# EDGAR Filing Document

**Accession Number:** 0000357057
**File Stem:** 0001752724-23-067546
**Filing Date:** 2023-3
**Character Count:** 207565
**Document Hash:** ae66d5d891eb68d05f91a2694c80c7fe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067546.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067546

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY MASSACHUSETTS MUNICIPAL TRUST
- **CENTRAL INDEX KEY:** 0000357057
- **IRS NUMBER:** 042760270
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03361
- **FILM NUMBER:** 23763654

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-01-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1977660843.80

**Total Liabilities:** $4198940.31

**Net Assets:** $1973461903.49

**Cash Not Reported:** $186737628.45

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 92510.76716500 | **1-Year:** 300154.55819850 | **5-Year:** 484146.16403850 | **10-Year:** 351775.77899450 | **30-Year:** 77539.89990700

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

- **3-Month:** 2574.78136118 | **1-Year:** 8097.07180199 | **5-Year:** 25302.34242950 | **10-Year:** 13986.36786380 | **30-Year:** 1462.07309100

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000019443 | 4.18%                | -0.08%               | 2.52%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $67388840.18                               |
| Month 2  | $-1104026.59             | $-4394096.37                               |
| Month 3  | $-1959715.66             | $45882997.43                               |

### Schedule of Portfolio Investments

| Name                                                   | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MASSACHUSETTS ST                                       | MA ST 5% 1/1/2035                                                               | CUSIP: 57582RVR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5680609.50   | 0.29%             | 2035-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASHLAND MA                                             | ASHLAND MA 4% 8/1/2038                                                          | CUSIP: 044357WD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1773140.46   | 0.09%             | 2038-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2030                                                      | CUSIP: 57584YPY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1443798.81   | 0.07%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA (TUFTS UNIV) 5% 8/15/33                                                  | CUSIP: 57583U4G0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1644670.90   | 0.08%             | 2033-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2042                                                     | CUSIP: 57604TKA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9000000 | PA      | $10159090.20  | 0.51%             | 2042-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 1/1/2025@                                                      | CUSIP: 57563RLJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2660000 | PA      | $2748462.02   | 0.14%             | 2025-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 4/1/2048                                                               | CUSIP: 57582RN77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  21500000 | PA      | $17549321.25  | 0.89%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                           | MA HFA HSG REV 4% 6/1/2049                                                      | CUSIP: 57587AR42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1740000 | PA      | $1760520.86   | 0.09%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASS BAY TRAN AUTH SLS TAX                             | MBTA SLS TAX 5.25% 7/1/34                                                       | CUSIP: 575579QF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2955000 | PA      | $3777493.22   | 0.19%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 11/1/2052                                                              | CUSIP: 57582R2F2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  52445000 | PA      | $58427710.58  | 2.96%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA .40% 6/1/2024                                                    | CUSIP: 57587GHB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    875000 | PA      | $845630.63    | 0.04%             | 2024-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2036 @                                                           | CUSIP: 575896SM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1720000 | PA      | $1818787.17   | 0.09%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2045                                                      | CUSIP: 57584YN21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $955216.68    | 0.05%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MA DEPT TRANSN MET HWY SYS REV                         | MA DOT MHS 5% 1/1/2034                                                          | CUSIP: 57563CFJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8585000 | PA      | $9803782.40   | 0.50%             | 2034-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 10/1/2032                                                     | CUSIP: 57584YPK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1600462.66   | 0.08%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2031                                                             | CUSIP: 575896YP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2630000 | PA      | $2999002.15   | 0.15%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2037                                                      | CUSIP: 57584YR84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1011418.70   | 0.05%             | 2037-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2047                                                              | CUSIP: 57584XQ87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2279042.33   | 0.12%             | 2047-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA (TUFTS UNIV) 5% 8/15/34                                                  | CUSIP: 57583U4H8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1790000 | PA      | $1892541.22   | 0.10%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/15/2023                                                     | CUSIP: 57584YD63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $120859.87    | 0.01%             | 2023-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA (TUFTS UNIV) 5% 8/15/28                                                  | CUSIP: 57583U4B1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1064124.10   | 0.05%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2038                                                      | CUSIP: 57584YR92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $702148.37    | 0.04%             | 2038-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 3% 8/15/2050                                                        | CUSIP: 576000YZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5030000 | PA      | $4086043.04   | 0.21%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/33                                                            | CUSIP: 57584XUP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1600884.45   | 0.08%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA SER H-1 5% 7/1/30                                                        | CUSIP: 57584XDE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1899482.40   | 0.10%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MASS BLDG AUTH PROJ                         | UNIV MASS BLD 5% 11/1/2050                                                      | CUSIP: 914440SB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4015000 | PA      | $4371887.73   | 0.22%             | 2050-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA (TUFTS UNIV) 5% 8/15/32                                                  | CUSIP: 57583U4F2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1593518.85   | 0.08%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA(SOUTH SHR HS,MA) 5% 7/1/29                                               | CUSIP: 57584XNH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1680000 | PA      | $1784965.22   | 0.09%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/34                                                            | CUSIP: 57584XUQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1595000.70   | 0.08%             | 2034-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2036                                                      | CUSIP: 57584YTQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1120000 | PA      | $1164717.01   | 0.06%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 4% 5/1/2041                                                     | CUSIP: 5758324U1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $637942.75    | 0.03%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2030 @                                                           | CUSIP: 575896SF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1280000 | PA      | $1381697.15   | 0.07%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/28                                                               | CUSIP: 575896RE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    760000 | PA      | $831297.96    | 0.04%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 5% 7/1/49@                                                          | CUSIP: 575898DS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5620000 | PA      | $5856431.15   | 0.30%             | 2049-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMWLTH AQUEDUCT and SWR AUTH REV          | PR AQUEDUC 5% 7/1/2037                                                          | CUSIP: 745160TG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4885000 | PA      | $4958465.52   | 0.25%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 4% 10/1/2030                                                             | CUSIP: 57584XAJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $505368.35    | 0.03%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA AGC 0% 1/1/42                                                            | CUSIP: 57583RYA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $2331704.00   | 0.12%             | 2042-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2044                                                             | CUSIP: 575896UH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5481469.50   | 0.28%             | 2044-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2025                                                              | CUSIP: 57584X8G9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1061705.60   | 0.05%             | 2025-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 0% 1/1/39                                                                | CUSIP: 57583RXX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3200000 | PA      | $1728424.64   | 0.09%             | 2039-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 3/1/2034                                                              | CUSIP: 57583UA65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4375000 | PA      | $4492574.63   | 0.23%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO HSG FIN AUTH                               | PR HFA 5% 12/1/2027                                                             | CUSIP: 74526LFE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4435000 | PA      | $4865566.21   | 0.25%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/15/2027                                                             | CUSIP: 57583UD39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201519.76    | 0.01%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2042                                                      | CUSIP: 57584Y4H9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    740000 | PA      | $769023.61    | 0.04%             | 2042-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2040                                                              | CUSIP: 57584XU74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1032603.90   | 0.05%             | 2040-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT SER B 5% 7/1/29 @                                                       | CUSIP: 575896QL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1245000 | PA      | $1301116.01   | 0.07%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2037                                                      | CUSIP: 57584YG60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1275000 | PA      | $1382394.78   | 0.07%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2024                                                      | CUSIP: 57584YST7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $514536.95    | 0.03%             | 2024-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2026 @                                                     | CUSIP: 57563RQQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1215000 | PA      | $1291036.64   | 0.07%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 9/1/33                                                       | CUSIP: 57584XKZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $510660.82    | 0.03%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 7/1/36                                                       | CUSIP: 57584XJZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3132632.70   | 0.16%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASS GENRL BRIGHM 11K1 Q=WF V7                                                  | CUSIP: 57583R6H3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5550000 | PA      | $5550000.00   | 0.28%             | 2046-07-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2050                                                      | CUSIP: 57584YN70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2135000 | PA      | $1850230.71   | 0.09%             | 2050-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2038@                                                            | CUSIP: 575896VE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5354285.50   | 0.27%             | 2038-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2053                                                              | CUSIP: 57584X5L1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3425000 | PA      | $3441234.84   | 0.17%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 7/1/2039                                                               | CUSIP: 57582RD29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3460000 | PA      | $3164159.27   | 0.16%             | 2039-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | Mass DFA Southcst Hlth 5% 7/1/27                                                | CUSIP: 57583UTX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1310294.44   | 0.07%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2031                                                              | CUSIP: 57584X5B3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1580000 | PA      | $1671945.26   | 0.08%             | 2031-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA SER D 5% 7/1/44                                                          | CUSIP: 57583U6R4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10975000 | PA      | $11146382.31  | 0.56%             | 2044-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 7/1/32                                                             | CUSIP: 57584XVM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1905000 | PA      | $1982288.33   | 0.10%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA(WGBH ED FND)/AGC 0% 1/1/37                                               | CUSIP: 57583RXV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1745000 | PA      | $1044080.79   | 0.05%             | 2037-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 6/1/2039                                                      | CUSIP: 57584YSJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6760000 | PA      | $7874290.01   | 0.40%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/52                                                       | CUSIP: 57604TKD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20000000 | PA      | $22300152.00  | 1.13%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/37                                                            | CUSIP: 57584XUV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2097637.80   | 0.11%             | 2037-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA SER H-1 5% 7/1/32                                                        | CUSIP: 57584XDG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1054278.70   | 0.05%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TPK AUTH MET HWY SYS REV              | MASSACHUSETTS ST TPK AUTH MET HWY SYS REV CAP APPREC-SR-SER A                   | CUSIP: 576018AK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12700000 | PA      | $11028041.19  | 0.56%             | 2028-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MA BLDG AUTH REV                            | UNIV MASS BLDG 5% 5/1/2036                                                      | CUSIP: 914437TW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3400000 | PA      | $3799810.76   | 0.19%             | 2036-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/15/2026                                                     | CUSIP: 57584YD97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $166396.24    | 0.01%             | 2026-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASS MA SER I 5% 7/1/41                                                         | CUSIP: 57584XNN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14790000 | PA      | $15125534.81  | 0.77%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/2048                                                          | CUSIP: 57584XA27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $5905801.80   | 0.30%             | 2048-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2028                                                              | CUSIP: 57584XE80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1260000 | PA      | $1341086.17   | 0.07%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2034                                                              | CUSIP: 57584X5E7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1835000 | PA      | $1917768.41   | 0.10%             | 2034-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUINCY MA                                              | QUINCY MASS 2% 1/15/2046                                                        | CUSIP: 748508WN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1755000 | PA      | $1112949.05   | 0.06%             | 2046-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASS DFA SOUTHCST HLTH 4% 7/43                                                  | CUSIP: 57583UTY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  21685000 | PA      | $20072553.28  | 1.02%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASHLAND MA                                             | ASHLAND MA 4% 8/1/2039                                                          | CUSIP: 044357WE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1685000 | PA      | $1750489.21   | 0.09%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HLTH and ED FAC                       | MA HEFA MIT 2001 J-2 LIQ MASS INST OF TECHNOLOGY                                | CUSIP: 57585KSV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12000000 | PA      | $12000000.00  | 0.61%             | 2031-07-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASS DFA LOWELL GENERAL HOSPITAL 5% 7/1/44                                      | CUSIP: 57583UVQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10360000 | PA      | $10002670.13  | 0.51%             | 2044-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2036 @                                                           | CUSIP: 575896YU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2450000 | PA      | $2725703.40   | 0.14%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA AGC 0% 1/1/41                                                            | CUSIP: 57583RXZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $2439061.50   | 0.12%             | 2041-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 4% 5/1/2042                                                     | CUSIP: 5758324V9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $557108.42    | 0.03%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA SER I 5% 7/1/2038                                               | CUSIP: 57584XMT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1046322.30   | 0.05%             | 2038-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 7/1/34                                                             | CUSIP: 57584XWN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1558489.50   | 0.08%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2033 @                                                           | CUSIP: 575896SJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1341884.38   | 0.07%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA SER I 5% 7/1/2036                                               | CUSIP: 57584XMS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2104845.60   | 0.11%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DEV FIN AGY REV BOSTON UNIV-SER U-6C LOC JPMORGAN                         | CUSIP: 57583RWB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  36080000 | PA      | $36080000.00  | 1.83%             | 2042-10-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2037                                                              | CUSIP: 57584XQ61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $618378.36    | 0.03%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 3/1/49                                                                 | CUSIP: 57582RA97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4047355.00   | 0.21%             | 2049-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TPK AUTH MET HWY SYS REV              | MASSACHUSETTS ST TPK AUTH MET HWY SYS REV CAP APPREC-SR-SER A INSURER MBIA      | CUSIP: 576018AH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5110000 | PA      | $4832992.52   | 0.24%             | 2025-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 1/1/2032                                                               | CUSIP: 57582RSC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5652618.50   | 0.29%             | 2032-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 10/1/2046                                                             | CUSIP: 57584XJ36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4250000 | PA      | $4345511.95   | 0.22%             | 2046-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 5% 5/1/2033                                                     | CUSIP: 5758324L1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $607654.50    | 0.03%             | 2033-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 1/1/2027 @                                                     | CUSIP: 57563RLR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1033256.40   | 0.05%             | 2027-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/31                                                            | CUSIP: 57584XZT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1233861.48   | 0.06%             | 2031-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2037 @                                                           | CUSIP: 575896TK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1180331.90   | 0.06%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/15/2028                                                             | CUSIP: 57583UD54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $322436.35    | 0.02%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT SER B 5% 7/1/45 @                                                       | CUSIP: 575896QJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3570058.80   | 0.18%             | 2045-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 2/1/2048                                                               | CUSIP: 57582RW51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  38250000 | PA      | $31243223.48  | 1.58%             | 2048-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMWLTH                                    | PR ST 5.625% 7/1/2027                                                           | CUSIP: 74514L3G0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $654619.81    | 0.03%             | 2027-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MA BLDG AUTH REV                            | UNIV MASS BLDG 5% 5/1/2037                                                      | CUSIP: 914437TX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3200000 | PA      | $3552556.48   | 0.18%             | 2037-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/38                                                                | CUSIP: 57584XK26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3685000 | PA      | $3970654.20   | 0.20%             | 2038-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                           | MA HFA HSG REV .875% 12/1/2023                                                  | CUSIP: 57587A6B9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1990000 | PA      | $1962996.70   | 0.10%             | 2023-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 12/1/2024                                                     | CUSIP: 57587GDR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $224353.98    | 0.01%             | 2024-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/15/2025                                                             | CUSIP: 57583UC97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $553955.16    | 0.03%             | 2025-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 10/1/2034                                                             | CUSIP: 57584XH87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1425000 | PA      | $1492103.82   | 0.08%             | 2034-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                           | MA HFA HSG REV 3% 12/1/2050                                                     | CUSIP: 57587A8E1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1775803.14   | 0.09%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2044                                                      | CUSIP: 57584YTU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2278183.05   | 0.12%             | 2044-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 2/15/2044                                                        | CUSIP: 576000WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11510000 | PA      | $12566086.24  | 0.64%             | 2044-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2040                                                      | CUSIP: 57584YYE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7920000 | PA      | $7605408.89   | 0.39%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 6/1/2049                                                      | CUSIP: 57584YSK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13440000 | PA      | $14865182.98  | 0.75%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 9/1/52                                                       | CUSIP: 57584XPK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9115000 | PA      | $9415611.79   | 0.48%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 8/1/2037                                                        | CUSIP: 575829FN1<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   4110000 | PA      | $4658140.84   | 0.24%             | 2037-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/15/2024                                                             | CUSIP: 57583UC89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $403341.64    | 0.02%             | 2024-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2036                                                     | CUSIP: 57604THC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3035000 | PA      | $3373969.44   | 0.17%             | 2036-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 5/1/2036                                                               | CUSIP: 57582RXD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4807656.50   | 0.24%             | 2036-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2045                                                        | CUSIP: 576000YW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $11091631.00  | 0.56%             | 2045-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/35                                                                | CUSIP: 57584XU41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2107643.00   | 0.11%             | 2035-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/39                                                                | CUSIP: 57584XK59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4450000 | PA      | $4781306.95   | 0.24%             | 2039-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAINTREE MA                                           | BRAINTREE MA 5% 5/15/28                                                         | CUSIP: 105025S68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $684526.80    | 0.03%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/43@                                                              | CUSIP: 575896RR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11410000 | PA      | $11754362.93  | 0.60%             | 2043-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2027                                                              | CUSIP: 57584XE72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1223831.27   | 0.06%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2039                                                        | CUSIP: 575829HX7<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |  12940000 | PA      | $14859056.35  | 0.75%             | 2039-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 2.875% 12/1/2051                                                 | CUSIP: 57587GKG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2922932.00   | 0.15%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/39                                                            | CUSIP: 57584XUT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5219140.50   | 0.26%             | 2039-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/26                                                                | CUSIP: 57584XL58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1935000 | PA      | $2056095.40   | 0.10%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 7/1/2045                                                               | CUSIP: 57582RD52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3415000 | PA      | $3777682.90   | 0.19%             | 2045-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2032                                                              | CUSIP: 57584XM32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1065779.30   | 0.05%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 1/1/2037                                                               | CUSIP: 57582RVU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $11164762.00  | 0.57%             | 2037-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 10/1/2047                                                     | CUSIP: 57584YBM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5510000 | PA      | $5707399.06   | 0.29%             | 2047-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 9/1/46                                                       | CUSIP: 57584XLE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3235000 | PA      | $3432477.02   | 0.17%             | 2046-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA (TUFTS UNIV) 5% 8/15/38                                                  | CUSIP: 57583U4J4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1690000 | PA      | $1768174.84   | 0.09%             | 2038-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 9/1/2034                                                               | CUSIP: 57582RQ25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2290266.63   | 0.12%             | 2034-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT SER A 5% 7/1/28                                                         | CUSIP: 575896PN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $490833.25    | 0.02%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 10/1/2026                                                     | CUSIP: 57584YNP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2535000 | PA      | $2780620.71   | 0.14%             | 2026-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HLTH and ED FAC                       | MA HEFA MASS INST TECHNOLOGY 2001-J-1                                           | CUSIP: 57585KSW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4545000 | PA      | $4545000.00   | 0.23%             | 2031-07-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2025@                                                      | CUSIP: 57563RQP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1365000 | PA      | $1425986.43   | 0.07%             | 2025-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2023 @                                                     | CUSIP: 57563RPA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2523034.00   | 0.13%             | 2023-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2043                                                     | CUSIP: 57604TKB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3379513.20   | 0.17%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 7/1/30                                                       | CUSIP: 57584XJX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2119401.20   | 0.11%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/15/2023                                                             | CUSIP: 57583UC71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $352507.96    | 0.02%             | 2023-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2048                                                      | CUSIP: 57584YJV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2365000 | PA      | $2433994.15   | 0.12%             | 2048-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 9/1/2048                                                               | CUSIP: 57582RR81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6880000 | PA      | $7640142.30   | 0.39%             | 2048-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 9/1/2031                                                      | CUSIP: 57584YHD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1530000 | PA      | $1632867.71   | 0.08%             | 2031-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 1/1/2024                                                      | CUSIP: 57584YL31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $265301.92    | 0.01%             | 2024-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2033                                                      | CUSIP: 57584YTC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2251598.20   | 0.11%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2032                                                        | CUSIP: 576000YM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1772215.65   | 0.09%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2031 @                                                           | CUSIP: 575896SG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1095000 | PA      | $1180512.49   | 0.06%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2049                                                     | CUSIP: 57604THJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  24600000 | PA      | $26731412.88  | 1.35%             | 2049-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 7/1/31                                                             | CUSIP: 57584XWK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1048075.60   | 0.05%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATTLEBORO MASS                                         | ATTLEB MA 5% 10/15/2029                                                         | CUSIP: 0498434M4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1585000 | PA      | $1821249.80   | 0.09%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HLTH and ED FAC                       | MA HEFA BAYST MED 09J2 L=TD V1                                                  | CUSIP: 57586EKB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8825000 | PA      | $8825000.00   | 0.45%             | 2044-07-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2033                                                      | CUSIP: 57584YQB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2423666.63   | 0.12%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 10/1/2029                                                     | CUSIP: 57584YBB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    735000 | PA      | $807477.03    | 0.04%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 4% 11/1/2036                                                              | CUSIP: 57582RG83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1591146.15   | 0.08%             | 2036-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 4/1/2035                                                              | CUSIP: 57584X3B5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2455000 | PA      | $2708852.65   | 0.14%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2026@                                                      | CUSIP: 57563RPD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3935000 | PA      | $4187833.19   | 0.21%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/32                                                            | CUSIP: 57584XUN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1760000 | PA      | $1881678.66   | 0.10%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 11/15/2039                                                       | CUSIP: 576000VC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1975000 | PA      | $2125693.49   | 0.11%             | 2039-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 1/1/2024 ETM                                                  | CUSIP: 57584YK73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    840000 | PA      | $859124.03    | 0.04%             | 2024-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2040@                                                            | CUSIP: 575896QH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2051223.80   | 0.10%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2023                                                      | CUSIP: 57584YSS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $504192.35    | 0.03%             | 2023-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2033                                                        | CUSIP: 576000YN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1675000 | PA      | $1972630.75   | 0.10%             | 2033-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 4% 5/1/2040                                                     | CUSIP: 5758324T4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1022224.10   | 0.05%             | 2040-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SPL OBLIG DEDICATED TAX REV           | MASSACHUSETTS ST SPL OBLIG DEDICATED TAX REV FGIC                               | CUSIP: 576002BL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2575000 | PA      | $2938581.76   | 0.15%             | 2028-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST/AMBAC 5.5% 8/1/30                                                         | CUSIP: 57582NUZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2464498.80   | 0.12%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATTLEBORO MASS                                         | ATTLEB MA 3% 10/15/2036                                                         | CUSIP: 0498434U6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2630000 | PA      | $2463889.20   | 0.12%             | 2036-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2029                                                              | CUSIP: 57584X4Z1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1435000 | PA      | $1526763.08   | 0.08%             | 2029-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 4% 7/1/2044 @                                                       | CUSIP: 575898DR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4825079.00   | 0.24%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2034                                                      | CUSIP: 57584YG37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $280001.83    | 0.01%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 5% 7/1/2024 @                                                       | CUSIP: 575898CZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    615000 | PA      | $633312.36    | 0.03%             | 2024-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 6/1/2050                                                      | CUSIP: 57587GMV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1859879.53   | 0.09%             | 2050-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2029                                                             | CUSIP: 575896NX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4205000 | PA      | $4365083.93   | 0.22%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MA DEPT TRANSN MET HWY SYS REV                         | MA DOT MHS 5% 1/1/2035                                                          | CUSIP: 57563CET5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3935468.25   | 0.20%             | 2035-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/29                                                            | CUSIP: 57584XZR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3120000 | PA      | $3220889.26   | 0.16%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MA BLDG AUTH REV                            | UNIV MASS BLDG 5% 5/1/2038                                                      | CUSIP: 914437TY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3318398.10   | 0.17%             | 2038-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 12/1/2026                                                     | CUSIP: 57587GDV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $136594.96    | 0.01%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA (TUFTS UNIV) 5% 8/15/29                                                  | CUSIP: 57583U4C9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1063869.90   | 0.05%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 1/1/2025 @                                                     | CUSIP: 57563RLX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5450000 | PA      | $5647693.30   | 0.29%             | 2025-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRAMINGHAM MA                                          | FRAMINGHM MA 4% 12/1/24                                                         | CUSIP: 351694U28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1360000 | PA      | $1361942.08   | 0.07%             | 2024-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST WTR RES AUTH                          | MA WTR 5% 8/1/2041                                                              | CUSIP: 576051XJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3155000 | PA      | $3544863.35   | 0.18%             | 2041-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 12/1/2046                                                             | CUSIP: 57584XNZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7221258.80   | 0.37%             | 2046-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 12/1/2028                                                     | CUSIP: 57587GDZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $259831.71    | 0.01%             | 2028-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FING CORP SALES TAX REV          | PR SALES TAX 0% 7/1/2031                                                        | CUSIP: 74529JQE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5010000 | PA      | $3374366.26   | 0.17%             | 2031-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 4/1/2037                                                              | CUSIP: 57584X3D1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1635495.15   | 0.08%             | 2037-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2042                                                              | CUSIP: 57584X5J6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5775000 | PA      | $5861595.55   | 0.30%             | 2042-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MA DEPT TRANSN MET HWY SYS REV                         | MA DOT MHS 5% 1/1/2037                                                          | CUSIP: 57563CEU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2205467.80   | 0.11%             | 2037-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 4% 5/1/2036                                                     | CUSIP: 5758324P2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $641809.86    | 0.03%             | 2036-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2025@                                                      | CUSIP: 57563RPC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4704260.40   | 0.24%             | 2025-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2039                                                             | CUSIP: 575896VS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1286854.88   | 0.07%             | 2039-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2032                                                              | CUSIP: 57584X5C1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1665000 | PA      | $1756499.74   | 0.09%             | 2032-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5.25% 7/1/2025                                                           | CUSIP: 57583UV21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1002109.70   | 0.05%             | 2025-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA SER I 5% 7/1/2034                                               | CUSIP: 57584XMQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3035000 | PA      | $3233445.60   | 0.16%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2029 @                                                     | CUSIP: 57563RRM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1950000 | PA      | $2140414.38   | 0.11%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2029 @                                                     | CUSIP: 57563RSF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1825000 | PA      | $2003208.33   | 0.10%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2030 @                                                     | CUSIP: 57563RSG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1248959.14   | 0.06%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 10/1/2035                                                             | CUSIP: 57584XH95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1495000 | PA      | $1556482.32   | 0.08%             | 2035-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2029 @                                                     | CUSIP: 57563RQT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3841769.40   | 0.19%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/15/2032                                                     | CUSIP: 57584YE70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $412943.64    | 0.02%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE WIND PWR COOP CORP MASS REV                  | BERKSHIRE WIND 5% 7/1/2026                                                      | CUSIP: 084719BA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    925000 | PA      | $1003208.10   | 0.05%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/15/2026                                                             | CUSIP: 57583UD21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $503765.35    | 0.03%             | 2026-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 5% 7/1/2034@                                                        | CUSIP: 575898DK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1372585.63   | 0.07%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/15/2027                                                     | CUSIP: 57584YE21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $178359.65    | 0.01%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/27                                                                | CUSIP: 57584XL66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2085000 | PA      | $2246349.18   | 0.11%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2033                                                              | CUSIP: 57584X5D9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1745000 | PA      | $1834605.92   | 0.09%             | 2033-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SPL OBLIG DEDICATED TAX REV           | MASSACHUSETTS ST SPL OBLIG DEDICATED TAX REV FGIC                               | CUSIP: 576002BP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14770000 | PA      | $18127043.76  | 0.92%             | 2034-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LYNN MA WTR and SWR COMMN GEN                          | LYNN MASS WTR and SWR COMMN GEN REV SER A MBIA                                  | CUSIP: 551592DV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $440995.59    | 0.02%             | 2032-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2028                                                      | CUSIP: 57584YF61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $386472.24    | 0.02%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5.25% 1/1/2033                                                            | CUSIP: 57582RVP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  21110000 | PA      | $24594847.24  | 1.25%             | 2033-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2030 @                                                           | CUSIP: 575896TC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $806273.23    | 0.04%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 4% 10/1/36                                                            | CUSIP: 57584XUS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1266830.13   | 0.06%             | 2036-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLUE HILLS MASS REGL TECHNICALHIGH SCH DIST            | BLUE HILLS MASS 4% 2/1/2049                                                     | CUSIP: 095597CN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1979814.00   | 0.10%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 11/1/2050                                                              | CUSIP: 57582RK47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  23480000 | PA      | $25736874.12  | 1.30%             | 2050-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2037                                                      | CUSIP: 57584Y4G1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $850624.24    | 0.04%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/33                                                            | CUSIP: 57584XZV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1235000 | PA      | $1263525.41   | 0.06%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2049                                                      | CUSIP: 57584YTV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3524041.15   | 0.18%             | 2049-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 9/1/36                                                       | CUSIP: 57584XLC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $337870.26    | 0.02%             | 2036-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/15/2030                                                     | CUSIP: 57584YE54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $341260.06    | 0.02%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2038                                                              | CUSIP: 57584XF63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3750000 | PA      | $3878118.00   | 0.20%             | 2038-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 3/1/2047                                                               | CUSIP: 57582RA71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5810000 | PA      | $4791509.32   | 0.24%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 10/1/2037                                                             | CUSIP: 57584X4L2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1015717.80   | 0.05%             | 2037-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2039                                                      | CUSIP: 57584YYD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2455000 | PA      | $2380624.55   | 0.12%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5.25% 10/1/2052                                                           | CUSIP: 57582RY42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1690000 | PA      | $1926004.11   | 0.10%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2049@                                                            | CUSIP: 575896VH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2609454.25   | 0.13%             | 2049-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 9/1/2027                                                      | CUSIP: 57584YGZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1076772.41   | 0.05%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2028                                                             | CUSIP: 575896NP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3116873.70   | 0.16%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2041                                                        | CUSIP: 575829HZ2<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2275299.40   | 0.12%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5.625% 7/15/2036                                                         | CUSIP: 57583UD47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $802115.12    | 0.04%             | 2036-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2030                                                              | CUSIP: 57584XF22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1390000 | PA      | $1478093.20   | 0.07%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | Mass DFA Southcst Hlth 4% 7/1/32                                                | CUSIP: 57583UTZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2050000 | PA      | $2053640.19   | 0.10%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 7/1/2035                                                               | CUSIP: 57582RC61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2941189.50   | 0.15%             | 2035-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2032@                                                            | CUSIP: 575896UY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2700000 | PA      | $2989218.33   | 0.15%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5.25% 1/1/42                                                          | CUSIP: 57584XD65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7212997.40   | 0.37%             | 2042-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HLTH and ED FAC                       | MA HEALTH AND EDUCATION HARVARD UNIVERSITY SER Y                                | CUSIP: 57585KKV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5000000.00   | 0.25%             | 2035-07-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASS MA SER I 5% 7/1/31                                                         | CUSIP: 57584XNK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2642468.00   | 0.13%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2031                                                      | CUSIP: 57584YPZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1435559.49   | 0.07%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMWLTH                                    | PR ST 5.75% 7/1/2031                                                            | CUSIP: 74514L3J4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4525000 | PA      | $4907466.12   | 0.25%             | 2031-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA SER H-1 5% 7/1/29                                                        | CUSIP: 57584XDD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3750000 | PA      | $3958461.00   | 0.20%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2038                                                             | CUSIP: 575896VR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2125000 | PA      | $2441229.75   | 0.12%             | 2038-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2041@                                                            | CUSIP: 575896YH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1940000 | PA      | $2084912.18   | 0.11%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/51                                                               | CUSIP: 575896XN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5740000 | PA      | $6370028.14   | 0.32%             | 2051-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 11/1/49                                                                | CUSIP: 57582R2C9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13805000 | PA      | $15449640.73  | 0.78%             | 2049-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/28                                                                | CUSIP: 57583U7B8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1911522.49   | 0.10%             | 2028-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 5% 5/1/2034                                                     | CUSIP: 5758324M9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $604062.45    | 0.03%             | 2034-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 7/1/29                                                       | CUSIP: 57584XJW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2120291.40   | 0.11%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 01/01/30                                                      | CUSIP: 57584YEZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10709.82     | 0.00%             | 2030-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2032                                                      | CUSIP: 57584YQA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2118114.20   | 0.11%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASS BAY TRAN AUTH SLS TAX                             | MBTA SLS TAX 5% 7/1/2050                                                        | CUSIP: 575579J57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2940816.73   | 0.15%             | 2050-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2037                                                        | CUSIP: 576000YS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1592915.10   | 0.08%             | 2037-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2044                                                      | CUSIP: 57584YAG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6651080.80   | 0.34%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 4% 10/1/2027                                                             | CUSIP: 57584X4J7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $353697.86    | 0.02%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TISBURY MA                                             | TISBURY MA 4% 8/15/2040                                                         | CUSIP: 888240FS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1995000 | PA      | $2050315.76   | 0.10%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 7/1/29                                                             | CUSIP: 57584XVJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1715887.23   | 0.09%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 12/1/2034                                                             | CUSIP: 57584XNV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1067442.60   | 0.05%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2034                                                              | CUSIP: 57584X8R5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $821956.65    | 0.04%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASS DFA NORTHEASTERN UNIV 5% 3/1/2039                                          | CUSIP: 57583UA73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4086806.00   | 0.21%             | 2039-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE WIND PWR COOP CORP MASS REV                  | BERKSHIRE WIND 5% 7/1/2030                                                      | CUSIP: 084719BE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $532361.09    | 0.03%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 4/1/2033                                                              | CUSIP: 57584X2Y6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10145000 | PA      | $11294539.08  | 0.57%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASS MA SER I 5% 7/1/25                                                         | CUSIP: 57584XND9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $530732.62    | 0.03%             | 2025-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2033                                                             | CUSIP: 575896XZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3440000 | PA      | $3893416.08   | 0.20%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA BU U-6E L=TD V1                                                          | CUSIP: 57583RWD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4000000.00   | 0.20%             | 2042-10-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA SER E 5% 7/1/2035                                                     | CUSIP: 57584XWP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1550161.35   | 0.08%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 4% 11/1/2041                                                              | CUSIP: 57582RH74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4067185.60   | 0.21%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 1/1/31                                                             | CUSIP: 57584XC74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5275.06      | 0.00%             | 2031-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/15/2031                                                     | CUSIP: 57584YE62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $364255.47    | 0.02%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 6/1/2023                                                      | CUSIP: 57587GDN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $302250.30    | 0.02%             | 2023-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 9/1/2049                                                               | CUSIP: 57582RR99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  50000000 | PA      | $55347360.00  | 2.80%             | 2049-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2040                                                        | CUSIP: 575829HC3<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   4750000 | PA      | $5429435.73   | 0.28%             | 2040-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 4% 10/1/2024                                                             | CUSIP: 57584X4F5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $503182.50    | 0.03%             | 2024-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2024 @                                                           | CUSIP: 575896SW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4140000 | PA      | $4274930.88   | 0.22%             | 2024-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 10/1/2028                                                     | CUSIP: 57584YBA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $513118.34    | 0.03%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MA BLDG AUTH REV                            | UNIV MASS BLDG 5% 5/1/2034                                                      | CUSIP: 914437TU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $681463.68    | 0.03%             | 2034-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 10/1/2047                                                             | CUSIP: 57584X4N8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $985985.10    | 0.05%             | 2047-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5.75% 7/15/2043                                                          | CUSIP: 57583UC48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4700000 | PA      | $4712949.91   | 0.24%             | 2043-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA(PARTNERS HLTH) 5% 7/1/32                                                 | CUSIP: 57584X8P9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    985000 | PA      | $1088463.22   | 0.06%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2034 @                                                           | CUSIP: 575896TG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5605000 | PA      | $6154673.94   | 0.31%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2041                                                     | CUSIP: 57604TJH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6544366.80   | 0.33%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 10/1/2025 Q                                                   | CUSIP: 57584YNN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1965000 | PA      | $2100039.32   | 0.11%             | 2025-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 7/1/2048                                                               | CUSIP: 57582RD60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  18695000 | PA      | $20527167.95  | 1.04%             | 2048-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 4/1/2034                                                              | CUSIP: 57584X3A7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2774940.75   | 0.14%             | 2034-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2024@                                                      | CUSIP: 57563RQN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1028372.30   | 0.05%             | 2024-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/23                                                                | CUSIP: 57584XL25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2420000 | PA      | $2438788.64   | 0.12%             | 2023-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2025                                                      | CUSIP: 57584YSU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1316886.50   | 0.07%             | 2025-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 9/1/2029                                                               | CUSIP: 57582RUB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7115000 | PA      | $8195602.01   | 0.42%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/30                                                            | CUSIP: 57584XZS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1133302.06   | 0.06%             | 2030-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2033 @                                                           | CUSIP: 575896TF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2585000 | PA      | $2852760.50   | 0.14%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 4/1/2036                                                              | CUSIP: 57584X3C3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2205000 | PA      | $2416799.29   | 0.12%             | 2036-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 10/1/2033                                                     | CUSIP: 57584YPL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1935000 | PA      | $2190205.02   | 0.11%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2050                                                      | CUSIP: 57584YH28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1900000 | PA      | $1971500.99   | 0.10%             | 2050-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2042                                                     | CUSIP: 57604TJJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15370000 | PA      | $17138679.70  | 0.87%             | 2042-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 6/1/2025                                                      | CUSIP: 57587GDS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $448945.90    | 0.02%             | 2025-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2031 @                                                     | CUSIP: 57563RSH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1683286.95   | 0.09%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 4/1/2049                                                               | CUSIP: 57582RN85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13500000 | PA      | $10924201.35  | 0.55%             | 2049-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN VAR MT                                                           | CUSIP: 57584YWK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15280000 | PA      | $17486775.80  | 0.89%             | 2050-07-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 6/1/2028                                                      | CUSIP: 57587GDY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $84161.94     | 0.00%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2034                                                        | CUSIP: 576000YP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3508256.70   | 0.18%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA SER H-1 5% 7/1/33                                                        | CUSIP: 57584XDH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1053130.30   | 0.05%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 5% 5/1/2032                                                     | CUSIP: 5758324K3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $731677.80    | 0.04%             | 2032-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MA BLDG AUTH REV                            | UNIV MASS BLDG 5% 5/1/2035                                                      | CUSIP: 914437TV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2253744.20   | 0.11%             | 2035-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 5% 7/1/2032 @                                                       | CUSIP: 575898DH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $553558.95    | 0.03%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2039 @                                                           | CUSIP: 575896VF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5336134.00   | 0.27%             | 2039-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2036                                                      | CUSIP: 57584YG52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $518533.42    | 0.03%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 7/1/41                                                       | CUSIP: 57584XKC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5145000 | PA      | $5311217.46   | 0.27%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 12/1/2023                                                     | CUSIP: 57587GDP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101934.50    | 0.01%             | 2023-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2030                                                      | CUSIP: 57584YF87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $255809.52    | 0.01%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA SER H-1 5% 7/1/31                                                        | CUSIP: 57584XDF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1190000 | PA      | $1255435.13   | 0.06%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2032 @                                                           | CUSIP: 575896SH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1370000 | PA      | $1474087.12   | 0.07%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 9/1/2029                                                      | CUSIP: 57584YHB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1390000 | PA      | $1490369.82   | 0.08%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 6/1/2029                                                      | CUSIP: 57587GEA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $113945.78    | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASS BAY TRAN AUTH ASSEMNT                             | MBTA ASSMNT 5% 7/1/2039                                                         | CUSIP: 575577NW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3435000 | PA      | $4019861.65   | 0.20%             | 2039-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 12/1/2027                                                     | CUSIP: 57587GDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $206054.67    | 0.01%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2053                                                      | CUSIP: 57584YJW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4581049.50   | 0.23%             | 2053-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 7/1/32                                                             | CUSIP: 57584XWL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2200000 | PA      | $2300030.92   | 0.12%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/15/2046                                                     | CUSIP: 57584YF53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9540000 | PA      | $9272388.69   | 0.47%             | 2046-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 10/1/2043                                                    | CUSIP: 57584XPY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5086064.00   | 0.26%             | 2043-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2034                                                      | CUSIP: 57584YTN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1015000 | PA      | $1074775.08   | 0.05%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2028 @                                                     | CUSIP: 57563RSE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1850000 | PA      | $2015676.94   | 0.10%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/29                                                                | CUSIP: 57583U7C6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2945000 | PA      | $3039859.63   | 0.15%             | 2029-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT SER B 5% 7/1/30 @                                                       | CUSIP: 575896QN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1514895.48   | 0.08%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 7/1/2037                                                           | CUSIP: 57584XWS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2044606.40   | 0.10%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                           | MA HFA HSG REV 3.50% 12/1/2049                                                  | CUSIP: 57587AV88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3295000 | PA      | $3294962.11   | 0.17%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/15/2034                                                     | CUSIP: 57584YE96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $305098.32    | 0.02%             | 2034-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/26                                                               | CUSIP: 575896RC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    695000 | PA      | $759734.39    | 0.04%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/24                                                                | CUSIP: 57584XL33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2052542.60   | 0.10%             | 2024-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 5% 5/1/2035                                                     | CUSIP: 5758324N7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $597445.25    | 0.03%             | 2035-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 12/1/2025                                                     | CUSIP: 57587GDT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $160467.29    | 0.01%             | 2025-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/42                                                                | CUSIP: 57584XK34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2805000 | PA      | $2995237.34   | 0.15%             | 2042-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 4% 10/1/2025                                                             | CUSIP: 57584X4G3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $504384.25    | 0.03%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2026                                                      | CUSIP: 57584YSV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1344198.50   | 0.07%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA SER I 5% 7/1/2037                                               | CUSIP: 57584XMU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1470000 | PA      | $1541318.23   | 0.08%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2031                                                        | CUSIP: 576000YL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1850000 | PA      | $2197218.36   | 0.11%             | 2031-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE WIND PWR COOP CORP MASS REV                  | BERKSHIRE WIND 5% 7/1/2027                                                      | CUSIP: 084719BB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $776105.54    | 0.04%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2025                                                              | CUSIP: 57584X5R8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1105000 | PA      | $1163862.58   | 0.06%             | 2025-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 5% 7/1/2023 @                                                       | CUSIP: 575898CY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $363167.64    | 0.02%             | 2023-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2031@                                                            | CUSIP: 575896UX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3885537.95   | 0.20%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2039 @                                                           | CUSIP: 575896WA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1325000 | PA      | $1437734.98   | 0.07%             | 2039-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2051                                                             | CUSIP: 575896YK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11775000 | PA      | $12399509.50  | 0.63%             | 2051-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 7/1/36                                                             | CUSIP: 57584XWQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1028337.30   | 0.05%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2031                                                              | CUSIP: 57584X8N4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  21180000 | PA      | $23486538.01  | 1.19%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 10/1/2034                                                     | CUSIP: 57584YPM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2165000 | PA      | $2436146.77   | 0.12%             | 2034-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 7/1/31                                                       | CUSIP: 57584XJY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1800831.08   | 0.09%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 5% 7/1/2025 @                                                       | CUSIP: 575898DA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1047770.70   | 0.05%             | 2025-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2036                                                      | CUSIP: 57584YR76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    825000 | PA      | $840885.95    | 0.04%             | 2036-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2027 @                                                     | CUSIP: 57563RPX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9240000 | PA      | $9978800.83   | 0.51%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 9/1/35                                                       | CUSIP: 57584XLB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $403153.28    | 0.02%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SPL OBLIG DEDICATED TAX REV           | MA ST SPL OB DE 5.50% NATL/FGIC 1/1/2030                                        | CUSIP: 576002BN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19080000 | PA      | $22629584.05  | 1.15%             | 2030-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 4% 10/1/2026                                                             | CUSIP: 57584X4H1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $505075.50    | 0.03%             | 2026-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2035                                                      | CUSIP: 57584YTE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2135000 | PA      | $2358486.25   | 0.12%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2033                                                      | CUSIP: 57584YG29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $618607.50    | 0.03%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2028 @                                                     | CUSIP: 57563RRL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2179110.20   | 0.11%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2042                                                      | CUSIP: 57584YN62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $434412.34    | 0.02%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASS MA SER I 5% 7/1/30                                                         | CUSIP: 57584XNJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2536106.16   | 0.13%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 9/1/2036                                                               | CUSIP: 57582RQ41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4760124.00   | 0.24%             | 2036-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAMBRIDGE MA                                           | CAMBRIDGE MA                                                                    | CUSIP: 132285T64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $340768.16    | 0.02%             | 2024-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2035                                                        | CUSIP: 576000YQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2315615.00   | 0.12%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/27                                                                | CUSIP: 57584XL74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4300000 | PA      | $4622475.49   | 0.23%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                           | MA HFA HSG REV 3.5% 12/1/46                                                     | CUSIP: 57587ASJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    580000 | PA      | $579353.07    | 0.03%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 3% 12/1/2050                                                     | CUSIP: 57587GEM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3340000 | PA      | $3293446.08   | 0.17%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 9/1/2050                                                               | CUSIP: 57582RS23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1785000 | PA      | $1972434.82   | 0.10%             | 2050-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 06/01/43                                                      | CUSIP: 57584YGQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4740000 | PA      | $5134696.48   | 0.26%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HLTH and ED FAC                       | MASS GENRL BRIGHM 97P1 Q=JP V7                                                  | CUSIP: 57586EHT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8500000 | PA      | $8500000.00   | 0.43%             | 2027-07-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| LOWELL MA                                              | LOWELL MA 5% 9/1/2029                                                           | CUSIP: 547647NU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $802342.38    | 0.04%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 10/1/2042                                                     | CUSIP: 57584YBL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4207696.00   | 0.21%             | 2042-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 7/1/2034                                                               | CUSIP: 57582RF68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2352550.20   | 0.12%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASS MA SER I 5% 7/1/32                                                         | CUSIP: 57584XNL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1960000 | PA      | $2067181.42   | 0.10%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SPL OBLIG DEDICATED TAX REV           | MASSACHUSETTS ST SPL OBLIG DEDICATED TAX REV FGIC                               | CUSIP: 576002BK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2783264.75   | 0.14%             | 2027-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2034                                                      | CUSIP: 57584YR50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1044235.50   | 0.05%             | 2034-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MASSACHUSETTS ST WTR POLL ABATEMENT TRUST UNREFUNDED -2012-POOLED LOAN PRG SR 6 | CUSIP: 57605ACF1<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |    410000 | PA      | $411177.19    | 0.02%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 7/1/2033                                                               | CUSIP: 57582RF50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $4151101.15   | 0.21%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 7/1/27                                                       | CUSIP: 57584XJU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1219490.02   | 0.06%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2041                                                     | CUSIP: 57604TJY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8140000 | PA      | $9243501.54   | 0.47%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/46                                                            | CUSIP: 57584XUU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4139219.60   | 0.21%             | 2046-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5.25% 6/1/2043                                                  | CUSIP: 57604THF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14575000 | PA      | $16002852.99  | 0.81%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MA BLDG AUTH REV                            | UNIV MASS BLDG 5% 5/1/2039                                                      | CUSIP: 914437TZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2203698.20   | 0.11%             | 2039-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 1/1/2049                                                               | CUSIP: 57582RVY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10770811.00  | 0.55%             | 2049-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 9/1/2033                                                      | CUSIP: 57584YHF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1185000 | PA      | $1255863.12   | 0.06%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2042                                                              | CUSIP: 57584XQ79<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2110000 | PA      | $2147358.82   | 0.11%             | 2042-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 6/1/2026                                                      | CUSIP: 57587GDU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $108083.71    | 0.01%             | 2026-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2043                                                      | CUSIP: 57584YJU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11540000 | PA      | $12008865.58  | 0.61%             | 2043-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/50                                                       | CUSIP: 57604TKC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13500000 | PA      | $14953600.35  | 0.76%             | 2050-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2040@                                                            | CUSIP: 575896YG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4319800.00   | 0.22%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST P ATH SPL FAC                         | MA PORT SPL 5% 7/1/2028 @                                                       | CUSIP: 575898DD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1649995.20   | 0.08%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2046                                                             | CUSIP: 575896XM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3180000 | PA      | $3552382.45   | 0.18%             | 2046-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASS DFA NORTHEASTERN UNIV 5% 3/1/2032                                          | CUSIP: 57583UA40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1747710.50   | 0.09%             | 2032-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 6/1/2027                                                      | CUSIP: 57587GDW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $110238.41    | 0.01%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 06/01/48                                                      | CUSIP: 57584YGR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7535182.20   | 0.38%             | 2048-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT SER B 4% 7/1/2046@                                                      | CUSIP: 575896RS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12950000 | PA      | $12494143.17  | 0.63%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2035                                                      | CUSIP: 57584YR68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1029350.60   | 0.05%             | 2035-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 7/1/33                                                             | CUSIP: 57584XWM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1563895.35   | 0.08%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/15/2028                                                     | CUSIP: 57584YE39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $184936.24    | 0.01%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2032                                                      | CUSIP: 57584YR35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1170215.70   | 0.06%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TISBURY MA                                             | TISBURY MA 4% 8/15/2036                                                         | CUSIP: 888240FN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1780000 | PA      | $1881763.49   | 0.10%             | 2036-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2025                                                              | CUSIP: 57583U6Y9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3525000 | PA      | $3629649.14   | 0.18%             | 2025-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/32                                                            | CUSIP: 57584XZU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1272022.50   | 0.06%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TISBURY MA                                             | TISBURY MA 4% 8/15/2041                                                         | CUSIP: 888240FT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2085000 | PA      | $2133022.97   | 0.11%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2051                                                     | CUSIP: 57604THN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5435000 | PA      | $5949270.57   | 0.30%             | 2051-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MASSACHUSETTS ST COLLEGE BLDG AUTH PROJ REV CAP APPREC-REF-SER A                | CUSIP: 575832KR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6080000 | PA      | $5248001.25   | 0.27%             | 2028-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | Mass DFA Southcst Hlth 5% 7/1/37                                                | CUSIP: 57583UUA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3925000 | PA      | $3942002.71   | 0.20%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASS DFA NORTHEASTERN UNIV 5% 3/1/2033                                          | CUSIP: 57583UA57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1284539.63   | 0.07%             | 2033-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 0% I=NATL 5/1/2028 ETM                                          | CUSIP: 575832GX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1492659.33   | 0.08%             | 2028-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2042 @                                                           | CUSIP: 575896SP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4540000 | PA      | $4719240.56   | 0.24%             | 2042-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/15/2029                                                     | CUSIP: 57584YE47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $339929.06    | 0.02%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 9/1/37                                                       | CUSIP: 57584XPL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    840000 | PA      | $883186.50    | 0.04%             | 2037-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 5% 11/1/2045                                                              | CUSIP: 57582RK39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8065000 | PA      | $8955103.40   | 0.45%             | 2045-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/15/2035                                                     | CUSIP: 57584YF20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $271170.75    | 0.01%             | 2035-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2026                                                              | CUSIP: 57584XP70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $168472.45    | 0.01%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA 5% 10/1/35                                                            | CUSIP: 57584XUR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1586418.45   | 0.08%             | 2035-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SWAMPSCOTT MA                                          | SWAMPSCOTT MA 3% 3/1/36                                                         | CUSIP: 869648YW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $968218.70    | 0.05%             | 2036-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                           | MA HFA HSG REV 3.75% 12/1/2049                                                  | CUSIP: 57587A2Z0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4590000 | PA      | $4618093.55   | 0.23%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2040 @                                                           | CUSIP: 575896TN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $1010048.65   | 0.05%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMWLTH                                    | PR ST 0% 7/1/2033                                                               | CUSIP: 74514L3R6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5238348 | PA      | $3033737.91   | 0.15%             | 2033-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 5% 6/1/2024                                                      | CUSIP: 57587GDQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $154689.33    | 0.01%             | 2024-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2040                                                              | CUSIP: 57584XKJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5325000 | PA      | $5543748.87   | 0.28%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/15/2033                                                     | CUSIP: 57584YE88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $327329.92    | 0.02%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2040                                                             | CUSIP: 575896VT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $1189635.32   | 0.06%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 2% 5/1/2037                                                     | CUSIP: 575832Y20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1060000 | PA      | $836377.42    | 0.04%             | 2037-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2027 @                                                     | CUSIP: 57563RSD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1950000 | PA      | $2105915.76   | 0.11%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2023@                                                      | CUSIP: 57563RQM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $504606.80    | 0.03%             | 2023-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2029                                                              | CUSIP: 57584XE98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1320000 | PA      | $1404324.64   | 0.07%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/24@                                                        | CUSIP: 57563RNL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7120000 | PA      | $7312033.52   | 0.37%             | 2024-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/37                                                                | CUSIP: 57584XJ93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1415000 | PA      | $1528742.51   | 0.08%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 3% 6/1/2051                                                      | CUSIP: 57587GJG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3995000 | PA      | $3925774.64   | 0.20%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2047                                                              | CUSIP: 57584X5K3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1895000 | PA      | $1910846.56   | 0.10%             | 2047-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA SER I 5% 7/1/27                                                          | CUSIP: 57584XNF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1169036.44   | 0.06%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUINCY MA                                              | QUINCY MASS 5% 7/1/2047                                                         | CUSIP: 748508H43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4995000 | PA      | $5622967.90   | 0.28%             | 2047-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA 3% 12/1/2050                                                     | CUSIP: 57587GFS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3860000 | PA      | $3802588.68   | 0.19%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2046                                                     | CUSIP: 57604TJL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7615000 | PA      | $8415800.25   | 0.43%             | 2046-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2028 @                                                     | CUSIP: 57563RPY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2325000 | PA      | $2533215.61   | 0.13%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/15/2025                                                     | CUSIP: 57584YD89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $123397.98    | 0.01%             | 2025-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2024@                                                      | CUSIP: 57563RPB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3080913.00   | 0.16%             | 2024-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2039                                                      | CUSIP: 57584YS26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1395260.30   | 0.07%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT SER B 5% 7/1/28 @                                                       | CUSIP: 575896QK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $523398.00    | 0.03%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 11/1/2042                                                              | CUSIP: 57582RH82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3024530.60   | 0.15%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/25                                                                | CUSIP: 57584XL41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1568799.90   | 0.08%             | 2025-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 4% 6/1/2050                                                     | CUSIP: 57604THK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1050000 | PA      | $1039925.67   | 0.05%             | 2050-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                           | MA HFA HSG REV 4% 6/1/2043 @                                                    | CUSIP: 57587AWC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $799853.12    | 0.04%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 7/1/2027                                                              | CUSIP: 57584X5T4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1099034.50   | 0.06%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/15/2037                                                     | CUSIP: 57584YF46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $247154.73    | 0.01%             | 2037-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST WTR RES AUTH                          | MA WTR 5% 8/1/42                                                                | CUSIP: 576051XK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7415000 | PA      | $8301486.98   | 0.42%             | 2042-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2039                                                             | CUSIP: 575896YX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1596536.86   | 0.08%             | 2039-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2035 @                                                           | CUSIP: 575896SL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2126503.20   | 0.11%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2050                                                      | CUSIP: 57584YN39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1335835.90   | 0.07%             | 2050-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/27                                                                | CUSIP: 57583U7A0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2695000 | PA      | $2786524.63   | 0.14%             | 2027-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2030 @                                                     | CUSIP: 57563RRN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1950000 | PA      | $2164862.51   | 0.11%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG                          | MA ST COLL BLDG 4% 5/1/2038                                                     | CUSIP: 5758324R8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $780504.08    | 0.04%             | 2038-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA ST DFA SER N 5% 12/1/36                                                      | CUSIP: 57584XNX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2520000 | PA      | $2655380.20   | 0.13%             | 2036-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ED LN AUTH ED LN                         | MA ED LN AUTH 5% 7/1/2028 @                                                     | CUSIP: 57563RQS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1089555.10   | 0.06%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY                   | MASSACHUSE HFA .45% 12/1/2024                                                   | CUSIP: 57587GHC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $955758.20    | 0.05%             | 2024-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2040 @                                                           | CUSIP: 575896YY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2780000 | PA      | $3024224.39   | 0.15%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2035                                                              | CUSIP: 57584X5F4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1041526.10   | 0.05%             | 2035-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/15/2024                                                     | CUSIP: 57584YD71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $132844.88    | 0.01%             | 2024-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2034                                                      | CUSIP: 57584YQC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1464707.16   | 0.07%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 4% 7/1/2040                                                      | CUSIP: 57584YM97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4160000 | PA      | $3503590.69   | 0.18%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS CLEAN WATER TRUST                        | MA CL WTR TR 5% 2/1/2039                                                        | CUSIP: 575829HB5<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5741521.00   | 0.29%             | 2039-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV | MA SCH BLDG 5% 8/15/2050                                                        | CUSIP: 576000YY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16615000 | PA      | $18289981.41  | 0.93%             | 2050-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MASSACHUSETT MA 5% 7/1/26                                                       | CUSIP: 57584XJT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1710000 | PA      | $1814162.94   | 0.09%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                         | MA ST TRANS REV 5% 6/1/2035                                                     | CUSIP: 57604THB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2885000 | PA      | $3229328.79   | 0.16%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2038                                                      | CUSIP: 57584YTS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    735000 | PA      | $757050.29    | 0.04%             | 2038-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATTLEBORO MASS                                         | ATTLEB MA 2.625% 10/15/2050                                                     | CUSIP: 0498435J0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6880000 | PA      | $4869754.82   | 0.25%             | 2050-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH REV                         | MA PORT 5% 7/1/2029 @                                                           | CUSIP: 575896MU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1304021.01   | 0.07%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/1/2052                                                      | CUSIP: 57584Y4J5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2348193.05   | 0.12%             | 2052-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MA ST 3% 3/1/48                                                                 | CUSIP: 57582RA89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4082637.50   | 0.21%             | 2048-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 9/1/2038                                                      | CUSIP: 57584YHG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4805000 | PA      | $4973425.34   | 0.25%             | 2038-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 7/15/2036                                                     | CUSIP: 57584YF38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $233528.38    | 0.01%             | 2036-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA AGC 0% 1/1/40                                                            | CUSIP: 57583RXY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $2568708.00   | 0.13%             | 2040-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                       | MASSACHUSETTS ST FGIC                                                           | CUSIP: 57582PCV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6840000 | PA      | $6719359.50   | 0.34%             | 2037-05-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5% 1/1/2036                                                              | CUSIP: 57584X5G2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1032494.10   | 0.05%             | 2036-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY               | MASS DEVEL FIN 5% 9/1/2043                                                      | CUSIP: 57584YHH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4445000 | PA      | $4535085.48   | 0.23%             | 2043-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TPK AUTH MET HWY SYS REV              | MASSACHUSETTS ST TPK AUTH MET HWY SYS REV CAP APPREC-SR-SER A MBIA              | CUSIP: 576018AL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  33195000 | PA      | $27691285.60  | 1.40%             | 2029-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE WIND PWR COOP CORP MASS REV                  | BERKSHIRE WIND 5% 7/1/2025                                                      | CUSIP: 084719AZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $535794.50    | 0.03%             | 2025-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA 5.25% 7/1/2026                                                           | CUSIP: 57583UV39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1002092.10   | 0.05%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                       | MA DFA SER H-1 5% 7/1/26                                                        | CUSIP: 57584XDA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3585000 | PA      | $3783690.74   | 0.19%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMWLTH                                    | PR ST 5.625% 7/1/2029                                                           | CUSIP: 74514L3H8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1925000 | PA      | $2046614.96   | 0.10%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer