045-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 10/1/2034                                                | CUSIP: 57584XH87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1425000 | PA      | $1436509.44   | 0.08%             | 2034-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2031 @                                        | CUSIP: 57563RTC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1075435.80   | 0.06%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2044                                         | CUSIP: 57584YTU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2199425.18   | 0.13%             | 2044-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 2/15/2044                                           | CUSIP: 576000WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11510000 | PA      | $11832374.38  | 0.68%             | 2044-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2040                                         | CUSIP: 57584YYE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7920000 | PA      | $7303850.14   | 0.42%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 4/1/2041                                                  | CUSIP: 57582TCJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4456179.20   | 0.26%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOSTON MASS                                            | BOSTON MA 5% 2/1/2040                                              | CUSIP: 100853M98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5592846.00   | 0.32%             | 2040-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 4% 11/1/2043                                                | CUSIP: 57583UVN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    845000 | PA      | $816309.12    | 0.05%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 8/1/2037                                           | CUSIP: 575829FN1<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   4110000 | PA      | $4387706.54   | 0.25%             | 2037-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 5/1/2036                                                  | CUSIP: 57582RXD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4822045.50   | 0.28%             | 2036-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2045                                           | CUSIP: 576000YW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10438692.00  | 0.60%             | 2045-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | COMMONWLTH OF 5% 12/1/2037                                         | CUSIP: 57582TBM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  34000000 | PA      | $39082711.00  | 2.25%             | 2037-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/35                                                   | CUSIP: 57584XU41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2043322.60   | 0.12%             | 2035-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASHLAND MA                                             | ASHLAND MA 2% 1/15/2046                                            | CUSIP: 044357UD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $424017.46    | 0.02%             | 2046-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASS BAY TRAN AUTH SLS TAX                             | MBTA SLS TAX 5.25% 7/1/2052                                        | CUSIP: 575579W29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10550000 | PA      | $11294597.90  | 0.65%             | 2052-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2036                                           | CUSIP: 575829PD2<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5880673.50   | 0.34%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2027                                                 | CUSIP: 57584XE72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1170622.49   | 0.07%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2039                                           | CUSIP: 575829HX7<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |  12940000 | PA      | $14037458.22  | 0.81%             | 2039-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 2.875% 12/1/2051                                    | CUSIP: 57587GKG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2820215.60   | 0.16%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2039                                           | CUSIP: 575829NG7<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2475000 | PA      | $2833638.39   | 0.16%             | 2039-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2032                                                 | CUSIP: 57584XM32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1015577.20   | 0.06%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 1/1/2037                                                  | CUSIP: 57582RVU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10591128.00  | 0.61%             | 2037-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 9/1/2034                                                  | CUSIP: 57582RQ25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2280372.95   | 0.13%             | 2034-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 3% 10/1/2045                                        | CUSIP: 57584YD22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3510000 | PA      | $2776124.64   | 0.16%             | 2045-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2030 @                                        | CUSIP: 57563RUA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2230000 | PA      | $2382681.63   | 0.14%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2043                                        | CUSIP: 57604TKB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3155926.80   | 0.18%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WEYMOUTH MASS                                          | WEYMOUTH MASS 2% 9/15/2045                                         | CUSIP: 962201GP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $1953445.80   | 0.11%             | 2045-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOSTON MASS                                            | BOSTON MA 3% 4/1/2028                                              | CUSIP: 100853WX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4250000 | PA      | $4264522.25   | 0.25%             | 2028-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 7/1/30                                          | CUSIP: 57584XJX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2023052.80   | 0.12%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMBRIDGE MA                                           | CAMBRIDGE MA 3% 2/15/2041                                          | CUSIP: 132286DD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3460000 | PA      | $3096247.09   | 0.18%             | 2041-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 9/1/2031                                         | CUSIP: 57584YHD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1530000 | PA      | $1570304.48   | 0.09%             | 2031-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2033                                         | CUSIP: 57584YTC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2130223.20   | 0.12%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2032                                           | CUSIP: 576000YM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1666396.20   | 0.10%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2031 @                                              | CUSIP: 575896SG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1095000 | PA      | $1124268.47   | 0.06%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2049                                        | CUSIP: 57604THJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14600000 | PA      | $14948576.46  | 0.86%             | 2049-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2033                                         | CUSIP: 57584YQB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2355917.14   | 0.14%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACTON and BOXBRGH MA RGL SCH DST                       | ACTON and BOXBRGH 3% 3/1/2034                                      | CUSIP: 005050GT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1485000 | PA      | $1483640.78   | 0.09%             | 2034-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 10/1/2029                                        | CUSIP: 57584YBB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    735000 | PA      | $766258.01    | 0.04%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 4% 11/1/2036                                                 | CUSIP: 57582RG83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1544866.20   | 0.09%             | 2036-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2026@                                         | CUSIP: 57563RPD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3935000 | PA      | $3976292.32   | 0.23%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/32                                               | CUSIP: 57584XUN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1760000 | PA      | $1790418.08   | 0.10%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HINGHAM MA                                             | HINGHAM MA 3% 2/15/2038                                            | CUSIP: 433344VW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1615000 | PA      | $1508406.45   | 0.09%             | 2038-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2028 @                                        | CUSIP: 57563RTY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2280000 | PA      | $2367462.40   | 0.14%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2033                                           | CUSIP: 576000YN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1675000 | PA      | $1855337.87   | 0.11%             | 2033-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 4% 5/1/2040                                        | CUSIP: 5758324T4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1015090.70   | 0.06%             | 2040-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST/AMBAC 5.5% 8/1/30                                            | CUSIP: 57582NUZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2239626.80   | 0.13%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2051                                         | CUSIP: 57584YL64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2160000 | PA      | $1761454.30   | 0.10%             | 2051-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASS BAY TRAN AUTH SLS TAX                             | MBTA SLS TAX 0% 7/1/2032                                           | CUSIP: 575579ZS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9275000 | PA      | $7486595.43   | 0.43%             | 2032-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ATTLEBORO MASS                                         | ATTLEB MA 3% 10/15/2036                                            | CUSIP: 0498434U6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2630000 | PA      | $2500003.31   | 0.14%             | 2036-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2029                                                 | CUSIP: 57584X4Z1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1435000 | PA      | $1472902.22   | 0.08%             | 2029-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 4% 7/1/2044 @                                          | CUSIP: 575898DR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9250000 | PA      | $8532195.38   | 0.49%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2034                                         | CUSIP: 57584YG37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1415570.26   | 0.08%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 6/1/2050                                         | CUSIP: 57587GMV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1305000 | PA      | $1349289.48   | 0.08%             | 2050-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWTON MA                                              | NEWTON MA 3% 4/1/2033                                              | CUSIP: 6530637C5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $545120.61    | 0.03%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANDOVER MA GO                                          | ANDOVER MA 2% 11/15/2045                                           | CUSIP: 034286DP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1030000 | PA      | $676907.14    | 0.04%             | 2045-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2029                                                | CUSIP: 575896NX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4205000 | PA      | $4217702.04   | 0.24%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/29                                               | CUSIP: 57584XZR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3120000 | PA      | $3152596.51   | 0.18%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MA BLDG AUTH REV                            | UNIV MASS BLDG 5% 5/1/2038                                         | CUSIP: 914437TY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3163572.00   | 0.18%             | 2038-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 7/1/2037                                                  | CUSIP: 57582TDC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1163805.10   | 0.07%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 12/1/2026                                        | CUSIP: 57587GDV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127882.91    | 0.01%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST WTR RES AUTH                          | MA WTR 5% 8/1/2041                                                 | CUSIP: 576051XJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3155000 | PA      | $3328053.01   | 0.19%             | 2041-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY RV                        | MASSACHUSET REV 5% 7/1/2034                                        | CUSIP: 57585BBP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1455206.63   | 0.08%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 12/1/2028                                        | CUSIP: 57587GDZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $244163.15    | 0.01%             | 2028-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FING CORP SALES TAX REV          | PR SALES TAX 0% 7/1/2031                                           | CUSIP: 74529JQE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5010000 | PA      | $4097137.92   | 0.24%             | 2031-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 4/1/2037                                                 | CUSIP: 57584X3D1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1540679.25   | 0.09%             | 2037-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH HADLEY MASS                                      | S HADLEY MA 2% 1/15/2037                                           | CUSIP: 838124UF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $288076.74    | 0.02%             | 2037-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MA DEPT TRANSN MET HWY SYS REV                         | MA DOT MHS 5% 1/1/2037                                             | CUSIP: 57563CEU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2116057.00   | 0.12%             | 2037-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 4% 5/1/2036                                        | CUSIP: 5758324P2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $627994.08    | 0.04%             | 2036-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSTON MASS                                            | BOSTON MA 5% 2/1/2039                                              | CUSIP: 100853M80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12640000 | PA      | $14326256.90  | 0.82%             | 2039-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2039                                                | CUSIP: 575896VS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1217148.53   | 0.07%             | 2039-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2032                                                 | CUSIP: 57584X5C1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1665000 | PA      | $1707251.71   | 0.10%             | 2032-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY RV                        | MASSACHUSET REV 5% 3/1/2034                                        | CUSIP: 57585BAA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4230000 | PA      | $4930470.23   | 0.28%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 4% 7/1/2041                                              | CUSIP: 57584XB91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    865000 | PA      | $842669.68    | 0.05%             | 2041-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2029 @                                        | CUSIP: 57563RRM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1950000 | PA      | $2045636.39   | 0.12%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2029 @                                        | CUSIP: 57563RSF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1825000 | PA      | $1914505.85   | 0.11%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2030 @                                        | CUSIP: 57563RSG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1189096.54   | 0.07%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 10/1/2035                                                | CUSIP: 57584XH95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1495000 | PA      | $1505880.61   | 0.09%             | 2035-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 10/1/2043                                        | CUSIP: 57584Y6H7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1552616.28   | 0.09%             | 2043-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2029 @                                        | CUSIP: 57563RQT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4035000 | PA      | $4232893.75   | 0.24%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2032@                                         | CUSIP: 57563RUC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2701779.25   | 0.16%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE WIND PWR COOP CORP MASS REV                  | BERKSHIRE WIND 5% 7/1/2026                                         | CUSIP: 084719BA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    925000 | PA      | $938041.02    | 0.05%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 5% 7/1/2034@                                           | CUSIP: 575898DK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1325927.75   | 0.08%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOSTON MASS                                            | BOSTON MA 5% 2/1/2033                                              | CUSIP: 100853M23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4683190.80   | 0.27%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/27                                                   | CUSIP: 57584XL66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2085000 | PA      | $2115808.17   | 0.12%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2033                                                 | CUSIP: 57584X5D9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1745000 | PA      | $1786646.34   | 0.10%             | 2033-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SPL OBLIG DEDICATED TAX REV           | MASSACHUSETTS ST SPL OBLIG DEDICATED TAX REV FGIC                  | CUSIP: 576002BP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14770000 | PA      | $16933279.19  | 0.97%             | 2034-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LYNN MA WTR and SWR COMMN GEN                          | LYNN MASS WTR and SWR COMMN GEN REV SER A MBIA                     | CUSIP: 551592DV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $440542.92    | 0.03%             | 2032-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2028                                         | CUSIP: 57584YF61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $366796.92    | 0.02%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5.25% 1/1/2033                                               | CUSIP: 57582RVP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  21110000 | PA      | $22835658.06  | 1.31%             | 2033-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2030 @                                              | CUSIP: 575896TC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $771259.86    | 0.04%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMBRIDGE MA                                           | CAMBRIDGE MA 3% 2/15/2043                                          | CUSIP: 132286DF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3460000 | PA      | $2970218.32   | 0.17%             | 2043-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2045                                           | CUSIP: 575829NS1<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1624249.20   | 0.09%             | 2045-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGIN ISLANDS TRANSPORTATION and INFRASTRUCTURE CORP  | VIRGIN ILSD TRI 5% 9/1/2034                                        | CUSIP: 927686AK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2185000 | PA      | $2441992.49   | 0.14%             | 2034-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 11/1/2050                                                 | CUSIP: 57582RK47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  23480000 | PA      | $24188262.46  | 1.39%             | 2050-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2037                                         | CUSIP: 57584Y4G1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $838421.04    | 0.05%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/33                                               | CUSIP: 57584XZV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1235000 | PA      | $1244906.68   | 0.07%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2049                                         | CUSIP: 57584YTV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7250000 | PA      | $6926866.78   | 0.40%             | 2049-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 9/1/36                                          | CUSIP: 57584XLC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $318145.18    | 0.02%             | 2036-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2038                                                 | CUSIP: 57584XF63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10850000 | PA      | $10956491.67  | 0.63%             | 2038-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 3/1/2047                                                  | CUSIP: 57582RA71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5810000 | PA      | $4538541.92   | 0.26%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY RV                        | MASSACHUSET REV 5.25% 1/1/2043                                     | CUSIP: 57585BDX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1480000 | PA      | $1516347.02   | 0.09%             | 2043-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 11/1/2042                                        | CUSIP: 57584Y6S3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $1020493.80   | 0.06%             | 2042-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2039                                         | CUSIP: 57584YYD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2455000 | PA      | $2309684.38   | 0.13%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 2.30% 6/1/44                                        | CUSIP: 57587GFR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1078298.70   | 0.06%             | 2044-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5.25% 10/1/2052                                              | CUSIP: 57582RY42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1690000 | PA      | $1786896.15   | 0.10%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2049@                                               | CUSIP: 575896VH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2526287.00   | 0.15%             | 2049-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 9/1/2027                                         | CUSIP: 57584YGZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1032722.78   | 0.06%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2028                                                | CUSIP: 575896NP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3008970.30   | 0.17%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                           | MA HFA 3.7% 12/1/2038                                              | CUSIP: 57586NZ61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $496147.20    | 0.03%             | 2038-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2041                                           | CUSIP: 575829HZ2<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2135909.60   | 0.12%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DENNIS and YARMOUTH MA REGL SCH DIST                   | DNNS and YARMTH SD 2.375% 10/1/2051                                | CUSIP: 248613JH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7345000 | PA      | $4718677.00   | 0.27%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2030                                                 | CUSIP: 57584XF22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1390000 | PA      | $1416366.22   | 0.08%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | Mass DFA Southcst Hlth 4% 7/1/32                                   | CUSIP: 57583UTZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2050000 | PA      | $2050436.24   | 0.12%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5.25% 10/1/2039                                     | CUSIP: 57584Y6G9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    580000 | PA      | $554451.17    | 0.03%             | 2039-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 7/1/2035                                                  | CUSIP: 57582RC61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2948463.30   | 0.17%             | 2035-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2032@                                               | CUSIP: 575896UY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2700000 | PA      | $2867799.33   | 0.17%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2033 @                                        | CUSIP: 57563RTT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6500000 | PA      | $7045280.45   | 0.41%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HLTH and ED FAC                       | MA MUS FINE ART 07A1 Q=BA V1                                       | CUSIP: 57586CV69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5040000 | PA      | $5040000.00   | 0.29%             | 2037-12-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASS MA SER I 5% 7/1/31                                            | CUSIP: 57584XNK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2520470.75   | 0.15%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2031                                         | CUSIP: 57584YPZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1389367.62   | 0.08%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMWLTH                                    | PR ST 5.75% 7/1/2031                                               | CUSIP: 74514L3J4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4525000 | PA      | $5017386.97   | 0.29%             | 2031-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2038                                                | CUSIP: 575896VR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2125000 | PA      | $2318811.05   | 0.13%             | 2038-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2041@                                               | CUSIP: 575896YH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1940000 | PA      | $2018692.61   | 0.12%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/51                                                  | CUSIP: 575896XN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5740000 | PA      | $5932114.93   | 0.34%             | 2051-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHEAST MET REGL VOCATIONALTECHNICAL SCH DIST MASS   | NORTHEAST MET R 3.25% 5/15/2042                                    | CUSIP: 664262DH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2095000 | PA      | $1870183.66   | 0.11%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIDDLEBOROUGH MA                                       | MDLBRGH MA 2.125% 10/1/2045                                        | CUSIP: 596051WQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4420000 | PA      | $2939000.32   | 0.17%             | 2045-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IPSWICH MA                                             | IPSWICH MA 2% 10/1/2038                                            | CUSIP: 462632A26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $351772.65    | 0.02%             | 2038-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2035 @                                              | CUSIP: 575896YB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1475000 | PA      | $1594598.31   | 0.09%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPORT MASS                                          | WESTPORT TWN MA 2.25% 11/1/2043                                    | CUSIP: 961369HB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2010000 | PA      | $1433854.20   | 0.08%             | 2043-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 7/1/29                                          | CUSIP: 57584XJW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2022924.40   | 0.12%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 01/01/30                                         | CUSIP: 57584YEZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10296.12     | 0.00%             | 2030-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2032                                         | CUSIP: 57584YQA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2054315.00   | 0.12%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2037                                           | CUSIP: 576000YS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1521948.96   | 0.09%             | 2037-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2044                                         | CUSIP: 57584YAG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6286987.70   | 0.36%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 4% 10/1/2027                                                | CUSIP: 57584X4J7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $349671.21    | 0.02%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TISBURY MA                                             | TISBURY MA 4% 8/15/2040                                            | CUSIP: 888240FS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1995000 | PA      | $2015272.39   | 0.12%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 7/1/29                                                | CUSIP: 57584XVJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1653705.64   | 0.10%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 12/1/2034                                                | CUSIP: 57584XNV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1018045.80   | 0.06%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2034                                                 | CUSIP: 57584X8R5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $781211.18    | 0.04%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE WIND PWR COOP CORP MASS REV                  | BERKSHIRE WIND 5% 7/1/2030                                         | CUSIP: 084719BE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $497868.48    | 0.03%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 4/1/2033                                                 | CUSIP: 57584X2Y6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10145000 | PA      | $10531958.71  | 0.61%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2037                                           | CUSIP: 575829PE0<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   6500000 | PA      | $7566824.20   | 0.44%             | 2037-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2033                                                | CUSIP: 575896XZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3440000 | PA      | $3755878.00   | 0.22%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2044                                        | CUSIP: 57604TKZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $16195081.50  | 0.93%             | 2044-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LUDLOW MASS                                            | LUDLOW MA 3% 2/1/2049                                              | CUSIP: 549696SG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1945000 | PA      | $1461246.21   | 0.08%             | 2049-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 4% 11/1/2041                                                 | CUSIP: 57582RH74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3998752.40   | 0.23%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 1/1/31                                                | CUSIP: 57584XC74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5076.20      | 0.00%             | 2031-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 5/1/48                                                    | CUSIP: 57582R2Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7055000 | PA      | $7413221.15   | 0.43%             | 2048-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 9/1/2049                                                  | CUSIP: 57582RR99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  50000000 | PA      | $51841160.00  | 2.98%             | 2049-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 3/1/2039                                                  | CUSIP: 57582R6E1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5075000 | PA      | $5724622.84   | 0.33%             | 2039-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2040                                           | CUSIP: 575829HC3<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   4750000 | PA      | $5104728.10   | 0.29%             | 2040-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 10/1/2028                                        | CUSIP: 57584YBA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $485168.58    | 0.03%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2041                                           | CUSIP: 575829NN2<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   4530000 | PA      | $5056174.00   | 0.29%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA(PARTNERS HLTH) 5% 7/1/32                                    | CUSIP: 57584X8P9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    985000 | PA      | $1029976.87   | 0.06%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2034 @                                              | CUSIP: 575896TG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5605000 | PA      | $5923020.97   | 0.34%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKLINE MA                                           | BROOKLINE MA 1.625% 2/15/2033                                      | CUSIP: 1137457K3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $1957491.23   | 0.11%             | 2033-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2041                                        | CUSIP: 57604TJH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6185952.60   | 0.36%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 7/1/2048                                                  | CUSIP: 57582RD60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11025000 | PA      | $11392775.26  | 0.66%             | 2048-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 4/1/2034                                                 | CUSIP: 57584X3A7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2590801.00   | 0.15%             | 2034-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 5/1/2039                                                  | CUSIP: 57582R7P5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1427861.16   | 0.08%             | 2039-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | COMMONWLTH OF 5% 12/1/2036                                         | CUSIP: 57582TBL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19000000 | PA      | $22025573.30  | 1.27%             | 2036-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPORT MASS                                          | WESTPORT TWN MA 2.25% 11/1/2045                                    | CUSIP: 961369HD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2100000 | PA      | $1440704.58   | 0.08%             | 2045-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTPORT MASS                                          | WESTPORT TWN MA 2.375% 11/1/2049                                   | CUSIP: 961369HH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3745000 | PA      | $2470700.46   | 0.14%             | 2049-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/30                                               | CUSIP: 57584XZS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1110624.46   | 0.06%             | 2030-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | COMMONWLTH OF 5% 12/1/2038                                         | CUSIP: 57582TBN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8000000 | PA      | $9123322.40   | 0.52%             | 2038-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2033 @                                              | CUSIP: 575896TF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4085000 | PA      | $4329382.67   | 0.25%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 4/1/2044                                                  | CUSIP: 57582RJM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2050000 | PA      | $1667400.51   | 0.10%             | 2044-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 10/1/2033                                        | CUSIP: 57584YPL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1935000 | PA      | $2066858.25   | 0.12%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FALL RIVER MA                                          | FALL RIVER MA 2% 12/1/2032                                         | CUSIP: 306297W73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $458401.70    | 0.03%             | 2032-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHICOPEE MASS                                          | CHICOPEE MASS 3% 8/15/2048                                         | CUSIP: 1685923N1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1935000 | PA      | $1459380.29   | 0.08%             | 2048-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2050                                         | CUSIP: 57584YH28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6700000 | PA      | $6721503.65   | 0.39%             | 2050-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUINCY MA                                              | QUINCY MASS 5% 7/15/2037                                           | CUSIP: 7485082D9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    690000 | PA      | $807043.32    | 0.05%             | 2037-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOMERVILLE MA                                          | SOMERVILLE MA 3.375% 6/1/2043                                      | CUSIP: 835240Z21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $216250.30    | 0.01%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2042                                        | CUSIP: 57604TJJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15370000 | PA      | $16138089.62  | 0.93%             | 2042-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2031 @                                        | CUSIP: 57563RSH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1613153.70   | 0.09%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RIB FLOATER TRUST VARIOUS STS                          | MA MF HSG BC22-021 Q=BC D1                                         | CUSIP: 76252PUD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5345000 | PA      | $5345000.00   | 0.31%             | 2058-06-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/36@                                                 | CUSIP: 575896TJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1995000 | PA      | $2092005.88   | 0.12%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEV FIN AGY SR LIVING REV                | MA DEV FIN AG 6.50% 7/15/2060                                      | CUSIP: 57563WAC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4997847.50   | 0.29%             | 2060-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HSG FIN AGY                              | MA ST HSG FIN A 4% 12/1/2027                                       | CUSIP: 57586VBE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8055000 | PA      | $8100509.94   | 0.47%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 4/1/2049                                                  | CUSIP: 57582RN85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13500000 | PA      | $10326903.30  | 0.59%             | 2049-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONCORD and CARLISLE MASS REGL SCH DIST                | CONCORD and CARLI 2% 6/15/2036                                     | CUSIP: 206165JV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $952852.61    | 0.05%             | 2036-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 6/1/2028                                         | CUSIP: 57587GDY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78865.82     | 0.00%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IPSWICH MA                                             | IPSWICH MA 2% 10/1/2036                                            | CUSIP: 462632ZY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $347634.38    | 0.02%             | 2036-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5.25% 10/1/2038                                     | CUSIP: 57584Y6F1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $532573.75    | 0.03%             | 2038-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGIN ISLANDS TRANSPORTATION and INFRASTRUCTURE CORP  | VIRGIN ILSD TRI 5% 9/1/2037                                        | CUSIP: 927686AN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1235000 | PA      | $1369220.66   | 0.08%             | 2037-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2034                                           | CUSIP: 576000YP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3310264.50   | 0.19%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 5% 5/1/2032                                        | CUSIP: 5758324K3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $690692.58    | 0.04%             | 2032-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MA BLDG AUTH REV                            | UNIV MASS BLDG 5% 5/1/2035                                         | CUSIP: 914437TV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2137961.00   | 0.12%             | 2035-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 5% 7/1/2032 @                                          | CUSIP: 575898DH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $533087.95    | 0.03%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOWELL MA                                              | LOWELL MA 2% 9/1/2038                                              | CUSIP: 547647RL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1340000 | PA      | $1068717.40   | 0.06%             | 2038-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2039 @                                              | CUSIP: 575896VF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5184587.00   | 0.30%             | 2039-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2036                                         | CUSIP: 57584YG52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $511358.69    | 0.03%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2030                                         | CUSIP: 57584YF87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $243643.41    | 0.01%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2032 @                                              | CUSIP: 575896SH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1370000 | PA      | $1404674.84   | 0.08%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 9/1/2029                                         | CUSIP: 57584YHB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1390000 | PA      | $1429119.05   | 0.08%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 6/1/2029                                         | CUSIP: 57587GEA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106839.14    | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2042                                           | CUSIP: 575829NP7<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1480000 | PA      | $1635545.04   | 0.09%             | 2042-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPORT MASS                                          | WESTPORT TWN MA 2.125% 11/1/2042                                   | CUSIP: 961369HA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1970000 | PA      | $1419282.76   | 0.08%             | 2042-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 12/1/2027                                        | CUSIP: 57587GDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $193060.47    | 0.01%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2053                                        | CUSIP: 57604TLG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20250000 | PA      | $21278013.53  | 1.22%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONCORD and CARLISLE MASS REGL SCH DIST                | CONCORD and CARLI 2% 6/15/2035                                     | CUSIP: 206165JU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $978174.11    | 0.06%             | 2035-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 4/1/2038                                                  | CUSIP: 57582TCF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3495000 | PA      | $4026209.59   | 0.23%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 10/1/2043                                       | CUSIP: 57584XPY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    830000 | PA      | $791885.49    | 0.05%             | 2043-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HSG FIN AGY                              | MA ST HSG FIN A 4.05% 12/1/2028                                    | CUSIP: 57586VBF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16000000 | PA      | $16269241.60  | 0.94%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2034                                         | CUSIP: 57584YTN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1015000 | PA      | $1047786.23   | 0.06%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2028 @                                        | CUSIP: 57563RSE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1920967.30   | 0.11%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2036                                           | CUSIP: 575829ND4<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2822723.28   | 0.16%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY RV                        | MASSACHUSET REV 5.25% 8/15/2044                                    | CUSIP: 57585BJZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7500000 | PA      | $7877106.00   | 0.45%             | 2044-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                           | MA HFA HSG REV 3.50% 12/1/2049                                     | CUSIP: 57587AV88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1510000 | PA      | $1503988.69   | 0.09%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 4% 7/1/2041                                                 | CUSIP: 57584X8V6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49211.92     | 0.00%             | 2041-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICOPEE MASS                                          | CHICOPEE MASS 3% 8/15/2045                                         | CUSIP: 1685923K7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1780000 | PA      | $1393110.77   | 0.08%             | 2045-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPORT MASS                                          | WESTPORT TWN MA 2.25% 11/1/2044                                    | CUSIP: 961369HC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2055000 | PA      | $1437712.52   | 0.08%             | 2044-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 12/1/2025                                        | CUSIP: 57587GDT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $150228.12    | 0.01%             | 2025-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 11/1/2038                                                 | CUSIP: 57582R6W1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3465000 | PA      | $3927061.56   | 0.23%             | 2038-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2026                                         | CUSIP: 57584YSV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1265185.63   | 0.07%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA SER I 5% 7/1/2037                                  | CUSIP: 57584XMU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1470000 | PA      | $1485698.57   | 0.09%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONCORD and CARLISLE MASS REGL SCH DIST                | CONCORD and CARLI 2% 6/15/2037                                     | CUSIP: 206165JW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $927191.48    | 0.05%             | 2037-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE WIND PWR COOP CORP MASS REV                  | BERKSHIRE WIND 5% 7/1/2027                                         | CUSIP: 084719BB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $724688.37    | 0.04%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORCESTER MA                                           | WORCESTER MA 5% 2/15/2036                                          | CUSIP: 981306L92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4435000 | PA      | $4990535.20   | 0.29%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2048                                        | CUSIP: 57604TKG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7350000 | PA      | $7729423.17   | 0.44%             | 2048-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2031@                                               | CUSIP: 575896UX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3722126.10   | 0.21%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGIN ISLANDS TRANSPORTATION and INFRASTRUCTURE CORP  | VIRGIN ILSD TRI 5% 9/1/2032                                        | CUSIP: 927686AH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    930000 | PA      | $1021563.06   | 0.06%             | 2032-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2039 @                                              | CUSIP: 575896WA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1325000 | PA      | $1398574.60   | 0.08%             | 2039-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/51@                                                 | CUSIP: 575896YK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16165000 | PA      | $16405856.88  | 0.94%             | 2051-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 7/1/31                                          | CUSIP: 57584XJY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1719487.61   | 0.10%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2036                                         | CUSIP: 57584YR76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    825000 | PA      | $840984.87    | 0.05%             | 2036-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2027 @                                        | CUSIP: 57563RPX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10240000 | PA      | $10487367.68  | 0.60%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 9/1/35                                          | CUSIP: 57584XLB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $379264.73    | 0.02%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SPL OBLIG DEDICATED TAX REV           | MA ST SPL OB DE 5.50% NATL/FGIC 1/1/2030                           | CUSIP: 576002BN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  17000000 | PA      | $18916279.10  | 1.09%             | 2030-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORCESTER MA                                           | WORCESTER MA 5% 2/15/2037                                          | CUSIP: 981306M26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3045000 | PA      | $3404872.11   | 0.20%             | 2037-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 4% 10/1/2026                                                | CUSIP: 57584X4H1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $499395.55    | 0.03%             | 2026-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2035                                         | CUSIP: 57584YTE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2135000 | PA      | $2258362.86   | 0.13%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPORT MASS                                          | WESTPORT TWN MA 2.25% 11/1/2047                                    | CUSIP: 961369HF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4345000 | PA      | $2872391.30   | 0.17%             | 2047-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2036                                         | CUSIP: 57584Y7S2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1138178.20   | 0.07%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2033                                         | CUSIP: 57584YG29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $601486.77    | 0.03%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2028 @                                        | CUSIP: 57563RRL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2076721.40   | 0.12%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2042                                         | CUSIP: 57584YN62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $421174.28    | 0.02%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASS MA SER I 5% 7/1/30                                            | CUSIP: 57584XNJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2419802.64   | 0.14%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 9/1/2036                                                  | CUSIP: 57582RQ41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4795275.00   | 0.28%             | 2036-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2035                                           | CUSIP: 576000YQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2195904.60   | 0.13%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/27                                                   | CUSIP: 57584XL74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4300000 | PA      | $4373103.87   | 0.25%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                           | MA HFA HSG REV 3.5% 12/1/46                                        | CUSIP: 57587ASJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $104961.51    | 0.01%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 9/1/2050                                                  | CUSIP: 57582RS23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1785000 | PA      | $1846658.90   | 0.11%             | 2050-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 2.30% 12/1/2041                                     | CUSIP: 57587GJE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2450000 | PA      | $1879752.21   | 0.11%             | 2041-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ESSEX MASS                                             | ESSEX MASS 2.75% 3/1/2050                                          | CUSIP: 297119CT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1170000 | PA      | $838001.39    | 0.05%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2046                                         | CUSIP: 57584YL56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2150000 | PA      | $1828588.33   | 0.11%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASS MA SER I 5% 7/1/32                                            | CUSIP: 57584XNL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1960000 | PA      | $1975575.73   | 0.11%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2045                                         | CUSIP: 57584YYF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4303367.50   | 0.25%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2034                                         | CUSIP: 57584YR50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1033728.80   | 0.06%             | 2034-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                           | Fidelity Municipal Cash Central Fund                               | CUSIP: 31635A204<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  64445660 | NS      | $64458548.91  | 3.71%             |  |  |  | No            |                  1 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 4% 7/1/2036                                        | CUSIP: 57584XNM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6895000 | PA      | $6744109.82   | 0.39%             | 2036-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 7/1/27                                          | CUSIP: 57584XJU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1162270.96   | 0.07%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMBRIDGE MA                                           | CAMBRIDGE MA 3% 2/15/2039                                          | CUSIP: 132286DB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3470000 | PA      | $3242065.07   | 0.19%             | 2039-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2041                                        | CUSIP: 57604TJY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8140000 | PA      | $8682777.64   | 0.50%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5.25% 6/1/2043                                     | CUSIP: 57604THF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14575000 | PA      | $15059184.42  | 0.87%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2040                                           | CUSIP: 575829NH5<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1127582.40   | 0.06%             | 2040-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MA BLDG AUTH REV                            | UNIV MASS BLDG 5% 5/1/2039                                         | CUSIP: 914437TZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    815000 | PA      | $856659.54    | 0.05%             | 2039-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 1/1/2049                                                  | CUSIP: 57582RVY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10210721.00  | 0.59%             | 2049-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RIB FLOATER TRUST VARIOUS STS                          | MA MF HSG BC22-020 Q=BC D1                                         | CUSIP: 76252PUB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7500000 | PA      | $7500000.00   | 0.43%             | 2056-12-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2030 @                                        | CUSIP: 57563RTQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10587332.00  | 0.61%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 9/1/2033                                         | CUSIP: 57584YHF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1185000 | PA      | $1210735.47   | 0.07%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5.25% 10/1/2047                                              | CUSIP: 57582RY34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6800000 | PA      | $7242089.76   | 0.42%             | 2047-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 6/1/2026                                         | CUSIP: 57587GDU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101198.81    | 0.01%             | 2026-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHARON MA                                              | SHARON MA 3% 2/15/2037                                             | CUSIP: 819649S21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $140520.86    | 0.01%             | 2037-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 2% 3/1/2038                                                  | CUSIP: 57582RM94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2041458.00   | 0.12%             | 2038-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/50                                          | CUSIP: 57604TKC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3619192.85   | 0.21%             | 2050-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2040@                                               | CUSIP: 575896YG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4190144.40   | 0.24%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5.25% 10/1/2036                                     | CUSIP: 57584Y6D6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $495662.55    | 0.03%             | 2036-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 11/1/2037                                        | CUSIP: 57584Y6M6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $809690.15    | 0.05%             | 2037-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 5% 7/1/2028 @                                          | CUSIP: 575898DD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1575908.55   | 0.09%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2039                                           | CUSIP: 575829NL6<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2595000 | PA      | $2971026.92   | 0.17%             | 2039-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2046                                                | CUSIP: 575896XM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3180000 | PA      | $3312297.22   | 0.19%             | 2046-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 6/1/2027                                         | CUSIP: 57587GDW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103268.15    | 0.01%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2043                                           | CUSIP: 575829NQ5<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1095044.50   | 0.06%             | 2043-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2035                                         | CUSIP: 57584YR68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1024768.50   | 0.06%             | 2035-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2032                                         | CUSIP: 57584YR35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1112302.30   | 0.06%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY RV                        | MASSACHUSET REV 5.25% 1/1/2039                                     | CUSIP: 57585BDT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1649799.69   | 0.09%             | 2039-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAINTREE MA                                           | BRAINTREE MA 3% 6/1/2035                                           | CUSIP: 1050254B3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1765000 | PA      | $1728087.67   | 0.10%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TISBURY MA                                             | TISBURY MA 4% 8/15/2036                                            | CUSIP: 888240FN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1780000 | PA      | $1833189.60   | 0.11%             | 2036-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/32                                               | CUSIP: 57584XZU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1251186.29   | 0.07%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TISBURY MA                                             | TISBURY MA 4% 8/15/2041                                            | CUSIP: 888240FT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2085000 | PA      | $2099296.01   | 0.12%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MASSACHUSETTS ST COLLEGE BLDG AUTH PROJ REV CAP APPREC-REF-SER A   | CUSIP: 575832KR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6080000 | PA      | $5657436.96   | 0.33%             | 2028-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | Mass DFA Southcst Hlth 5% 7/1/37                                   | CUSIP: 57583UUA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3925000 | PA      | $3928402.19   | 0.23%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 0% I=NATL 5/1/2028 ETM                             | CUSIP: 575832GX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1579129.32   | 0.09%             | 2028-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BOSTON MASS                                            | BOSTON MA 2% 11/1/2039                                             | CUSIP: 100853A67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2495000 | PA      | $1969329.70   | 0.11%             | 2039-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROOKLINE MA                                           | BROOKLINE MA 1.625% 2/15/2034                                      | CUSIP: 1137457L1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4254091.00   | 0.24%             | 2034-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2042 @                                              | CUSIP: 575896SP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4540000 | PA      | $4567749.84   | 0.26%             | 2042-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 9/1/37                                          | CUSIP: 57584XPL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    840000 | PA      | $850724.95    | 0.05%             | 2037-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2026                                                 | CUSIP: 57584XP70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $161385.66    | 0.01%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/35                                               | CUSIP: 57584XUR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1521948.30   | 0.09%             | 2035-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SWAMPSCOTT MA                                          | SWAMPSCOTT MA 3% 3/1/36                                            | CUSIP: 869648YW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $973449.30    | 0.06%             | 2036-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                           | MA HFA HSG REV 3.75% 12/1/2049                                     | CUSIP: 57587A2Z0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2575000 | PA      | $2573538.69   | 0.15%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 1/1/2026 @                                        | CUSIP: 57563RLK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8350000 | PA      | $8367011.46   | 0.48%             | 2026-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2040 @                                              | CUSIP: 575896TN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4450000 | PA      | $4590613.77   | 0.26%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMWLTH                                    | PR ST 0% 7/1/2033                                                  | CUSIP: 74514L3R6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5238348 | PA      | $3778715.33   | 0.22%             | 2033-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 11/1/2039                                        | CUSIP: 57584Y6P9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1210475.20   | 0.07%             | 2039-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2040                                                | CUSIP: 575896VT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $1121998.42   | 0.06%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 2% 5/1/2037                                        | CUSIP: 575832Y20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1060000 | PA      | $871454.30    | 0.05%             | 2037-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2027 @                                        | CUSIP: 57563RSD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1950000 | PA      | $1997106.15   | 0.11%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2041                                           | CUSIP: 575829NJ1<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2232306.40   | 0.13%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2029                                                 | CUSIP: 57584XE98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1320000 | PA      | $1344890.45   | 0.08%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2035 @                                              | CUSIP: 575896TH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5263849.50   | 0.30%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 2% 9/1/2038                                                  | CUSIP: 57582RQ66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3935000 | PA      | $3179985.65   | 0.18%             | 2038-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA SER I 5% 7/1/27                                             | CUSIP: 57584XNF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1109504.55   | 0.06%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUINCY MA                                              | QUINCY MASS 5% 7/1/2047                                            | CUSIP: 748508H43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4995000 | PA      | $5235063.70   | 0.30%             | 2047-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2046                                        | CUSIP: 57604TJL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2615000 | PA      | $2706024.23   | 0.16%             | 2046-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2028 @                                        | CUSIP: 57563RPY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2325000 | PA      | $2414188.63   | 0.14%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMBRIDGE MA                                           | CAMBRIDGE MA 3% 2/15/2042                                          | CUSIP: 132286DE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3460000 | PA      | $3028417.59   | 0.17%             | 2042-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2049                                        | CUSIP: 57604TKH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5249790.50   | 0.30%             | 2049-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 4/1/2039                                                  | CUSIP: 57582TCG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2284661.00   | 0.13%             | 2039-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2039                                         | CUSIP: 57584YS26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1925000 | PA      | $1937459.95   | 0.11%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY RV                        | MASSACHUSET REV 5% 7/1/2044                                        | CUSIP: 57585BBS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $990197.70    | 0.06%             | 2044-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 11/1/2042                                                 | CUSIP: 57582RH82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $2962679.65   | 0.17%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 11/1/2034                                        | CUSIP: 57584Y6J3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $798768.18    | 0.05%             | 2034-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2047                                        | CUSIP: 57604TKF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8000000 | PA      | $8426649.60   | 0.48%             | 2047-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                           | MA HFA HSG REV 4% 6/1/2043 @                                       | CUSIP: 57587AWC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $379891.09    | 0.02%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2027                                                 | CUSIP: 57584X5T4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1035995.70   | 0.06%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST WTR RES AUTH                          | MA WTR 5% 8/1/42                                                   | CUSIP: 576051XK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7415000 | PA      | $7777974.63   | 0.45%             | 2042-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2039                                                | CUSIP: 575896YX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1562493.02   | 0.09%             | 2039-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2035 @                                              | CUSIP: 575896SL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2042004.00   | 0.12%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2050                                         | CUSIP: 57584YN39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1387420.83   | 0.08%             | 2050-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2030 @                                        | CUSIP: 57563RRN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1950000 | PA      | $2073132.17   | 0.12%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 4% 5/1/2038                                        | CUSIP: 5758324R8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $774519.15    | 0.04%             | 2038-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2038                                           | CUSIP: 575829NF9<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1850000 | PA      | $2135467.03   | 0.12%             | 2038-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2028 @                                        | CUSIP: 57563RQS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1038360.70   | 0.06%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2040 @                                              | CUSIP: 575896YY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2780000 | PA      | $2949217.77   | 0.17%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2035                                                 | CUSIP: 57584X5F4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1019582.30   | 0.06%             | 2035-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACTON and BOXBRGH MA RGL SCH DST                       | ACTON and BOXBRGH 3% 3/1/2035                                      | CUSIP: 005050GU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2130000 | PA      | $2106799.61   | 0.12%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY RV                        | MASSACHUSET REV 5% 8/15/2055 MT                                    | CUSIP: 57585BKC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12500000 | PA      | $13580863.75  | 0.78%             | 2055-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EVERETT MA                                             | EVERETT MA 2% 8/1/2036                                             | CUSIP: 299839B90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1080000 | PA      | $911635.56    | 0.05%             | 2036-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2040                                         | CUSIP: 57584YM97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4160000 | PA      | $3684537.79   | 0.21%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2039                                           | CUSIP: 575829HB5<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5424056.50   | 0.31%             | 2039-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NAUSET MA REG SCH DIST                                 | NAUSET 4% 5/15/2040                                                | CUSIP: 639086HY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4190000 | PA      | $4246556.62   | 0.24%             | 2040-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2050                                           | CUSIP: 576000YY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16615000 | PA      | $17180212.39  | 0.99%             | 2050-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGIN ISLANDS TRANSPORTATION and INFRASTRUCTURE CORP  | VIRGIN ILSD TRI 5% 9/1/2038                                        | CUSIP: 927686AP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2645000 | PA      | $2921579.72   | 0.17%             | 2038-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 7/1/26                                          | CUSIP: 57584XJT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2210000 | PA      | $2231887.18   | 0.13%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2038                                         | CUSIP: 57584YTS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    735000 | PA      | $746621.53    | 0.04%             | 2038-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 9/1/2046                                                  | CUSIP: 57582RLK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2825000 | PA      | $2233878.36   | 0.13%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATTLEBORO MASS                                         | ATTLEB MA 2.625% 10/15/2050                                        | CUSIP: 0498435J0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6880000 | PA      | $4761480.82   | 0.27%             | 2050-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 11/1/2036                                        | CUSIP: 57584Y6L8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $760121.82    | 0.04%             | 2036-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2052                                         | CUSIP: 57584Y4J5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2238132.07   | 0.13%             | 2052-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 3/1/48                                                    | CUSIP: 57582RA89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3865489.00   | 0.22%             | 2048-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 9/1/2038                                         | CUSIP: 57584YHG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4805000 | PA      | $4848477.08   | 0.28%             | 2038-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 4.125% 10/1/2042                                            | CUSIP: 57584X4M0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $5564657.40   | 0.32%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PENTUCKET MA REGL SCH DIST                             | PENTUCKET MA SD 3% 9/1/2043                                        | CUSIP: 709699JT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1710000 | PA      | $1427010.22   | 0.08%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA AGC 0% 1/1/40                                               | CUSIP: 57583RXY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $2773259.50   | 0.16%             | 2040-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2036                                                 | CUSIP: 57584X5G2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1017075.40   | 0.06%             | 2036-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 9/1/2043                                         | CUSIP: 57584YHH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4445000 | PA      | $4335667.67   | 0.25%             | 2043-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 5% 7/1/2033 @                                          | CUSIP: 575898DJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1063841.80   | 0.06%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TPK AUTH MET HWY SYS REV              | MASSACHUSETTS ST TPK AUTH MET HWY SYS REV CAP APPREC-SR-SER A MBIA | CUSIP: 576018AL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  33195000 | PA      | $30356010.90  | 1.75%             | 2029-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2029 @                                        | CUSIP: 57563RTZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2360349.68   | 0.14%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMWLTH                                    | PR ST 5.625% 7/1/2029                                              | CUSIP: 74514L3H8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1925000 | PA      | $2055767.37   | 0.12%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer