# EDGAR Filing Document

**Accession Number:** 0001378872
**File Stem:** 0001378872-26-000868
**Filing Date:** 2026-4
**Character Count:** 424675
**Document Hash:** 157d2d6c768245a6d0bd2414188f86b2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001378872-26-000868.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001378872-26-000868

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Invesco Exchange-Traded Fund Trust II
- **CENTRAL INDEX KEY:** 0001378872

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21977
- **FILM NUMBER:** 26906813

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PowerShares Exchange-Traded Fund Trust II
- **DATE OF NAME CHANGE:** 20070919

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PowerShares Global Exchange-Traded Fund Trust
- **DATE OF NAME CHANGE:** 20061023

## Series and Classes Contracts Data

### Invesco New York AMT-Free Municipal Bond ETF (Series ID: S000019412)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000053968 | Invesco New York AMT-Free Municipal Bond ETF | PZT             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-21977

- **c. CIK number of Registrant:** 0001378872

- **d. LEI of Registrant:** O540V2L4S174Y60FMD36

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

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

  - **City:** Downers Grove

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60515

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

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

- **a. Name of Series:** Invesco New York AMT-Free Municipal Bond ETF

- **b. EDGAR series identifier (if any):** S000019412

- **c. LEI of Series:** 549300UIL7N74Y7JDU51

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $131987139.01

**Total Liabilities:** $28373.71

**Net Assets:** $131958765.30

**Cash Not Reported:** $2174462.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -210.84407972 | **1-Year:** -4137.94238911 | **5-Year:** -21834.79353042 | **10-Year:** -57334.02300865 | **30-Year:** -28520.78693457

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000053968 | -0.08%               | 0.22%                | 2.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-626178.02              | $160041.05                                 |
| Month 2  | $-2043633.21             | $3307613.75                                |
| Month 3  | $-497357.46              | $3240166.87                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2015, Ref. RB                                             | CUSIP: 64972GJW5<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    200000 | PA      | $193048.10    | 0.15%             | 2046-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp. (New York Law School)                                                            | Build NYC Resource Corp. (New York Law School), Series 2016, Ref. RB                                                       | CUSIP: 12008ELR5<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000018.20   | 0.76%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2016 A, Ref. RB                                                               | CUSIP: 89602N5Q3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    460000 | PA      | $460840.42    | 0.35%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp.                                                                                  | Build NYC Resource Corp., Series 2016, RB                                                                                  | CUSIP: 12008ELQ7<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |     30000 | PA      | $24911.61     | 0.02%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2016 A-1, RB                                                   | CUSIP: 59261ACW5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    715000 | PA      | $715464.89    | 0.54%             | 2026-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2016 S-1, RB                                                 | CUSIP: 64972HXZ0<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14459.71     | 0.01%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Fordham University)                                              | New York (State of) Dormitory Authority (Fordham University), Series 2016 A, Ref. RB                                       | CUSIP: 64990BD91<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100400.85    | 0.08%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Subseries 2016 F-3, RB                                              | CUSIP: 64971WH86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $135235.70    | 0.10%             | 2042-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dutchess County Local Development Corp. (Health Quest Systems, Inc.)                                      | Dutchess County Local Development Corp. (Health Quest Systems, Inc.), Series 2016 B, RB                                    | CUSIP: 267045GX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $500043.10    | 0.38%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                             | New York (State of) Dormitory Authority (New York University), Series 2016 A, RB                                           | CUSIP: 64990CEC1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4994.91      | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dutchess County Local Development Corp. (Health Quest Systems, Inc.)                                      | Dutchess County Local Development Corp. (Health Quest Systems, Inc.), Series 2016 B, RB                                    | CUSIP: 267045GW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $517653.78    | 0.39%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                     | Metropolitan Transportation Authority, Series 2016 C-1, RB                                                                 | CUSIP: 59261AHJ9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50020.43     | 0.04%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2016, RB                                                     | CUSIP: 64971WM72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $34895.47     | 0.03%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brooklyn Arena Local Development Corp. (Barclays Center)                                                  | Brooklyn Arena Local Development Corp. (Barclays Center), Series 2016 A, Ref. RB                                           | CUSIP: 113807BQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $464822.00    | 0.35%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MTA Hudson Rail Yards Trust Obligations                                                                   | MTA Hudson Rail Yards Trust Obligations, Series 2016 A, RB                                                                 | CUSIP: 62476RAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $175001.68    | 0.13%             | 2051-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Subseries 2016 B-1, RB                                              | CUSIP: 64971WS35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $30171.94     | 0.02%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Subseries 2016 B-1, RB                                              | CUSIP: 64971WS76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5005.20      | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                 | Long Island (City of), NY Power Authority, Series 2016 B, Ref. RB                                                          | CUSIP: 5426908L9<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    185000 | PA      | $186673.55    | 0.14%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                 | Long Island (City of), NY Power Authority, Series 2016 B, Ref. RB                                                          | CUSIP: 5426908M7<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20115.92     | 0.02%             | 2046-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2016 AA, RB                                               | CUSIP: 64972GMU5<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    200000 | PA      | $158063.28    | 0.12%             | 2046-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2016 AA, RB                                               | CUSIP: 64972GMV3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     30000 | PA      | $28957.22     | 0.02%             | 2046-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New School (The))                                                | New York (State of) Dormitory Authority (New School (The)), Series 2016 A, Ref. RB                                         | CUSIP: 64990CJB8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    395000 | PA      | $396394.78    | 0.30%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New School (The))                                                | New York (State of) Dormitory Authority (New School (The)), Series 2016 A, Ref. RB                                         | CUSIP: 64990CJC6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    370000 | PA      | $354577.70    | 0.27%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, One Hundred Ninty Eighth Series 2016, Ref. RB                            | CUSIP: 73358WD84<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80982.50     | 0.06%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, One Hundred Ninty Eighth Series 2016, Ref. RB                            | CUSIP: 73358WD92<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    295000 | PA      | $297575.65    | 0.23%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2016 B-1, GO Bonds                                                                          | CUSIP: 64966MHM4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4912.55      | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2016 CC, Ref. RB                                          | CUSIP: 64972GMW1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10035.64     | 0.01%             | 2046-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2016, Ref. RB                                             | CUSIP: 64972GMY7<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30132.29     | 0.02%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2017 A, RB                                                                    | CUSIP: 89602N7C2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40957.90     | 0.03%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Columbia University)                                             | New York (State of) Dormitory Authority (Columbia University), Series 2017 A, RB                                           | CUSIP: 64990CQE4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $45520.18     | 0.03%             | 2047-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2017 A, RB                                                     | CUSIP: 59259N6Q1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25240.65     | 0.02%             | 2047-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Two Hundredth Series 2017, Ref. RB                                       | CUSIP: 73358WH31<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    155000 | PA      | $157092.41    | 0.12%             | 2057-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dutchess County Local Development Corp. (Vassar College)                                                  | Dutchess County Local Development Corp. (Vassar College), Series 2017, Ref. RB                                             | CUSIP: 267045JX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111832.06    | 0.08%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dutchess County Local Development Corp. (Vassar College)                                                  | Dutchess County Local Development Corp. (Vassar College), Series 2017, Ref. RB                                             | CUSIP: 267045JY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $194098.26    | 0.15%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2017 E-1, RB                                                 | CUSIP: 64971W5B2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50749.38     | 0.04%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2017, RB                                                     | CUSIP: 64971W5C0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24594.99     | 0.02%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp.                                                                         | Hudson Yards Infrastructure Corp., Series 2017 A, Ref. RB                                                                  | CUSIP: 44420RBE9<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1271870.88   | 0.96%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hempstead Town Local Development Corp.                                                                    | Hempstead Town Local Development Corp., Series 2017, Ref. RB                                                               | CUSIP: 424682HC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100988.63    | 0.08%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp.                                                                         | Hudson Yards Infrastructure Corp., Series 2017 A, Ref. RB                                                                  | CUSIP: 44420RBF6<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    895000 | PA      | $876411.03    | 0.66%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp.                                                                         | Hudson Yards Infrastructure Corp., Series 2017 A, Ref. RB                                                                  | CUSIP: 44420RBH2<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    975000 | PA      | $929230.87    | 0.70%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2017 B-1, RB                                                   | CUSIP: 59259N8J5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30405.41     | 0.02%             | 2047-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2017, RB                                                       | CUSIP: 59259N8L0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     85000 | PA      | $77379.95     | 0.06%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp. (Highland Hospital of Rochester)                               | Monroe County Industrial Development Corp. (Highland Hospital of Rochester), Series 2017, RB                               | CUSIP: 61075TRT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $370128.09    | 0.28%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Series 2017, RB                                                          | CUSIP: 73358WG81<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102280.75    | 0.08%             | 2042-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2017 F-1, RB                                                 | CUSIP: 64971W7B0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $234766.52    | 0.18%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2017 F-1, RB                                                 | CUSIP: 64971W7C8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19705.18     | 0.01%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2017 F-1, RB                                                 | CUSIP: 64971W7F1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $40805.18     | 0.03%             | 2043-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2017 F-1, RB                                                 | CUSIP: 64971W7J3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25474.55     | 0.02%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Two Hundred Fifth Series 2017, Ref. RB                                   | CUSIP: 73358WP57<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5101.54      | 0.00%             | 2057-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2017 A, RB                                                                 | CUSIP: 64990AGP4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    160000 | PA      | $163483.84    | 0.12%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2017 A, RB                                                                 | CUSIP: 64990AGQ2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    190000 | PA      | $193751.53    | 0.15%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2017, RB                                                                   | CUSIP: 64990AGR0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25447.41     | 0.02%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2017, RB                                                                        | CUSIP: 64990AGS8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40646.42     | 0.03%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2017 C, RB                                                                 | CUSIP: 64990AGV1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4801.39      | 0.00%             | 2047-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2017 A-3, RB                                                 | CUSIP: 64971XAK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24713.86     | 0.02%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2017 A-3, RB                                                 | CUSIP: 64971XAJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100026.62    | 0.08%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                   | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2017 A-3, RB                               | CUSIP: 64971XAL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $98426.26     | 0.07%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                                                   | Port Authority of New York & New Jersey, Series 2017, RB                                                                   | CUSIP: 73358WP24<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103468.74    | 0.08%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Two Hundred Fifth Series 2017, Ref. RB                                   | CUSIP: 73358WP32<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    385000 | PA      | $392248.28    | 0.30%             | 2047-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2017 B-1, GO Bonds                                                                          | CUSIP: 64966MRE1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $89467.10     | 0.07%             | 2042-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2017 B-1, RB                                                 | CUSIP: 64971XCW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50013.31     | 0.04%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2017, RB                                                  | CUSIP: 64972GPG3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     50000 | PA      | $44040.92     | 0.03%             | 2045-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 3)                                                 | New York (State of) Dormitory Authority (Bidding Group 3), Series 2017 B, Ref. RB                                          | CUSIP: 64990FGK4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10241.97     | 0.01%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2017 CC-1, RB                                             | CUSIP: 64972GPT5<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5063.08      | 0.00%             | 2048-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2017 C-2, RB                                          | CUSIP: 89602RCL7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56852.11     | 0.04%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                 | Long Island (City of), NY Power Authority, Series 2017, RB                                                                 | CUSIP: 542691AT7<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56467.17     | 0.04%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                     | Metropolitan Transportation Authority, Series 2017 D, Ref. RB                                                              | CUSIP: 59261ATJ6<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    140000 | PA      | $139147.46    | 0.11%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp. (University of Rochester)                                      | Monroe County Industrial Development Corp. (University of Rochester), Series 2017 C, Ref. RB                               | CUSIP: 61075TSK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $210131.44    | 0.16%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp. (University of Rochester)                                      | Monroe County Industrial Development Corp. (University of Rochester), Series 2017, Ref. RB                                 | CUSIP: 61075TTB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80050.07     | 0.06%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Memorial Sloan Kettering Cancer)                                 | New York (State of) Dormitory Authority (Memorial Sloan Kettering Cancer), Series 2017 1, Ref. RB                          | CUSIP: 64990C5B3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    585000 | PA      | $557232.27    | 0.42%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2017 C, Ref. RB                                                             | CUSIP: 6500357L6<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45054.64     | 0.03%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2018 A, RB                                            | CUSIP: 89602RDW2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46455.35     | 0.04%             | 2044-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2018 E-1, GO Bonds                                                                          | CUSIP: 64966MXM6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30091.34     | 0.02%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                       | City of New York NY, Series 2018, GO Bonds                                                                                 | CUSIP: 64966MXN4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5138.65      | 0.00%             | 2044-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2018 E-1, GO Bonds                                                                          | CUSIP: 64966MXP9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     55000 | PA      | $50400.72     | 0.04%             | 2045-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2018 DD-1, RB                                             | CUSIP: 64972GPY4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     15000 | PA      | $13047.86     | 0.01%             | 2048-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2018 S-3, RB                                                 | CUSIP: 64972HK76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $57775.81     | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2018 S-3, RB                                                 | CUSIP: 64972HK84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $8827.57      | 0.01%             | 2047-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 3)                                                 | New York (State of) Dormitory Authority (Bidding Group 3), Series 2018 A, RB                                               | CUSIP: 64990AHX6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62414.74     | 0.05%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                 | CUSIP: 64990AHY4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31128.94     | 0.02%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 4)                                                 | New York (State of) Dormitory Authority (Bidding Group 4), Series 2018 A, RB                                               | CUSIP: 64990AJC0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $33466.90     | 0.03%             | 2047-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bid Group 4)                                                     | New York (State of) Dormitory Authority (Bid Group 4), Series 2018 A, RB                                                   | CUSIP: 64990AJD8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4677.75      | 0.00%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2018 F-1, GO Bonds                                                                       | CUSIP: 64966MA25<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61598.38     | 0.05%             | 2045-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2018 F-1, GO Bonds                                                                       | CUSIP: 64966MA33<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     60000 | PA      | $52674.08     | 0.04%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2018 F-1, GO Bonds                                                                       | CUSIP: 64966MZY8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    210000 | PA      | $216689.61    | 0.16%             | 2043-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2018 C-3, RB                                                 | CUSIP: 64971XDR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20013.54     | 0.02%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2018 C-3, RB                                                 | CUSIP: 64971XDQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15638.97     | 0.01%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2018 C-3, RB                                                 | CUSIP: 64971XDS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14858.97     | 0.01%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2018 S-1, RB                                                 | CUSIP: 64972HS94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $8602.68      | 0.01%             | 2047-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 4)                                                 | New York (State of) Dormitory Authority (Bidding Group 4), Series 2018 C, Ref. RB                                          | CUSIP: 64990AKH7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5188.16      | 0.00%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Subseries 2018 A, RB                                                | CUSIP: 64971XFV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50270.80     | 0.04%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Subseries 2018 A-1, RB                                              | CUSIP: 64971XFW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26114.65     | 0.02%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Two Hundred Eleventh Series 2018, Ref. RB                                | CUSIP: 73358WX74<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    125000 | PA      | $125320.76    | 0.09%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Two Hundred Eleventh Series 2018, Ref. RB                                | CUSIP: 73358WX82<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    240000 | PA      | $246811.06    | 0.19%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Suffolk (County of), NY Water Authority                                                                   | Suffolk (County of), NY Water Authority, Series 2018 A, RB                                                                 | CUSIP: 864784GK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $42057.12     | 0.03%             | 2043-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 2)                                                 | New York (State of) Dormitory Authority (Bidding Group 2), Series 2018 E, Ref. RB                                          | CUSIP: 64990AMU6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5232.46      | 0.00%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 2)                                                 | New York (State of) Dormitory Authority (Bidding Group 2), Series 2018 E, Ref. RB                                          | CUSIP: 64990AMV4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31321.35     | 0.02%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nassau (County of), NY                                                                                    | Nassau (County of), NY, Series 2018 B, GO Bonds                                                                            | CUSIP: 63165TH65<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10345.19     | 0.01%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2018 D-1, GO Bonds                                                                       | CUSIP: 64966QBB5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    335000 | PA      | $350271.11    | 0.27%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2018 D-1, GO Bonds                                                                       | CUSIP: 64966QBD1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24717.67     | 0.02%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2018 A, Ref. RB                                                            | CUSIP: 64990FJJ4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15000.91     | 0.01%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2018 A, Ref. RB                                                            | CUSIP: 64990FJK1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10315.34     | 0.01%             | 2045-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2019 A, RB                                                                  | CUSIP: 6500358E1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36387.70     | 0.03%             | 2045-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2019 A, RB                                                                  | CUSIP: 6500358B7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26269.27     | 0.02%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2019 A, RB                                                                  | CUSIP: 6500358C5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     90000 | PA      | $94479.06     | 0.07%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2019 A, RB                                                                  | CUSIP: 6500358D3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67862.93     | 0.05%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2019 A, RB                                                                  | CUSIP: 6500358H4<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     65000 | PA      | $60710.91     | 0.05%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2019 A-2, RB                                                   | CUSIP: 59261AXS1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    275000 | PA      | $283389.32    | 0.21%             | 2044-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                             | New York (State of) Dormitory Authority (New York University), Series 2019 A, RB                                           | CUSIP: 64990GJR4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    120000 | PA      | $126333.94    | 0.10%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2019 A, RB                                                                 | CUSIP: 64990GJS2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    290000 | PA      | $287672.23    | 0.22%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                             | New York (State of) Dormitory Authority (New York University), Series 2019 A, RB                                           | CUSIP: 64990GJT0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     80000 | PA      | $82479.80     | 0.06%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2019, RB                                                     | CUSIP: 64971XKP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55097.67     | 0.04%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Subseries 2019 FF-1, RB                                          | CUSIP: 64972GSX3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10309.76     | 0.01%             | 2049-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Subseries 2019 FF-2, Ref. RB                                     | CUSIP: 64972GTJ3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50485.77     | 0.04%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2019 B, RB                                                     | CUSIP: 59261AYW1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    240000 | PA      | $221350.80    | 0.17%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2019 A, Ref. RB                                                            | CUSIP: 64990FKY9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21146.24     | 0.02%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2019 A, Ref. RB                                                            | CUSIP: 64990FLC6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10435.69     | 0.01%             | 2045-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2019 BB-1, RB                                             | CUSIP: 64972GUF9<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    425000 | PA      | $405917.20    | 0.31%             | 2049-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Battery Park (City of), NY Authority (Green Bonds)                                                        | Battery Park (City of), NY Authority (Green Bonds), Series 2019 A, RB                                                      | CUSIP: 07133AHJ4<br>LEI: 549300RF3SFDOWRHVM56 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201283.26    | 0.15%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Battery Park (City of), NY Authority (Green Bonds)                                                        | Battery Park (City of), NY Authority (Green Bonds), Series 2019 A, RB                                                      | CUSIP: 07133AHK1<br>LEI: 549300RF3SFDOWRHVM56 | Long             | DBT              | MUN               | US        |    475000 | PA      | $487609.92    | 0.37%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2019 A-1, GO Bonds                                                                       | CUSIP: 64966QCW8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    270000 | PA      | $270247.64    | 0.20%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2019 A-1, GO Bonds                                                                       | CUSIP: 64966QCV0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21159.18     | 0.02%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2019 A-1, GO Bonds                                                                       | CUSIP: 64966QCX6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52507.69     | 0.04%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2019 A-1, GO Bonds                                                                       | CUSIP: 64966QCZ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $24466.23     | 0.02%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2019, RB                                                  | CUSIP: 64972GUG7<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     15000 | PA      | $11569.32     | 0.01%             | 2049-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dutchess County Local Development Corp. (Nuvance Health)                                                  | Dutchess County Local Development Corp. (Nuvance Health), Series 2019, RB                                                  | CUSIP: 267045MK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $297077.62    | 0.23%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp. (Bank of America Tower at One Bryant Park)                             | New York Liberty Development Corp. (Bank of America Tower at One Bryant Park), Series 2019, Ref. RB                        | CUSIP: 649519DG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $364770.48    | 0.28%             | 2069-09-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2019 A-3, RB                                                 | CUSIP: 64971XLJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55404.90     | 0.04%             | 2041-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2019 A-3, RB                                                 | CUSIP: 64971XLK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25044.25     | 0.02%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2019 A-3, RB                                                 | CUSIP: 64971XLL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24845.69     | 0.02%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2019 A-3, RB                                                 | CUSIP: 64971XLN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $40598.48     | 0.03%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Two Hundred Sixteenth Series 2019, RB                                    | CUSIP: 73358W3N2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $94986.31     | 0.07%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Rochester Institute of Technology)                               | New York (State of) Dormitory Authority (Rochester Institute of Technology), Series 2019 A, RB                             | CUSIP: 64990GTM4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    135000 | PA      | $129728.22    | 0.10%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                     | New York (State of) Thruway Authority, Series 2019 B, RB                                                                   | CUSIP: 650010CJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $165193.17    | 0.13%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                     | New York (State of) Thruway Authority, Series 2019 B, RB                                                                   | CUSIP: 650010CM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $34285.43     | 0.03%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 3)                                                  | New York State Urban Development Corp. (Bidding Group 3), Series 2019 A, Ref. RB                                           | CUSIP: 64985TAP6<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    265000 | PA      | $262441.90    | 0.20%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2019 A, Ref. RB                                                             | CUSIP: 64985TAN1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25034.90     | 0.02%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oneida County Local Development Corp. (Mohawk Valley Health System)                                       | Oneida County Local Development Corp. (Mohawk Valley Health System), Series 2019, Ref. RB                                  | CUSIP: 682440BM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $234443.91    | 0.18%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2019 B-1, GO Bonds                                                                          | CUSIP: 64966QFQ8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     20000 | PA      | $17829.78     | 0.01%             | 2041-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2020 B-1, GO Bonds                                                                       | CUSIP: 64966QFU9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $24979.98     | 0.02%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Subseries 2019 S1B, RB                                              | CUSIP: 64972H3S9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $7624.39      | 0.01%             | 2049-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2019 A, Ref. RB                                                             | CUSIP: 64985TAL5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106938.40    | 0.08%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2019 A, Ref. RB                                                             | CUSIP: 64985TAM3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    260000 | PA      | $261472.98    | 0.20%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2019 A, Ref. RB                                                             | CUSIP: 64985TAU5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     10000 | PA      | $7580.17      | 0.01%             | 2049-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                     | New York (State of) Thruway Authority, Series 2019 B, RB                                                                   | CUSIP: 650010CE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $102398.65    | 0.08%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                     | New York (State of) Thruway Authority, Series 2019 B, RB                                                                   | CUSIP: 650010CF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $58245.66     | 0.04%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                     | New York (State of) Thruway Authority, Series 2019 B, RB                                                                   | CUSIP: 650010CH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $261376.99    | 0.20%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                     | New York (State of) Thruway Authority, Series 2019 B, RB                                                                   | CUSIP: 650010CK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $250923.04    | 0.19%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                     | New York (State of) Thruway Authority, Series 2019 B, RB                                                                   | CUSIP: 650010CL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13481.80     | 0.01%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                     | New York (State of) Thruway Authority, Series 2019 B, RB                                                                   | CUSIP: 650010CP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $18424.47     | 0.01%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Rockefeller University) (Green Bonds)                            | New York (State of) Dormitory Authority (Rockefeller University) (Green Bonds), Series 2019 B, RB                          | CUSIP: 64990GVH2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    445000 | PA      | $457918.08    | 0.35%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Series 2019 217, RB                                                      | CUSIP: 73358W4T8<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     70000 | PA      | $66428.44     | 0.05%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Rockefeller University)                                          | New York (State of) Dormitory Authority (Rockefeller University), Series 2019 C, Ref. RB                                   | CUSIP: 64990GVJ8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    315000 | PA      | $298126.96    | 0.23%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Series 2019, RB                                                          | CUSIP: 73358W4R2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10132.55     | 0.01%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (State University of New York Dormitory Facilities)               | New York (State of) Dormitory Authority (State University of New York Dormitory Facilities), Series 2019 A, RB             | CUSIP: 64990GWH1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    460000 | PA      | $426690.85    | 0.32%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oneida County Local Development Corp. (Mohawk Valley Health System)                                       | Oneida County Local Development Corp. (Mohawk Valley Health System), Series 2019, Ref. RB                                  | CUSIP: 682440BL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $129076.88    | 0.10%             | 2044-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Two Hundred Seventeenth Series 2019, RB                                  | CUSIP: 73358W4S0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26375.19     | 0.02%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2019 C, RB                                            | CUSIP: 89602RFQ3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20140.62     | 0.02%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2019 CC-1, RB                                             | CUSIP: 64972GVJ0<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15908.58     | 0.01%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2019 CC-1, RB                                             | CUSIP: 64972GVM3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    100000 | PA      | $95509.93     | 0.07%             | 2049-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nassau (County of), NY                                                                                    | Nassau (County of), NY, Series 2019 B, GO Bonds                                                                            | CUSIP: 63165TS71<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |     90000 | PA      | $93894.37     | 0.07%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Onondaga (County of), NY Trust for Cultural Resources (Syracuse University)                               | Onondaga (County of), NY Trust for Cultural Resources (Syracuse University), Series 2019, Ref. RB                          | CUSIP: 68276FDP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $264388.95    | 0.20%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2019 B-1, RB                                                 | CUSIP: 64971XNN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9688.04      | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Onondaga (County of), NY Trust for Cultural Resources (Syracuse University)                               | Onondaga (County of), NY Trust for Cultural Resources (Syracuse University), Series 2019, Ref. RB                          | CUSIP: 68276FDQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $209259.78    | 0.16%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Onondaga (County of), NY Trust for Cultural Resources (Syracuse University)                               | Onondaga (County of), NY Trust for Cultural Resources (Syracuse University), Series 2019, Ref. RB                          | CUSIP: 68276FDR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $115035.70    | 0.09%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Onondaga (County of), NY Trust for Cultural Resources (Syracuse University)                               | Onondaga (County of), NY Trust for Cultural Resources (Syracuse University), Series 2019, Ref. RB                          | CUSIP: 68276FDS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $226971.58    | 0.17%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2020 D, Ref. RB                                                            | CUSIP: 64990FPV0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    215000 | PA      | $205470.00    | 0.16%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2019 B-1, RB                                                 | CUSIP: 64971XNP9<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    880000 | PA      | $682420.29    | 0.52%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2020 D, Ref. RB                                                            | CUSIP: 64990FPX6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $75753.86     | 0.06%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2020 A-1, RB                                                   | CUSIP: 59261AD95<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     25000 | PA      | $22957.79     | 0.02%             | 2050-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Fordham University)                                              | New York (State of) Dormitory Authority (Fordham University), Series 2020, RB                                              | CUSIP: 64990GXZ0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    500000 | PA      | $448292.65    | 0.34%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Fordham University)                                              | New York (State of) Dormitory Authority (Fordham University), Series 2020, RB                                              | CUSIP: 64990GXY3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    245000 | PA      | $232945.73    | 0.18%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2020 A, RB                                                                 | CUSIP: 64990GYC0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    780000 | PA      | $692827.90    | 0.53%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2020 A, RB                                                                 | CUSIP: 64990GYA4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    270000 | PA      | $208065.56    | 0.16%             | 2048-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2020 A, RB                                                                 | CUSIP: 64990GYB2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    525000 | PA      | $478376.17    | 0.36%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2020 A-1, RB                                                   | CUSIP: 59261AD20<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    135000 | PA      | $133143.36    | 0.10%             | 2043-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2020 A, RB                                                     | CUSIP: 59261AD53<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     25000 | PA      | $22976.54     | 0.02%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2020 A-1, RB                                                   | CUSIP: 59261AE29<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     25000 | PA      | $22019.55     | 0.02%             | 2051-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2020 A-1, RB                                                   | CUSIP: 59261AE52<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    110000 | PA      | $99238.99     | 0.08%             | 2054-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Montefiore Obligated Group)                                      | New York (State of) Dormitory Authority (Montefiore Obligated Group), Series 2020 A, Ref. RB                               | CUSIP: 64990GZR6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    120000 | PA      | $103681.37    | 0.08%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Montefiore Obligated Group)                                      | New York (State of) Dormitory Authority (Montefiore Obligated Group), Series 2020 A, Ref. RB                               | CUSIP: 64990GZS4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    300000 | PA      | $215262.06    | 0.16%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2020 DD-1, RB                                             | CUSIP: 64972GWF7<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14130.67     | 0.01%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2020 DD-3, Ref. RB                                        | CUSIP: 64972GWL4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45334.23     | 0.03%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Group 2)                                                           | New York (State of) Thruway Authority (Group 2), Series 2020, RB                                                           | CUSIP: 650009U35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60234.44     | 0.05%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                     | New York (State of) Thruway Authority, Series 2020, RB                                                                     | CUSIP: 650009U68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $226439.98    | 0.17%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                     | New York (State of) Thruway Authority, Series 2020 N, RB                                                                   | CUSIP: 650009U76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9431.00      | 0.01%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                     | New York (State of) Thruway Authority, Series 2020 N, RB                                                                   | CUSIP: 650009U92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $383171.95    | 0.29%             | 2049-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                     | New York (State of) Thruway Authority, Series 2020 N, RB                                                                   | CUSIP: 650009V26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $22801.41     | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2020 EE, Ref. RB                                          | CUSIP: 64972GWU4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    110000 | PA      | $110817.01    | 0.08%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                     | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2020, Ref. RB                | CUSIP: 64986DKP9<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100093.42    | 0.08%             | 2045-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                     | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2020, Ref. RB                | CUSIP: 64986DKQ7<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     95000 | PA      | $92603.82     | 0.07%             | 2049-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2020 D-1, GO Bonds                                                                          | CUSIP: 64966QKB5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     20000 | PA      | $16378.30     | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2020 D-1, GO Bonds                                                                          | CUSIP: 64966QKD1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    385000 | PA      | $358783.69    | 0.27%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Cornell University)                                              | New York (State of) Dormitory Authority (Cornell University), Series 2020 A, Ref. RB                                       | CUSIP: 64990GB43<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    320000 | PA      | $331720.77    | 0.25%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Power Authority (Green Bonds)                                                         | New York (State of) Power Authority (Green Bonds), Series 2020 A, Ref. RB                                                  | CUSIP: 64989KLD6<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1227137.36   | 0.93%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Power Authority (Green Bonds)                                                         | New York (State of) Power Authority (Green Bonds), Series 2020 A, Ref. RB                                                  | CUSIP: 64989KLE4<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |   1235000 | PA      | $1174179.96   | 0.89%             | 2050-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Power Authority (Green Bonds)                                                         | New York (State of) Power Authority (Green Bonds), Series 2020 A, Ref. RB                                                  | CUSIP: 64989KLF1<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |   1075000 | PA      | $1009153.78   | 0.76%             | 2055-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Power Authority (Green Bonds)                                                         | New York (State of) Power Authority (Green Bonds), Series 2020 A, Ref. RB                                                  | CUSIP: 64989KLH7<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |     30000 | PA      | $27720.46     | 0.02%             | 2060-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Power Authority (Green Bonds)                                                         | New York (State of) Power Authority (Green Bonds), Series 2020 A, Ref. RB                                                  | CUSIP: 64989KLG9<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |    350000 | PA      | $260528.73    | 0.20%             | 2060-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Suffolk (County of), NY Water Authority                                                                   | Suffolk (County of), NY Water Authority, Series 2020 B, RB                                                                 | CUSIP: 864784GL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $56195.73     | 0.04%             | 2044-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Suffolk (County of), NY Water Authority                                                                   | Suffolk (County of), NY Water Authority, Series 2020 B, RB                                                                 | CUSIP: 864784GM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $63218.85     | 0.05%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2016, RB                                                                   | CUSIP: 64990FUQ5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5030.73      | 0.00%             | 2043-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2020 C-1, RB                                                   | CUSIP: 59261AG50<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1026887.50   | 0.78%             | 2055-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2020 C-1, RB                                                   | CUSIP: 59261AG43<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    205000 | PA      | $209141.88    | 0.16%             | 2050-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2020 C-1, RB                                                   | CUSIP: 59261AG35<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    400000 | PA      | $404879.72    | 0.31%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2020 C-1, RB                                                 | CUSIP: 64971XQM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19499.30     | 0.01%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2020, RB                                                     | CUSIP: 64971XQN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $71885.20     | 0.05%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2020 A, RB                                            | CUSIP: 89602RFZ3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    225000 | PA      | $234716.94    | 0.18%             | 2049-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2020 A, RB                                            | CUSIP: 89602RGA7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    225000 | PA      | $233037.70    | 0.18%             | 2054-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2020 A, RB                                            | CUSIP: 89602RGB5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    130000 | PA      | $118070.50    | 0.09%             | 2054-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Guam (Territory of) Waterworks Authority                                                                  | Guam (Territory of) Waterworks Authority, Series 2020 A, RB                                                                | CUSIP: 40065FDF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $204132.22    | 0.15%             | 2050-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2020, RB                                                     | CUSIP: 64971XQL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26712.94     | 0.02%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2020 FF, Ref. RB                                          | CUSIP: 64972GWZ3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15180.97     | 0.01%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2020 GG-1, RB                                             | CUSIP: 64972GXG4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     45000 | PA      | $42392.02     | 0.03%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2020 GG-1, RB                                             | CUSIP: 64972GXF6<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51757.04     | 0.04%             | 2050-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2020 A, RB                                                                  | CUSIP: 650036AL0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    380000 | PA      | $413177.61    | 0.31%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2020 A, RB                                                                  | CUSIP: 650036AM8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     80000 | PA      | $86533.54     | 0.07%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2020 A, RB                                                                  | CUSIP: 650036AN6<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    260000 | PA      | $254447.26    | 0.19%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2020 A, RB                                                                  | CUSIP: 650036AP1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    675000 | PA      | $646502.65    | 0.49%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2020 FF, Ref. RB                                          | CUSIP: 64972GXB5<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     45000 | PA      | $48588.89     | 0.04%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Maimonides Medical Center)                                       | New York (State of) Dormitory Authority (Maimonides Medical Center), Series 2020, RB                                       | CUSIP: 64990G3B6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    155000 | PA      | $115525.64    | 0.09%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2020 C, Ref. RB                                                             | CUSIP: 650036CC8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101198.68    | 0.08%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2020 C, Ref. RB                                                             | CUSIP: 650036CG9<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     45000 | PA      | $44038.95     | 0.03%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2020 C, Ref. RB                                                             | CUSIP: 650036CL8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5201.80      | 0.00%             | 2050-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp. (University of Rochester)                                      | Monroe County Industrial Development Corp. (University of Rochester), Series 2020 A, RB                                    | CUSIP: 61075TUV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1065000 | PA      | $995564.45    | 0.75%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2020, Ref. RB                                                               | CUSIP: 650036CD6<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     95000 | PA      | $95756.89     | 0.07%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2020, Ref. RB                                                               | CUSIP: 650036CE4<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    100000 | PA      | $107595.62    | 0.08%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2020, Ref. RB                                                               | CUSIP: 650036CF1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    230000 | PA      | $246374.48    | 0.19%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2020, Ref. RB                                                               | CUSIP: 650036CJ3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    145000 | PA      | $111015.64    | 0.08%             | 2048-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broome County Local Development Corp. (United Health Services Hospital)                                   | Broome County Local Development Corp. (United Health Services Hospital), Series 2020, Ref. RB                              | CUSIP: 114731AV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $227712.53    | 0.17%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broome County Local Development Corp. (United Health Services Hospital)                                   | Broome County Local Development Corp. (United Health Services Hospital), Series 2020, Ref. RB                              | CUSIP: 114731AT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $815986.80    | 0.62%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broome County Local Development Corp. (United Health Services Hospital)                                   | Broome County Local Development Corp. (United Health Services Hospital), Series 2020, Ref. RB                              | CUSIP: 114731AU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $134590.05    | 0.10%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2020 D-3, RB                                                   | CUSIP: 59261AH91<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     10000 | PA      | $8988.67      | 0.01%             | 2050-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2020, RB                                                     | CUSIP: 64971XUF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $64706.73     | 0.05%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2020, RB                                                     | CUSIP: 64971XUH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $58497.90     | 0.04%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2020, RB                                                     | CUSIP: 64971XUJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9615.13      | 0.01%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2020, RB                                                     | CUSIP: 64971XUL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $116033.93    | 0.09%             | 2048-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Industrial Development Agency (Yankee Stadium)                                     | New York (City of), NY Industrial Development Agency (Yankee Stadium), Series 2020, Ref. RB                                | CUSIP: 64971PKK0<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |   1720000 | PA      | $1293244.78   | 0.98%             | 2049-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Industrial Development Agency (Yankee Stadium)                                     | New York (City of), NY Industrial Development Agency (Yankee Stadium), Series 2020, RB                                     | CUSIP: 64971PKL8<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |     20000 | PA      | $19356.11     | 0.01%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Industrial Development Agency (Yankee Stadium)                                     | New York (City of), NY Industrial Development Agency (Yankee Stadium), Series 2020, Ref. RB                                | CUSIP: 64971PKJ3<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |     75000 | PA      | $73740.22     | 0.06%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                                           | New York City Municipal Water Finance Authority, Series 2020, RB                                                           | CUSIP: 64972GXM1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     40000 | PA      | $30216.67     | 0.02%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2020 AA-2, RB                                             | CUSIP: 64972GXX7<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55476.25     | 0.04%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2020 AA-1, Ref. RB                                        | CUSIP: 64972GXP4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     90000 | PA      | $84218.03     | 0.06%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2020 AA-2, RB                                             | CUSIP: 64972GXY5<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    220000 | PA      | $221275.71    | 0.17%             | 2043-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2020 D-1, RB                                                   | CUSIP: 59261AH26<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57912.37     | 0.04%             | 2043-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2020 D-2, RB                                                   | CUSIP: 59261AH59<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     65000 | PA      | $59227.49     | 0.04%             | 2048-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2020 D-3, RB                                                   | CUSIP: 59261AH83<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     60000 | PA      | $54359.83     | 0.04%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Industrial Development Agency (Yankee Stadium)                                     | New York (City of), NY Industrial Development Agency (Yankee Stadium), Series 2020, Ref. RB                                | CUSIP: 64971PKM6<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |    110000 | PA      | $80845.77     | 0.06%             | 2049-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2020, RB                                                     | CUSIP: 64971XUD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20291.65     | 0.02%             | 2041-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2020 C, GO Bonds                                                                            | CUSIP: 64966QQE3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101275.34    | 0.08%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2020 A, Ref. RB                                                            | CUSIP: 64990FYP3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $33619.16     | 0.03%             | 2046-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2020 A, Ref. RB                                                            | CUSIP: 64990FYR9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     85000 | PA      | $80955.23     | 0.06%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2020 E, Ref. RB                                                | CUSIP: 59261AJ99<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     20000 | PA      | $18787.23     | 0.01%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2020 C, GO Bonds                                                                            | CUSIP: 64966QQF0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37040.61     | 0.03%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2020 A, Ref. RB                                                            | CUSIP: 64990FYJ7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    150000 | PA      | $136346.81    | 0.10%             | 2041-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2020 A, Ref. RB                                                            | CUSIP: 64990FYK4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $40014.03     | 0.03%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Group 4)                                                         | New York (State of) Dormitory Authority (Group 4), Series 2020 A, Ref. RB                                                  | CUSIP: 64990FYM0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    125000 | PA      | $123478.68    | 0.09%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2020 A, Ref. RB                                                            | CUSIP: 64990FYN8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $19470.18     | 0.01%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bid Group 5)                                                     | New York (State of) Dormitory Authority (Bid Group 5), Series 2020 A, Ref. RB                                              | CUSIP: 64990FYT5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     55000 | PA      | $41112.93     | 0.03%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2020 BB-1, RB                                             | CUSIP: 64972GYB4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41554.52     | 0.03%             | 2050-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2020 BB-1, RB                                             | CUSIP: 64972GYC2<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $935755.90    | 0.71%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2020 BB-1, RB                                             | CUSIP: 64972GYD0<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $755416.80    | 0.57%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2020 BB-2, Ref. RB                                        | CUSIP: 64972GYG3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    180000 | PA      | $181558.64    | 0.14%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp. (Terminal 4 JFK International Airport)                          | New York Transportation Development Corp. (Terminal 4 JFK International Airport), Series 2020, Ref. RB                     | CUSIP: 650116EW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $160104.27    | 0.12%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp. (Terminal 4 JFK International Airport)                          | New York Transportation Development Corp. (Terminal 4 JFK International Airport), Series 2020, Ref. RB                     | CUSIP: 650116EX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $247873.73    | 0.19%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dutchess County Local Development Corp. (Bard College)                                                    | Dutchess County Local Development Corp. (Bard College), Series 2020 A, Ref. RB                                             | CUSIP: 267045NK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $150104.10    | 0.11%             | 2051-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 4)                                                  | New York State Urban Development Corp. (Bidding Group 4), Series 2020 E, Ref. RB                                           | CUSIP: 650036DG8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70500.72     | 0.05%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 4)                                                  | New York State Urban Development Corp. (Bidding Group 4), Series 2020 E, Ref. RB                                           | CUSIP: 650036DH6<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    215000 | PA      | $215578.57    | 0.16%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 4)                                                  | New York State Urban Development Corp. (Bidding Group 4), Series 2020 E, Ref. RB                                           | CUSIP: 650036DJ2<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    410000 | PA      | $406559.49    | 0.31%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 4)                                                  | New York State Urban Development Corp. (Bidding Group 4), Series 2020, Ref. RB                                             | CUSIP: 650036DK9<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     80000 | PA      | $78291.46     | 0.06%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 4)                                                  | New York State Urban Development Corp. (Bidding Group 4), Series 2020 E, Ref. RB                                           | CUSIP: 650036DL7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     90000 | PA      | $87392.08     | 0.07%             | 2046-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2020 E, Ref. RB                                                             | CUSIP: 650036DM5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    100000 | PA      | $77815.56     | 0.06%             | 2047-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2020 E, Ref. RB                                                             | CUSIP: 650036DP8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     10000 | PA      | $7566.97      | 0.01%             | 2049-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Two Hundred Twenty Fourth Series 2021, Ref. RB                           | CUSIP: 73358XBN1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    700000 | PA      | $717239.74    | 0.54%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2021 E-1, RB                                                 | CUSIP: 64971XXZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $182863.64    | 0.14%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2021 E-1, RB                                                 | CUSIP: 64971XYA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $134619.86    | 0.10%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2021 E-1, RB                                                 | CUSIP: 64971XXY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49766.20     | 0.04%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2021 E-1, RB                                                 | CUSIP: 64971XXW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10039.81     | 0.01%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2021 E-1, RB                                                 | CUSIP: 64971XYB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $7450.98      | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Industrial Development Agency (Queens Baseball Stadium)                            | New York (City of), NY Industrial Development Agency (Queens Baseball Stadium), Series 2021 A, Ref. RB                     | CUSIP: 64971PLK9<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |    640000 | PA      | $510227.39    | 0.39%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2021 CC-1, RB                                             | CUSIP: 64972GYH1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    500000 | PA      | $464588.80    | 0.35%             | 2051-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2021 CC-1, RB                                             | CUSIP: 64972GYJ7<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72662.46     | 0.06%             | 2051-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Clean Water Trust (The) (Green Bonds)                                     | Massachusetts (Commonwealth of) Clean Water Trust (The) (Green Bonds), Series 2021 A-1, RB                                 | CUSIP: 59261AK30<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23472.18     | 0.02%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Clean Water Trust (The) (Green Bonds)                                     | Massachusetts (Commonwealth of) Clean Water Trust (The) (Green Bonds), Series 2021 A-1, RB                                 | CUSIP: 59261AK48<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    100000 | PA      | $91906.15     | 0.07%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                     | Metropolitan Transportation Authority, Series 2021 A-2, RB                                                                 | CUSIP: 59261AK97<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100071.40    | 0.08%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2021 F-1, GO Bonds                                                                          | CUSIP: 64966QVV9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    175000 | PA      | $167417.99    | 0.13%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                       | City of New York NY, Series 2021, GO Bonds                                                                                 | CUSIP: 64966QVX5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $29939.28     | 0.02%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2021 A, Ref. RB                                                            | CUSIP: 64990FZY3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5039.27      | 0.00%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2021 A, Ref. RB                                                            | CUSIP: 64990FZZ0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10023.91     | 0.01%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2021 A, RB                                            | CUSIP: 89602RGP4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    160000 | PA      | $165605.06    | 0.13%             | 2051-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2021 A, RB                                            | CUSIP: 89602RGQ2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5154.13      | 0.00%             | 2056-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2021 A, RB                                            | CUSIP: 89602RGR0<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     30000 | PA      | $27559.61     | 0.02%             | 2056-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2021 A, Ref. RB                                                            | CUSIP: 64990FA38<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    150000 | PA      | $143240.00    | 0.11%             | 2047-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2021 F-1, GO Bonds                                                                          | CUSIP: 64966QVR8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $26701.56     | 0.02%             | 2041-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2021 F-1, GO Bonds                                                                          | CUSIP: 64966QVS6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10696.37     | 0.01%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2021 F-1, GO Bonds                                                                          | CUSIP: 64966QVU1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78993.44     | 0.06%             | 2044-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2021 A-1, Ref. RB                                                             | CUSIP: 89602HAA5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    450000 | PA      | $439729.07    | 0.33%             | 2046-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2021 A-1, Ref. RB                                                             | CUSIP: 89602HAB3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    520000 | PA      | $539806.07    | 0.41%             | 2051-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Educational Construction Fund                                                      | New York (City of), NY Educational Construction Fund, Series 2021 B, RB                                                    | CUSIP: 649670NU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $138334.85    | 0.10%             | 2052-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2021 AA-1, RB                                             | CUSIP: 64972GZD9<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    500000 | PA      | $521906.95    | 0.40%             | 2048-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2021 AA-1, RB                                             | CUSIP: 64972GZH0<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     15000 | PA      | $13937.66     | 0.01%             | 2051-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                             | New York (State of) Dormitory Authority (New York University), Series 2021 A, Ref. RB                                      | CUSIP: 65000BDL9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    500000 | PA      | $488586.25    | 0.37%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                             | New York (State of) Dormitory Authority (New York University), Series 2021 A, Ref. RB                                      | CUSIP: 65000BDM7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    150000 | PA      | $155016.14    | 0.12%             | 2051-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 5)                                                   | New York (State of) Thruway Authority (Bidding Group 5), Series 2021 A-1, Ref. RB                                          | CUSIP: 650028XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $59497.85     | 0.05%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2021 AA-1, RB                                             | CUSIP: 64972GZE7<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     10000 | PA      | $8550.80      | 0.01%             | 2048-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 2)                                                   | New York (State of) Thruway Authority (Bidding Group 2), Series 2021 A-1, Ref. RB                                          | CUSIP: 650028XB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15177.23     | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Group 2)                                                           | New York (State of) Thruway Authority (Group 2), Series 2021 A-1, Ref. RB                                                  | CUSIP: 650028XC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $121106.77    | 0.09%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Group 3)                                                           | New York (State of) Thruway Authority (Group 3), Series 2021 A-1, Ref. RB                                                  | CUSIP: 650028XE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70233.72     | 0.05%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                                          | New York State Thruway Authority, Series 2021, RB                                                                          | CUSIP: 650028XH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9643.11      | 0.01%             | 2047-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 5)                                                   | New York (State of) Thruway Authority (Bidding Group 5), Series 2021 A-1, Ref. RB                                          | CUSIP: 650028XJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $77622.87     | 0.06%             | 2048-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                     | New York (State of) Thruway Authority, Series 2021 A-1, Ref. RB                                                            | CUSIP: 650028XK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $383678.50    | 0.29%             | 2049-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                                          | New York State Thruway Authority, Series 2021, RB                                                                          | CUSIP: 650028XL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $3770.81      | 0.00%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 4)                                                   | New York (State of) Thruway Authority (Bidding Group 4), Series 2021 A-1, Ref. RB                                          | CUSIP: 650028XN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $51694.49     | 0.04%             | 2052-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 4)                                                   | New York (State of) Thruway Authority (Bidding Group 4), Series 2021 A-1, Ref. RB                                          | CUSIP: 650028XQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $37344.63     | 0.03%             | 2054-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 4)                                                   | New York (State of) Thruway Authority (Bidding Group 4), Series 2021 A-1, Ref. RB                                          | CUSIP: 650028XR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $92487.42     | 0.07%             | 2055-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bid Group 4)                                                       | New York (State of) Thruway Authority (Bid Group 4), Series 2021 A-1, Ref. RB                                              | CUSIP: 650028XS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $92730.61     | 0.07%             | 2056-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Group 5)                                                           | New York (State of) Thruway Authority (Group 5), Series 2021 A-1, Ref. RB                                                  | CUSIP: 650028XT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $397570.13    | 0.30%             | 2057-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 5)                                                   | New York (State of) Thruway Authority (Bidding Group 5), Series 2021 A-1, Ref. RB                                          | CUSIP: 650028XU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $138280.17    | 0.10%             | 2058-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Subseries 2021 B-1, Ref. RB                                                          | CUSIP: 89602HAU1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75882.13     | 0.06%             | 2056-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp. (Green Bonds)                                                          | New York Liberty Development Corp. (Green Bonds), Series 2021 A, Ref. RB                                                   | CUSIP: 649519DU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    735000 | PA      | $608223.89    | 0.46%             | 2041-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp. (Green Bonds)                                                          | New York Liberty Development Corp. (Green Bonds), Series 2021 A, Ref. RB                                                   | CUSIP: 649519DV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1015000 | PA      | $784354.95    | 0.59%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2021 A-1, GO Bonds                                                                          | CUSIP: 64966QXW5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    135000 | PA      | $140204.22    | 0.11%             | 2047-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp. (Green Bonds)                                                          | New York Liberty Development Corp. (Green Bonds), Series 2021 A, Ref. RB                                                   | CUSIP: 649519DW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1360000 | PA      | $1006027.90   | 0.76%             | 2051-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2021 A-1, GO Bonds                                                                          | CUSIP: 64966QXV7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10052.90     | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2021 A-1, GO Bonds                                                                          | CUSIP: 64966QXU9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35538.08     | 0.03%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2021 A-1, GO Bonds                                                                          | CUSIP: 64966QXX3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    130000 | PA      | $121079.53    | 0.09%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Subseries 2021 B-1, Ref. RB                                                          | CUSIP: 89602HAS6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36740.92     | 0.03%             | 2046-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2021 BB-1, Ref. RB                                                                          | CUSIP: 64972GZP2<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9913.46      | 0.01%             | 2045-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2021 BB-1, Ref. RB                                        | CUSIP: 64972GZL1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5342.46      | 0.00%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2021 C-1A, RB                                         | CUSIP: 89602HBF3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62480.47     | 0.05%             | 2051-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2021 C-3, RB                                                                  | CUSIP: 89602HBY2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    290000 | PA      | $274020.97    | 0.21%             | 2051-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Group 1)                                                           | New York (State of) Thruway Authority (Group 1), Series 2021 O, Ref. RB                                                    | CUSIP: 650009X40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14296.11     | 0.01%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2021 B-1, RB                                                 | CUSIP: 64971XE61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $68291.42     | 0.05%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2021 B-1, RB                                                 | CUSIP: 64971XG28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9154.96      | 0.01%             | 2041-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2021 B-1, RB                                                 | CUSIP: 64971XG69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4665.72      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                   | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2021, RB                                   | CUSIP: 64971XG77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $13810.51     | 0.01%             | 2048-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2021 BB-1, Ref. RB                                        | CUSIP: 64972GZM9<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4237.03      | 0.00%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2021 C-3, RB                                                                  | CUSIP: 89602HBZ9<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     40000 | PA      | $29816.17     | 0.02%             | 2051-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 3)                                                  | New York State Urban Development Corp. (Bidding Group 3), Series 2021, Ref. RB                                             | CUSIP: 64985TCT6<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    240000 | PA      | $231470.06    | 0.18%             | 2046-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 3)                                                  | New York State Urban Development Corp. (Bidding Group 3), Series 2021, Ref. RB                                             | CUSIP: 64985TCU3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     40000 | PA      | $38304.02     | 0.03%             | 2047-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp. (Green Bonds)                                                           | Hudson Yards Infrastructure Corp. (Green Bonds), Series 2021, Ref. RB                                                      | CUSIP: 44420RCF5<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    655000 | PA      | $658956.13    | 0.50%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 3)                                                  | New York State Urban Development Corp. (Bidding Group 3), Series 2021 A, Ref. RB                                           | CUSIP: 64985TCQ2<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    420000 | PA      | $421301.33    | 0.32%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 3)                                                  | New York State Urban Development Corp. (Bidding Group 3), Series 2021, Ref. RB                                             | CUSIP: 64985TCR0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     95000 | PA      | $94202.81     | 0.07%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp.                                                                         | Hudson Yards Infrastructure Corp., Series 2021, RB                                                                         | CUSIP: 44420RCE8<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    230000 | PA      | $233084.55    | 0.18%             | 2043-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 2)                                                  | New York State Urban Development Corp. (Bidding Group 2), Series 2021 A, Ref. RB                                           | CUSIP: 64985TCN9<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     50000 | PA      | $45992.72     | 0.03%             | 2041-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 3)                                                  | New York State Urban Development Corp. (Bidding Group 3), Series 2021 A, Ref. RB                                           | CUSIP: 64985TCS8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9773.57      | 0.01%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2021, RB                                                                    | CUSIP: 64985TCV1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     60000 | PA      | $57226.87     | 0.04%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 4)                                                  | New York State Urban Development Corp. (Bidding Group 4), Series 2021 A, Ref. RB                                           | CUSIP: 64985TCX7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    560000 | PA      | $418604.42    | 0.32%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp.                                                                            | Empire State Development Corp., Series 2021, RB                                                                            | CUSIP: 64985TCY5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    120000 | PA      | $81494.66     | 0.06%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2021 E, Ref. RB                                                            | CUSIP: 64990FL69<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $98770.01     | 0.07%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2021 E, Ref. RB                                                            | CUSIP: 64990FL93<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $95353.49     | 0.07%             | 2047-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp.                                                                        | New York Liberty Development Corp., Series 2021 1, Ref. RB                                                                 | CUSIP: 649519EL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1075000 | PA      | $957683.96    | 0.73%             | 2042-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp.                                                                        | New York Liberty Development Corp., Series 2021-1, Ref. RB                                                                 | CUSIP: 649519EM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000845.80   | 0.76%             | 2043-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp.                                                                        | New York Liberty Development Corp., Series 2021 1WTC, Ref. RB                                                              | CUSIP: 649519EN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $219071.50    | 0.17%             | 2044-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 3)                                                 | New York (State of) Dormitory Authority (Bidding Group 3), Series 2021 E, Ref. RB                                          | CUSIP: 64990FL36<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     75000 | PA      | $68168.21     | 0.05%             | 2041-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 4)                                                 | New York (State of) Dormitory Authority (Bidding Group 4), Series 2021 E, Ref. RB                                          | CUSIP: 64990FL44<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    130000 | PA      | $131201.76    | 0.10%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 4)                                                 | New York (State of) Dormitory Authority (Bidding Group 4), Series 2021, RB                                                 | CUSIP: 64990FL77<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4861.15      | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2022, RB                                                     | CUSIP: 64971XL48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $64684.66     | 0.05%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2022, RB                                                     | CUSIP: 64971XL55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42589.66     | 0.03%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2022, RB                                                     | CUSIP: 64971XL63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19071.54     | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2022, RB                                                     | CUSIP: 64971XL71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $219727.60    | 0.17%             | 2047-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp. (7 World Trade Center)                                                 | New York Liberty Development Corp. (7 World Trade Center), Series 2022, Ref. RB                                            | CUSIP: 649519EY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $415470.67    | 0.31%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp. (7 World Trade Center)                                                 | New York Liberty Development Corp. (7 World Trade Center), Series 2022, Ref. RB                                            | CUSIP: 649519EZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    690000 | PA      | $528004.42    | 0.40%             | 2050-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2022 A, Ref. RB                                       | CUSIP: 89602HCF2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     90000 | PA      | $94474.94     | 0.07%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2022 A, Ref. RB                                       | CUSIP: 89602HCG0<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     40000 | PA      | $37083.31     | 0.03%             | 2051-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2022 CC-1, RB                                             | CUSIP: 64972GZR8<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    175000 | PA      | $161838.67    | 0.12%             | 2052-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Bidding Group 2)                                                   | Metropolitan Transportation Authority (Bidding Group 2), Series 2022 A, RB                                                 | CUSIP: 59260XBC1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14020.43     | 0.01%             | 2051-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp. (7 World Trade Center)                                                 | New York Liberty Development Corp. (7 World Trade Center), Series 2022, Ref. RB                                            | CUSIP: 649519FA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $11207.03     | 0.01%             | 2052-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp. (7 World Trade Center)                                                 | New York Liberty Development Corp. (7 World Trade Center), Series 2022, Ref. RB                                            | CUSIP: 649519FB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $486006.60    | 0.37%             | 2052-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2022, RB                                                                      | CUSIP: 89602HCH8<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    110000 | PA      | $122967.11    | 0.09%             | 2052-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2022 A, Ref. RB                                       | CUSIP: 89602HCJ4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77577.30     | 0.06%             | 2057-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New School (The))                                                | New York (State of) Dormitory Authority (New School (The)), Series 2022 A, Ref. RB                                         | CUSIP: 65000BLQ9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $21731.62     | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Rockefeller University)                                          | New York (State of) Dormitory Authority (Rockefeller University), Series 2022 A, Ref. RB                                   | CUSIP: 65000BME5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    415000 | PA      | $423486.34    | 0.32%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2022 A, Ref. RB                                                            | CUSIP: 64990FX33<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35323.55     | 0.03%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2022 F-1, RB                                                 | CUSIP: 64971XU63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15971.12     | 0.01%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2022, RB                                                  | CUSIP: 64972GA87<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4956.73      | 0.00%             | 2045-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2022 EE, Ref. RB                                          | CUSIP: 64972GB29<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     80000 | PA      | $85190.70     | 0.06%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2022 A, Ref. RB                                                            | CUSIP: 64990FX25<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54612.14     | 0.04%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2022 A, Ref. RB                                                            | CUSIP: 64990FX66<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $18902.05     | 0.01%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2022 A, Ref. RB                                                            | CUSIP: 64990FX74<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    175000 | PA      | $144495.26    | 0.11%             | 2052-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York (State of) Power Authority (Green Transmission) (Green Bonds)                                    | New York (State of) Power Authority (Green Transmission) (Green Bonds), Series 2022, RB                                    | CUSIP: 65000XAV2<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |    115000 | PA      | $111228.83    | 0.08%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Power Authority (Green Transmission) (Green Bonds)                                    | New York (State of) Power Authority (Green Transmission) (Green Bonds), Series 2022, RB                                    | CUSIP: 65000XAW0<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |    620000 | PA      | $587676.49    | 0.45%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                     | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2022, Ref. RB                | CUSIP: 64986DMK8<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5252.77      | 0.00%             | 2051-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                     | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2022, Ref. RB                | CUSIP: 64986DMJ1<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    410000 | PA      | $405106.36    | 0.31%             | 2047-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Power Authority (Green Transmission) (Green Bonds)                                    | New York (State of) Power Authority (Green Transmission) (Green Bonds), Series 2022, RB                                    | CUSIP: 65000XAY6<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |    690000 | PA      | $639270.51    | 0.48%             | 2061-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Genesee County Funding Corp. (The) (Rochester Regional Health Obligated Group)                            | Genesee County Funding Corp. (The) (Rochester Regional Health Obligated Group), Series 2022 A, Ref. RB                     | CUSIP: 371669AW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $197308.62    | 0.15%             | 2052-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2022 C, RB                                                                    | CUSIP: 89602HDK0<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54394.01     | 0.04%             | 2042-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2022 C, RB                                                                    | CUSIP: 89602HDR5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    420000 | PA      | $440513.64    | 0.33%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2022 C, RB                                            | CUSIP: 89602HDP9<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     90000 | PA      | $94474.94     | 0.07%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Northwell Health Obligated Group)                                | New York (State of) Dormitory Authority (Northwell Health Obligated Group), Series 2022, Ref. RB                           | CUSIP: 65000BNG9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    680000 | PA      | $631285.62    | 0.48%             | 2052-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2022 A, RB                                                                 | CUSIP: 65000BPA0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    255000 | PA      | $245830.81    | 0.19%             | 2051-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2022 D-1, GO Bonds                                                                       | CUSIP: 64966QC65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37679.07     | 0.03%             | 2046-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2022 D-1, GO Bonds                                                                       | CUSIP: 64966QC32<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21762.89     | 0.02%             | 2043-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2022 D-1, GO Bonds                                                                       | CUSIP: 64966QC24<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10979.60     | 0.01%             | 2042-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2022 D-1, GO Bonds                                                                       | CUSIP: 64966QC57<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     55000 | PA      | $59598.41     | 0.05%             | 2045-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Memorial Sloan Kettering Cancer)                                 | New York (State of) Dormitory Authority (Memorial Sloan Kettering Cancer), Series 2022 1-B, RB                             | CUSIP: 65000BPS1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    230000 | PA      | $214349.70    | 0.16%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dutchess County Local Development Corp.                                                                   | Dutchess County Local Development Corp., Series 2022, RB                                                                   | CUSIP: 267045QX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111961.71    | 0.08%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2022, Ref. RB                                                              | CUSIP: 65000BNF1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     55000 | PA      | $52655.58     | 0.04%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2022 A, Ref. RB                                                            | CUSIP: 65000BNH7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1230000 | PA      | $1253439.13   | 0.95%             | 2052-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                                                   | Port Authority of New York & New Jersey, Series 2022, RB                                                                   | CUSIP: 73358XEU2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16035.39     | 0.01%             | 2052-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2022 C, RB                                                                    | CUSIP: 89602HDJ3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16683.15     | 0.01%             | 2041-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2022 C, RB                                                                    | CUSIP: 89602HDN4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    110000 | PA      | $117530.50    | 0.09%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2022, RB                                                                      | CUSIP: 89602HDS3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57721.54     | 0.04%             | 2057-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Yeshiva University)                                              | New York (State of) Dormitory Authority (Yeshiva University), Series 2022 A, Ref. RB                                       | CUSIP: 65000BRH3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    125000 | PA      | $129049.36    | 0.10%             | 2042-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Yeshiva University)                                              | New York (State of) Dormitory Authority (Yeshiva University), Series 2022 A, Ref. RB                                       | CUSIP: 65000BRJ9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1175000 | PA      | $1174001.02   | 0.89%             | 2050-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2022 A-1, RB                                                 | CUSIP: 64971XX94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $70645.94     | 0.05%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2022 A-1, RB                                                 | CUSIP: 64971XX52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16646.74     | 0.01%             | 2042-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2022 A-1, RB                                                 | CUSIP: 64971XX78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21398.06     | 0.02%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2022, RB                                              | CUSIP: 896035BF8<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    100000 | PA      | $91490.58     | 0.07%             | 2057-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2022, RB                                              | CUSIP: 896035BG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $73663.67     | 0.06%             | 2062-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 3)                                                   | New York (State of) Thruway Authority (Bidding Group 3), Series 2022, Ref. RB                                              | CUSIP: 650028YV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20232.33     | 0.02%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 5)                                                   | New York (State of) Thruway Authority (Bidding Group 5), Series 2022 A, Ref. RB                                            | CUSIP: 650028ZD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $98941.87     | 0.07%             | 2051-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 1) (Green Bonds)                                     | New York (State of) Thruway Authority (Bidding Group 1) (Green Bonds), Series 2022 C, RB                                   | CUSIP: 650028ZQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $207452.06    | 0.16%             | 2055-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 3)                                                   | New York (State of) Thruway Authority (Bidding Group 3), Series 2022, Ref. RB                                              | CUSIP: 650028YT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16542.09     | 0.01%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 3)                                                   | New York (State of) Thruway Authority (Bidding Group 3), Series 2022, Ref. RB                                              | CUSIP: 650028YU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $109315.63    | 0.08%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 4)                                                   | New York (State of) Thruway Authority (Bidding Group 4), Series 2022 A, Ref. RB                                            | CUSIP: 650028YX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $58577.78     | 0.04%             | 2045-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 4)                                                   | New York (State of) Thruway Authority (Bidding Group 4), Series 2022 A, Ref. RB                                            | CUSIP: 650028YY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $100490.42    | 0.08%             | 2046-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 4)                                                   | New York (State of) Thruway Authority (Bidding Group 4), Series 2022 A, Ref. RB                                            | CUSIP: 650028ZA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $214781.92    | 0.16%             | 2048-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 1)                                                   | New York (State of) Thruway Authority (Bidding Group 1), Series 2022 A, Ref. RB                                            | CUSIP: 650028ZB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19041.58     | 0.01%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 1) (Green Bonds)                                     | New York (State of) Thruway Authority (Bidding Group 1) (Green Bonds), Series 2022 C, RB                                   | CUSIP: 650028ZN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114206.84    | 0.09%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 2) (Green Bonds)                                     | New York (State of) Thruway Authority (Bidding Group 2) (Green Bonds), Series 2022 C, RB                                   | CUSIP: 650028ZR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9431.81      | 0.01%             | 2056-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 1) (Green Bonds)                                     | New York (State of) Thruway Authority (Bidding Group 1) (Green Bonds), Series 2022 C, RB                                   | CUSIP: 650028ZS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $94069.68     | 0.07%             | 2057-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2022 A, RB                                            | CUSIP: 896035BC5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     20000 | PA      | $18615.14     | 0.01%             | 2052-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2022 A-1, GO Bonds                                                                          | CUSIP: 64966QG61<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     45000 | PA      | $49159.29     | 0.04%             | 2043-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2022 A-1, GO Bonds                                                                          | CUSIP: 64966QG79<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    210000 | PA      | $202815.84    | 0.15%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2022 A, RB                                                                    | CUSIP: 89602RHR9<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42103.96     | 0.03%             | 2047-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2022, RB                                                                      | CUSIP: 89602RHT5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     60000 | PA      | $64112.32     | 0.05%             | 2057-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Brdiges & Tunnels) (Green Bonds)                                | Triborough Bridge & Tunnel Authority (MTA Brdiges & Tunnels) (Green Bonds), Subseries 2022 D-2, RB                         | CUSIP: 89602HEQ6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    200000 | PA      | $213689.10    | 0.16%             | 2052-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York (State of) Utility Debt Securitization Authority (Green Bonds)                                   | New York (State of) Utility Debt Securitization Authority (Green Bonds), Series 2022, Ref. RB                              | CUSIP: 91802RFV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $293998.60    | 0.22%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 4)                                                  | New York State Urban Development Corp. (Bidding Group 4), Series 2022 A, Ref. RB                                           | CUSIP: 650036GA8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15715.75     | 0.01%             | 2048-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 4)                                                  | New York State Urban Development Corp. (Bidding Group 4), Series 2022 A, Ref. RB                                           | CUSIP: 650036GB6<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    115000 | PA      | $120267.59    | 0.09%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 4)                                                  | New York State Urban Development Corp. (Bidding Group 4), Series 2022 A, Ref. RB                                           | CUSIP: 650036GC4<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15638.15     | 0.01%             | 2050-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Two Hundred Thirty Third Series 2022, Ref. RB                            | CUSIP: 73358XGF3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    130000 | PA      | $138543.56    | 0.10%             | 2052-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (Green Bonds)                                                        | Triborough Bridge & Tunnel Authority (Green Bonds), Series 2022 D-2, RB                                                    | CUSIP: 89602HEM5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90684.75     | 0.07%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (Green Bonds)                                                        | Triborough Bridge & Tunnel Authority (Green Bonds), Series 2022, RB                                                        | CUSIP: 89602HEP8<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    410000 | PA      | $406863.09    | 0.31%             | 2052-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2022 B-1, GO Bonds                                                                       | CUSIP: 64966QK90<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    190000 | PA      | $211706.21    | 0.16%             | 2041-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2022 B-1, GO Bonds                                                                       | CUSIP: 64966QL24<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $33116.53     | 0.03%             | 2042-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2022 B-1, GO Bonds                                                                       | CUSIP: 64966QL40<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10934.48     | 0.01%             | 2043-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Subseries 2022 D-1, RB                                              | CUSIP: 64971X4A3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $22510.93     | 0.02%             | 2041-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Subseries 2022 D-1, RB                                              | CUSIP: 64971X4D7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $164462.46    | 0.12%             | 2045-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2022 AA-3, Ref. RB                                        | CUSIP: 64972GC28<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    130000 | PA      | $137096.92    | 0.10%             | 2047-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Subseries 2023 AA-1, RB                                          | CUSIP: 64972GB60<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    170000 | PA      | $179580.06    | 0.14%             | 2052-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Two Hundred Thirty Seventh Series 2022, RB                               | CUSIP: 73358XHS4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     60000 | PA      | $63773.87     | 0.05%             | 2047-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Series 2022, RB                                                          | CUSIP: 73358XHT2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    205000 | PA      | $214101.57    | 0.16%             | 2052-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2023 D, Ref. RB                                           | CUSIP: 64972GE42<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24629.66     | 0.02%             | 2046-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2023 D, Ref. RB                                           | CUSIP: 64972GE59<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   1070000 | PA      | $1046764.84   | 0.79%             | 2047-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2023 D, Ref. RB                                           | CUSIP: 64972GE75<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21135.32     | 0.02%             | 2047-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2023 D, Ref. RB                                           | CUSIP: 64972GE91<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     60000 | PA      | $64734.79     | 0.05%             | 2047-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2023 A, RB                                            | CUSIP: 896035BY7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20964.69     | 0.02%             | 2048-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2023 A, RB                                            | CUSIP: 896035CE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9838.66      | 0.01%             | 2063-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2023 F-1, RB                                                 | CUSIP: 64971X7H5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $364702.68    | 0.28%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2023 F-1, RB                                                 | CUSIP: 64971X7D4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $54316.48     | 0.04%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2023 F-1, RB                                                 | CUSIP: 64971X7F9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106691.77    | 0.08%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2023 F-1, RB                                                 | CUSIP: 64971X7G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $154236.11    | 0.12%             | 2047-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2023 E-1, GO Bonds                                                                       | CUSIP: 64966QZ86<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    500000 | PA      | $470067.70    | 0.36%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2023 E-1, GO Bonds                                                                       | CUSIP: 64966QZ45<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $110034.02    | 0.08%             | 2043-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2023 E-1, GO Bonds                                                                       | CUSIP: 64966QZ52<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     90000 | PA      | $98093.70     | 0.07%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2023 E-1, GO Bonds                                                                       | CUSIP: 64966QZ78<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    200000 | PA      | $212792.62    | 0.16%             | 2047-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2023 DD, Ref. RB                                          | CUSIP: 64972GE67<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37213.46     | 0.03%             | 2046-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2023 A, RB                                            | CUSIP: 896035BZ4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    100000 | PA      | $94618.40     | 0.07%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2023 A, RB                                                                    | CUSIP: 896035CA8<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14138.97     | 0.01%             | 2053-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2023 A, RB                                                                    | CUSIP: 896035CB6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36277.00     | 0.03%             | 2053-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2023 A, RB                                                                    | CUSIP: 896035CC4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15740.52     | 0.01%             | 2058-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2023 E-1, GO Bonds                                                                       | CUSIP: 64966QZ94<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     95000 | PA      | $95638.16     | 0.07%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2023 A, RB                                                                 | CUSIP: 65000BZB7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    270000 | PA      | $284290.53    | 0.22%             | 2050-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Two Hundred Fortieth Series 2023, Ref. RB                                | CUSIP: 73358XJH6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    110000 | PA      | $116720.65    | 0.09%             | 2048-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Two Hundred Fortieth Series 2023, Ref. RB                                | CUSIP: 73358XJJ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    455000 | PA      | $475998.11    | 0.36%             | 2053-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Battery Park (City of), NY Authority (Green Bonds)                                                        | Battery Park (City of), NY Authority (Green Bonds), Series 2023 A, RB                                                      | CUSIP: 07133AJL7<br>LEI: 549300RF3SFDOWRHVM56 | Long             | DBT              | MUN               | US        |    500000 | PA      | $530827.90    | 0.40%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Battery Park (City of), NY Authority (Green Bonds)                                                        | Battery Park (City of), NY Authority (Green Bonds), Series 2023 A, RB                                                      | CUSIP: 07133AJM5<br>LEI: 549300RF3SFDOWRHVM56 | Long             | DBT              | MUN               | US        |    310000 | PA      | $325249.43    | 0.25%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Two Hundred Forty One Series 2023, RB                                    | CUSIP: 73358XJL7<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     25000 | PA      | $28117.89     | 0.02%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Two Hundred Forty First Series 2023, RB                                  | CUSIP: 73358XJM5<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22288.32     | 0.02%             | 2042-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Two Hundred Forty First Series 2023, RB                                  | CUSIP: 73358XJN3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     75000 | PA      | $82858.40     | 0.06%             | 2043-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Series 2023, RB                                                          | CUSIP: 73358XJQ6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    195000 | PA      | $206913.88    | 0.16%             | 2048-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Series 2023-241, RB                                                      | CUSIP: 73358XJR4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62768.98     | 0.05%             | 2053-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2023 A-1, RB                                                 | CUSIP: 64971X8K7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104294.48    | 0.08%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2023 A-1, RB                                                 | CUSIP: 64971X8C5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10975.87     | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2023 A-1, RB                                                 | CUSIP: 64971X8H4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105967.55    | 0.08%             | 2046-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2023 A-1, RB                                                 | CUSIP: 64971X8J0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15710.51     | 0.01%             | 2047-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority (Green Bonds)                                                   | Long Island (City of), NY Power Authority (Green Bonds), Series 2023 E, RB                                                 | CUSIP: 542691HP8<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    455000 | PA      | $478404.88    | 0.36%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority (Green Bonds)                                                   | Long Island (City of), NY Power Authority (Green Bonds), Series 2023 E, RB                                                 | CUSIP: 542691HM5<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    340000 | PA      | $360299.46    | 0.27%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2023 A-1, Ref. RB                                                          | CUSIP: 64990AST3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103829.54    | 0.08%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Subseries 2023 B-1, RB                                                               | CUSIP: 89602RKU8<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    160000 | PA      | $168373.06    | 0.13%             | 2048-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Subseries 2023 B-1, RB                                                               | CUSIP: 89602RKV6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21228.03     | 0.02%             | 2053-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2024 A, GO Bonds                                                                            | CUSIP: 64966Q6R6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $94099.57     | 0.07%             | 2053-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2024 A, GO Bonds                                                                            | CUSIP: 64966Q6Q8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    835000 | PA      | $864222.66    | 0.65%             | 2051-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024 B, RB                                                   | CUSIP: 64972JBB3<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    200000 | PA      | $192984.66    | 0.15%             | 2053-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (State University of New York Dormitory Facilities) (Green Bonds) | New York (State of) Dormitory Authority (State University of New York Dormitory Facilities) (Green Bonds), Series 2023, RB | CUSIP: 65000BN95<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10408.30     | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2023 A, GO Bonds                                                                            | CUSIP: 64966Q6G0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5550.10      | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2023 A, GO Bonds                                                                            | CUSIP: 64966Q6H8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     45000 | PA      | $49495.97     | 0.04%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2023, A GO Bonds                                                                            | CUSIP: 64966Q6K1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21484.65     | 0.02%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2023 A, GO Bonds                                                                            | CUSIP: 64966Q6N5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15732.00     | 0.01%             | 2047-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2023 A, GO Bonds                                                                            | CUSIP: 64966Q6P0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15663.64     | 0.01%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024 B, RB                                                   | CUSIP: 64972JAX6<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106346.25    | 0.08%             | 2046-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2023, RB                                                     | CUSIP: 64972JBA5<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    200000 | PA      | $212526.06    | 0.16%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2023 A-1, Ref. RB                                                          | CUSIP: 64990ASN6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $33181.93     | 0.03%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2023 A-1, Ref. RB                                                          | CUSIP: 64990ASR7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10693.90     | 0.01%             | 2045-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2023 A-1, Ref. RB                                                          | CUSIP: 64990ASS5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $66259.47     | 0.05%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Subseries 2024 AA-1, RB                                          | CUSIP: 64972GF33<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5201.46      | 0.00%             | 2053-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Subseries 2024 AA-1, RB                                          | CUSIP: 64972GF41<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    245000 | PA      | $259206.01    | 0.20%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Subseries 2023 AA-3, Ref. RB                                     | CUSIP: 64972GF82<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     40000 | PA      | $44320.54     | 0.03%             | 2043-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Subseries 2023 AA-3, Ref. RB                                     | CUSIP: 64972GF90<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21478.43     | 0.02%             | 2048-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (State of) Power Authority (Green Transmission) (Green Bonds)                                    | New York (State of) Power Authority (Green Transmission) (Green Bonds), Series 2023, RB                                    | CUSIP: 65000XBV1<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |    340000 | PA      | $359564.59    | 0.27%             | 2058-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| New York (State of) Power Authority (Green Transmission) (Green Bonds)                                    | New York (State of) Power Authority (Green Transmission) (Green Bonds), Series 2023, RB                                    | CUSIP: 65000XBW9<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |    210000 | PA      | $221378.24    | 0.17%             | 2063-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                     | Metropolitan Transportation Authority, Series 2013 B, RB                                                                   | CUSIP: 59261AU70<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     65000 | PA      | $63228.28     | 0.05%             | 2043-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2023, RB                                                     | CUSIP: 64972JCC0<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    100000 | PA      | $112154.26    | 0.08%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2023, RB                                                     | CUSIP: 64972JCD8<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    225000 | PA      | $239666.45    | 0.18%             | 2048-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 2)                                                  | New York State Urban Development Corp. (Bidding Group 2), Series 2023 A, RB                                                | CUSIP: 64985TEK3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    100000 | PA      | $109527.15    | 0.08%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp.                                                                            | Empire State Development Corp., Series 2023, RB                                                                            | CUSIP: 64985TEL1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5421.61      | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 3)                                                  | New York State Urban Development Corp. (Bidding Group 3), Series 2023 A, RB                                                | CUSIP: 64985TEM9<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     60000 | PA      | $64378.25     | 0.05%             | 2045-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 3)                                                  | New York State Urban Development Corp. (Bidding Group 3), Series 2023 A, RB                                                | CUSIP: 64985TEN7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     85000 | PA      | $90444.80     | 0.07%             | 2046-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 3)                                                  | New York State Urban Development Corp. (Bidding Group 3), Series 2023 A, RB                                                | CUSIP: 64985TEP2<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     75000 | PA      | $79386.98     | 0.06%             | 2047-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 3)                                                  | New York State Urban Development Corp. (Bidding Group 3), Series 2023 A, RB                                                | CUSIP: 64985TEQ0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57822.05     | 0.04%             | 2048-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 4)                                                  | New York State Urban Development Corp. (Bidding Group 4), Series 2023 A, RB                                                | CUSIP: 64985TER8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73302.31     | 0.06%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 4)                                                  | New York State Urban Development Corp. (Bidding Group 4), Series 2023 A, RB                                                | CUSIP: 64985TES6<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67827.20     | 0.05%             | 2050-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp.                                                                            | Empire State Development Corp., Series 2023, RB                                                                            | CUSIP: 64985TET4<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46858.10     | 0.04%             | 2051-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 4)                                                  | New York State Urban Development Corp. (Bidding Group 4), Series 2023 A, RB                                                | CUSIP: 64985TEU1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78004.77     | 0.06%             | 2052-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp.                                                                            | Empire State Development Corp., Series 2023, RB                                                                            | CUSIP: 64985TEV9<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    170000 | PA      | $176459.64    | 0.13%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (Green Bonds)                                                        | Triborough Bridge & Tunnel Authority (Green Bonds), Series 2023 C, Ref. RB                                                 | CUSIP: 89602HGH4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5608.56      | 0.00%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels) (Green Bonds)                                | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels) (Green Bonds), Series 2023 C, Ref. RB                         | CUSIP: 89602HGJ0<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     25000 | PA      | $28191.18     | 0.02%             | 2042-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (Green Bonds)                                                        | Triborough Bridge & Tunnel Authority (Green Bonds), Series 2023 C, Ref. RB                                                 | CUSIP: 89602HGK7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43990.88     | 0.03%             | 2043-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Westchester County Local Development Corp. (Westchester Medical Center Obligated Group)                   | Westchester County Local Development Corp. (Westchester Medical Center Obligated Group), Series 2023, RB                   | CUSIP: 95737TFN1<br>LEI: 549300KOSU8OC75V9238 | Long             | DBT              | MUN               | US        |    150000 | PA      | $163258.20    | 0.12%             | 2049-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Westchester County Local Development Corp. (Westchester Medical Center Obligated Group)                   | Westchester County Local Development Corp. (Westchester Medical Center Obligated Group), Series 2023, RB                   | CUSIP: 95737TFP6<br>LEI: 549300KOSU8OC75V9238 | Long             | DBT              | MUN               | US        |    140000 | PA      | $143208.83    | 0.11%             | 2051-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Westchester County Local Development Corp. (Westchester Medical Center Obligated Group)                   | Westchester County Local Development Corp. (Westchester Medical Center Obligated Group), Series 2023, RB                   | CUSIP: 95737TFR2<br>LEI: 549300KOSU8OC75V9238 | Long             | DBT              | MUN               | US        |    355000 | PA      | $383194.24    | 0.29%             | 2053-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New York (State of) Utility Debt Securitization Authority                                                 | New York (State of) Utility Debt Securitization Authority, Series 2023 1, Ref. RB                                          | CUSIP: 91802RGY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11510.27     | 0.01%             | 2041-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp. (University of Rochester)                                      | Monroe County Industrial Development Corp. (University of Rochester), Series 2023 A, RB                                    | CUSIP: 61075TWT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $562048.09    | 0.43%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Green Bonds)                                                      | New York State Urban Development Corp. (Green Bonds), Series 2023, Ref. RB                                                 | CUSIP: 650036JT4<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    130000 | PA      | $133440.11    | 0.10%             | 2063-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (Green Bonds)                                                        | Triborough Bridge & Tunnel Authority (Green Bonds), Series 2024, RB                                                        | CUSIP: 89602HGZ4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15686.52     | 0.01%             | 2051-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                     | New York (State of) Thruway Authority, Series 2024 P, Ref. RB                                                              | CUSIP: 6500092H5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53046.50     | 0.04%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                     | New York (State of) Thruway Authority, Series 2024 P, Ref. RB                                                              | CUSIP: 6500092J1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $154735.11    | 0.12%             | 2054-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                     | New York (State of) Thruway Authority, Series 2024 P, Ref. RB                                                              | CUSIP: 6500092E2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $22221.57     | 0.02%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                     | New York (State of) Thruway Authority, Series 2024 P, Ref. RB                                                              | CUSIP: 6500092F9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $43895.56     | 0.03%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2024 A-1, RB                                                                  | CUSIP: 896035DC3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104937.01    | 0.08%             | 2049-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2024 A-1, RB                                                                  | CUSIP: 896035DD1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4613.37      | 0.00%             | 2054-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2024 A-1, RB                                                                  | CUSIP: 896035DE9<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    375000 | PA      | $389863.05    | 0.30%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2024 A-1, RB                                                                  | CUSIP: 896035DF6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5268.35      | 0.00%             | 2059-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2024 A-1, RB                                                                  | CUSIP: 896035DG4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    355000 | PA      | $325338.19    | 0.25%             | 2064-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2024 A-1, RB                                                                  | CUSIP: 896035DH2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    500000 | PA      | $525432.65    | 0.40%             | 2064-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024 F-1, RB                                                 | CUSIP: 64972JGW2<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     80000 | PA      | $84660.30     | 0.06%             | 2053-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2024 C, GO Bonds                                                                            | CUSIP: 64966SBA3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    280000 | PA      | $294903.64    | 0.22%             | 2053-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024 F-1, RB                                                 | CUSIP: 64972JGP7<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16275.45     | 0.01%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024 F-1, RB                                                 | CUSIP: 64972JGR3<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     60000 | PA      | $63902.88     | 0.05%             | 2046-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024 F-1, RB                                                 | CUSIP: 64972JGT9<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105136.00    | 0.08%             | 2047-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024 F-1, RB                                                 | CUSIP: 64972JGU6<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     80000 | PA      | $83713.64     | 0.06%             | 2048-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024 F-1, RB                                                 | CUSIP: 64972JGV4<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52271.15     | 0.04%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2024 A-1, RB                                                                  | CUSIP: 896035CY6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16541.43     | 0.01%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2024 A-1, RB                                                                  | CUSIP: 896035CZ3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27276.95     | 0.02%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2024, A-2 RB                                          | CUSIP: 896035DK5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15684.06     | 0.01%             | 2064-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                              | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2024, A-3 RB                                          | CUSIP: 896035DL3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105174.44    | 0.08%             | 2064-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2024 C, GO Bonds                                                                            | CUSIP: 64966SAS5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     90000 | PA      | $99279.33     | 0.08%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2024 C, GO Bonds                                                                            | CUSIP: 64966SAT3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54537.58     | 0.04%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2024 C, GO Bonds                                                                            | CUSIP: 64966SAU0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     75000 | PA      | $80945.08     | 0.06%             | 2044-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2024 C, GO Bonds                                                                            | CUSIP: 64966SAV8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106878.14    | 0.08%             | 2045-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2024 C, GO Bonds                                                                            | CUSIP: 64966SAW6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $96632.10     | 0.07%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2024 C, GO Bonds                                                                            | CUSIP: 64966SAX4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $107099.17    | 0.08%             | 2047-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, Ref. RB                                                            | CUSIP: 64990F6T6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10731.98     | 0.01%             | 2048-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, Ref. RB                                                            | CUSIP: 64990F6U3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    110000 | PA      | $117719.80    | 0.09%             | 2049-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, Ref. RB                                                            | CUSIP: 64990F6W9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    105000 | PA      | $97075.61     | 0.07%             | 2054-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Subseries 2024 BB-1, RB                                          | CUSIP: 64972GG32<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    300000 | PA      | $317064.39    | 0.24%             | 2054-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                     | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2024, Ref. RB                | CUSIP: 64986DPL3<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    675000 | PA      | $729241.92    | 0.55%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2024 D, GO Bonds                                                                            | CUSIP: 64966SCS3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    300000 | PA      | $315820.14    | 0.24%             | 2054-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2024 A, Ref. RB                                                | CUSIP: 59261A2D8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     80000 | PA      | $85603.87     | 0.06%             | 2044-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2024 A, Ref. RB                                                | CUSIP: 59261A2F3<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104116.68    | 0.08%             | 2047-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2024 A, Ref. RB                                                | CUSIP: 59261A2H9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    200000 | PA      | $187858.28    | 0.14%             | 2048-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2024 D, GO Bonds                                                                            | CUSIP: 64966SCF1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20438.24     | 0.02%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2024 D, GO Bonds                                                                            | CUSIP: 64966SCH7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10915.35     | 0.01%             | 2043-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2024 D, GO Bonds                                                                            | CUSIP: 64966SCJ3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21598.85     | 0.02%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2024 D, GO Bonds                                                                            | CUSIP: 64966SCN4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $108496.56    | 0.08%             | 2048-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Subseries 2024 BB-2, Ref. RB                                     | CUSIP: 64972GH64<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21794.54     | 0.02%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Subseries 2024 BB-2, Ref. RB                                     | CUSIP: 64972GH72<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     95000 | PA      | $102936.70    | 0.08%             | 2047-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                     | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2024, Ref. RB                | CUSIP: 64986DPK5<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    465000 | PA      | $498211.09    | 0.38%             | 2049-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, Ref. RB                                                            | CUSIP: 64990F6L3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     80000 | PA      | $90351.70     | 0.07%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, Ref. RB                                                            | CUSIP: 64990F6M1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    115000 | PA      | $128354.98    | 0.10%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, Ref. RB                                                            | CUSIP: 64990F6N9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    180000 | PA      | $198507.37    | 0.15%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, Ref. RB                                                            | CUSIP: 64990F6P4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    190000 | PA      | $206902.38    | 0.16%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, Ref. RB                                                            | CUSIP: 64990F6Q2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     55000 | PA      | $59268.16     | 0.04%             | 2045-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, Ref. RB                                                            | CUSIP: 64990F6R0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    115000 | PA      | $122658.40    | 0.09%             | 2046-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, Ref. RB                                                            | CUSIP: 64990F6S8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $95353.49     | 0.07%             | 2047-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, Ref. RB                                                            | CUSIP: 65000BW38<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2175000 | PA      | $2375175.26   | 1.80%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Subseries 2024 CC-1, RB                                          | CUSIP: 64972GH98<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    350000 | PA      | $370973.19    | 0.28%             | 2054-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Series 2024, Ref. RB                                                     | CUSIP: 73358XMF6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    185000 | PA      | $196728.96    | 0.15%             | 2049-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Series 2024, Ref. RB                                                     | CUSIP: 73358XMG4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    285000 | PA      | $299703.15    | 0.23%             | 2054-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024, RB                                                     | CUSIP: 64972JHX9<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    150000 | PA      | $161512.74    | 0.12%             | 2045-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024, RB                                                     | CUSIP: 64972JJC3<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106709.45    | 0.08%             | 2049-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024 G-1, RB                                                 | CUSIP: 64972JHV3<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27496.20     | 0.02%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024 G-1, RB                                                 | CUSIP: 64972JHW1<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27186.90     | 0.02%             | 2044-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024 G-1, RB                                                 | CUSIP: 64972JHY7<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21339.41     | 0.02%             | 2046-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024 G-1, RB                                                 | CUSIP: 64972JJA7<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5263.75      | 0.00%             | 2047-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024 G-1, RB                                                 | CUSIP: 64972JJB5<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    120000 | PA      | $128250.59    | 0.10%             | 2048-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Two Hundred Forty Fourth Series 2024, Ref. RB                            | CUSIP: 73358XLZ3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    125000 | PA      | $142446.45    | 0.11%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Two Hundred Forty Fourth Series 2024, Ref. RB                            | CUSIP: 73358XMA7<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     75000 | PA      | $84597.02     | 0.06%             | 2042-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (Green Bonds)                                                        | Triborough Bridge & Tunnel Authority (Green Bonds), Series 2024, Ref. RB                                                   | CUSIP: 89602HHH3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    350000 | PA      | $371321.02    | 0.28%             | 2054-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2019 A, Ref. RB                                                            | CUSIP: 64990KBL6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     85000 | PA      | $89649.81     | 0.07%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2017 B, Ref. RB                                                            | CUSIP: 64990KBD4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10214.83     | 0.01%             | 2043-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, RB                                                                 | CUSIP: 64990AUH6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5225.32      | 0.00%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, RB                                                                 | CUSIP: 64990AUJ2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31322.03     | 0.02%             | 2054-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2024 A, RB                                                     | CUSIP: 59260XCE6<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    105000 | PA      | $110525.32    | 0.08%             | 2049-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2024 A, RB                                                     | CUSIP: 59260XCF3<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    150000 | PA      | $141026.70    | 0.11%             | 2051-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2024 A, RB                                                     | CUSIP: 59260XCG1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    115000 | PA      | $122211.71    | 0.09%             | 2054-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, GO Bonds                                                           | CUSIP: 64990ATV7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $45559.33     | 0.03%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, RB                                                                 | CUSIP: 64990ATW5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $39399.16     | 0.03%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, GO Bonds                                                           | CUSIP: 64990ATX3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5561.75      | 0.00%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, RB                                                                 | CUSIP: 64990ATY1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10961.59     | 0.01%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, GO Bonds                                                           | CUSIP: 64990ATZ8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16228.80     | 0.01%             | 2045-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2024, RB                                                                        | CUSIP: 64990AUA1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10712.08     | 0.01%             | 2046-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2024, RB                                                                        | CUSIP: 64990AUB9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5317.59      | 0.00%             | 2047-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, RB                                                                 | CUSIP: 64990AUD5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    145000 | PA      | $152808.11    | 0.12%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, RB                                                                 | CUSIP: 64990AUF0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104728.58    | 0.08%             | 2051-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, GO Bonds                                                           | CUSIP: 64990AUG8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47066.29     | 0.04%             | 2052-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, RB                                                                 | CUSIP: 64990AUL7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    240000 | PA      | $250142.54    | 0.19%             | 2056-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                 | Long Island (City of), NY Power Authority, Series 2024 A, Ref. RB                                                          | CUSIP: 542691JX9<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    740000 | PA      | $787519.77    | 0.60%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                 | Long Island (City of), NY Power Authority, Series 2024 A, Ref. RB                                                          | CUSIP: 542691JY7<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1051444.00   | 0.80%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                 | Long Island (City of), NY Power Authority, Series 2024 A, Ref. RB                                                          | CUSIP: 542691JZ4<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    425000 | PA      | $452657.73    | 0.34%             | 2054-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2024 A-1, RB                                                                  | CUSIP: 89602RLT0<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    225000 | PA      | $240636.53    | 0.18%             | 2051-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2024, GO Bonds                                                                              | CUSIP: 64966SHE9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5470.21      | 0.00%             | 2045-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2024 C-1, GO Bonds                                                                       | CUSIP: 64966SHK5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    105000 | PA      | $111533.25    | 0.08%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                 | Long Island (City of), NY Power Authority, Series 2024, RB                                                                 | CUSIP: 542691JU5<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |     40000 | PA      | $45076.24     | 0.03%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                 | Long Island (City of), NY Power Authority, Series 2024, RB                                                                 | CUSIP: 542691JV3<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    310000 | PA      | $346666.83    | 0.26%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                 | Long Island (City of), NY Power Authority, Series 2024 A, Ref. RB                                                          | CUSIP: 542691JW1<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    125000 | PA      | $137666.35    | 0.10%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2024 C-1, GO Bonds                                                                          | CUSIP: 64966SHA7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $33602.04     | 0.03%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2024 C-1, GO Bonds                                                                          | CUSIP: 64966SHB5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    160000 | PA      | $177383.41    | 0.13%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2024 C-1, GO Bonds                                                                       | CUSIP: 64966SHC3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     70000 | PA      | $76691.59     | 0.06%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Series 2024 C-1, GO Bonds                                                                          | CUSIP: 64966SHG4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52739.34     | 0.04%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2024 A-1, RB                                                                  | CUSIP: 89602RLU7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    105000 | PA      | $95364.63     | 0.07%             | 2054-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2024 A-2, Ref. RB                                                             | CUSIP: 89602RMM4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11271.40     | 0.01%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024 C, RB                                                   | CUSIP: 64972JMJ4<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37467.61     | 0.03%             | 2049-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024 C, RB                                                   | CUSIP: 64972JMB1<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22308.84     | 0.02%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2024 AA, RB                                               | CUSIP: 64972GK45<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    325000 | PA      | $301291.87    | 0.23%             | 2054-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2024 AA, RB                                               | CUSIP: 64972GK37<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    140000 | PA      | $148977.30    | 0.11%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (State of) Power Authority (Green Bonds)                                                         | New York (State of) Power Authority (Green Bonds), Series 2024 A, RB                                                       | CUSIP: 64989KMH6<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |    210000 | PA      | $192929.94    | 0.15%             | 2054-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Two Hundred Forty Five Series 2024, Ref. RB                              | CUSIP: 73358XND0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    185000 | PA      | $194651.82    | 0.15%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2024 AA, RB                                               | CUSIP: 64972GK29<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    400000 | PA      | $419804.52    | 0.32%             | 2051-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2024, RB                                                  | CUSIP: 64972GK60<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21483.22     | 0.02%             | 2046-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2024, RB                                                  | CUSIP: 64972GK86<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36950.41     | 0.03%             | 2049-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024 C, GO Bonds                                             | CUSIP: 64972JMC9<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5525.38      | 0.00%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024 C, RB                                                   | CUSIP: 64972JME5<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27017.89     | 0.02%             | 2045-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024 C, RB                                                   | CUSIP: 64972JMF2<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     80000 | PA      | $85632.70     | 0.06%             | 2046-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                    | New York State Urban Development Corp., Series 2024 A, GO Bonds                                                            | CUSIP: 64985TGH8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    125000 | PA      | $130146.85    | 0.10%             | 2054-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Two Hundred Forty Five Series 2024, Ref. RB                              | CUSIP: 73358XNC2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    175000 | PA      | $186168.89    | 0.14%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Northwell Health Obligated Group)                                | New York (State of) Dormitory Authority (Northwell Health Obligated Group), Series 2024, Ref. RB                           | CUSIP: 65000B6M5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1041311.20   | 0.79%             | 2054-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2024, Ref. RB                                                  | CUSIP: 59260XCV8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36529.83     | 0.03%             | 2052-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2024, Ref. RB                                                  | CUSIP: 59260XCS5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    350000 | PA      | $368417.74    | 0.28%             | 2049-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Housing Finance Agency (Green Bonds)                                                  | New York (State of) Housing Finance Agency (Green Bonds), Series 2024 A-1, RB                                              | CUSIP: 649870NE8<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |    140000 | PA      | $144320.86    | 0.11%             | 2054-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Trust for Cultural Resources (The) (American Museum of Natural History)            | New York (City of), NY Trust for Cultural Resources (The) (American Museum of Natural History), Series 2024, Ref. RB       | CUSIP: 649717WC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $395426.70    | 0.30%             | 2054-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2019 A, Ref. RB                                                            | CUSIP: 64990KDJ9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10511.43     | 0.01%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2020 A, Ref. RB                                                            | CUSIP: 64990KDQ3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60130.36     | 0.05%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2024, Ref. RB                                                  | CUSIP: 59260XCK2<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16794.02     | 0.01%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2024, Ref. RB                                                  | CUSIP: 59260XCL0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     75000 | PA      | $83019.38     | 0.06%             | 2043-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2024, Ref. RB                                                  | CUSIP: 59260XCM8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5468.15      | 0.00%             | 2044-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2024, Ref. RB                                                  | CUSIP: 59260XCN6<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     70000 | PA      | $75701.82     | 0.06%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2024 B-2, Ref. RB                                              | CUSIP: 59260XCR7<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    350000 | PA      | $369527.87    | 0.28%             | 2048-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2024, Ref. RB                                                  | CUSIP: 59260XCT3<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10491.51     | 0.01%             | 2050-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2024, Ref. RB                                                  | CUSIP: 59260XCU0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36630.90     | 0.03%             | 2051-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2024, RB                                                       | CUSIP: 59260XCX4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     40000 | PA      | $37128.09     | 0.03%             | 2054-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024 D, RB                                                   | CUSIP: 64972JNJ3<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     65000 | PA      | $73237.63     | 0.06%             | 2043-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024 D, RB                                                   | CUSIP: 64972JNN4<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    390000 | PA      | $418178.09    | 0.32%             | 2048-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2024 D, RB                                                   | CUSIP: 64972JNQ7<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26176.22     | 0.02%             | 2050-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                 | CUSIP: 64990KCX9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15103.67     | 0.01%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Northwell Health Obligated Group)                                | New York (State of) Dormitory Authority (Northwell Health Obligated Group), Series 2024, Ref. RB                           | CUSIP: 65000B6L7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1190000 | PA      | $1067929.92   | 0.81%             | 2054-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Northwell Health Obligated Group)                                | New York (State of) Dormitory Authority (Northwell Health Obligated Group), Series 2025, Ref. RB                           | CUSIP: 65000B7B8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    375000 | PA      | $404628.30    | 0.31%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 B, Ref. RB                                                            | CUSIP: 64990AWN1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     60000 | PA      | $68956.02     | 0.05%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2024, RB                                                                        | CUSIP: 64990AWP6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     65000 | PA      | $73898.12     | 0.06%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 B, Ref. RB                                                            | CUSIP: 64990AWX9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $46528.66     | 0.04%             | 2054-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 A, Ref. RB                                                            | CUSIP: 64990KFX6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    355000 | PA      | $376466.25    | 0.29%             | 2052-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2018 E, Ref. RB                                                            | CUSIP: 64990AVU6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56743.93     | 0.04%             | 2048-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2020 D, Ref. RB                                                            | CUSIP: 64990KFR9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $94973.10     | 0.07%             | 2049-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2020 A, RB                                                                 | CUSIP: 64990KFT5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     60000 | PA      | $45401.80     | 0.03%             | 2049-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2025 E, RB                                                   | CUSIP: 64972JPL6<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22101.76     | 0.02%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2025 E, RB                                                   | CUSIP: 64972JPM4<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     30000 | PA      | $32751.86     | 0.02%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2025 E, RB                                                   | CUSIP: 64972JPN2<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21610.75     | 0.02%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2025 E, RB                                                   | CUSIP: 64972JPP7<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     60000 | PA      | $64192.54     | 0.05%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2025 E, RB                                                   | CUSIP: 64972JPQ5<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21115.83     | 0.02%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 B, Ref. RB                                                            | CUSIP: 64990AWQ4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $50524.47     | 0.04%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 B, Ref. RB                                                            | CUSIP: 64990AWR2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $33167.47     | 0.03%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2024 B, Ref. RB                                                            | CUSIP: 64990AWV3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52908.51     | 0.04%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (TBTA Capital Lockbox Fund)                                          | Triborough Bridge & Tunnel Authority (TBTA Capital Lockbox Fund), Series 2025, RB                                          | CUSIP: 896032BB4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    220000 | PA      | $234841.07    | 0.18%             | 2054-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2025, RB                                                                      | CUSIP: 896032AW9<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27001.09     | 0.02%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2025, RB                                                                      | CUSIP: 896032AZ2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21532.78     | 0.02%             | 2048-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2025, RB                                                                      | CUSIP: 896032BA6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    220000 | PA      | $230744.29    | 0.17%             | 2050-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                                         | New York City Transitional Finance Authority Building Aid Revenue, Series 2012, RB                                         | CUSIP: 64972HTX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $29998.90     | 0.02%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2025 BB, RB                                               | CUSIP: 64972GL85<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     70000 | PA      | $74610.69     | 0.06%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Industrial Development Agency                                                      | New York (City of), NY Industrial Development Agency, Series 2025 BB, RB                                                   | CUSIP: 64972GL28<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5623.87      | 0.00%             | 2043-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2025 H, RB                                                   | CUSIP: 64972JTF5<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    200000 | PA      | $215096.94    | 0.16%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64990KHC0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5207.14      | 0.00%             | 2055-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                       | Metropolitan Transportation Authority (Green Bonds), Series 2025, RB                                                       | CUSIP: 59261A4Y0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5588.14      | 0.00%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                     | Metropolitan Transportation Authority, Series 2025, RB                                                                     | CUSIP: 59261A5G8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    130000 | PA      | $136290.62    | 0.10%             | 2055-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2025, RB                                                  | CUSIP: 64972GN26<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5374.64      | 0.00%             | 2046-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2025, RB                                                     | CUSIP: 64972JTB4<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22201.62     | 0.02%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2025 H, RB                                                   | CUSIP: 64972JTE8<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10735.20     | 0.01%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New York                                                                                         | State of New York, Series 2025, GO Bonds                                                                                   | CUSIP: 649791UM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $98220.71     | 0.07%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2025, RB                                                                   | CUSIP: 64990KGX5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42060.27     | 0.03%             | 2050-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64990KGY3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104734.55    | 0.08%             | 2051-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                   | New York (State of) Dormitory Authority, Series 2025 A, Ref. RB                                                            | CUSIP: 64990KHA4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52172.07     | 0.04%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64990KHB2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67758.54     | 0.05%             | 2054-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2025 G-1, GO Bonds                                                                       | CUSIP: 64966SME3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $32028.91     | 0.02%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Onondaga Civic Development Corp.                                                                          | Onondaga Civic Development Corp., Series 2025, RB                                                                          | CUSIP: 682832LK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $651211.54    | 0.49%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Onondaga Civic Development Corp.                                                                          | Onondaga Civic Development Corp., Series 2025, RB                                                                          | CUSIP: 682832LL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    590000 | PA      | $649160.13    | 0.49%             | 2056-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority  (Barnard College)                                                | New York (State of) Dormitory Authority  (Barnard College), Series 2025 A, Ref. RB                                         | CUSIP: 64985SCU5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    285000 | PA      | $294372.28    | 0.22%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Series 2025, Ref. RB                                                     | CUSIP: 73358XPZ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    350000 | PA      | $367674.65    | 0.28%             | 2055-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                    | New York (City of), NY, Subseries 2025 G-1, GO Bonds                                                                       | CUSIP: 64966SLZ7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $38647.52     | 0.03%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64985SBX0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    370000 | PA      | $397500.03    | 0.30%             | 2054-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nassau (County of), NY                                                                                    | Nassau (County of), NY, Series 2025, GO Bonds                                                                              | CUSIP: 63165T7A7<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |    510000 | PA      | $538226.97    | 0.41%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                   | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2025, RB                                   | CUSIP: 64972JTU2<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43469.97     | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                   | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2025, RB                                   | CUSIP: 64972JTP3<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10842.61     | 0.01%             | 2045-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                   | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2025, RB                                   | CUSIP: 64972JTR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10582.61     | 0.01%             | 2047-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64985SFY4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $28538.86     | 0.02%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                             | New York (State of) Dormitory Authority (New York University), Series 2025, RB                                             | CUSIP: 64985SGA5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $38737.14     | 0.03%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                             | New York (State of) Dormitory Authority (New York University), Series 2025, RB                                             | CUSIP: 64985SGB3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     80000 | PA      | $87300.57     | 0.07%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64985SGC1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     60000 | PA      | $64671.05     | 0.05%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Series 2025, RB                                                          | CUSIP: 73358XPV8<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5615.54      | 0.00%             | 2043-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                                                   | Port Authority of New York & New Jersey, Series 2025, RB                                                                   | CUSIP: 73358XPY2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    310000 | PA      | $329001.23    | 0.25%             | 2050-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64985SKA0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     75000 | PA      | $80748.98     | 0.06%             | 2050-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64985SKB8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21354.18     | 0.02%             | 2055-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp.                                                             | New York State Environmental Facilities Corp., Series 2025, RB                                                             | CUSIP: 64986DQL2<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    325000 | PA      | $346134.98    | 0.26%             | 2055-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                     | New York (State of) Thruway Authority, Series 2025, RB                                                                     | CUSIP: 650028B51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $451270.25    | 0.34%             | 2051-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                                          | New York State Thruway Authority, Series 2025, RB                                                                          | CUSIP: 650028C43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $126231.90    | 0.10%             | 2057-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                   | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2025, RB                                   | CUSIP: 64972JWD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5632.02      | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                   | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2025, RB                                   | CUSIP: 64972JWE4<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5575.61      | 0.00%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                   | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2025, RB                                   | CUSIP: 64972JWH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $22000.37     | 0.02%             | 2046-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                   | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2025, RB                                   | CUSIP: 64972JWJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5423.20      | 0.00%             | 2047-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                   | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2025, RB                                   | CUSIP: 64972JWK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26970.72     | 0.02%             | 2048-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                   | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2025, RB                                   | CUSIP: 64972JWL8<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54926.14     | 0.04%             | 2050-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp.                                                             | New York State Environmental Facilities Corp., Series 2025, RB                                                             | CUSIP: 64986DQK4<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    180000 | PA      | $193466.02    | 0.15%             | 2050-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 2)                                                   | New York (State of) Thruway Authority (Bidding Group 2), Series 2025, RB                                                   | CUSIP: 650028A45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $56598.54     | 0.04%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                                          | New York State Thruway Authority, Series 2025, RB                                                                          | CUSIP: 650028A94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $144114.36    | 0.11%             | 2047-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                                          | New York State Thruway Authority, Series 2025, RB                                                                          | CUSIP: 650028B77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $324068.36    | 0.25%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                                          | New York State Thruway Authority, Series 2025, RB                                                                          | CUSIP: 650028C27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $286901.07    | 0.22%             | 2055-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                                          | New York State Thruway Authority, Series 2025, RB                                                                          | CUSIP: 650028C68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $411398.74    | 0.31%             | 2059-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64985SNG4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27249.00     | 0.02%             | 2050-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64985SNH2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    325000 | PA      | $350741.59    | 0.27%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                 | Long Island (City of), NY Power Authority, Series 2025, RB                                                                 | CUSIP: 542691LB4<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |     45000 | PA      | $49061.86     | 0.04%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Series 2025, RB                                                          | CUSIP: 73358XQY1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26939.10     | 0.02%             | 2055-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Saratoga County Capital Resource Corp. (WSWHE Boces Project)                                              | Saratoga County Capital Resource Corp. (WSWHE Boces Project), Series 2025, RB                                              | CUSIP: 80349LAQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37319.75     | 0.03%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Series 2025, RB                                                          | CUSIP: 73358XQS4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     70000 | PA      | $80109.18     | 0.06%             | 2042-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                       | City of New York NY, Series 2025, GO Bonds                                                                                 | CUSIP: 64966SPQ3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    290000 | PA      | $303713.40    | 0.23%             | 2050-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Health and Hospitals Corp.                                                                  | New York City Health and Hospitals Corp., Series 2025, RB                                                                  | CUSIP: 649674LV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $309109.13    | 0.23%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                                         | New York City Transitional Finance Authority Building Aid Revenue, Series 2025, RB                                         | CUSIP: 64972LAT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16860.44     | 0.01%             | 2043-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64985SMS9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    675000 | PA      | $681113.34    | 0.52%             | 2050-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                      | Triborough Bridge & Tunnel Authority, Series 2025, RB                                                                      | CUSIP: 89602RNJ0<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    210000 | PA      | $222811.07    | 0.17%             | 2048-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64990KJE4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    330000 | PA      | $344281.28    | 0.26%             | 2055-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64990KHY2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16542.74     | 0.01%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64990KHX4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22380.41     | 0.02%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64990KJB0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    140000 | PA      | $152879.01    | 0.12%             | 2047-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of New York                                                                                         | State of New York, Series 2013, GO Bonds                                                                                   | CUSIP: 649791VH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $63360.39     | 0.05%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                       | City of New York NY, Series 2025, GO Bonds                                                                                 | CUSIP: 64966SRN8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47679.87     | 0.04%             | 2055-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Albany Capital Resource Corp.                                                                             | Albany Capital Resource Corp., Series 2025, RB                                                                             | CUSIP: 012432ET3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    405000 | PA      | $432540.81    | 0.33%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64990AXU4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $50783.67     | 0.04%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64990AXV2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22209.71     | 0.02%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64990AYB5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    150000 | PA      | $157085.76    | 0.12%             | 2055-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64990AYA7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53903.53     | 0.04%             | 2050-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                   | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2025, RB                                   | CUSIP: 64972JXM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21761.17     | 0.02%             | 2045-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64990AXY6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42830.82     | 0.03%             | 2047-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                       | City of New York NY, Series 2025, GO Bonds                                                                                 | CUSIP: 64966SRG3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5461.34      | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                       | City of New York NY, Series 2025, GO Bonds                                                                                 | CUSIP: 64966SRH1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5399.88      | 0.00%             | 2045-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                       | City of New York NY, Series 2025, GO Bonds                                                                                 | CUSIP: 64966SRK4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10824.26     | 0.01%             | 2047-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                       | City of New York NY, Series 2025, GO Bonds                                                                                 | CUSIP: 64966SRM0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    340000 | PA      | $362376.39    | 0.27%             | 2051-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64990AXT7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11433.71     | 0.01%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                        | New York State Dormitory Authority, Series 2025, RB                                                                        | CUSIP: 64990AXW0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16407.01     | 0.01%             | 2045-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Albany Capital Resource Corp.                                                                             | Albany Capital Resource Corp., Series 2025, RB                                                                             | CUSIP: 012432EU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $492760.46    | 0.37%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                                           | New York City Municipal Water Finance Authority, Series 2025, RB                                                           | CUSIP: 64972GS39<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    240000 | PA      | $256492.80    | 0.19%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                                           | New York City Municipal Water Finance Authority, Series 2025, RB                                                           | CUSIP: 64972GR97<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     60000 | PA      | $66824.21     | 0.05%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                                           | New York City Municipal Water Finance Authority, Series 2025, RB                                                           | CUSIP: 64972GS47<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    190000 | PA      | $199001.02    | 0.15%             | 2055-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Battery Park City Authority                                                                               | Battery Park City Authority, Series 2025, RB                                                                               | CUSIP: 07133AKQ4<br>LEI: 549300RF3SFDOWRHVM56 | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1166738.15   | 0.88%             | 2055-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Battery Park City Authority                                                                               | Battery Park City Authority, Series 2025, RB                                                                               | CUSIP: 07133AKP6<br>LEI: 549300RF3SFDOWRHVM56 | Long             | DBT              | MUN               | US        |    670000 | PA      | $714062.15    | 0.54%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Battery Park City Authority                                                                               | Battery Park City Authority, Series 2025, RB                                                                               | CUSIP: 07133AKM3<br>LEI: 549300RF3SFDOWRHVM56 | Long             | DBT              | MUN               | US        |     35000 | PA      | $38856.04     | 0.03%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                                          | New York State Thruway Authority, Series 2026, RB                                                                          | CUSIP: 650010DS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $109813.16    | 0.08%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                                          | New York State Thruway Authority, Series 2026, RB                                                                          | CUSIP: 650010DX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68088.87     | 0.05%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                                          | New York State Thruway Authority, Series 2026, RB                                                                          | CUSIP: 650010DY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $69588.73     | 0.05%             | 2056-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                   | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2026, RB                                   | CUSIP: 64972JD39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52299.09     | 0.04%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                   | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2026, RB                                   | CUSIP: 64972JC30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27567.99     | 0.02%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                   | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2026, RB                                   | CUSIP: 64972JC48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $32698.47     | 0.02%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                   | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2026, RB                                   | CUSIP: 64972JD21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $32130.97     | 0.02%             | 2052-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                                          | New York State Thruway Authority, Series 2026, RB                                                                          | CUSIP: 650010DW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $73748.12     | 0.06%             | 2051-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                                           | New York City Municipal Water Finance Authority, Series 2026, RB                                                           | CUSIP: 64972GS70<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26880.43     | 0.02%             | 2047-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                                           | New York City Municipal Water Finance Authority, Series 2026, RB                                                           | CUSIP: 64972GS88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26749.45     | 0.02%             | 2048-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                                           | New York City Municipal Water Finance Authority, Series 2026, RB                                                           | CUSIP: 64972GS96<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26614.51     | 0.02%             | 2049-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                                           | New York City Municipal Water Finance Authority, Series 2026, RB                                                           | CUSIP: 64972GT20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25012.79     | 0.02%             | 2051-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                                           | New York City Municipal Water Finance Authority, Series 2026, RB                                                           | CUSIP: 64972GT38<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    100000 | PA      | $109357.12    | 0.08%             | 2056-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                                           | New York City Municipal Water Finance Authority, Series 2026, RB                                                           | CUSIP: 64972GT46<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    125000 | PA      | $133807.46    | 0.10%             | 2056-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                                           | New York City Municipal Water Finance Authority, Series 2026, RB                                                           | CUSIP: 64972GT53<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    125000 | PA      | $131032.41    | 0.10%             | 2056-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                   | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2026, RB                                   | CUSIP: 64972JC22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27940.63     | 0.02%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                   | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2026, RB                                   | CUSIP: 64972JC55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $32353.59     | 0.02%             | 2046-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                   | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2026, RB                                   | CUSIP: 64972JC63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31864.12     | 0.02%             | 2047-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                   | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2026, RB                                   | CUSIP: 64972JC97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55030.11     | 0.04%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                   | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2026, RB                                   | CUSIP: 64972JB98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $28229.23     | 0.02%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                                                   | Port Authority of New York & New Jersey, Series 2026, RB                                                                   | CUSIP: 73358XRY0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    400000 | PA      | $431488.56    | 0.33%             | 2056-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                                                   | Port Authority of New York & New Jersey, Series 2026, RB                                                                   | CUSIP: 73358XRX2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    150000 | PA      | $159422.93    | 0.12%             | 2051-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp. (Rochester General Hospital (The))                             | Monroe County Industrial Development Corp. (Rochester General Hospital (The)), Series 2013 A, Ref. RB                      | CUSIP: 61075TEC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10003.69     | 0.01%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nassau (County of), NY                                                                                    | Nassau (County of), NY, Series 2013 A, GO Bonds                                                                            | CUSIP: 63165TJD8<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |    165000 | PA      | $165026.10    | 0.13%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2013, RB                                                  | CUSIP: 64972GBN3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     95000 | PA      | $85370.13     | 0.06%             | 2047-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                  | New York (City of), NY Municipal Water Finance Authority, Series 2014 AA, Ref. RB                                          | CUSIP: 64972GEU4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     40000 | PA      | $39751.29     | 0.03%             | 2044-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, One Hundred Seventy Fifth Series 2012, RB                                | CUSIP: 73358WKD5<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    515000 | PA      | $465774.86    | 0.35%             | 2042-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, One Hundred Eighty Third Series 2014, RB                                 | CUSIP: 73358WSF2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     95000 | PA      | $95016.82     | 0.07%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                          | New York & New Jersey (States of) Port Authority, Series 2014, RB                                                          | CUSIP: 73358WSH8<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50002.75     | 0.04%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                     | Metropolitan Transportation Authority, Series 2015 B, RB                                                                   | CUSIP: 59259Y5H8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     70000 | PA      | $64809.95     | 0.05%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2015 S-2, RB                                                 | CUSIP: 64972HXA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24430.55     | 0.02%             | 2044-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                     | New York (City of), NY Transitional Finance Authority, Series 2015 S, RB                                                   | CUSIP: 64972HXS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $29998.90     | 0.02%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Icahn School of Medicine at Mount Sinai)                         | New York (State of) Dormitory Authority (Icahn School of Medicine at Mount Sinai), Series 2015, Ref. RB                    | CUSIP: 64990BQK2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    155000 | PA      | $155003.63    | 0.12%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Convention Center Development Corp. (Hotel Unit Fee Secured)                                     | New York Convention Center Development Corp. (Hotel Unit Fee Secured), Series 2015, Ref. RB                                | CUSIP: 649451DC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $350151.13    | 0.27%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Icahn School of Medicine at Mount Sinai)                         | New York (State of) Dormitory Authority (Icahn School of Medicine at Mount Sinai), Series 2015 A, Ref. RB                  | CUSIP: 64990BQL0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $29998.92     | 0.02%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Convention Center Development Corp. (Hotel Unit Fee Secured)                                     | New York Convention Center Development Corp. (Hotel Unit Fee Secured), Series 2015, Ref. RB                                | CUSIP: 649451DL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $393719.56    | 0.30%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Invesco Exchange-Traded Fund Trust II

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Vice President