# EDGAR Filing Document

**Accession Number:** 0000857769
**File Stem:** 0001193125-26-184474
**Filing Date:** 2026-4
**Character Count:** 264281
**Document Hash:** 4a335eea8892b19558750b6fae44e929
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-184474.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001193125-26-184474

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK MUNICIPAL SECURITIES TRUST
- **CENTRAL INDEX KEY:** 0000857769

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05968
- **FILM NUMBER:** 26903838

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-3000

**MAIL ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN MUNICIPAL SECURITIES TRUST
- **DATE OF NAME CHANGE:** 20050323

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN TAX FREE BOND TRUST
- **DATE OF NAME CHANGE:** 19970501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN TAX FREE BOND FUND
- **DATE OF NAME CHANGE:** 19941227

## Series and Classes Contracts Data

### John Hancock High Yield Municipal Bond Fund (Series ID: S000000651)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000001874 | Class A      | JHTFX           |
| C000001876 | Class C      | JCTFX           |
| C000178765 | Class I      | JHYMX           |
| C000193018 | Class R6     | JCTRX           |

## Nport-Ex

![](imgcae470841.gif)

#### Quarterly portfolio holdings

## John Hancock

## High Yield Municipal Bond Fund

## Fixed income
February 28, 2026

Manulife, Manulife Investments, Stylized M Design, and Manulife Investments & Stylized M Design are trademarks of The Manufacturers Life Insurance Company and John Hancock and the Stylized John Hancock Design are trademarks of John Hancock Life Insurance Company (U.S.A.). Each are used by it and by its affiliates under license.

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Fund's investments

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#### As of 2-28-26 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Municipal bonds 106.3%** |  |  |  | **$524327101** |
| (Cost $521,581,695) |  |  |  |  |
| **Alabama 2.6%** |  |  |  | **12694888** |
| Baldwin County Industrial Development Authority<br> Novelis Corp. Project, Series A, AMT (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-55 | 2000000 | 2093379 |
| Black Belt Energy Gas District<br> Gas Project, Series C (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;11-01-56 | 7000000 | 7653722 |
| Mobile County Industrial Development Authority<br> AM/NS Calvert LLC Project, Series A, AMT | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-54 | 2975000 | 2947787 |
| **Alaska 0.3%** |  |  |  | **1264039** |
| Northern Tobacco Securitization Corp.<br> Series A, Class 1 | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-01-50 | 1500000 | 1264039 |
| **Arizona 2.5%** |  |  |  | **12314935** |
| Arizona Industrial Development Authority<br> Academies of Math & Science, Series B (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-01-51 | 565000 | 542524 |
| Arizona Industrial Development Authority<br> Benjamin Franklin Charter School Projects, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-01-53 | 685000 | 644355 |
| Arizona Industrial Development Authority<br> Macombs Facility Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-61 | 2270000 | 1811498 |
| Glendale Industrial Development Authority<br> Royal Oaks Inspirata Pointe Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-15-41 | 1000000 | 1003658 |
| Glendale Industrial Development Authority<br> Royal Oaks Inspirata Pointe Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-15-56 | 1265000 | 1104608 |
| Industrial Development Authority of the City of Phoenix<br> Legacy Traditional Schools Project, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-41 | 750000 | 750688 |
| Maricopa County Industrial Development Authority<br> Arizona Autism Charter Schools Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-61 | 1000000 | 754350 |
| Maricopa County Industrial Development Authority<br> Benjamin Franklin Charter School Projects, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-52 | 375000 | 377656 |
| Maricopa County Industrial Development Authority<br> Valley Christian Schools Project, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-01-53 | 560000 | 554188 |
| Maricopa County Pollution Control Corp.<br> El Paso Electric Company Palo Verde Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;08-01-42 | 1000000 | 1000265 |
| Sierra Vista Industrial Development Authority<br> American Leadership Academy Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-15-54 | 1220000 | 1072419 |
| Sierra Vista Industrial Development Authority<br> Champion Schools Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-15-64 | 1500000 | 1550155 |
| The Industrial Development Authority of the County of Pima<br> American Leadership Academy (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-15-51 | 1500000 | 1148571 |
| **Arkansas 0.2%** |  |  |  | **1078677** |
| Arkansas Development Finance Authority<br> Hybar Steel Project, Series A, AMT (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-01-48 | 1000000 | 1078677 |
| **California 9.3%** |  |  |  | **45725968** |
| California Community College Financing Authority<br> Napa Valley College Project, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-01-60 | 500000 | 345748 |
| California Community Housing Agency<br> Exchange at Bayfront Apartments, Series A-1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;02-01-57 | 450000 | 284082 |
| California County Tobacco Securitization Agency<br> Series B-2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.320 | &nbsp;&nbsp;06-01-55 | 19625000 | 4213686 |
| California Infrastructure & Economic Development Bank<br> Brightline West Passenger Project, Series B, AMT (A) | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;01-01-65 | 5750000 | 3105000 |
| California Municipal Finance Authority<br> NorthBay Healthcare Group | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-01-44 | 295000 | 294998 |
| California Municipal Finance Authority<br> NorthBay Healthcare, Series A | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;11-01-47 | 565000 | 565141 |
| California Municipal Finance Authority<br> Turning Point Schools (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;06-01-44 | 1000000 | 992508 |
| California Municipal Finance Authority<br> Westside Neighborhood School Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.200 | &nbsp;&nbsp;06-15-54 | 700000 | 736655 |

---

2 JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **California (continued)** |  |  |  |  |
| California Municipal Finance Authority<br> Westside Neighborhood School Project (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-15-64 | 1050000 | $1109439 |
| California Public Finance Authority<br> Enso Village Project, Series A (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-15-51 | 250000 | 227938 |
| California Public Finance Authority<br> Enso Village Project, Series A (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-15-56 | 700000 | 626129 |
| California Public Finance Authority<br> Laverne Elementary Preparatory Academy Project, Series A (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-65 | 1000000 | 1025738 |
| California Public Finance Authority<br> Trinity Classical Academy, Series A (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-54 | 700000 | 612620 |
| California School Finance Authority<br> Lighthouse Community Public Schools (A) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-01-62 | 1000000 | 1033043 |
| California Statewide Financing Authority<br> Tobacco Securitization Program, Series C (A)(B) | &nbsp;&nbsp;9.797 | &nbsp;&nbsp;06-01-55 | 8000000 | 499317 |
| City & County of San Francisco Community Facilities District No. 2016-1<br> Improvement Area No. 2, Treasure Island, Series A (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;09-01-42 | 1000000 | 967429 |
| City of Oroville<br> Oroville Hospital | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-01-54 | 705000 | 486450 |
| City of Palm Desert<br> Community Facilities District No. 2021-1 | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;09-01-49 | 585000 | 599102 |
| CSCDA Community Improvement Authority<br> 1818 Platinum Triangle Anaheim, Series A-2 (A) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;04-01-57 | 1000000 | 740428 |
| CSCDA Community Improvement Authority<br> Altana Glendale, Series A-1 (A) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;10-01-46 | 995000 | 871056 |
| CSCDA Community Improvement Authority<br> Altana Glendale, Series A-2 (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;10-01-56 | 2000000 | 1663374 |
| CSCDA Community Improvement Authority<br> Monterey Station Apartments, Series A-2 (A) | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;07-01-56 | 1000000 | 665539 |
| CSCDA Community Improvement Authority<br> Orange City Portfolio, Series A-2 (A) | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;03-01-57 | 1500000 | 1044144 |
| CSCDA Community Improvement Authority<br> The Link-Glendale, Series A-2 (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-56 | 400000 | 311863 |
| Golden State Tobacco Securitization Corp.<br> Series A-1 | &nbsp;&nbsp;3.714 | &nbsp;&nbsp;06-01-41 | 1500000 | 1214757 |
| Golden State Tobacco Securitization Corp.<br> Series B-2 (B) | &nbsp;&nbsp;5.634 | &nbsp;&nbsp;06-01-66 | 7850000 | 836932 |
| Inland Empire Tobacco Securitization Corp.<br> Series C-1 (B) | &nbsp;&nbsp;6.817 | &nbsp;&nbsp;06-01-36 | 3400000 | 1711769 |
| Kaweah Delta Health Care District Guild<br> Series B | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-01-37 | 10000 | 9420 |
| River Islands Public Financing Authority<br> Community Facilities District No. 2023-1 | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;09-01-44 | 500000 | 495258 |
| River Islands Public Financing Authority<br> Community Facilities District No. 2023-1 | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;09-01-48 | 1000000 | 1038326 |
| San Francisco Bay Area Rapid Transit District<br> Series A, AMT (C) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-01-49 | 15025000 | 15900675 |
| Southern California Public Power Authority<br> Natural Gas Project, Series A | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;11-01-26 | 1470000 | 1497404 |
| **Colorado 5.1%** |  |  |  | **24974266** |
| Aerotropolis Regional Transportation Authority<br> Special Revenue | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12-01-41 | 1000000 | 946025 |
| Aerotropolis Regional Transportation Authority<br> Special Revenue (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-54 | 2000000 | 2009744 |
| Colorado Educational & Cultural Facilities Authority<br> Axis International Academy Project, Series A (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-55 | 1430000 | 1461020 |
| Colorado Health Facilities Authority<br> CommonSpirit Health, Series A-1 | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;08-01-44 | 1575000 | 1474489 |
| Creekwalk Marketplace Business Improvement District<br> Series A | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-01-54 | 1500000 | 1508889 |
| Fiddlers Business Improvement District<br> Greenwood Village, GO (A) | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;12-01-47 | 1265000 | 1290508 |
| Gold Hill Mesa Metropolitan District No. 2<br> Series B, GO | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;12-15-39 | 1000000 | 1024659 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT 3

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Colorado (continued)** |  |  |  |  |
| Green Valley Ranch East Metropolitan District No. 9<br> Series A, GO (0.000% to 12-1-29, then 6.500% thereafter) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;12-01-55 | 1750000 | $1420871 |
| Hess Ranch Metropolitan District No. 5<br> Series A-2 | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;12-01-43 | 730000 | 759908 |
| Lafferty Canyon Metropolitan District<br> Series A, GO | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;12-01-55 | 1440000 | 1462619 |
| Pinery Commercial Metropolitan District No. 2<br> Colorado Special Revenue | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-54 | 500000 | 501130 |
| Platte River Metropolitan District<br> Series A, GO (A) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;08-01-53 | 392000 | 401183 |
| Pueblo Urban Renewal Authority<br> EVRAZ Project, Series A (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;12-01-45 | 990000 | 964117 |
| Rampart Range Metropolitan District<br> No. 5 | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;12-01-51 | 1500000 | 1222628 |
| Sky Ranch Community Authority Board<br> Series A | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-52 | 1600000 | 1625026 |
| Sky Ranch Community Authority Board<br> Series B, GO (D) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;12-15-54 | 523000 | 524731 |
| St. Vrain Lakes Metropolitan District No. 4<br> Series A, GO (0.000% to 12-1-30, then 6.750% thereafter) (A) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;09-20-54 | 1500000 | 1104283 |
| Sterling Ranch Community Authority Board<br> Special Improvement District No. 1 | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;12-01-43 | 706000 | 734580 |
| Vermilion Creek Metropolitan District No. 3<br> Series A, GO | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;12-01-55 | 2550000 | 2619625 |
| Village Metropolitan District<br> Series A, GO | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-55 | 1000000 | 1013788 |
| Villages at Castle Rock Metropolitan District<br> Cobblestone Ranch Project, Series 2, GO (B) | &nbsp;&nbsp;7.972 | &nbsp;&nbsp;12-01-37 | 941177 | 377003 |
| West Meadow Metropolitan District<br> Series A, GO (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-01-38 | 500000 | 527440 |
| **Connecticut 1.0%** |  |  |  | **4817962** |
| Connecticut State Health & Educational Facilities Authority<br> Goodwin University | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-44 | 500000 | 502270 |
| Great Pond Improvement District<br> Great Pond Phase 1 Project (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-01-48 | 925000 | 891832 |
| Stamford Housing Authority<br> Mozaic Concierge Living Project, Series A | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-01-60 | 1500000 | 1513369 |
| Town of Hamden<br> Whitney Center Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-01-50 | 2110000 | 1910491 |
| **Delaware 0.1%** |  |  |  | **770100** |
| Delaware State Economic Development Authority<br> Aspira of Delaware Charter Operations, Inc. Project, Series A | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;06-01-32 | 450000 | 422963 |
| Delaware State Economic Development Authority<br> Aspira of Delaware Charter Operations, Inc. Project, Series A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-01-42 | 390000 | 347137 |
| **District of Columbia 4.2%** |  |  |  | **20545634** |
| District of Columbia<br> Union Market Project, Series A (A) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;06-01-46 | 2000000 | 1703020 |
| District of Columbia<br> Union Market Project, Series B (0.000% to 6-1-34, then 6.250% thereafter) (A) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;06-01-41 | 6000000 | 3925366 |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue<br> Series C (E) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-01-41 | 3000000 | 3073639 |
| Metropolitan Washington District of Columbia Airports Authority<br> Series A, AMT (C) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;10-01-49 | 11320000 | 11843609 |
| **Florida 10.1%** |  |  |  | **49793788** |
| Alachua County Health Facilities Authority<br> Oak Hammock at the University of Florida Project, Series A | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;10-01-53 | 3000000 | 3164116 |
| Braddock Lakes Community Development District<br> Series 2025 | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;05-01-45 | 1000000 | 1017893 |
| Capital Projects Finance Authority<br> Kissimmee Charter Academy Project (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;06-15-59 | 890000 | 919710 |

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4 JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Florida (continued)** |  |  |  |  |
| Capital Projects Finance Authority<br> Navigator Academy of Leadership Obligated Group Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-15-54 | 1200000 | $1110732 |
| Capital Projects Finance Authority<br> Navigator Academy of Leadership Obligated Group Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-15-64 | 1890000 | 1705273 |
| Capital Trust Authority<br> Florida Institute of Technology Project, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-01-55 | 1200000 | 1171118 |
| Capital Trust Authority<br> KIPP Miami - North Campus Project, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-15-34 | 310000 | 330210 |
| Capital Trust Authority<br> KIPP Miami - North Campus Project, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-15-44 | 250000 | 259131 |
| Capital Trust Authority<br> KIPP Miami - North Campus Project, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-54 | 795000 | 815714 |
| Capital Trust Authority<br> The Classical Academy of Sarasota Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;07-01-55 | 1500000 | 1513471 |
| Capital Trust Authority<br> The Classical Academy of Sarasota Project, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-01-54 | 500000 | 455305 |
| Charlotte County Industrial Development Authority<br> Town and Country Utilities Project, Series A, AMT (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;10-01-51 | 4300000 | 3567160 |
| City of Jacksonville<br> Jacksonville University Project, Series B (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-53 | 750000 | 655478 |
| City of Pompano Beach<br> John Knox Village Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;09-01-56 | 900000 | 734054 |
| City of Venice<br> Village on the Isle Project, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;01-01-55 | 1000000 | 998533 |
| County of Lake<br> Imagine South Lake Charter School Project, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-15-49 | 950000 | 842567 |
| County of Okaloosa<br> Air Force Enlisted Village, Inc. Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;05-15-55 | 1000000 | 1026168 |
| Escambia County Health Facilities Authority<br> Baptist Hospital, Inc., Series A | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;08-15-50 | 1640000 | 1397857 |
| Firethorn Community Development District<br> Assessment Area One | &nbsp;&nbsp;&nbsp;&nbsp;5.600 | &nbsp;&nbsp;05-01-55 | 1000000 | 1002935 |
| Florida Development Finance Corp.<br> River City Science Academy | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-57 | 20000 | 18840 |
| Florida Development Finance Corp.<br> Waste Pro USA, Inc. Project, AMT (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.450 | &nbsp;&nbsp;07-01-37 | 1000000 | 1020929 |
| Florida Higher Educational Facilities Financing Authority<br> Jacksonville University, Series A-1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-48 | 750000 | 677155 |
| Florida Higher Educational Facilities Financing Authority<br> Keiser University Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-45 | 2850000 | 2926092 |
| Florida Local Government Finance Commission<br> BridgePrep Academy Project, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-45 | 2000000 | 2089425 |
| Florida Local Government Finance Commission<br> Fleet Landing at Nocatee Project, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;11-15-55 | 2000000 | 2104295 |
| Florida Local Government Finance Commission<br> Life Care ET Project, Series A (A) | &nbsp;&nbsp;11.500 | &nbsp;&nbsp;12-01-30 | 2000000 | 2075844 |
| Florida Local Government Finance Commission<br> The Sanctuary at Village on the Isle Project, Series A (A) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;12-22-30 | 1500000 | 1560496 |
| Greater Orlando Aviation Authority<br> United Airlines, Inc. Project, AMT | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;11-01-37 | 1000000 | 1096037 |
| Hillsborough County Industrial Development Authority<br> Tampa General Hospital Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;08-01-50 | 1000000 | 867624 |
| Kingston One Community Development District<br> 2025 Project Area | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;05-01-45 | 1250000 | 1310330 |
| Lakewood Ranch Stewardship District<br> The Isles at Lakewood Ranch Project, Phase 2 | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;05-01-51 | 925000 | 761964 |
| Lee County Industrial Development Authority<br> Shell Point Obligated Group, Series A | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;11-15-54 | 500000 | 505339 |
| Miami-Dade County Industrial Development Authority<br> PRG Casa Properties LLC Project, Series A-1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;07-01-65 | 2000000 | 2072505 |
| Middleton Community Development District A<br> Special Assessment Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.550 | &nbsp;&nbsp;05-01-44 | 550000 | 551008 |
| Middleton Community Development District A<br> Special Assessment Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;05-01-55 | 200000 | 188626 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT 5

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Florida (continued)** |  |  |  |  |
| Middleton Community Development District A<br> Special Assessment Revenue | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;05-01-53 | 995000 | $1040633 |
| Ormond Crossings West Community Development District<br> Master Infrastructure Project | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;11-01-47 | 750000 | 756536 |
| Palm Beach County Health Facilities Authority<br> Jupiter Medical Center Project, Series A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-01-47 | 1000000 | 1010668 |
| Palm Beach County Health Facilities Authority<br> Toby & Leon Cooperman Sinai Residences | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-55 | 655000 | 616188 |
| Polk County Industrial Development Authority<br> Mineral Development LLC, AMT (A)(D) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-01-33 | 950000 | 190000 |
| Portico Community Development District<br> Series 1 | &nbsp;&nbsp;3.200 | &nbsp;&nbsp;05-01-31 | 995000 | 978046 |
| St. Johns County Industrial Development Authority<br> Vicar's Landing Project, Series A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;12-15-41 | 395000 | 366318 |
| St. Johns County Industrial Development Authority<br> Vicar's Landing Project, Series A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;12-15-46 | 1425000 | 1197875 |
| St. Johns County Industrial Development Authority<br> Vicar's Landing Project, Series A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;12-15-50 | 1415000 | 1123590 |
| **Georgia 0.8%** |  |  |  | **4045306** |
| Development Authority of Rockdale County<br> Pratt Paper LLC Project, AMT (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-01-38 | 2000000 | 2006610 |
| Savannah Georgia Convention Center Authority<br> Convention Center Hotel, Second Tier, Series B (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-01-50 | 1000000 | 1002831 |
| The Development Authority of Cobb County<br> Northwest Classical Academy Project, Series A (A) | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;06-15-33 | 500000 | 521487 |
| The Development Authority of Cobb County<br> Northwest Classical Academy Project, Series A (A) | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;06-15-38 | 500000 | 514378 |
| **Idaho 0.9%** |  |  |  | **4277503** |
| Avimor Community Infrastructure District No. 1<br> Assessment Area 5 (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;09-01-53 | 851000 | 870136 |
| Avimor Community Infrastructure District No. 1<br> Assessment Area 6, Series B (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;09-01-53 | 3400000 | 3407367 |
| **Illinois 3.9%** |  |  |  | **19155581** |
| Chicago Board of Education<br> Series A, GO | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-50 | 1250000 | 1279585 |
| Chicago Board of Education<br> Series A, GO | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;12-01-50 | 2850000 | 3024173 |
| Chicago Board of Education<br> Series D, GO | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-46 | 500000 | 474934 |
| City of Chicago<br> Series A, GO | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;01-01-38 | 930000 | 943696 |
| Illinois Finance Authority<br> Clark-Lindsey Village, Series A | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-01-57 | 1250000 | 1148326 |
| Illinois Finance Authority<br> DePaul College Prep Foundation, Series A (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;08-01-38 | 500000 | 542606 |
| Illinois Finance Authority<br> Goodman Theatre Project, Series A (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;10-01-45 | 1000000 | 1028186 |
| Illinois Finance Authority<br> Goodman Theatre Project, Series A (A) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;10-01-50 | 1000000 | 1015599 |
| Illinois Finance Authority<br> LRS Holdings LLC Project, Series B, AMT (A) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;09-01-42 | 750000 | 865767 |
| Illinois Finance Authority<br> Music and Dance Theater Chicago (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;10-01-50 | 1800000 | 1801203 |
| Illinois Finance Authority<br> Navy Pier, Inc., Series B (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;10-01-49 | 550000 | 532407 |
| Illinois Finance Authority<br> Westminster Village, Series A | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-01-38 | 1085000 | 1091987 |
| Upper Illinois River Valley Development Authority<br> Elgin Math & Science Academy Charter School Project, Series A (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;03-01-53 | 1000000 | 906887 |
| Upper Illinois River Valley Development Authority<br> Prairie Crossing Charter School Project (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-01-55 | 2000000 | 1829309 |

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6 JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Illinois (continued)** |  |  |  |  |
| Village of Lincolnwood<br> Certificates of Participation, District 1860 Development Project, Series A (A) | &nbsp;&nbsp;4.820 | &nbsp;&nbsp;01-01-41 | 1438114 | $1440419 |
| Village of Lincolnwood<br> Certificates of Participation, District 1860 Development Project, Series B (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-43 | 1200000 | 1230497 |
| **Indiana 1.8%** |  |  |  | **8872535** |
| City of Valparaiso<br> Pratt Paper LLC Project, AMT (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-01-54 | 500000 | 495941 |
| Indiana Finance Authority<br> Global Preparatory Academy Project, Series A (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;10-15-60 | 1140000 | 1150593 |
| Indiana Finance Authority<br> Greenwood Village South Project, Series A | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;05-15-60 | 1850000 | 1889039 |
| Indiana Finance Authority<br> Marquette Project, Series A | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;03-01-45 | 1000000 | 1030730 |
| Indiana Finance Authority<br> Polyflow Industry Project, AMT (A)(D) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-01-39 | 2830000 | 141500 |
| Indiana Finance Authority<br> Student Housing Project, Series A | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-01-64 | 750000 | 757817 |
| Indiana Finance Authority<br> The Methodist Hospitals, Inc., Series A | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;09-15-44 | 1420000 | 1468470 |
| Indiana Finance Authority<br> Tippecanoe LLC Student Housing Project, Series A | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;06-01-64 | 1000000 | 1011946 |
| Indianapolis Local Public Improvement Bond Bank<br> Convention Center Hotel, Series E | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-01-57 | 880000 | 926499 |
| **Iowa 0.7%** |  |  |  | **3365341** |
| Iowa Finance Authority<br> Lifespace Communities, Inc., Series A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;05-15-53 | 2000000 | 1608388 |
| Iowa Finance Authority<br> Northcrest, Inc. Project, Series A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-01-48 | 1080000 | 1044989 |
| Iowa Tobacco Settlement Authority<br> Series B-2 (B) | &nbsp;&nbsp;4.916 | &nbsp;&nbsp;06-01-65 | 4815000 | 711964 |
| **Kansas 1.7%** |  |  |  | **8459506** |
| City of Wichita<br> Larksfield Place, Series VII-A | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;06-01-60 | 1000000 | 1031471 |
| Wyandotte County-Kansas City Unified Government<br> Legends Apartments Garage & West Lawn Project | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;06-01-40 | 2400000 | 2407749 |
| Wyandotte County-Kansas City Unified Government<br> Northwest Speedway Star Bond District Project (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;03-01-46 | 3000000 | 3006127 |
| Wyandotte County-Kansas City Unified Government<br> Village East Project, Areas 2B, 3, and 5 (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;09-01-35 | 1960000 | 2014159 |
| **Louisiana 1.2%** |  |  |  | **5975578** |
| Louisiana Local Government Environmental Facilities & Community Development Authority<br> Downsville Community Charter School Project (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-15-53 | 1000000 | 1003070 |
| Louisiana Public Facilities Authority<br> I-10 Calcasieu River Bridge Project, AMT | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;09-01-66 | 3975000 | 3857711 |
| St. James Parish<br> NuStar Logistics LP Project (A) | &nbsp;&nbsp;6.100 | &nbsp;&nbsp;12-01-40 | 1000000 | 1114797 |
| **Maine 0.1%** |  |  |  | **703676** |
| Finance Authority of Maine<br> Casella Waste System, Inc. Project, Series R-3, AMT (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-01-35 | 650000 | 703676 |
| **Maryland 0.5%** |  |  |  | **2743079** |
| City of Baltimore<br> City-Wide Affordable Housing Program (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-45 | 575000 | 580414 |
| City of Baltimore<br> City-Wide Affordable Housing Program (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;06-01-55 | 1000000 | 996696 |
| County of Howard<br> Downtown Columbia Project, Series A (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-15-47 | 750000 | 714892 |
| County of Prince George's<br> Collington Episcopal Life | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-01-47 | 210000 | 194935 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT 7

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Maryland (continued)** |  |  |  |  |
| Maryland Health & Higher Educational Facilities Authority<br> Monocacy Montessori Communities (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;07-01-43 | 250000 | $256142 |
| **Massachusetts 1.7%** |  |  |  | **8460385** |
| Massachusetts Development Finance Agency<br> Care Communities LLC Obligated Group, Series A-1 (A) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;07-15-60 | 2850000 | 2852880 |
| Massachusetts Development Finance Agency<br> Gingercare Living Issue, Series A (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;12-01-60 | 1850000 | 1733535 |
| Massachusetts Development Finance Agency<br> Merrimack College | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-42 | 250000 | 250265 |
| Massachusetts Development Finance Agency<br> Merrimack College Student Housing Project, Series A (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-44 | 500000 | 511060 |
| Massachusetts Development Finance Agency<br> Merrimack College Student Housing Project, Series A (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-54 | 2400000 | 2356606 |
| Massachusetts Development Finance Agency<br> Merrimack College Student Housing Project, Series A (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-60 | 780000 | 756039 |
| **Michigan 1.7%** |  |  |  | **8290228** |
| Grand Rapids Economic Development Corp.<br> Beacon Hill at Eastgate Project, Series A | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;11-01-60 | 2500000 | 2519865 |
| Kalamazoo Economic Development Corp.<br> Friendship Village of Kalamazoo Project, Series A (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;08-15-56 | 2000000 | 2045406 |
| Michigan Finance Authority<br> Capital Appreciation Tobacco Settlement, Series B-2, Class 2 (B) | &nbsp;&nbsp;5.837 | &nbsp;&nbsp;06-01-65 | 15000000 | 1566444 |
| Michigan Mathematics & Science Initiative<br> Public School Academy | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-01-41 | 1000000 | 907987 |
| Michigan Mathematics & Science Initiative<br> Public School Academy | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-01-51 | 450000 | 356671 |
| Summit Academy<br> North Michigan Public School Academy | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-01-41 | 1000000 | 893855 |
| **Minnesota 0.7%** |  |  |  | **3465289** |
| City of Apple Valley<br> PHS Apple Valley Senior Housing, Inc. - Orchard Path Phase III Project, Series A | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;09-01-65 | 1000000 | 1024456 |
| City of Shakopee Senior Housing Revenue<br> Benedictine Senior Living Obligated Group, Windermere Way Project | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;11-01-65 | 1000000 | 1015568 |
| Housing & Redevelopment Authority of the City of St. Paul<br> Nova Classical Academy Project | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;09-01-55 | 425000 | 424519 |
| Housing & Redevelopment Authority of the City of St. Paul<br> Nova Classical Academy Project | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;09-01-65 | 1000000 | 1000746 |
| **Missouri 1.2%** |  |  |  | **5866493** |
| Kansas City Industrial Development Authority<br> Historic Northeast Redevelopment Plan, Series A-1 (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-46 | 1000000 | 1011270 |
| Kansas City Industrial Development Authority<br> Historic Northeast Redevelopment Plan, Series A-1 (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-54 | 2400000 | 2352258 |
| Lee's Summit Industrial Development Authority<br> John Knox Village Project, Series A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-15-32 | 500000 | 512157 |
| Lee's Summit Industrial Development Authority<br> John Knox Village Project, Series A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-15-46 | 1255000 | 1187429 |
| Taney County Industrial Development Authority<br> Big Cedar Infrastructure Project (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;10-01-49 | 800000 | 803379 |
| **Montana 0.1%** |  |  |  | **593354** |
| Montana Facility Finance Authority<br> Montana Children's Home and Hospital | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-50 | 800000 | 593354 |
| **Nevada 0.1%** |  |  |  | **532332** |
| City of Las Vegas Special Improvement District No. 816<br> Summerlin Village 22 | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;06-01-46 | 695000 | 532332 |
| **New Hampshire 3.5%** |  |  |  | **17322091** |
| New Hampshire Business Finance Authority<br> Bridgeland Water & Utility District (A) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;12-15-35 | 2714000 | 2714588 |
| New Hampshire Business Finance Authority<br> Grand Pines Project (A) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-01-39 | 1523000 | 1528904 |

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8 JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **New Hampshire (continued)** |  |  |  |  |
| New Hampshire Business Finance Authority<br> Katy Court Project, GO (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;12-01-32 | 1000000 | $1004250 |
| New Hampshire Business Finance Authority<br> Lariat Phase 2 Project, GO (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.826 | &nbsp;&nbsp;12-15-32 | 2000000 | 1268602 |
| New Hampshire Business Finance Authority<br> Megatel Projects (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;5.986 | &nbsp;&nbsp;12-15-33 | 3000000 | 1894341 |
| New Hampshire Business Finance Authority<br> Princeton Area Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;12-01-30 | 802000 | 803362 |
| New Hampshire Business Finance Authority<br> Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;07-01-43 | 500000 | 418374 |
| New Hampshire Business Finance Authority<br> Silverado Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-28 | 1495000 | 1495642 |
| New Hampshire Business Finance Authority<br> Springpoint Senior Living | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-01-41 | 1000000 | 965241 |
| New Hampshire Business Finance Authority<br> Springpoint Senior Living | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-01-51 | 500000 | 416330 |
| New Hampshire Business Finance Authority<br> Tamarron Project, GO (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;12-01-35 | 3000000 | 3000053 |
| New Hampshire Business Finance Authority<br> The Wildflower Project (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.335 | &nbsp;&nbsp;12-15-33 | 2946000 | 1812404 |
| **New Jersey 1.0%** |  |  |  | **4995364** |
| New Jersey Economic Development Authority<br> Repauno Port and Rail Terminal Project, AMT (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;01-01-35 | 1000000 | 1053922 |
| New Jersey Economic Development Authority<br> Repauno Port and Rail Terminal Project, AMT (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;01-01-45 | 3000000 | 3148573 |
| New Jersey Health Care Facilities Financing Authority<br> St. Joseph's Healthcare System | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-48 | 440000 | 383894 |
| The Passaic County Improvement Authority<br> Paterson Charter School for Science & Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-44 | 400000 | 408975 |
| **New York 10.5%** |  |  |  | **51916528** |
| Albany Capital Resource Corp.<br> KIPP Capital Region Public Charter Schools Project | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;06-01-44 | 125000 | 122938 |
| Build NYC Resource Corp.<br> Bold Charter School Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-60 | 1500000 | 1518428 |
| Build NYC Resource Corp.<br> Renaissance Charter School 2 Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;06-15-45 | 1000000 | 1012814 |
| Build NYC Resource Corp.<br> Renaissance Charter School 2 Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-15-55 | 1000000 | 990535 |
| Build NYC Resource Corp.<br> Renaissance Charter School 2 Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;06-15-60 | 1000000 | 1008934 |
| Build NYC Resource Corp.<br> RiverSpring Health Senior Living, Inc. Project, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;12-15-55 | 1000000 | 1008013 |
| Build NYC Resource Corp.<br> RiverSpring Health Senior Living, Inc. Project, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;12-15-65 | 2000000 | 2006607 |
| Build NYC Resource Corp.<br> Seton Education Partners Brilla Project, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-01-41 | 1000000 | 912181 |
| Build NYC Resource Corp.<br> South Bronx Charter School for International Culture and the Arts Project, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-15-53 | 750000 | 772459 |
| City of New York<br> Series G-1, GO (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;02-01-53 | 20000000 | 21198278 |
| Dutchess County Local Development Corp.<br> Health Quest Systems, Inc., Series B | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-41 | 1565000 | 1540653 |
| Erie Tobacco Asset Securitization Corp.<br> Series A (A)(B) | &nbsp;&nbsp;10.994 | &nbsp;&nbsp;06-01-60 | 15000000 | 399659 |
| Nassau County Tobacco Settlement Corp.<br> Series D (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.237 | &nbsp;&nbsp;06-01-60 | 12000000 | 556739 |
| New York Counties Tobacco Trust IV<br> Series F (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.083 | &nbsp;&nbsp;06-01-60 | 17000000 | 828272 |
| New York State Environmental Facilities Corp.<br> Casella Waste System, Inc. Project, Series R-2, AMT (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;09-01-50 | 1000000 | 1055314 |
| New York Transportation Development Corp.<br> Delta Airlines, Inc., Laguardia Airport Terminals C&D Redevelopment, AMT | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;10-01-45 | 1000000 | 963748 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT 9

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **New York (continued)** |  |  |  |  |
| New York Transportation Development Corp.<br> John F. Kennedy International Airport New Terminal One Project, AMT | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;06-30-60 | 3000000 | $3010943 |
| New York Transportation Development Corp.<br> John F. Kennedy International Airport New Terminal One Project, AMT | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-30-59 | 1000000 | 1066387 |
| New York Transportation Development Corp.<br> Laguardia Airport Terminal B Redevelopment Project, AMT | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-46 | 2810000 | 2811097 |
| Oneida Indian Nation of New York<br> Series A (A) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;09-01-34 | 930000 | 954811 |
| Oneida Indian Nation of New York<br> Series B (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;09-01-43 | 250000 | 273133 |
| Riverhead Industrial Development Agency<br> Riverhead Charter School Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-01-40 | 1885000 | 2005179 |
| Suffolk Regional Off-Track Betting Corp. | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-01-53 | 500000 | 511536 |
| Ulster County Capital Resource Corp.<br> Woodland Pond at New Paltz Project (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;09-15-59 | 1000000 | 1010219 |
| Westchester County Local Development Corp.<br> Sunrise of Tarrytown Project, Series A (A) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;12-01-65 | 2000000 | 2060222 |
| Westchester County Local Development Corp.<br> The Knolls Project, Series A | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;07-01-55 | 300000 | 250453 |
| Westchester County Local Development Corp.<br> Westchester Medical Center Obligated Group Project (E) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-01-51 | 1025000 | 1047564 |
| Westchester County Local Development Corp.<br> Westchester Medical Center Obligated Group Project | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;11-01-52 | 990000 | 1019412 |
| **North Carolina 0.3%** |  |  |  | **1674514** |
| North Carolina Medical Care Commission<br> Penick Village Project, Series A | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;09-01-54 | 1665000 | 1674514 |
| **Ohio 4.7%** |  |  |  | **23014565** |
| Buckeye Tobacco Settlement Financing Authority<br> Series A-2, Class 1 | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;06-01-48 | 1770000 | 1284113 |
| Buckeye Tobacco Settlement Financing Authority<br> Series A-2, Class 1 | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-01-48 | 1550000 | 1345148 |
| Buckeye Tobacco Settlement Financing Authority<br> Series B-2, Class 2 | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-55 | 8215000 | 6783241 |
| Buckeye Tobacco Settlement Financing Authority<br> Series B-3, Class 2 (B) | &nbsp;&nbsp;8.395 | &nbsp;&nbsp;06-01-57 | 15000000 | 1163978 |
| County of Lucas<br> Promedica Healthcare, Series A | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;11-15-48 | 2680000 | 2672894 |
| County of Lucas<br> Promedica Healthcare, Series B | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-15-45 | 1285000 | 1148777 |
| County of Montgomery<br> Solvita Project | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;09-01-54 | 1000000 | 1013069 |
| Dayton-Montgomery County Port Authority<br> Dayton Regional STEM School, Inc. Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-32 | 375000 | 404437 |
| Dayton-Montgomery County Port Authority<br> Dayton Regional STEM School, Inc. Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-44 | 500000 | 512490 |
| Dayton-Montgomery County Port Authority<br> Dayton Regional STEM School, Inc. Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-60 | 605000 | 594691 |
| Greene County Port Authority<br> Community First Solutions Obligated Group, Series B | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-15-55 | 1000000 | 979704 |
| Ohio Air Quality Development Authority<br> Pratt Paper LLC Project, AMT (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-15-48 | 1000000 | 951853 |
| Port of Greater Cincinnati Development Authority<br> Gallery at Kenwood - Cooperative Township Public Parking Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-01-51 | 2160000 | 2162941 |
| Port of Greater Cincinnati Development Authority<br> RBM Phase 3 Garage Project | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;12-01-55 | 1000000 | 997212 |
| Southeastern Ohio Port Authority<br> Marietta Memorial Hospital | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-35 | 1000000 | 1000017 |
| **Oklahoma 0.6%** |  |  |  | **2971264** |
| Oklahoma Development Finance Authority<br> OU Medicine Project, Series B | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;08-15-52 | 1000000 | 1002842 |

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10 JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Oklahoma (continued)** |  |  |  |  |
| Tulsa Authority for Economic Opportunity<br> Vast Bank Project (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;12-01-43 | 900000 | $830380 |
| Tulsa Municipal Airport Trust<br> American Airlines, Inc. Project, AMT | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;12-01-40 | 1000000 | 1138042 |
| **Oregon 0.7%** |  |  |  | **3244395** |
| Clackamas County Hospital Facility Authority<br> Mary's Woods at Marylhurst, Inc. Project, Series A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-15-38 | 220000 | 222073 |
| Oregon State Facilities Authority<br> Redmond Proficiency Academy Project, Series A (A) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-15-55 | 710000 | 713187 |
| Oregon State Facilities Authority<br> Redmond Proficiency Academy Project, Series A (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-65 | 1000000 | 1022552 |
| Oregon State Facilities Authority<br> Southern Oregon Goodwill Project, Series A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-40 | 325000 | 343735 |
| Salem Hospital Facility Authority<br> Capital Manor Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-15-53 | 975000 | 942848 |
| **Pennsylvania 3.5%** |  |  |  | **17374732** |
| Allentown Commercial and Industrial Development Authority<br> Lincoln Leadership Academy Charter School Project | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-15-38 | 600000 | 635451 |
| Allentown Commercial and Industrial Development Authority<br> Lincoln Leadership Academy Charter School Project | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-53 | 500000 | 513915 |
| Allentown Neighborhood Improvement Zone Development Authority<br> City Center Project (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-01-42 | 1450000 | 1515221 |
| Allentown Neighborhood Improvement Zone Development Authority<br> City Center Project (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;05-01-32 | 750000 | 817968 |
| Allentown Neighborhood Improvement Zone Development Authority<br> City Center Project (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;05-01-42 | 1000000 | 1114435 |
| Beaver County Industrial Development Authority<br> FirstEnergy Generation Project, Series B | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;10-01-47 | 3030000 | 2597823 |
| Berks County Municipal Authority<br> Tower Health Project, Series A-4 | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-30-39 | 1638000 | 1373717 |
| Berks County Municipal Authority<br> Tower Health Project, Series B-2 (0.000% to 11-15-29, then 8.000% thereafter) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;06-30-44 | 1216000 | 682138 |
| Bucks County Industrial Development Authority<br> Grand View Hospital Project | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-46 | 100000 | 91445 |
| Chester County Industrial Development Authority<br> Collegium Charter School Project (A) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;10-15-42 | 1000000 | 1020411 |
| Lancaster County Hospital Authority<br> Brethren Village Project | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;07-01-28 | 150000 | 150246 |
| Lancaster Industrial Development Authority<br> Landis Homes Retirement Community Project | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-46 | 1470000 | 1308205 |
| Lancaster Industrial Development Authority<br> Landis Homes Retirement Community Project | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-51 | 1000000 | 839010 |
| Pennsylvania Economic Development Financing Authority<br> Eastern University Project | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;10-01-55 | 2000000 | 2000249 |
| Pennsylvania Economic Development Financing Authority<br> Presbyterian Senior Living Project, Series B-1 | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-01-49 | 1000000 | 1015061 |
| Philadelphia Authority for Industrial Development<br> Discovery Charter School, Inc. Project (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;04-15-42 | 625000 | 623242 |
| Philadelphia Authority for Industrial Development<br> Philadelphia E&T Charter High School, Series A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-01-56 | 1400000 | 1076195 |
| **Puerto Rico 1.3%** |  |  |  | **6261613** |
| Puerto Rico Commonwealth<br> CW Guarantee Bond Claims, GO (B) | &nbsp;&nbsp;2.153 | &nbsp;&nbsp;11-01-43 | 3075117 | 2098767 |
| Puerto Rico Commonwealth<br> Series A-1, GO | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-41 | 1550000 | 1502350 |
| Puerto Rico Commonwealth<br> Series A-1, GO | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-46 | 1615 | 1456 |
| Puerto Rico Sales Tax Financing Corp.<br> Sales Tax Revenue, Series A-1 (B) | &nbsp;&nbsp;5.106 | &nbsp;&nbsp;07-01-46 | 2475000 | 885781 |
| Puerto Rico Sales Tax Financing Corp.<br> Sales Tax Revenue, Series A-1 (B) | &nbsp;&nbsp;5.352 | &nbsp;&nbsp;07-01-51 | 3450000 | 903133 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT 11

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Puerto Rico (continued)** |  |  |  |  |
| Puerto Rico Sales Tax Financing Corp.<br> Sales Tax Revenue, Series A-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.784 | &nbsp;&nbsp;07-01-58 | 900000 | $870126 |
| **South Carolina 1.8%** |  |  |  | **8842618** |
| South Carolina Jobs-Economic Development Authority<br> Beaufort Memorial Hospital & South of Broad Healthcare Project | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;11-15-54 | 3525000 | 3609734 |
| South Carolina Jobs-Economic Development Authority<br> Bishop Gadsden Episcopal Retirement Community | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-01-51 | 360000 | 364299 |
| South Carolina Jobs-Economic Development Authority<br> Charleston Southern University, Series C | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;09-01-55 | 1935000 | 1975800 |
| South Carolina Jobs-Economic Development Authority<br> Last Step Recycling Project, Series A, AMT (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;06-01-40 | 1000000 | 110000 |
| South Carolina Jobs-Economic Development Authority<br> Last Step Recycling Project, Series A, AMT (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-01-51 | 4000000 | 440000 |
| South Carolina Jobs-Economic Development Authority<br> Lowcountry Leadership Charter School Project, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-49 | 2000000 | 1872201 |
| South Carolina Jobs-Economic Development Authority<br> Ocean Collegiate Academy Project, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-15-44 | 465000 | 460542 |
| South Carolina Jobs-Economic Development Authority<br> Still Hopes Episcopal Retirement Community | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-01-37 | 10000 | 10042 |
| **Texas 6.2%** |  |  |  | **30746221** |
| Arlington Higher Education Finance Corp.<br> Basis Texas Charter Schools (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-15-65 | 1900000 | 1934837 |
| Arlington Higher Education Finance Corp.<br> Magellan International School (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;06-01-52 | 1000000 | 1016084 |
| Board of Managers Joint Guadalupe County<br> City of Seguin Hospital | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-45 | 1000000 | 963421 |
| Brazoria County Industrial Development Corp.<br> Aleon Renewable Metals LLC Project, AMT (A)(D) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;06-01-42 | 1874737 | 93737 |
| Brazoria County Industrial Development Corp.<br> Aleon Renewable Metals LLC Project, AMT (A)(D) | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;06-01-43 | 4804014 | 240201 |
| Brazoria County Industrial Development Corp.<br> Gladieux Metals Recycling LLC Project, AMT (D) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-01-39 | 1255000 | 62750 |
| Brazoria County Industrial Development Corp.<br> Gladieux Metals Recycling LLC Project, AMT (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;03-01-39 | 1900000 | 95000 |
| Brooks Development Authority<br> Hotel Revenue (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;08-15-36 | 1500000 | 1516492 |
| Brooks Development Authority<br> Series B (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-15-47 | 1250000 | 1329696 |
| City of Houston Airport System Revenue<br> United Airlines, Inc. Terminal Project, AMT | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-15-41 | 1000000 | 945478 |
| City of Houston Airport System Revenue<br> United Airlines, Inc. Terminal Project, Series B, AMT | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;07-15-38 | 1850000 | 2034569 |
| City of Houston Airport System Revenue<br> United Airlines, Inc. Terminal Project, Series C, AMT | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-28 | 1100000 | 1141080 |
| City of Pflugerville<br> Meadowlark Preserve Public Improvement District Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;09-01-45 | 500000 | 504605 |
| City of Pflugerville<br> Meadowlark Preserve Public Improvement District Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;09-01-55 | 640000 | 640202 |
| Clifton Higher Education Finance Corp.<br> Valor Education, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-15-34 | 325000 | 328464 |
| Clifton Higher Education Finance Corp.<br> Valor Education, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;06-15-44 | 575000 | 567239 |
| Clifton Higher Education Finance Corp.<br> Valor Education, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-54 | 450000 | 426434 |
| Gulf Coast Industrial Development Authority<br> CITGO Petroleum Corp. Project, AMT | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;04-01-28 | 1000000 | 1001645 |
| Harris County Cultural Education Facilities Finance Corp.<br> Brazos Presbyterian Homes Project | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-01-37 | 35000 | 35131 |
| Houston Higher Education Finance Corp.<br> Houston Christian University Project | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;10-01-54 | 240000 | 235492 |
| Lake Houston Redevelopment Authority<br> Reinvestment Zone No. 10 | &nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;09-01-41 | 50000 | 37990 |

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12 JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Texas (continued)** |  |  |  |  |
| Lake Houston Redevelopment Authority<br> Reinvestment Zone No. 10 | &nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;09-01-47 | 50000 | $36013 |
| New Hope Cultural Education Facilities Finance Corp.<br> Legacy Midtown Park Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;07-01-54 | 505000 | 429441 |
| New Hope Cultural Education Facilities Finance Corp.<br> Legacy Midtown Park Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;07-01-44 | 305000 | 320525 |
| New Hope Cultural Education Facilities Finance Corp.<br> Legacy Midtown Park Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;07-01-56 | 200000 | 205466 |
| New Hope Cultural Education Facilities Finance Corp.<br> Sanctuary LTC Project, Series A-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-01-32 | 1150000 | 1191017 |
| New Hope Cultural Education Facilities Finance Corp.<br> Sanctuary LTC Project, Series A-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;01-01-42 | 1000000 | 1003337 |
| New Hope Cultural Education Facilities Finance Corp.<br> Sanctuary LTC Project, Series A-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;01-01-57 | 2020000 | 1851241 |
| New Hope Cultural Education Facilities Finance Corp.<br> Series A | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;10-01-35 | 600000 | 644951 |
| New Hope Cultural Education Facilities Finance Corp.<br> Series A | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-01-45 | 1000000 | 1050922 |
| New Hope Cultural Education Facilities Finance Corp.<br> Series A | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-01-60 | 890000 | 920441 |
| Port of Beaumont Navigation District<br> Jefferson Gulf Coast Energy Project, Series A, AMT (A) | &nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;01-01-36 | 1000000 | 855994 |
| Port of Beaumont Navigation District<br> Jefferson Gulf Coast Energy Project, Series A, AMT (A) | &nbsp;&nbsp;&nbsp;&nbsp;2.875 | &nbsp;&nbsp;01-01-41 | 500000 | 386556 |
| Port of Beaumont Navigation District<br> Jefferson Gulf Coast Energy Project, Series A, AMT (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;01-01-35 | 965000 | 913207 |
| Port of Beaumont Navigation District<br> Jefferson Gulf Coast Energy Project, Series A, AMT (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;01-01-44 | 500000 | 500530 |
| Port of Beaumont Navigation District<br> Jefferson Gulf Coast Energy Project, Series B (A) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;07-01-26 | 700000 | 701522 |
| Red River Education Finance Corp.<br> Houston Baptist University Project | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;10-01-46 | 3850000 | 3856628 |
| San Antonio Education Facilities Corp.<br> Hallmark University Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;10-01-51 | 615000 | 527144 |
| Texas Municipal Gas Acquisition & Supply Corp.<br> Series D | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;12-15-26 | 195000 | 200739 |
| **Utah 2.3%** |  |  |  | **11267963** |
| Mida Cormont Public Infrastructure District<br> Series A-1, GO (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;06-01-55 | 1000000 | 1053422 |
| Mida Cormont Public Infrastructure District<br> Series A-2, GO (0.000% to 6-1-29, then 6.750% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;06-01-55 | 1500000 | 1295689 |
| Mida Mountain Village Public Infrastructure District<br> Series 1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-01-50 | 875000 | 888865 |
| Mida Mountain Village Public Infrastructure District<br> Series 1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-01-55 | 1000000 | 1006627 |
| Mida Mountain Village Public Infrastructure District<br> Series 2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-54 | 500000 | 515468 |
| Mida Mountain Village Public Infrastructure District<br> Series 2 (0.000% to 6-1-31, then 5.750% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;06-01-43 | 1450000 | 1120649 |
| Pine View Public Infrastructure District No. 2<br> Fireflight Assessment Area No. 1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;12-01-55 | 2500000 | 2519856 |
| Utah Infrastructure Agency<br> Telecommunication Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;10-15-35 | 300000 | 302503 |
| Wolf Creek Infrastructure Financing District No. 1<br> Wolf Creek Assessment Area No. 1 | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-44 | 2000000 | 2078715 |
| Wood Ranch Public Infrastructure District<br> Assessment Area No. 1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;12-01-53 | 479718 | 486169 |
| **Vermont 0.3%** |  |  |  | **1317238** |
| Vermont Economic Development Authority<br> Wake Robin Corp. Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;05-01-45 | 30000 | 26306 |
| Vermont Economic Development Authority<br> Wake Robin Corp. Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-01-47 | 1320000 | 1290932 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT 13

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Virgin Islands 1.2%** |  |  |  | **$5915307** |
| Virgin Islands Hotel Development Financing Corp.<br> Frenchman's Reef Hotel Acquisition Project, Series A-1 | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-01-55 | 3885000 | 3898150 |
| Virgin Islands Public Finance Authority<br> Frenchman's Reef Hotel Development, Series A (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;04-01-53 | 2000000 | 2017157 |
| **Virginia 1.5%** |  |  |  | **7374084** |
| Tobacco Settlement Financing Corp.<br> Series B1 | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-47 | 3000000 | 2543609 |
| Tobacco Settlement Financing Corp.<br> Series D (B) | &nbsp;&nbsp;6.546 | &nbsp;&nbsp;06-01-47 | 4000000 | 1019143 |
| Virginia College Building Authority<br> Regent University Project | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-01-46 | 1755000 | 1533696 |
| Virginia College Building Authority<br> Regent University Project | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-01-50 | 1000000 | 1064798 |
| Virginia Small Business Financing Authority<br> 95 Express Lanes LLC Project, AMT | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-39 | 1210000 | 1212838 |
| **Washington 2.8%** |  |  |  | **13869065** |
| King County Public Hospital District No. 4<br> Snoqualmie Valley Health, Series A | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;12-01-60 | 1500000 | 1537600 |
| Skagit County Public Hospital District No. 1<br> Skagit Regional Health | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;12-01-54 | 1000000 | 1027257 |
| Washington Economic Development Finance Authority<br> Husky Terminal Improvement Project, AMT | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;12-01-45 | 1500000 | 1525359 |
| Washington State Convention Center Public Facilities District<br> Series B | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;07-01-58 | 1000000 | 673290 |
| Washington State Housing Finance Commission<br> Bayview Manor Homes, Series A (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-36 | 1460000 | 1462235 |
| Washington State Housing Finance Commission<br> Bayview Manor II Project, Series A (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-60 | 1000000 | 1027990 |
| Washington State Housing Finance Commission<br> Bayview Manor Project (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-59 | 1500000 | 1541985 |
| Washington State Housing Finance Commission<br> Horizon House Project, Series A | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-01-56 | 3000000 | 3014522 |
| Washington State Housing Finance Commission<br> Parkshore Juanita Bay Project, Series A (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-01-59 | 1000000 | 989992 |
| Washington State Housing Finance Commission<br> Seattle Academy of Arts and Sciences Project (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-01-59 | 1000000 | 1068835 |
| **West Virginia 0.5%** |  |  |  | **2654507** |
| County of Ohio<br> The Highlands Project | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;06-01-53 | 2665000 | 2654507 |
| **Wisconsin 11.1%** |  |  |  | **54778589** |
| Public Finance Authority<br> A Challenge Foundation Academy (A) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;07-01-58 | 1030000 | 1052002 |
| Public Finance Authority<br> AFCO Airport Real Estate Group, AMT | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;07-01-38 | 250000 | 268806 |
| Public Finance Authority<br> Alpha Ranch Project, GO (A)(B) | &nbsp;&nbsp;6.021 | &nbsp;&nbsp;12-15-38 | 2065000 | 966792 |
| Public Finance Authority<br> Campus Real Estate Holding Corp. LLC Project, Series A | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-01-55 | 305000 | 310197 |
| Public Finance Authority<br> Cincinnati Classical Academy, Series A (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-15-54 | 400000 | 400728 |
| Public Finance Authority<br> Cincinnati Classical Academy, Series A (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-64 | 1000000 | 1001513 |
| Public Finance Authority<br> College Achieve Paterson Charter School (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-15-42 | 1000000 | 891297 |
| Public Finance Authority<br> College Achieve Paterson Charter School, Series A (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-15-52 | 1815000 | 1414320 |
| Public Finance Authority<br> Cornerstone Charter Academy Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-01-54 | 685000 | 658176 |
| Public Finance Authority<br> Cornerstone Charter Academy Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-01-64 | 3155000 | 2964318 |

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14 JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Wisconsin (continued)** |  |  |  |  |
| Public Finance Authority<br> Founders Academy of Las Vegas Project, Series A (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-55 | 500000 | $437185 |
| Public Finance Authority<br> Founders Academy of Las Vegas Project, Series A (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-01-53 | 250000 | 259902 |
| Public Finance Authority<br> Friends Homes (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;09-01-49 | 1000000 | 978855 |
| Public Finance Authority<br> Gardner-Webb University (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-31 | 1000000 | 1004933 |
| Public Finance Authority<br> Georgia SR 400 Express Lanes Project, AMT | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-31-65 | 2000000 | 2091644 |
| Public Finance Authority<br> Georgia SR 400 Express Lanes Project, AMT | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;12-31-65 | 4000000 | 4447400 |
| Public Finance Authority<br> Gray Collegiate Academy Project, Series A (A) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-15-49 | 2500000 | 2464241 |
| Public Finance Authority<br> Heritage Bend Project (A)(B) | &nbsp;&nbsp;7.013 | &nbsp;&nbsp;12-15-42 | 9500000 | 2993155 |
| Public Finance Authority<br> Mary's Woods at Marylhurst Project, Series A (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-15-52 | 1000000 | 978252 |
| Public Finance Authority<br> Midtown Project (A)(B) | &nbsp;&nbsp;5.859 | &nbsp;&nbsp;12-15-34 | 1811000 | 1089666 |
| Public Finance Authority<br> Million Air Three LLC General Aviation Facilities Project, Series A, AMT (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;09-01-30 | 400000 | 422358 |
| Public Finance Authority<br> Million Air Three LLC General Aviation Facilities Project, Series A, AMT (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;09-01-46 | 700000 | 726293 |
| Public Finance Authority<br> Millville Public Charter School Project, Series A (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-01-61 | 2400000 | 2335655 |
| Public Finance Authority<br> Northspur Project (A)(B) | &nbsp;&nbsp;6.232 | &nbsp;&nbsp;12-15-32 | 3000000 | 1977471 |
| Public Finance Authority<br> Revolution Academy, Series A (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-01-53 | 1000000 | 1025785 |
| Public Finance Authority<br> Roseman University of Health Sciences Project (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;04-01-42 | 490000 | 453751 |
| Public Finance Authority<br> Roseman University of Health Sciences Project (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;04-01-42 | 10000 | 10831 |
| Public Finance Authority<br> Roseman University of Health Sciences Project (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;04-01-52 | 780000 | 629641 |
| Public Finance Authority<br> Roseman University of Health Sciences Project (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;04-01-52 | 20000 | 21662 |
| Public Finance Authority<br> Shining Rock Classical Academy | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-52 | 2000000 | 1794636 |
| Public Finance Authority<br> Sky Harbour Capital III LLC Aviation Facilities Project, AMT (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-60 | 2000000 | 2047708 |
| Public Finance Authority<br> Sky Harbour Capital LLC Aviation Facilities Project, AMT | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;07-01-54 | 2000000 | 1709781 |
| Public Finance Authority<br> Southminster, Inc. (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;10-01-53 | 225000 | 213920 |
| Public Finance Authority<br> Town of Scarborough - The Downs Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-01-39 | 1525000 | 1580074 |
| Public Finance Authority<br> Two Step Project (A)(B) | &nbsp;&nbsp;5.993 | &nbsp;&nbsp;12-15-34 | 2550000 | 1517027 |
| Public Finance Authority<br> University of Hawaii Foundation Project (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-61 | 500000 | 358323 |
| Public Finance Authority<br> University of Hawaii Foundation Project (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-01-61 | 250000 | 200520 |
| Public Finance Authority<br> Viticus Group Project, Series A (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;12-01-41 | 1500000 | 1362520 |
| Public Finance Authority<br> Viticus Group Project, Series A (A) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12-01-51 | 500000 | 398885 |
| Public Finance Authority<br> Viticus Group Project, Series A (A) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;12-01-55 | 1400000 | 1434327 |
| Wisconsin Health & Educational Facilities Authority<br> Cedar Crest, Inc., Series A | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;04-01-57 | 900000 | 797185 |
| Wisconsin Health & Educational Facilities Authority<br> Chiara Housing and Services, Inc. Project | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-60 | 1850000 | 1878388 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT 15

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Wisconsin (continued)** |  |  |  |  |
| Wisconsin Health & Educational Facilities Authority<br> Chiara Housing and Services, Inc. Project | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-01-60 | 1500000 | $1584338 |
| Wisconsin Health & Educational Facilities Authority<br> Dickson Hollow Phase II Project | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;10-01-59 | 1000000 | 1044047 |
| Wisconsin Health & Educational Facilities Authority<br> Hope Christian Schools | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;12-01-51 | 750000 | 528938 |
| Wisconsin Health & Educational Facilities Authority<br> Hope Christian Schools | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;12-01-56 | 1500000 | 1014908 |
| Wisconsin Health & Educational Facilities Authority<br> Three Pillars Senior Living Communities, Series A | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;08-15-59 | 1000000 | 1036235 |
| **Corporate bonds 0.0%** |  |  |  | **$213560** |
| (Cost $1,889,425) |  |  |  |  |
| **Materials 0.0%** |  |  |  | &nbsp;&nbsp;&nbsp;**213560** |
| **Paper and forest products 0.0%** |  |  |  |  |
| Domtar Corp. (A) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;10-01-28 | 281000 | &nbsp;&nbsp;&nbsp;&nbsp;213560 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 0.9%** |  |  | **$4267639** |
| (Cost $4,267,779) |  |  |  |
| **Short-term funds 0.9%** |  |  |  |
| John Hancock Collateral Trust (F) | &nbsp;&nbsp;3.5447(G) | 426636 | 4267639 |
| **Total investments (Cost $527,738,899) 107.2%** | **Total investments (Cost $527,738,899) 107.2%** |  | **$528808300** |
| **Other assets and liabilities, net (7.2%)** |  |  | **(35455554)** |
| **Total net assets 100.0%** |  |  | **$493352746** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| ^All par values are denominated in U.S. dollars unless otherwise indicated. | ^All par values are denominated in U.S. dollars unless otherwise indicated. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| AMT | Interest earned from these securities may be considered a tax preference item for purpose of the Federal Alternative Minimum Tax. |
| GO | General Obligation |
| (A) | This security is exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $229,499,557 or 46.5% of the fund's net assets as of 2-28-26. |
| (B) | Zero coupon bonds are issued at a discount from their principal amount in lieu of paying interest periodically. Rate shown is the effective yield at period end. |
| (C) | All or a portion of this security represents the municipal bond held by a trust that issues residual inverse floating rate interests. |
| (D) | Non-income producing - Issuer is in default. |
| (E) | Bond is insured by one or more of the companies listed in the insurance coverage table below. |
| (F) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
| (G) | The rate shown is the annualized seven-day yield as of 2-28-26. |

---

---

| | |
|:---|:---|
| **Insurance coverage** | &nbsp;&nbsp;**As a % of total<br> investments** |
| Assured Guaranty Corp. | &nbsp;&nbsp;&nbsp;0.8 |
| **TOTAL** | &nbsp;&nbsp;**0.8** |

---

The fund had the following portfolio composition as a percentage of total investments on 2-28-26:

---

| | |
|:---|:---|
| **General obligation bonds** | &nbsp;&nbsp;&nbsp;&nbsp;**9.6%** |
| **Revenue bonds** | &nbsp;&nbsp;&nbsp;**89.6%** |
| Health care | &nbsp;&nbsp;&nbsp;&nbsp;21.6% |
| Education | &nbsp;&nbsp;&nbsp;&nbsp;18.4% |
| Other revenue | &nbsp;&nbsp;&nbsp;&nbsp;15.2% |
| Development | &nbsp;&nbsp;&nbsp;&nbsp;12.7% |
| Airport | &nbsp;&nbsp;&nbsp;&nbsp;7.7% |
| Tobacco | &nbsp;&nbsp;&nbsp;&nbsp;5.3% |
| Transportation | &nbsp;&nbsp;&nbsp;&nbsp;3.6% |
| Housing | &nbsp;&nbsp;&nbsp;&nbsp;2.9% |
| Pollution | &nbsp;&nbsp;&nbsp;&nbsp;0.9% |
| Water and sewer | &nbsp;&nbsp;&nbsp;&nbsp;0.7% |
| Facilities | &nbsp;&nbsp;&nbsp;&nbsp;0.6% |

---

16 JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | |
|:---|:---|
| **Short-term investments** | &nbsp;&nbsp;&nbsp;&nbsp;**0.8%** |
| **TOTAL** | **100.0%** |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT 17

------

Notes to Fund's investments (unaudited)

**Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the NYSE pursuant to the Valuation Policies and Procedures of the Advisor, John Hancock Investment Management LLC, the fund's valuation designee.**

In order to value the securities, the fund uses the following valuation techniques: Debt obligations are typically valued based on evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Investments by the fund in open-end mutual funds, including John Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day.

Other portfolio securities and assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the Pricing Committee following procedures established by the Advisor and adopted by the Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such securities existed.

The fund uses a three tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities, including registered investment companies. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities valued using significant unobservable inputs when market prices are not readily available or reliable, including the Advisor's assumptions in determining the fair value of investments. Factors used in determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.

The following is a summary of the values by input classification of the fund's investments as of February 28, 2026, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 2-28-26** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal bonds | **$524327101** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $524327101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**213560** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4267639** | $4267639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$528808300** | **$4267639** | **$524540661** | **—** |

---

**Investment in affiliated underlying funds. The fund may invest in affiliated underlying funds that are managed by the Advisor and its affiliates. Information regarding the fund's fiscal year to date purchases and sales of the affiliated underlying funds as well as income and capital gains earned by the fund, if any, is as follows:**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| John Hancock Collateral Trust | 426636 | $1819147 | $132216919 | $(129766057) | $(2230) | $(140) | $151724 |  | $4267639 |

---

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

---

| | |
|:---|:---|
| 18 | \| |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Municipal Securities Trust

- **b. Investment Company Act file number:** 811-05968

- **c. CIK number of Registrant:** 0000857769

- **d. LEI of Registrant:** 5493008ZYLKE3XZXD331

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

  - **Street Address 1:** 200 Berkeley Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-543-9634

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

- **a. Name of Series:** High Yield Municipal Bond Fund

- **b. EDGAR series identifier (if any):** S000000651

- **c. LEI of Series:** 549300XENWSHWFK5TX76

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

- **a. Date of fiscal year-end:** 2026-05-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $535921619.28

**Total Liabilities:** $44192969.93

**Net Assets:** $491728649.35

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -492.290944000000 | **1-Year:** -4517.757481000000 | **5-Year:** -22797.671684000000 | **10-Year:** -82073.706656999900 | **30-Year:** -51442.488561000000

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

- **3-Month:** -870.754566000000 | **1-Year:** -12573.185939000000 | **5-Year:** -51415.026465000000 | **10-Year:** -144071.784951000000 | **30-Year:** -77393.976980000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000001874 | -0.17%               | 0.72%                | 1.45%                |
| Class ID C000001876 | -0.23%               | 0.66%                | 1.54%                |
| Class ID C000178765 | -0.15%               | 0.73%                | 1.46%                |
| Class ID C000193018 | -0.29%               | 0.74%                | 1.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-635902.28              | $-1867369.30                               |
| Month 2  | $-196667.74              | $1446726.05                                |
| Month 3  | $51434.17                | $5537764.94                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Lancaster Industrial Development Authority                                         | LANCASTER INDUSTRIAL DEVELOPME LANMED 07/51 FIXED 4           | CUSIP: 51434NAS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $839010.30    | 0.17%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITY OF LAS VEGAS NV SPECIAL I LASGEN 06/46 FIXED 3.125                            | CITY OF LAS VEGAS NV SPECIAL I LASGEN 06/46 FIXED 3.125       | CUSIP: 51779AAP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    695000 | PA      | $532332.19    | 0.11%             | 2046-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LEE COUNTY INDUSTRIAL DEVELOPM LEEMED 11/54 FIXED 5.25                             | LEE COUNTY INDUSTRIAL DEVELOPM LEEMED 11/54 FIXED 5.25        | CUSIP: 52349EEQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $505338.70    | 0.10%             | 2054-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEES SUMMIT INDUSTRIAL DEVELOP LEEFAC 08/46 FIXED 5                                | LEES SUMMIT INDUSTRIAL DEVELOP LEEFAC 08/46 FIXED 5           | CUSIP: 524292AR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1255000 | PA      | $1187429.17   | 0.24%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                                | VIRGINIA COLLEGE BUILDING AUTH VACHGR 06/46 FIXED 4           | CUSIP: 92778FKQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1755000 | PA      | $1533696.08   | 0.31%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                                | VIRGINIA COLLEGE BUILDING AUTH VACHGR 06/50 FIXED 6           | CUSIP: 92778FLY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1064797.60   | 0.22%             | 2050-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                        | VIRGINIA SMALL BUSINESS FINANC VASDEV 07/39 FIXED 4           | CUSIP: 928104PR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1210000 | PA      | $1212837.81   | 0.25%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westchester County Local Development Corporation                                   | WESTCHESTER COUNTY LOCAL DEVEL WSTDEV 11/52 FIXED 6.25        | CUSIP: 95737TFQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    990000 | PA      | $1019411.51   | 0.21%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Westchester County Local Development Corporation                                   | WESTCHESTER COUNTY LOCAL DEVEL WSTDEV 12/65 FIXED OID 6.5     | CUSIP: 95737TGC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2060222.40   | 0.42%             | 2065-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health and Educational Facilities Authority                              | WISCONSIN HEALTH and EDUCATIONAL WISMED 07/60 FIXED 6         | CUSIP: 97671VCQ6<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1878387.51   | 0.38%             | 2060-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 03/57 FIXED OID 3                            | CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 03/57 FIXED OID 3       | CUSIP: 126292BB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1044144.30   | 0.21%             | 2057-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 04/57 FIXED OID 3.25                         | CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 04/57 FIXED OID 3.25    | CUSIP: 126292BG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $740427.90    | 0.15%             | 2057-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 07/56 FIXED OID 3.125                        | CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 07/56 FIXED OID 3.125   | CUSIP: 126292BW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $665538.70    | 0.14%             | 2056-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LEES SUMMIT INDUSTRIAL DEVELOP LEEFAC 08/32 FIXED 5                                | LEES SUMMIT INDUSTRIAL DEVELOP LEEFAC 08/32 FIXED 5           | CUSIP: 524292BE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $512157.20    | 0.10%             | 2032-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Village of Lincolnwood Illinois                                                    | VILLAGE OF LINCOLNWOOD IL LWDGEN 01/41 FIXED 4.82             | CUSIP: 53509AAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1438114 | PA      | $1440419.44   | 0.29%             | 2041-01-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Village of Lincolnwood Illinois                                                    | VILLAGE OF LINCOLNWOOD IL LWDGEN 12/43 FIXED 5.75             | CUSIP: 53509AAB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1230496.92   | 0.25%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities and Community Development Auth | LOUISIANA LOCAL GOVERNMENT ENV LASFAC 06/53 FIXED OID 6.375   | CUSIP: 54628CG55<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1003069.90   | 0.20%             | 2053-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                              | LOUISIANA PUBLIC FACILITIES AU LASFAC 09/66 FIXED 5           | CUSIP: 546399TA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3975000 | PA      | $3857710.87   | 0.78%             | 2066-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 07/61 FIXED 5.25              | CUSIP: 74439YEA5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    250000 | PA      | $200519.53    | 0.04%             | 2061-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 06/55 FIXED OID 5.5           | CUSIP: 74439YGG0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    305000 | PA      | $310197.47    | 0.06%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBEDU 06/52 FIXED OID 6             | CUSIP: 74442EJX9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1794636.40   | 0.36%             | 2052-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lucas County of                                                                    | COUNTY OF LUCAS OH LUCMED 11/45 FIXED OID 4                   | CUSIP: 549310VL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1148776.64   | 0.23%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lucas County of                                                                    | COUNTY OF LUCAS OH LUCMED 11/48 FIXED 5.25                    | CUSIP: 549310WE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2680000 | PA      | $2672893.71   | 0.54%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Finance Authority of Maine                                                         | FINANCE AUTHORITY OF MAINE MESPOL 08/35 FIXED 5               | CUSIP: 56042CAZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $703676.16    | 0.14%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Industrial Development Authority Of The County Of Maricopa                     | MARICOPA COUNTY INDUSTRIAL DEV MARHGR 07/53 FIXED 6.25        | CUSIP: 56678RAP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | PA      | $554188.43    | 0.11%             | 2053-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The Industrial Development Authority Of The County Of Maricopa                     | MARICOPA COUNTY INDUSTRIAL DEV MAREDU 07/52 FIXED 6           | CUSIP: 56681NCW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $377656.46    | 0.08%             | 2052-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Industrial Development Authority Of The County Of Maricopa                     | MARICOPA COUNTY INDUSTRIAL DEV MAREDU 07/61 FIXED 4           | CUSIP: 56681NGM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $754350.20    | 0.15%             | 2061-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Arizona Pollution Control Corporation                              | MARICOPA COUNTY POLLUTION CONT MARPOL 08/42 FIXED 4.5         | CUSIP: 566854EA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000264.70   | 0.20%             | 2042-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Maryland Health and Higher Educational Facilities Authority                        | MARYLAND HEALTH and HIGHER EDUCA MDSMED 07/43 FIXED 5.875     | CUSIP: 57421CFD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $256141.53    | 0.05%             | 2043-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                           | MASSACHUSETTS DEVELOPMENT FINA MASFAC 07/60 FIXED OID 6.5     | CUSIP: 57563WAC2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2850000 | PA      | $2852879.64   | 0.58%             | 2060-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                           | MASSACHUSETTS DEVELOPMENT FINA MASDEV 07/42 FIXED 5           | CUSIP: 57584XQ79<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250265.03    | 0.05%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                           | MASSACHUSETTS DEVELOPMENT FINA MASDEV 07/44 FIXED 5           | CUSIP: 57585BBS6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $511059.80    | 0.10%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                           | MASSACHUSETTS DEVELOPMENT FINA MASDEV 07/54 FIXED OID 5       | CUSIP: 57585BBT4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2356606.08   | 0.48%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                           | MASSACHUSETTS DEVELOPMENT FINA MASDEV 07/60 FIXED OID 5       | CUSIP: 57585BBU1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    780000 | PA      | $756039.41    | 0.15%             | 2060-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN MATHEMATICS and SCIENCE MMTEDU 01/41 FIXED 4                              | MICHIGAN MATHEMATICS and SCIENCE MMTEDU 01/41 FIXED 4         | CUSIP: 59457QAB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $907986.60    | 0.18%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN MATHEMATICS and SCIENCE MMTEDU 01/51 FIXED 4                              | MICHIGAN MATHEMATICS and SCIENCE MMTEDU 01/51 FIXED 4         | CUSIP: 59457QAC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $356670.50    | 0.07%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIDA CORMONT PUBLIC INFRASTRUC MCRDEV 06/55 FIXED 6.25                             | MIDA CORMONT PUBLIC INFRASTRUC MCRDEV 06/55 FIXED 6.25        | CUSIP: 59561JAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1053422.10   | 0.21%             | 2055-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MIDA CORMONT PUBLIC INFRASTRUC MIDA CORMONT PUB-A-2                                | MIDA CORMONT PUBLIC INFRASTRUC MIDA CORMONT PUB-A-2           | CUSIP: 59561JAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1295689.20   | 0.26%             | 2055-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MIDA MOUNTAIN VILLAGE PUBLIC I MMVDEV 06/54 FIXED 6                                | MIDA MOUNTAIN VILLAGE PUBLIC I MMVDEV 06/54 FIXED 6           | CUSIP: 59561UAD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $515468.15    | 0.10%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MIDA MOUNTAIN VILLAGE PUBLIC I MMVDEV 06/50 FIXED OID 5.5                          | MIDA MOUNTAIN VILLAGE PUBLIC I MMVDEV 06/50 FIXED OID 5.5     | CUSIP: 59561UAF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    875000 | PA      | $888865.16    | 0.18%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIDA MOUNTAIN VILLAGE PUBLIC I MMVDEV 06/55 FIXED OID 5.5                          | MIDA MOUNTAIN VILLAGE PUBLIC I MMVDEV 06/55 FIXED OID 5.5     | CUSIP: 59561UAG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1006626.70   | 0.20%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIDA MOUNTAIN VILLAGE PUBLIC I MMVDEV 06/43 INT APROID VAR                         | MIDA MOUNTAIN VILLAGE PUBLIC I MMVDEV 06/43 INT APROID VAR    | CUSIP: 59561UAK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1120648.89   | 0.23%             | 2043-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MIDDLETON COMMUNITY DEVELOPMEN MDDGEN 05/53 FIXED 6.2                              | MIDDLETON COMMUNITY DEVELOPMEN MDDGEN 05/53 FIXED 6.2         | CUSIP: 596681AE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    995000 | PA      | $1040633.09   | 0.21%             | 2053-05-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MIDDLETON COMMUNITY DEVELOPMEN MDDGEN 05/44 FIXED 4.55                             | MIDDLETON COMMUNITY DEVELOPMEN MDDGEN 05/44 FIXED 4.55        | CUSIP: 596681AJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $551008.04    | 0.11%             | 2044-05-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MIDDLETON COMMUNITY DEVELOPMEN MDDGEN 05/55 FIXED 4.75                             | MIDDLETON COMMUNITY DEVELOPMEN MDDGEN 05/55 FIXED 4.75        | CUSIP: 596681AK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $188625.82    | 0.04%             | 2055-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MOBILE COUNTY INDUSTRIAL DEVEL MOBPOL 06/54 FIXED 5                                | MOBILE COUNTY INDUSTRIAL DEVEL MOBPOL 06/54 FIXED 5           | CUSIP: 60733UAA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2975000 | PA      | $2947787.38   | 0.60%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montana Facility Finance Authority                                                 | MONTANA FACILITY FINANCE AUTHO MTSMED 07/50 FIXED 4           | CUSIP: 612043LN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $593353.52    | 0.12%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBEDU 07/58 FIXED 7                 | CUSIP: 74442ELG3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1030000 | PA      | $1052001.52   | 0.21%             | 2058-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBEDU 10/53 FIXED OID 6.25          | CUSIP: 74442ELK4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1025784.50   | 0.21%             | 2053-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Montgomery County of                                                               | COUNTY OF MONTGOMERY OH MONMED 09/54 FIXED 5.25               | CUSIP: 613518DJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1013068.80   | 0.21%             | 2054-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK COUNTIES TOBACCO TRUS NYSGEN 06/60 ZEROCPNOID 0                           | NEW YORK COUNTIES TOBACCO TRUS NYSGEN 06/60 ZEROCPNOID 0      | CUSIP: 62947YAK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  17000000 | PA      | $828272.30    | 0.17%             | 2060-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nassau County Tobacco Settlement Corporation                                       | NASSAU COUNTY TOBACCO SETTLEME NASGEN 06/60 ZEROCPNOID 0      | CUSIP: 63166MCE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12000000 | PA      | $556738.80    | 0.11%             | 2060-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                           | NEW HAMPSHIRE BUSINESS FINANCE NFADEV 07/43 FIXED 3.625       | CUSIP: 63607YAH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $418374.45    | 0.09%             | 2043-07-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                           | NEW HAMPSHIRE BUSINESS FINANCE NFADEV 01/41 FIXED 4           | CUSIP: 63608SAL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $965240.60    | 0.20%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                           | NEW HAMPSHIRE BUSINESS FINANCE NFADEV 01/51 FIXED 4           | CUSIP: 63608SAM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $416330.45    | 0.08%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pflugerville City of                                                               | CITY OF PFLUGERVILLE TX PFLGEN 09/45 FIXED OID 5.125          | CUSIP: 71710FAB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $504604.85    | 0.10%             | 2045-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health and Educational Facilities Authority                              | WISCONSIN HEALTH and EDUCATIONAL WISMED 07/60 FIXED 6.625     | CUSIP: 97671VCU7<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1584337.80   | 0.32%             | 2060-07-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health and Educational Facilities Authority                              | WISCONSIN HEALTH and EDUCATIONAL WISMED 12/51 FIXED 4         | CUSIP: 97712JDS9<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    750000 | PA      | $528938.40    | 0.11%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health and Educational Facilities Authority                              | WISCONSIN HEALTH and EDUCATIONAL WISMED 12/56 FIXED 4         | CUSIP: 97712JDT7<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1014907.65   | 0.21%             | 2056-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health and Educational Facilities Authority                              | WISCONSIN HEALTH and EDUCATIONAL WISMED 04/57 FIXED 5.125     | CUSIP: 97712JFE8<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    900000 | PA      | $797184.54    | 0.16%             | 2057-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Brazoria County Industrial Development Corp                                        | BRAZORIA COUNTY INDUSTRIAL DEV BZIFAC 06/43 FIXED 12          | CUSIP: 10604PAF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4804014 | PA      | $240200.71    | 0.05%             | 2043-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 04/42 FIXED 4                 | CUSIP: 74442PA21<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    490000 | PA      | $453750.68    | 0.09%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 04/52 FIXED 4                 | CUSIP: 74442PA39<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    780000 | PA      | $629641.35    | 0.13%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 12/34 ZEROCPNOID 0            | CUSIP: 74442PF42<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2550000 | PA      | $1517027.13   | 0.31%             | 2034-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 12/38 ZEROCPNOID 0            | CUSIP: 74442PG58<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2065000 | PA      | $966792.32    | 0.20%             | 2038-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 12/34 ZEROCPNOID 0            | CUSIP: 74442PL45<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1811000 | PA      | $1089666.02   | 0.22%             | 2034-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 12/32 ZEROCPNOID 0            | CUSIP: 74442PP41<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $1977470.70   | 0.40%             | 2032-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 12/42 ZEROCPNOID 0            | CUSIP: 74442PQ81<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   9500000 | PA      | $2993154.55   | 0.61%             | 2042-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 12/55 FIXED OID 6.5           | CUSIP: 74442PR98<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1434327.16   | 0.29%             | 2055-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 06/42 FIXED 4                 | CUSIP: 74442PWG6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $891296.80    | 0.18%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 06/52 FIXED 4                 | CUSIP: 74442PWH4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1815000 | PA      | $1414320.42   | 0.29%             | 2052-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 12/41 FIXED OID 4             | CUSIP: 74442PWM3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1362520.35   | 0.28%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 07/31 FIXED 5                 | CUSIP: 74443DFJ5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1004933.00   | 0.20%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKS DEVELOPMENT AUTHORITY BRKDEV 08/47 ADJUSTABLE VAR                           | BROOKS DEVELOPMENT AUTHORITY BRKDEV 08/47 ADJUSTABLE VAR      | CUSIP: 114390AK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1329695.75   | 0.27%             | 2047-08-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKS DEVELOPMENT AUTHORITY BRKDEV 08/36 FIXED OID 5.125                          | BROOKS DEVELOPMENT AUTHORITY BRKDEV 08/36 FIXED OID 5.125     | CUSIP: 11440PAB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1516491.90   | 0.31%             | 2036-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Buckeye Tobacco Settlement Financing Authority                                     | BUCKEYE TOBACCO SETTLEMENT FIN BUCGEN 06/48 FIXED 3           | CUSIP: 118217CW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1770000 | PA      | $1284112.70   | 0.26%             | 2048-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Tobacco Settlement Financing Authority                                     | BUCKEYE TOBACCO SETTLEMENT FIN BUCGEN 06/48 FIXED 4           | CUSIP: 118217CX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1345147.51   | 0.27%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Tobacco Settlement Financing Authority                                     | BUCKEYE TOBACCO SETTLEMENT FIN BUCGEN 06/55 FIXED 5           | CUSIP: 118217CZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8215000 | PA      | $6783240.51   | 1.38%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Tobacco Settlement Financing Authority                                     | BUCKEYE TOBACCO SETTLEMENT FIN BUCGEN 06/57 ZEROCPNOID 0      | CUSIP: 118217DA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $1163977.50   | 0.24%             | 2057-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Northern Tobacco Securitization Corporation                                        | NORTHERN TOBACCO SECURITIZATIO NRTFAC 06/50 FIXED 4           | CUSIP: 66585VBY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1264039.35   | 0.26%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio Air Quality Development Authority                                             | OHIO AIR QUALITY DEVELOPMENT A OHSDEV 01/48 FIXED 4.5         | CUSIP: 67754AAE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $951853.00    | 0.19%             | 2048-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                             | OKLAHOMA DEVELOPMENT FINANCE A OKSMED 08/52 FIXED 5.5         | CUSIP: 67884XCK1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1002842.40   | 0.20%             | 2052-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oneida Indian Nation                                                               | ONEIDA INDIAN NATION OF NEW YO ONEFAC 09/34 FIXED OID 7.25    | CUSIP: 682504AA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    930000 | PA      | $954811.47    | 0.19%             | 2034-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OREGON STATE FACILITIES AUTHOR ORSFAC 06/55 FIXED OID 5.625                        | OREGON STATE FACILITIES AUTHOR ORSFAC 06/55 FIXED OID 5.625   | CUSIP: 68607AAQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    710000 | PA      | $713187.33    | 0.15%             | 2055-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OREGON STATE FACILITIES AUTHOR ORSFAC 06/65 FIXED 6                                | OREGON STATE FACILITIES AUTHOR ORSFAC 06/65 FIXED 6           | CUSIP: 68607AAR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1022551.90   | 0.21%             | 2065-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OREGON STATE FACILITIES AUTHOR ORSFAC 12/40 FIXED 5                                | OREGON STATE FACILITIES AUTHOR ORSFAC 12/40 FIXED 5           | CUSIP: 68608JZP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $343735.05    | 0.07%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORMOND CROSSINGS WEST COMMUNIT ORDDEV 11/47 FIXED 5.75                             | ORMOND CROSSINGS WEST COMMUNIT ORDDEV 11/47 FIXED 5.75        | CUSIP: 68682AAA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $756535.73    | 0.15%             | 2047-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PALM BEACH COUNTY HEALTH FACIL PALMED 06/55 FIXED 5                                | PALM BEACH COUNTY HEALTH FACIL PALMED 06/55 FIXED 5           | CUSIP: 696507UT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $616188.37    | 0.13%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PALM BEACH COUNTY HEALTH FACIL PALMED 11/47 FIXED OID 5                            | PALM BEACH COUNTY HEALTH FACIL PALMED 11/47 FIXED OID 5       | CUSIP: 69651ACD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1010667.80   | 0.21%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Passaic County Improvement Authority                                           | PASSAIC COUNTY IMPROVEMENT AUT PASEDU 07/44 FIXED 5           | CUSIP: 70275QAM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $408975.32    | 0.08%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                              | PENNSYLVANIA ECONOMIC DEVELOPM PASDEV 07/49 FIXED OID 5.25    | CUSIP: 70869PPB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1015060.50   | 0.21%             | 2049-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                              | PENNSYLVANIA ECONOMIC DEVELOPM PASHGR 10/55 FIXED OID 5.375   | CUSIP: 70870KAX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2000249.00   | 0.41%             | 2055-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pflugerville City of                                                               | CITY OF PFLUGERVILLE TX PFLGEN 09/55 FIXED OID 5.375          | CUSIP: 71710FAC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    640000 | PA      | $640202.18    | 0.13%             | 2055-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                  | PHILADELPHIA AUTHORITY FOR IND PHIEDU 06/56 FIXED 4           | CUSIP: 71780CBJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1076194.98   | 0.22%             | 2056-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                  | PHILADELPHIA AUTHORITY FOR IND PHIDEV 04/42 FIXED 5           | CUSIP: 71781XGL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $623242.44    | 0.13%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pompano Beach City of                                                              | CITY OF POMPANO BEACH FL POMGEN 09/56 FIXED 4                 | CUSIP: 732203BJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $734053.86    | 0.15%             | 2056-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prince George County of                                                            | COUNTY OF PRINCE GEORGE'S MD PRIDEV 04/47 FIXED 5.25          | CUSIP: 741724CE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $194934.52    | 0.04%             | 2047-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBEDU 07/55 FIXED 5                 | CUSIP: 744396FT4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    500000 | PA      | $437185.20    | 0.09%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAMPART RANGE METROPOLITAN DIS RAMGEN 12/51 FIXED 4                                | RAMPART RANGE METROPOLITAN DIS RAMGEN 12/51 FIXED 4           | CUSIP: 75157WAC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1222628.40   | 0.25%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Red River Education Finance Corporation                                            | RED RIVER EDUCATION FINANCE CO RVREDU 10/46 FIXED 5.5         | CUSIP: 756870BE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3850000 | PA      | $3856627.78   | 0.78%             | 2046-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RIVER ISLANDS PUBLIC FINANCING RVIGEN 09/48 FIXED OID 5.5                          | RIVER ISLANDS PUBLIC FINANCING RVIGEN 09/48 FIXED OID 5.5     | CUSIP: 76827QJY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1038326.40   | 0.21%             | 2048-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RIVER ISLANDS PUBLIC FINANCING RVIGEN 09/44 FIXED OID 4.5                          | RIVER ISLANDS PUBLIC FINANCING RVIGEN 09/44 FIXED OID 4.5     | CUSIP: 76827QKX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $495258.40    | 0.10%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hamden Town of                                                                     | TOWN OF HAMDEN CT HAM 01/50 FIXED 5                           | CUSIP: 4067927Y1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2110000 | PA      | $1910490.85   | 0.39%             | 2050-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corporation                    | HARRIS COUNTY CULTURAL EDUCATI HAREDU 01/37 FIXED 5           | CUSIP: 414009LD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35130.56     | 0.01%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 09/49 FIXED 5                 | CUSIP: 74444VAM2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $978854.50    | 0.20%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                        | COMMONWEALTH OF PUERTO RICO PRC 07/46 FIXED 4                 | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1615 | PA      | $1455.99      | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bucks County Industrial Development Authority                                      | BUCKS COUNTY INDUSTRIAL DEVELO BUCMED 07/46 FIXED 4           | CUSIP: 11861MBL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $91444.84     | 0.02%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corporation                                                     | BUILD NYC RESOURCE CORP BUIGEN 06/45 FIXED OID 5.25           | CUSIP: 12008EXF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1012813.70   | 0.21%             | 2045-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corporation                                                     | BUILD NYC RESOURCE CORP BUIGEN 06/55 FIXED OID 5.5            | CUSIP: 12008EXH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $990535.30    | 0.20%             | 2055-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corporation                                                     | BUILD NYC RESOURCE CORP BUIGEN 06/60 FIXED OID 5.75           | CUSIP: 12008EXJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1008934.30   | 0.21%             | 2060-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corporation                                                     | BUILD NYC RESOURCE CORP BUIGEN 12/55 FIXED OID 7              | CUSIP: 12008EXR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1008013.10   | 0.20%             | 2055-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corporation                                                     | BUILD NYC RESOURCE CORP BUIGEN 12/65 FIXED OID 7              | CUSIP: 12008EXS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2006607.40   | 0.41%             | 2065-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 10/46 FIXED 3.5                              | CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 10/46 FIXED 3.5         | CUSIP: 126292AL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    995000 | PA      | $871055.54    | 0.18%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 10/56 FIXED 4                                | CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 10/56 FIXED 4           | CUSIP: 126292AM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1663374.20   | 0.34%             | 2056-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 07/56 FIXED 4                                | CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 07/56 FIXED 4           | CUSIP: 126292AU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $311862.88    | 0.06%             | 2056-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                           | NEW HAMPSHIRE BUSINESS FINANCE NFAGEN 12/35 FIXED 5.375       | CUSIP: 63608TAC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2714000 | PA      | $2714588.12   | 0.55%             | 2035-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                           | NEW HAMPSHIRE BUSINESS FINANCE NFAGEN 12/28 FIXED 5           | CUSIP: 63608TAF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1495000 | PA      | $1495641.50   | 0.30%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                           | NEW HAMPSHIRE BUSINESS FINANCE NFAGEN 12/33 ZEROCPNOID 0      | CUSIP: 63608TAN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $1894341.30   | 0.39%             | 2033-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDUCATION FA NHPFAC 10/60 FIXED 6.5                              | NEW HOPE CULTURAL EDUCATION FA NHPFAC 10/60 FIXED 6.5         | CUSIP: 64542UHG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    890000 | PA      | $920440.85    | 0.19%             | 2060-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDUCATION FA NHPFAC 07/44 FIXED 6.75                             | NEW HOPE CULTURAL EDUCATION FA NHPFAC 07/44 FIXED 6.75        | CUSIP: 64542UHM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $320524.59    | 0.07%             | 2044-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                         | CHICAGO BOARD OF EDUCATION CHIEDU 12/46 FIXED OID 5           | CUSIP: 167505WB8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    500000 | PA      | $474934.30    | 0.10%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                         | CHICAGO BOARD OF EDUCATION CHIEDU 12/50 FIXED 6.25            | CUSIP: 167505ZL3<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   2850000 | PA      | $3024172.62   | 0.62%             | 2050-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                         | CHICAGO BOARD OF EDUCATION CHIEDU 12/50 FIXED OID 5.75        | CUSIP: 167505ZM1<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1279585.13   | 0.26%             | 2050-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                           | NEW HAMPSHIRE BUSINESS FINANCE NFAGEN 12/35 FIXED 5.25        | CUSIP: 63608TAB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3000052.50   | 0.61%             | 2035-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                           | NEW HAMPSHIRE BUSINESS FINANCE NFAGEN 12/30 FIXED 5.5         | CUSIP: 63608TAR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    802000 | PA      | $803361.56    | 0.16%             | 2030-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                           | NEW HAMPSHIRE BUSINESS FINANCE NFAGEN 12/33 ZEROCPNOID 0      | CUSIP: 63608TAV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2946000 | PA      | $1812403.65   | 0.37%             | 2033-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                           | NEW HAMPSHIRE BUSINESS FINANCE NFAGEN 06/39 FIXED 5.625       | CUSIP: 63608TAY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1523000 | PA      | $1528903.76   | 0.31%             | 2039-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                           | NEW HAMPSHIRE BUSINESS FINANCE NFAGEN 12/32 ZEROCPNOID 0      | CUSIP: 63608TAZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1268602.20   | 0.26%             | 2032-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IOWA TOBACCO SETTLEMENT AUTHOR TOBGEN 06/65 ZEROCPNOID 0                           | IOWA TOBACCO SETTLEMENT AUTHOR TOBGEN 06/65 ZEROCPNOID 0      | CUSIP: 888805CJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4815000 | PA      | $711964.20    | 0.14%             | 2065-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corporation                                           | TOBACCO SETTLEMENT FINANCING C TOBGEN 06/47 FIXED OID 5       | CUSIP: 88880NAU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2543609.40   | 0.52%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corporation                                           | TOBACCO SETTLEMENT FINANCING C TOBGEN 06/47 ZEROCPNOID 0      | CUSIP: 88880NAX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $1019142.80   | 0.21%             | 2047-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TULSA AUTHORITY FOR ECONOMIC O TUADEV 12/43 FIXED OID 4                            | TULSA AUTHORITY FOR ECONOMIC O TUADEV 12/43 FIXED OID 4       | CUSIP: 899650AA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $830380.23    | 0.17%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TULSA MUNICIPAL AIRPORT TRUST TULAPT 12/40 FIXED 6.25                              | TULSA MUNICIPAL AIRPORT TRUST TULAPT 12/40 FIXED 6.25         | CUSIP: 899661EN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1138041.50   | 0.23%             | 2040-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ULSTER COUNTY CAPITAL RESOURCE ULSGEN 09/59 FIXED OID 5.875                        | ULSTER COUNTY CAPITAL RESOURCE ULSGEN 09/59 FIXED OID 5.875   | CUSIP: 903768AH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1010219.20   | 0.21%             | 2059-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDUCATION FA NHPFAC 07/56 FIXED OID 7.125                        | NEW HOPE CULTURAL EDUCATION FA NHPFAC 07/56 FIXED OID 7.125   | CUSIP: 64542UHN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $205465.90    | 0.04%             | 2056-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                          | NEW JERSEY ECONOMIC DEVELOPMEN NJSDEV 01/35 FIXED OID 6.375   | CUSIP: 64578TAA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1053922.30   | 0.21%             | 2035-01-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District of Jefferson County                           | PORT OF BEAUMONT NAVIGATION DI PTBTRN 01/44 FIXED 5.125       | CUSIP: 73360CAQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $500529.75    | 0.10%             | 2044-01-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District of Jefferson County                           | PORT OF BEAUMONT NAVIGATION DI PTBTRN 07/26 FIXED 10          | CUSIP: 73360CAS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $701521.52    | 0.14%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HESS RANCH METROPOLITAN DISTRI HSRDEV 12/43 FIXED 6.5                              | HESS RANCH METROPOLITAN DISTRI HSRDEV 12/43 FIXED 6.5         | CUSIP: 428111AB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $759908.03    | 0.15%             | 2043-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA HIGHER EDUCATIONAL FAC FLSHGR 07/45 FIXED OID 6                            | FLORIDA HIGHER EDUCATIONAL FAC FLSHGR 07/45 FIXED OID 6       | CUSIP: 42982GAB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2850000 | PA      | $2926091.58   | 0.60%             | 2045-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILLSBOROUGH COUNTY INDUSTRIAL HILMED 08/50 FIXED 4                                | HILLSBOROUGH COUNTY INDUSTRIAL HILMED 08/50 FIXED 4           | CUSIP: 43233AFD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $867623.70    | 0.18%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITY OF HOUSTON TX AIRPORT SYS HOUAPT 07/28 FIXED 5                                | CITY OF HOUSTON TX AIRPORT SYS HOUAPT 07/28 FIXED 5           | CUSIP: 4423487W2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1141080.49   | 0.23%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITY OF HOUSTON TX AIRPORT SYS HOUAPT 07/41 FIXED 4                                | CITY OF HOUSTON TX AIRPORT SYS HOUAPT 07/41 FIXED 4           | CUSIP: 442349GA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $945477.90    | 0.19%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITY OF HOUSTON TX AIRPORT SYS HOUAPT 07/38 FIXED 5.5                              | CITY OF HOUSTON TX AIRPORT SYS HOUAPT 07/38 FIXED 5.5         | CUSIP: 442349HY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1850000 | PA      | $2034568.58   | 0.41%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Houston Higher Education Finance Corp                                              | HOUSTON HIGHER EDUCATION FINAN HOUHGR 10/54 FIXED OID 5.25    | CUSIP: 44237QAJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $235492.20    | 0.05%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Howard County of                                                                   | COUNTY OF HOWARD MD HOW 02/47 FIXED 4.5                       | CUSIP: 442599AG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $714892.35    | 0.15%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                         | ILLINOIS FINANCE AUTHORITY ILSPOL 09/42 ADJUSTABLE VAR        | CUSIP: 45202HAN3<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    750000 | PA      | $865766.63    | 0.18%             | 2042-09-01      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                         | ILLINOIS FINANCE AUTHORITY ILSGEN 05/38 FIXED 5.25            | CUSIP: 45204ER59<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1085000 | PA      | $1091986.86   | 0.22%             | 2038-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                         | ILLINOIS FINANCE AUTHORITY ILSGEN 10/45 FIXED 6               | CUSIP: 45204FJ30<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1028185.70   | 0.21%             | 2045-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                         | ILLINOIS FINANCE AUTHORITY ILSGEN 10/50 FIXED 6.125           | CUSIP: 45204FJ48<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1015598.90   | 0.21%             | 2050-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                         | ILLINOIS FINANCE AUTHORITY ILSGEN 06/57 FIXED OID 5.5         | CUSIP: 45204FQP3<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1148325.88   | 0.23%             | 2057-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                         | ILLINOIS FINANCE AUTHORITY ILSGEN 10/50 FIXED OID 6           | CUSIP: 45204FS63<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1801202.58   | 0.37%             | 2050-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AEROTROPOLIS REGIONAL TRANSPOR AERTRN 12/41 FIXED 4.25                             | AEROTROPOLIS REGIONAL TRANSPOR AERTRN 12/41 FIXED 4.25        | CUSIP: 008051AB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $946024.50    | 0.19%             | 2041-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEROTROPOLIS REGIONAL TRANSPOR AERTRN 12/54 FIXED 5.75                             | AEROTROPOLIS REGIONAL TRANSPOR AERTRN 12/54 FIXED 5.75        | CUSIP: 008051AE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2009743.60   | 0.41%             | 2054-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alachua County Health Facilities Authority                                         | ALACHUA COUNTY HEALTH FACILITI ALAMED 10/53 FIXED 5.75        | CUSIP: 010684BL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3164116.20   | 0.64%             | 2053-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBANY CAPITAL RESOURCE CORP ALBRES 06/44 FIXED OID 4.5                            | ALBANY CAPITAL RESOURCE CORP ALBRES 06/44 FIXED OID 4.5       | CUSIP: 012432DZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $122937.63    | 0.03%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Allentown Commercial and Industrial Development Authority                          | ALLENTOWN COMMERCIAL AND INDUS ALTDEV 06/38 FIXED OID 5.5     | CUSIP: 01843AAB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $635450.88    | 0.13%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allentown Commercial and Industrial Development Authority                          | ALLENTOWN COMMERCIAL AND INDUS ALTDEV 06/53 FIXED OID 6       | CUSIP: 01843AAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $513915.30    | 0.10%             | 2053-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allentown Neighborhood Improvement Zone Development Authority                      | ALLENTOWN NEIGHBORHOOD IMPROVE ALTDEV 05/42 FIXED 5           | CUSIP: 018444CC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1515220.86   | 0.31%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allentown Neighborhood Improvement Zone Development Authority                      | ALLENTOWN NEIGHBORHOOD IMPROVE ALTDEV 05/32 FIXED 5.5         | CUSIP: 018444CG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $817968.08    | 0.17%             | 2032-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allentown Neighborhood Improvement Zone Development Authority                      | ALLENTOWN NEIGHBORHOOD IMPROVE ALTDEV 05/42 FIXED 6           | CUSIP: 018444CH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1114434.90   | 0.23%             | 2042-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Erie Tobacco Asset Securitization Corp                                             | ERIE TOBACCO ASSET SECURITIZAT ERIGEN 06/60 ZEROCPNOID 0      | CUSIP: 295095BM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $399658.50    | 0.08%             | 2060-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Escambia County Health Facilities Authority                                        | ESCAMBIA COUNTY HEALTH FACILIT ESCMED 08/50 FIXED 4           | CUSIP: 296110GF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1397856.62   | 0.28%             | 2050-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDDLERS BUSINESS IMPROVEMENT FIDDEV 12/47 FIXED 5.55                              | FIDDLERS BUSINESS IMPROVEMENT FIDDEV 12/47 FIXED 5.55         | CUSIP: 315730AX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1290508.09   | 0.26%             | 2047-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FIRETHORN COMMUNITY DEVELOPMEN FTNGEN 05/55 FIXED 5.6                              | FIRETHORN COMMUNITY DEVELOPMEN FTNGEN 05/55 FIXED 5.6         | CUSIP: 31832AAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1002935.40   | 0.20%             | 2055-05-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corporation                                            | FLORIDA DEVELOPMENT FINANCE CO FLSDEV 07/57 FIXED 5           | CUSIP: 34061UJU3<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |     20000 | PA      | $18839.89     | 0.00%             | 2057-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Greater Cincinnati Development Authority                                   | PORT OF GREATER CINCINNATI DEV PRTDEV 12/55 FIXED OID 5.125   | CUSIP: 73421NAD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $997211.50    | 0.20%             | 2055-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Port of Greater Cincinnati Development Authority                                   | PORT OF GREATER CINCINNATI DEV PRTDEV 11/51 FIXED OID 5       | CUSIP: 73500HAG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2160000 | PA      | $2162941.49   | 0.44%             | 2051-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PORTICO COMMUNITY DEVELOPMENT PRTDEV 05/31 FIXED 3.2                               | PORTICO COMMUNITY DEVELOPMENT PRTDEV 05/31 FIXED 3.2          | CUSIP: 73641TAB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    995000 | PA      | $978045.60    | 0.20%             | 2031-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBEDU 06/49 FIXED 5.625             | CUSIP: 744396EW8<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2464241.00   | 0.50%             | 2049-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 07/60 ADJUSTABLE VAR          | CUSIP: 74442PV28<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2047708.00   | 0.42%             | 2060-07-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 04/42 FIXED 4                 | CUSIP: 74442PZX6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10831.16     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 06/54 FIXED OID 5.875         | CUSIP: 74443DLD1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    400000 | PA      | $400728.12    | 0.08%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 06/64 FIXED OID 6             | CUSIP: 74443DLE9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001512.60   | 0.20%             | 2064-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                         | ILLINOIS FINANCE AUTHORITY ILSGEN 08/38 FIXED OID 5.25        | CUSIP: 45204FUC7<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    500000 | PA      | $542606.20    | 0.11%             | 2038-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                         | ILLINOIS FINANCE AUTHORITY ILSGEN 10/49 FIXED OID 5           | CUSIP: 45204FYV1<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    550000 | PA      | $532407.32    | 0.11%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corporation                                            | FLORIDA DEVELOPMENT FINANCE CO FLSDEV 07/37 ADJUSTABLE VAR    | CUSIP: 34061XAJ1<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1020928.70   | 0.21%             | 2037-07-01      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA HIGHER EDUCATIONAL FAC FLSHGR 06/48 FIXED 5                                | FLORIDA HIGHER EDUCATIONAL FAC FLSHGR 06/48 FIXED 5           | CUSIP: 34073TKX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $677154.75    | 0.14%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upper Illinois River Valley Development Authority                                  | UPPER ILLINOIS RIVER VALLEY DE UPIDEV 01/55 FIXED 5           | CUSIP: 91588XAH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1829308.60   | 0.37%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upper Illinois River Valley Development Authority                                  | UPPER ILLINOIS RIVER VALLEY DE UPIDEV 03/53 FIXED OID 5.75    | CUSIP: 91588XAK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $906886.60    | 0.18%             | 2053-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Florida Local Government Finance Commission                                        | FLORIDA LOCAL GOVERNMENT FINAN FLSEDU 06/45 FIXED 6           | CUSIP: 34077EAC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2089424.80   | 0.42%             | 2045-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Florida Local Government Finance Commission                                        | FLORIDA LOCAL GOVERNMENT FINAN FLSGEN 12/30 FIXED 11          | CUSIP: 34077KAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1560496.05   | 0.32%             | 2030-12-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UTAH INFRASTRUCTURE AGENCY UTSFAC 10/35 FIXED 4                                    | UTAH INFRASTRUCTURE AGENCY UTSFAC 10/35 FIXED 4               | CUSIP: 917467CA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $302503.17    | 0.06%             | 2035-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Valparaiso City of                                                                 | CITY OF VALPARAISO IN VLPFAC 01/54 FIXED 5                    | CUSIP: 92028RAF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $495940.80    | 0.10%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Local Government Finance Commission                                        | FLORIDA LOCAL GOVERNMENT FINAN FLSGEN 12/30 FIXED 11.5        | CUSIP: 34077KAB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2075843.80   | 0.42%             | 2030-12-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Florida Local Government Finance Commission                                        | FLORIDA LOCAL GOVERNMENT FINAN FLSFAC 11/55 FIXED OID 6.75    | CUSIP: 34077UAH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2104295.40   | 0.43%             | 2055-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venice City of                                                                     | CITY OF VENICE FL VEN 01/55 FIXED 5.5                         | CUSIP: 922687AD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $998533.10    | 0.20%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERMILION CREEK METROPOLITAN D VRCFAC 12/55 FIXED 5.875                            | VERMILION CREEK METROPOLITAN D VRCFAC 12/55 FIXED 5.875       | CUSIP: 923722AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2550000 | PA      | $2619625.20   | 0.53%             | 2055-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The Industrial Development Authority Of The City Of Glendale Arizona               | GLENDALE INDUSTRIAL DEVELOPMEN GLEDEV 05/41 FIXED 5           | CUSIP: 378287AZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1003658.30   | 0.20%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Industrial Development Authority Of The City Of Glendale Arizona               | GLENDALE INDUSTRIAL DEVELOPMEN GLEDEV 05/56 FIXED 5           | CUSIP: 378287BA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1104607.74   | 0.22%             | 2056-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vermont Economic Development Authority                                             | VERMONT ECONOMIC DEVELOPMENT A VTSDEV 05/47 FIXED 5           | CUSIP: 92415TBQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1320000 | PA      | $1290931.88   | 0.26%             | 2047-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vermont Economic Development Authority                                             | VERMONT ECONOMIC DEVELOPMENT A VTSDEV 05/45 FIXED 4           | CUSIP: 92415TCB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $26306.03     | 0.01%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VLGS AT CASTLE ROCK CO MET DIS VILGEN 12/37 ZEROCPNOID 0                           | VLGS AT CASTLE ROCK CO MET DIS VILGEN 12/37 ZEROCPNOID 0      | CUSIP: 92706LAB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    941177 | PA      | $377002.75    | 0.08%             | 2037-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VILLAGE METROPOLITAN DISTRICT/ VLLFAC 12/55 FIXED OID 5.75                         | VILLAGE METROPOLITAN DISTRICT/ VLLFAC 12/55 FIXED OID 5.75    | CUSIP: 92708CAD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1013788.10   | 0.21%             | 2055-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN ISLANDS HOTEL DEVELOPME VGNFAC 12/55 FIXED OID 6                            | VIRGIN ISLANDS HOTEL DEVELOPME VGNFAC 12/55 FIXED OID 6       | CUSIP: 92766AAN8<br>LEI: N/A                  | Long             | DBT              | MUN               | VI        |   3885000 | PA      | $3898149.95   | 0.79%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virgin Islands Public Finance Authority                                            | VIRGIN ISLANDS PUBLIC FINANCE VITGEN 04/53 FIXED 6            | CUSIP: 927677AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | VI        |   2000000 | PA      | $2017156.80   | 0.41%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of Wichita KS                                                                 | CITY OF WICHITA KS WICMED 06/60 FIXED 6.75                    | CUSIP: 967249RT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1031471.40   | 0.21%             | 2060-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 05/52 FIXED 5.25              | CUSIP: 74443UBC6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $978251.60    | 0.20%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 10/53 FIXED 5                 | CUSIP: 74444VAH3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    225000 | PA      | $213920.15    | 0.04%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLD HILL MESA METROPOLITAN DI GHMFAC 12/39 FIXED 7                                | GOLD HILL MESA METROPOLITAN DI GHMFAC 12/39 FIXED 7           | CUSIP: 38060PAP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1024658.80   | 0.21%             | 2039-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corporation                                    | GOLDEN STATE TOBACCO SECURITIZ GLDGEN 06/66 ZEROCPNOID 0      | CUSIP: 38122NB84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7850000 | PA      | $836931.68    | 0.17%             | 2066-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apple Valley City of                                                               | CITY OF APPLE VALLEY MN APPHSG 09/65 FIXED OID 5.625          | CUSIP: 03800RBL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1024456.00   | 0.21%             | 2065-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                           | ARIZONA INDUSTRIAL DEVELOPMENT AZSEDU 07/51 FIXED OID 5.25    | CUSIP: 04052BBS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $542523.79    | 0.11%             | 2051-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                           | ARIZONA INDUSTRIAL DEVELOPMENT AZSEDU 07/61 FIXED 4           | CUSIP: 04052BQH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2270000 | PA      | $1811498.14   | 0.37%             | 2061-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Greater Orlando Aviation Authority                                                 | GREATER ORLANDO AVIATION AUTHO GREAPT 11/37 FIXED 5.5         | CUSIP: 39227AAD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1096036.90   | 0.22%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                          | INDIANA FINANCE AUTHORITY INSGEN 03/39 FIXED OID 7            | CUSIP: 45470DAA5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   2830000 | PA      | $141500.00    | 0.03%             | 2039-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PLATTE RIVER METROPOLITAN DIST PLTDEV 08/53 FIXED OID 6.5                          | PLATTE RIVER METROPOLITAN DIST PLTDEV 08/53 FIXED OID 6.5     | CUSIP: 727810AA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    392000 | PA      | $401182.52    | 0.08%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Polk County Industrial Development Authority                                       | POLK COUNTY INDUSTRIAL DEVELOP POKDEV 01/33 FIXED 5.875       | CUSIP: 731120NQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $190000.00    | 0.04%             | 2033-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District of Jefferson County                           | PORT OF BEAUMONT NAVIGATION DI PTBTRN 01/35 FIXED 3.625       | CUSIP: 73360CAC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    965000 | PA      | $913206.81    | 0.19%             | 2035-01-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District of Jefferson County                           | PORT OF BEAUMONT NAVIGATION DI PTBTRN 01/36 FIXED 2.75        | CUSIP: 73360CAL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $855993.50    | 0.17%             | 2036-01-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District of Jefferson County                           | PORT OF BEAUMONT NAVIGATION DI PTBTRN 01/41 FIXED 2.875       | CUSIP: 73360CAM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $386555.60    | 0.08%             | 2041-01-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFAC 07/54 FIXED 4.25              | CUSIP: 74446DAJ7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1709780.60   | 0.35%             | 2054-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFAC 09/30 FIXED OID 5.5           | CUSIP: 74446DAK4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    400000 | PA      | $422358.04    | 0.09%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFAC 09/46 FIXED OID 6.25          | CUSIP: 74446DAM0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    700000 | PA      | $726293.40    | 0.15%             | 2046-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 08/39 FIXED OID 5             | CUSIP: 74446FAD5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1525000 | PA      | $1580073.70   | 0.32%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GREEN VALLEY RANCH EAST METROP GVYDEV 12/55 INT APROID VAR                         | GREEN VALLEY RANCH EAST METROP GVYDEV 12/55 INT APROID VAR    | CUSIP: 39356SAA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1420870.68   | 0.29%             | 2055-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GREENE COUNTY PORT AUTHORITY GREDEV 05/55 FIXED 5                                  | GREENE COUNTY PORT AUTHORITY GREDEV 05/55 FIXED 5             | CUSIP: 39465WAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $979704.40    | 0.20%             | 2055-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gulf Coast Industrial Development Authority                                        | GULF COAST INDUSTRIAL DEVELOPM GULPOL 04/28 FIXED 8           | CUSIP: 40220MAD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001645.10   | 0.20%             | 2028-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                          | INDIANA FINANCE AUTHORITY INSFIN 03/45 FIXED OID 5.125        | CUSIP: 45506ENY5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1030730.20   | 0.21%             | 2045-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                          | INDIANA FINANCE AUTHORITY INSFIN 05/60 FIXED OID 5.75         | CUSIP: 45506EPC1<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1889039.26   | 0.38%             | 2060-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Indianapolis Local Public Improvement Bond Bank                                    | INDIANAPOLIS LOCAL PUBLIC IMPR INPGEN 03/57 FIXED OID 6.125   | CUSIP: 45528U6Y2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    880000 | PA      | $926498.94    | 0.19%             | 2057-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Inland Empire Tobacco Securitization Corporation                                   | INLAND EMPIRE TOBACCO SECURITI INEGEN 06/36 ZEROCPNOID 0      | CUSIP: 45734TAD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3400000 | PA      | $1711769.44   | 0.35%             | 2036-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                             | IOWA FINANCE AUTHORITY IASHSG 03/48 FIXED 5                   | CUSIP: 46245FAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1044989.21   | 0.21%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                             | IOWA FINANCE AUTHORITY IASGEN 05/53 FIXED 4                   | CUSIP: 46247SBN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1608388.40   | 0.33%             | 2053-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jacksonville City of                                                               | CITY OF JACKSONVILLE FL JACEDU 06/53 FIXED 5                  | CUSIP: 46936RAD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $655477.65    | 0.13%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Industrial Development Authority of the City of Phoenix Arizona                | INDUSTRIAL DEVELOPMENT AUTHORI PHOEDU 07/41 FIXED 5           | CUSIP: 71885FFF9<br>LEI: 549300A62PWFBDWB8332 | Long             | DBT              | MUN               | US        |    750000 | PA      | $750687.75    | 0.15%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Industrial Development Authority of the County of Pima                         | INDUSTRIAL DEVELOPMENT AUTHORI PIMDEV 06/51 FIXED 4           | CUSIP: 72177MUQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1148571.30   | 0.23%             | 2051-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PINE VIEW PUBLIC INFRASTRUCTUR PVPGEN 12/55 FIXED 6.25                             | PINE VIEW PUBLIC INFRASTRUCTUR PVPGEN 12/55 FIXED 6.25        | CUSIP: 72302PAA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2519856.25   | 0.51%             | 2055-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PINERY COMMERCIAL METROPOLITAN PRYDEV 12/54 FIXED 5.75                             | PINERY COMMERCIAL METROPOLITAN PRYDEV 12/54 FIXED 5.75        | CUSIP: 72330FAA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $501130.30    | 0.10%             | 2054-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs Coalition                                                      | SOUTH CAROLINA JOBS-ECONOMIC D SCSMED 11/54 FIXED 5.75        | CUSIP: 83704HAM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3525000 | PA      | $3609734.30   | 0.73%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs Coalition                                                      | SOUTH CAROLINA JOBS-ECONOMIC D SCSEDU 06/44 FIXED 5           | CUSIP: 83704MEK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $460542.46    | 0.09%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHEASTERN OHIO PORT AUTHORI SELTRN 12/35 FIXED OID 5                            | SOUTHEASTERN OHIO PORT AUTHORI SELTRN 12/35 FIXED OID 5       | CUSIP: 841895AU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000017.00   | 0.20%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Public Power Authority                                         | SOUTHERN CALIFORNIA PUBLIC POW STNPWR 11/26 FIXED 5.25        | CUSIP: 842471AU8<br>LEI: 5493003B5TD5FWUKMD34 | Long             | DBT              | MUN               | US        |   1470000 | PA      | $1497404.48   | 0.30%             | 2026-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kansas City Industrial Development Authority                                       | KANSAS CITY INDUSTRIAL DEVELOP KANDEV 06/46 FIXED 5           | CUSIP: 48502MAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1011270.00   | 0.21%             | 2046-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kansas City Industrial Development Authority                                       | KANSAS CITY INDUSTRIAL DEVELOP KANDEV 06/54 FIXED OID 5       | CUSIP: 48502MAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2352258.24   | 0.48%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kaweah Delta Health Care District Guild                                            | KAWEAH DELTA HEALTH CARE DISTR KAWMED 06/37 FIXED 4           | CUSIP: 486375GZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9419.78      | 0.00%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KING COUNTY PUBLIC HOSPITAL DI KINMED 12/60 FIXED 7                                | KING COUNTY PUBLIC HOSPITAL DI KINMED 12/60 FIXED 7           | CUSIP: 494796AH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1537600.20   | 0.31%             | 2060-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KINGSTON ONE COMMUNITY DEVELOP KGOGEN 05/45 FIXED OID 5.75                         | KINGSTON ONE COMMUNITY DEVELOP KGOGEN 05/45 FIXED OID 5.75    | CUSIP: 496631AC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1310330.13   | 0.27%             | 2045-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LAFFERTY CANYON METROPOLITAN D FLRDEV 12/55 FIXED 5.625                            | LAFFERTY CANYON METROPOLITAN D FLRDEV 12/55 FIXED 5.625       | CUSIP: 50682FAA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1440000 | PA      | $1462618.80   | 0.30%             | 2055-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lake County of                                                                     | COUNTY OF LAKE FL LAKEDU 01/49 FIXED 5                        | CUSIP: 50825CAC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $842566.88    | 0.17%             | 2049-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAKE HOUSTON REDEVELOPMENT AUT LKHDEV 09/41 FIXED OID 2.5                          | LAKE HOUSTON REDEVELOPMENT AUT LKHDEV 09/41 FIXED OID 2.5     | CUSIP: 51001QAT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $37990.07     | 0.01%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LAKE HOUSTON REDEVELOPMENT AUT LKHDEV 09/47 FIXED 3                                | LAKE HOUSTON REDEVELOPMENT AUT LKHDEV 09/47 FIXED 3           | CUSIP: 51001QAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $36012.90     | 0.01%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAKEWOOD RANCH STEWARDSHIP DIS LKRGEN 05/51 FIXED 4                                | LAKEWOOD RANCH STEWARDSHIP DIS LKRGEN 05/51 FIXED 4           | CUSIP: 51265KEW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    925000 | PA      | $761963.94    | 0.15%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lancaster County Hospital Authority                                                | LANCASTER COUNTY HOSPITAL AUTH LANMED 07/28 FIXED 4.25        | CUSIP: 514045R70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $150246.27    | 0.03%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lancaster Industrial Development Authority                                         | LANCASTER INDUSTRIAL DEVELOPME LANMED 07/46 FIXED 4           | CUSIP: 51434NAR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1470000 | PA      | $1308205.33   | 0.27%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health and Educational Facilities Authority                              | WISCONSIN HEALTH and EDUCATIONAL WISMED 08/59 FIXED 5.75      | CUSIP: 97712JJF1<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1036234.80   | 0.21%             | 2059-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corporation                                    | GOLDEN STATE TOBACCO SECURITIZ GLDGEN 06/41 FIXED 3.714       | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1214756.85   | 0.25%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| GRAND RAPIDS ECONOMIC DEVELOPM GRADEV 11/60 FIXED OID 6.125                        | GRAND RAPIDS ECONOMIC DEVELOPM GRADEV 11/60 FIXED OID 6.125   | CUSIP: 386246HK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2519864.75   | 0.51%             | 2060-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health and Educational Facilities Authority                              | WISCONSIN HEALTH and EDUCATIONAL WISMED 10/59 FIXED OID 6.125 | CUSIP: 97712JJX2<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1044047.30   | 0.21%             | 2059-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WOLF CREEK INFRASTRUCTURE FINA WLFDEV 12/44 FIXED 5.75                             | WOLF CREEK INFRASTRUCTURE FINA WLFDEV 12/44 FIXED 5.75        | CUSIP: 977695AA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2078715.20   | 0.42%             | 2044-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WOOD RANCH PUBLIC INFRASTRUCTU WDRDEV 12/53 FIXED 5.625                            | WOOD RANCH PUBLIC INFRASTRUCTU WDRDEV 12/53 FIXED 5.625       | CUSIP: 97850AAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    479718 | PA      | $486169.42    | 0.10%             | 2053-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Unified Government of Wyandotte County Kansas City Kansas                          | WYANDOTTE COUNTY-KANSAS CITY U WYAGEN 09/35 FIXED OID 5.25    | CUSIP: 98267VDJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1960000 | PA      | $2014159.31   | 0.41%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GREAT POND IMPROVEMENT DISTRIC GPODEV 10/48 FIXED 4.75                             | GREAT POND IMPROVEMENT DISTRIC GPODEV 10/48 FIXED 4.75        | CUSIP: 39119YAA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    925000 | PA      | $891831.63    | 0.18%             | 2048-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                          | INDIANA FINANCE AUTHORITY INSHGR 10/60 FIXED OID 6.375        | CUSIP: 45470EEV3<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1140000 | PA      | $1150593.11   | 0.23%             | 2060-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Unified Government of Wyandotte County Kansas City Kansas                          | WYANDOTTE COUNTY-KANSAS CITY U WYAGEN 03/46 FIXED OID 5.5     | CUSIP: 98267VDQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3006126.90   | 0.61%             | 2046-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Unified Government of Wyandotte County Kansas City Kansas                          | WYANDOTTE COUNTY-KANSAS CITY U WYAGEN 06/40 FIXED 4.5         | CUSIP: 982707AA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2407748.64   | 0.49%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                          | INDIANA FINANCE AUTHORITY INSFIN 09/44 FIXED 5.5              | CUSIP: 45471AUT7<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1420000 | PA      | $1468469.85   | 0.30%             | 2044-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                          | INDIANA FINANCE AUTHORITY INDHSG 06/64 FIXED OID 5.375        | CUSIP: 45471FAH4<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1011945.80   | 0.21%             | 2064-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                          | INDIANA FINANCE AUTHORITY INDHSG 07/64 FIXED 5.25             | CUSIP: 45471FAZ4<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    750000 | PA      | $757817.10    | 0.15%             | 2064-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBTRN 12/65 FIXED 6.5               | CUSIP: 74448UAC2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4447399.60   | 0.90%             | 2065-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Parish of St James LA                                                              | PARISH OF ST JAMES LA STJGEN 12/40 ADJUSTABLE VAR             | CUSIP: 790103AX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1114796.80   | 0.23%             | 2040-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Chester County Industrial Development Authority                                    | CHESTER COUNTY INDUSTRIAL DEVE CHEDEV 10/42 FIXED OID 5.625   | CUSIP: 165588FL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1020411.00   | 0.21%             | 2042-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Clackamas County Hospital Facility Authority                                       | CLACKAMAS COUNTY HOSPITAL FACI CLAMED 05/38 FIXED 5           | CUSIP: 179027XY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $222072.62    | 0.05%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLIFTON HIGHER EDUCATION FINAN CLIEDU 06/34 FIXED OID 5                            | CLIFTON HIGHER EDUCATION FINAN CLIEDU 06/34 FIXED OID 5       | CUSIP: 187145UP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $328464.27    | 0.07%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLIFTON HIGHER EDUCATION FINAN CLIEDU 06/44 FIXED OID 5.75                         | CLIFTON HIGHER EDUCATION FINAN CLIEDU 06/44 FIXED OID 5.75    | CUSIP: 187145UQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $567238.54    | 0.12%             | 2044-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLIFTON HIGHER EDUCATION FINAN CLIEDU 06/54 FIXED OID 6                            | CLIFTON HIGHER EDUCATION FINAN CLIEDU 06/54 FIXED OID 6       | CUSIP: 187145UR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $426433.82    | 0.09%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Development Authority of Cobb County                                           | DEVELOPMENT AUTHORITY OF COBB COBEDU 06/33 FIXED 5.2          | CUSIP: 190779AE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $521486.65    | 0.11%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| The Development Authority of Cobb County                                           | DEVELOPMENT AUTHORITY OF COBB COBEDU 06/38 FIXED 5.7          | CUSIP: 190779AF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $514377.70    | 0.10%             | 2038-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Colorado Educational and Cultural Facilities Authority                             | COLORADO EDUCATIONAL and CULTURA COSEDU 07/55 FIXED OID 6     | CUSIP: 19645UVP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1430000 | PA      | $1461020.42   | 0.30%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SKY RANCH CMNTY AUTH BRD CO 12/54 6.5                                              | SKY RANCH CMNTY AUTH BRD CO 12/54 6.5                         | CUSIP: 83086FAR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    523000 | PA      | $524731.39    | 0.11%             | 2054-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs Coalition                                                      | SOUTH CAROLINA JOBS-ECONOMIC D SCSHSG 04/37 FIXED 4.5         | CUSIP: 83704CAD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10042.40     | 0.00%             | 2037-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| California Community College Financing Authority                                   | CALIFORNIA COMMUNITY COLLEGE F CASHGR 07/60 FIXED OID 5.75    | CUSIP: 13012TAG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $345747.75    | 0.07%             | 2060-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA COMMUNITY HOUSING A CCHHSG 02/57 FIXED 3                                | CALIFORNIA COMMUNITY HOUSING A CCHHSG 02/57 FIXED 3           | CUSIP: 13013FAX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $284082.08    | 0.06%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The California County Tobacco Securitization Agency                                | CALIFORNIA COUNTY TOBACCO SECU CASGEN 06/55 ZEROCPNOID 0      | CUSIP: 13016NJB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19625000 | PA      | $4213685.71   | 0.86%             | 2055-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure and Economic Development Bank                            | CALIFORNIA INFRASTRUCTURE and EC CASDEV 01/65 ADJUSTABLE VAR  | CUSIP: 13034A7E4<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |   5750000 | PA      | $3105000.00   | 0.63%             | 2065-01-01      | Variable      | 12.00%                | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                          | NEW JERSEY ECONOMIC DEVELOPMEN NJSDEV 01/45 FIXED OID 6.625   | CUSIP: 64578TAB0<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3148573.20   | 0.64%             | 2045-01-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| New Jersey Health Care Facilities Financing Authority                              | NEW JERSEY HEALTH CARE FACILIT NJSMED 07/48 FIXED 4           | CUSIP: 645790CB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $383894.02    | 0.08%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                               | COLORADO HEALTH FACILITIES AUT COSMED 08/44 FIXED 4           | CUSIP: 19648FKA1<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   1575000 | PA      | $1474488.54   | 0.30%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health and Educational Facilities Authority                      | CONNECTICUT STATE HEALTH and EDU CTSHGR 07/44 FIXED OID 5     | CUSIP: 20775DYV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $502269.60    | 0.10%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corporation                                | NEW YORK STATE ENVIRONMENTAL F NYSENV 09/50 ADJUSTABLE VAR    | CUSIP: 649852AT7<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1055314.40   | 0.21%             | 2050-09-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corporation                                    | NEW YORK TRANSPORTATION DEVELO NYTTRN 07/46 FIXED 5           | CUSIP: 650116AR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2810000 | PA      | $2811096.74   | 0.57%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREEKWALK MARKETPLACE BUSINESS CRMGEN 12/54 FIXED 6                                | CREEKWALK MARKETPLACE BUSINESS CRMGEN 12/54 FIXED 6           | CUSIP: 225515AJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1508888.85   | 0.31%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dayton-Montgomery County Port Authority                                            | DAYTON-MONTGOMERY COUNTY PORT DAYTRN 12/32 FIXED 5            | CUSIP: 23981MBD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $404436.83    | 0.08%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dayton-Montgomery County Port Authority                                            | DAYTON-MONTGOMERY COUNTY PORT DAYTRN 12/44 FIXED 5            | CUSIP: 23981MBE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $512490.20    | 0.10%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dayton-Montgomery County Port Authority                                            | DAYTON-MONTGOMERY COUNTY PORT DAYTRN 12/60 FIXED 5            | CUSIP: 23981MBG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $594691.34    | 0.12%             | 2060-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBEDU 07/53 FIXED OID 6.625         | CUSIP: 744396JF0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    250000 | PA      | $259901.55    | 0.05%             | 2053-07-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBEDU 03/61 FIXED OID 6.25          | CUSIP: 744396LA8<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2335655.28   | 0.47%             | 2061-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 07/61 FIXED 4                 | CUSIP: 74439YDX6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    500000 | PA      | $358322.70    | 0.07%             | 2061-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 04/52 FIXED 4                 | CUSIP: 74442PZY4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21662.32     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELAWARE STATE ECONOMIC DEVELO DESEDU 06/32 FIXED 3                                | DELAWARE STATE ECONOMIC DEVELO DESEDU 06/32 FIXED 3           | CUSIP: 246372BA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $422962.65    | 0.09%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DELAWARE STATE ECONOMIC DEVELO DESEDU 06/42 FIXED 4                                | DELAWARE STATE ECONOMIC DEVELO DESEDU 06/42 FIXED 4           | CUSIP: 246372BB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $347136.70    | 0.07%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The District of Columbia Government of                                             | DISTRICT OF COLUMBIA DISGEN 06/46 INT APROID VAR              | CUSIP: 254840EB3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1703019.80   | 0.35%             | 2046-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The District of Columbia Government of                                             | DISTRICT OF COLUMBIA DISGEN 06/41 INT APROID VAR              | CUSIP: 254840ED9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $3925365.60   | 0.80%             | 2041-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Dutchess County Local Development Corporation                                      | DUTCHESS COUNTY LOCAL DEVELOPM DUTDEV 07/41 FIXED 4           | CUSIP: 267045GW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1525886.65   | 0.31%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                           | MASSACHUSETTS DEVELOPMENT FINA MASDEV 12/60 FIXED OID 5.875   | CUSIP: 57585BCX4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1733535.10   | 0.35%             | 2060-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN WASHINGTON AIRPOR METAPT 10/41 INT APROID VAR                         | METROPOLITAN WASHINGTON AIRPOR METAPT 10/41 INT APROID VAR    | CUSIP: 592643BM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3073639.20   | 0.63%             | 2041-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Miami-Dade County Industrial Development Authority                                 | MIAMI-DADE COUNTY INDUSTRIAL D MIAHSG 07/65 ADJUST OID VAR    | CUSIP: 59334JAE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2072504.80   | 0.42%             | 2065-07-01      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                         | MICHIGAN FINANCE AUTHORITY MISFIN 06/65 ZEROCPNOID 0          | CUSIP: 59447TM26<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |  15000000 | PA      | $1566444.00   | 0.32%             | 2065-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                           | NEW HAMPSHIRE BUSINESS FINANCE NFAGEN 12/32 FIXED 5.875       | CUSIP: 63608TBB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1004249.90   | 0.20%             | 2032-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDUCATION FA NHPFAC 01/32 FIXED 5                                | NEW HOPE CULTURAL EDUCATION FA NHPFAC 01/32 FIXED 5           | CUSIP: 64542PGA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1191017.28   | 0.24%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDUCATION FA NHPFAC 01/42 FIXED 5.25                             | NEW HOPE CULTURAL EDUCATION FA NHPFAC 01/42 FIXED 5.25        | CUSIP: 64542PGB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1003336.80   | 0.20%             | 2042-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDUCATION FA NHPFAC 01/57 FIXED 5.5                              | NEW HOPE CULTURAL EDUCATION FA NHPFAC 01/57 FIXED 5.5         | CUSIP: 64542PGC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2020000 | PA      | $1851241.12   | 0.38%             | 2057-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDUCATION FA NHPFAC 07/54 FIXED OID 5.5                          | NEW HOPE CULTURAL EDUCATION FA NHPFAC 07/54 FIXED OID 5.5     | CUSIP: 64542UDY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $429441.45    | 0.09%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDUCATION FA NHPFAC 10/35 FIXED 5.5                              | NEW HOPE CULTURAL EDUCATION FA NHPFAC 10/35 FIXED 5.5         | CUSIP: 64542UHD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $644950.50    | 0.13%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDUCATION FA NHPFAC 10/45 FIXED 6.25                             | NEW HOPE CULTURAL EDUCATION FA NHPFAC 10/45 FIXED 6.25        | CUSIP: 64542UHE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1050922.20   | 0.21%             | 2045-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ohio County of                                                                     | COUNTY OF OHIO WV OHSDEV 06/53 FIXED 5.25                     | CUSIP: 677321BU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2665000 | PA      | $2654507.10   | 0.54%             | 2053-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Okaloosa County of                                                                 | COUNTY OF OKALOOSA FL OKADEV 05/55 FIXED 5.75                 | CUSIP: 678226AC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1026167.90   | 0.21%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oneida Indian Nation                                                               | ONEIDA INDIAN NATION OF NEW YO ONEFAC 09/43 FIXED 6           | CUSIP: 682504AC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $273132.63    | 0.06%             | 2043-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITY OF OROVILLE CA OROMED 04/54 FIXED 5.25                                        | CITY OF OROVILLE CA OROMED 04/54 FIXED 5.25                   | CUSIP: 687241AM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $486450.00    | 0.10%             | 2054-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Housing and Redevelopment Authority of the City of St. Paul Minnesota              | HOUSING and REDEVELOPMENT AUTHOR STPHSG 09/55 FIXED OID 5.5   | CUSIP: 852297EG1<br>LEI: 549300FQCUW4VH929113 | Long             | DBT              | MUN               | US        |    425000 | PA      | $424519.07    | 0.09%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Housing and Redevelopment Authority of the City of St. Paul Minnesota              | HOUSING and REDEVELOPMENT AUTHOR STPHSG 09/65 FIXED OID 5.625 | CUSIP: 852297EH9<br>LEI: 549300FQCUW4VH929113 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000745.90   | 0.20%             | 2065-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ST VRAIN LAKES METROPOLITAN DI STVDEV 09/54 INT APROID VAR                         | ST VRAIN LAKES METROPOLITAN DI STVDEV 09/54 INT APROID VAR    | CUSIP: 85237KAA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1104283.35   | 0.22%             | 2054-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Stamford Housing Authority                                                         | STAMFORD HOUSING AUTHORITY STMHSG 10/60 FIXED OID 6.25        | CUSIP: 852640AL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1513368.60   | 0.31%             | 2060-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STERLING RANCH COMMUNITY AUTHO STRDEV 12/43 FIXED OID 5.625                        | STERLING RANCH COMMUNITY AUTHO STRDEV 12/43 FIXED OID 5.625   | CUSIP: 85950TAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    706000 | PA      | $734580.43    | 0.15%             | 2043-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUFFOLK REGIONAL OFF-TRACK BET SOBGEN 12/53 FIXED OID 6                            | SUFFOLK REGIONAL OFF-TRACK BET SOBGEN 12/53 FIXED OID 6       | CUSIP: 86480TAC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $511535.55    | 0.10%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Summit Academy North                                                               | SUMMIT ACADEMY NORTH SMAEDU 11/41 FIXED 4                     | CUSIP: 86589TAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $893855.00    | 0.18%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TANEY COUNTY INDUSTRIAL DEVELO TANDEV 10/49 FIXED 6                                | TANEY COUNTY INDUSTRIAL DEVELO TANDEV 10/49 FIXED 6           | CUSIP: 87539QAB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $803378.56    | 0.16%             | 2049-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                           | ARIZONA INDUSTRIAL DEVELOPMENT AZSEDU 07/53 FIXED OID 5.25    | CUSIP: 04052BTD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    685000 | PA      | $644354.84    | 0.13%             | 2053-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arkansas Development Finance Authority                                             | ARKANSAS DEVELOPMENT FINANCE A ARSDEV 07/48 FIXED 6.875       | CUSIP: 04108WCE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1078677.20   | 0.22%             | 2048-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Arlington Higher Education Finance Corporation                                     | ARLINGTON HIGHER EDUCATION FIN ARLEDU 06/52 FIXED OID 6.25    | CUSIP: 041807CD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1016084.40   | 0.21%             | 2052-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Arlington Higher Education Finance Corporation                                     | ARLINGTON HIGHER EDUCATION FIN ARLEDU 06/65 FIXED OID 5.875   | CUSIP: 041807PW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1900000 | PA      | $1934836.69   | 0.39%             | 2065-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AVIMOR COMMUNITY INFRASTRUCTUR AVIDEV 09/53 FIXED 5.875                            | AVIMOR COMMUNITY INFRASTRUCTUR AVIDEV 09/53 FIXED 5.875       | CUSIP: 05372AAA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    851000 | PA      | $870136.01    | 0.18%             | 2053-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AVIMOR COMMUNITY INFRASTRUCTUR AVIDEV 09/53 FIXED 5.5                              | AVIMOR COMMUNITY INFRASTRUCTUR AVIDEV 09/53 FIXED 5.5         | CUSIP: 05372AAB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3400000 | PA      | $3407367.46   | 0.69%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BALDWIN COUNTY INDUSTRIAL DEVE BLWPOL 06/55 ADJUSTABLE VAR                         | BALDWIN COUNTY INDUSTRIAL DEVE BLWPOL 06/55 ADJUSTABLE VAR    | CUSIP: 05786PAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2093378.60   | 0.43%             | 2055-06-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Baltimore City of                                                                  | CITY OF BALTIMORE MD BALGEN 06/45 FIXED OID 5                 | CUSIP: 05923TDD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $580413.86    | 0.12%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baltimore City of                                                                  | CITY OF BALTIMORE MD BALGEN 06/55 FIXED OID 5.25              | CUSIP: 05923TDE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $996695.50    | 0.20%             | 2055-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Beaver County Industrial Development Authority                                     | BEAVER COUNTY INDUSTRIAL DEVEL BEAPOL 10/47 ADJ CNVFIX 3.75   | CUSIP: 074876HP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3030000 | PA      | $2597823.22   | 0.53%             | 2047-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| The Berks County Municipal Authority                                               | BERKS COUNTY MUNICIPAL AUTHORI BERFAC 06/44 INT APROID VAR    | CUSIP: 084538JL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1216000 | PA      | $682137.57    | 0.14%             | 2044-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Black Belt Energy Gas District                                                     | BLACK BELT ENERGY GAS DISTRICT BBEUTL 11/56 ADJUSTABLE VAR    | CUSIP: 09182TGL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7653736.30   | 1.56%             | 2056-11-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Board of Managers Joint Guadalupe County - City of Seguin Hospital                 | BOARD OF MANAGERS JOINT GUADAL BORMED 12/45 FIXED OID 5       | CUSIP: 09659MAT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $963421.00    | 0.20%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corporation                                    | NEW YORK TRANSPORTATION DEVELO NYTTRN 10/45 FIXED OID 4.375   | CUSIP: 650116DA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $963747.50    | 0.20%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corporation                                    | NEW YORK TRANSPORTATION DEVELO NYTTRN 06/60 FIXED OID 5.375   | CUSIP: 650116HA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3010943.10   | 0.61%             | 2060-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corporation                                    | NEW YORK TRANSPORTATION DEVELO NYTTRN 06/59 FIXED 6           | CUSIP: 650116JQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1066386.60   | 0.22%             | 2059-06-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Medical Care Commission                                             | NORTH CAROLINA MEDICAL CARE CO NCSMED 09/54 FIXED 5.5         | CUSIP: 65820YTP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1665000 | PA      | $1674514.14   | 0.34%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Palm Desert City of                                                                | CITY OF PALM DESERT CA PDTGEN 09/49 FIXED 5                   | CUSIP: 696627EW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $599102.01    | 0.12%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Domtar Corporation                                                                 | DOMTAR CORP SR SECURED 144A 10/28 6.75                        | CUSIP: 70478JAA2<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | DBT              | CORP              | US        |    281000 | PA      | $213560.00    | 0.04%             | 2028-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRADDOCK LAKES COMMUNITY DEVEL BRLDEV 05/45 FIXED 5.55                             | BRADDOCK LAKES COMMUNITY DEVEL BRLDEV 05/45 FIXED 5.55        | CUSIP: 104026AB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1017892.90   | 0.21%             | 2045-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Brazoria County Industrial Development Corp                                        | BRAZORIA COUNTY INDUSTRIAL DEV BZIFAC 03/39 FIXED 7           | CUSIP: 10604PAC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1255000 | PA      | $62750.00     | 0.01%             | 2039-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brazoria County Industrial Development Corp                                        | BRAZORIA COUNTY INDUSTRIAL DEV BZIFAC 03/39 FIXED OID 8.5     | CUSIP: 10604PAD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1900000 | PA      | $95000.00     | 0.02%             | 2039-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brazoria County Industrial Development Corp                                        | BRAZORIA COUNTY INDUSTRIAL DEV BZIFAC 06/42 ADJUST OID VAR    | CUSIP: 10604PAE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1874737 | PA      | $93736.86     | 0.02%             | 2042-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL TRUST AUTHORITY CTSEDU 07/55 FIXED OID 5.25                                | CAPITAL TRUST AUTHORITY CTSEDU 07/55 FIXED OID 5.25           | CUSIP: 14054WBW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1171117.92   | 0.24%             | 2055-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL TRUST AUTHORITY CTSEDU 07/55 FIXED OID 6.125                               | CAPITAL TRUST AUTHORITY CTSEDU 07/55 FIXED OID 6.125          | CUSIP: 14054WDB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1513470.90   | 0.31%             | 2055-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHARLOTTE COUNTY INDUSTRIAL DE CHAUTL 10/51 FIXED 4                                | CHARLOTTE COUNTY INDUSTRIAL DE CHAUTL 10/51 FIXED 4           | CUSIP: 16080TAG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4300000 | PA      | $3567160.03   | 0.73%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 12/51 FIXED OID 4.25          | CUSIP: 74442PWN1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    500000 | PA      | $398884.55    | 0.08%             | 2051-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 07/38 FIXED 5.5               | CUSIP: 74442PZH1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    250000 | PA      | $268806.08    | 0.05%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 02/54 FIXED 5                 | CUSIP: 74443DKY6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    685000 | PA      | $658176.43    | 0.13%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 02/64 FIXED 5                 | CUSIP: 74443DKZ3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   3155000 | PA      | $2964318.11   | 0.60%             | 2064-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Municipal Gas Acquisition and Supply Corporation I                           | TEXAS MUNICIPAL GAS ACQUISITIO TXSUTL 12/26 FIXED OID 6.25    | CUSIP: 88256CEX3<br>LEI: 6AZ7FRSNC3ZFPM0Z8L86 | Long             | DBT              | MUN               | US        |    195000 | PA      | $200738.77    | 0.04%             | 2026-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The Berks County Municipal Authority                                               | BERKS COUNTY MUNICIPAL AUTHORI BERFAC 06/39 FIXED 7           | CUSIP: 084538JJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1638000 | PA      | $1373716.56   | 0.28%             | 2039-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corporation                                                     | BUILD NYC RESOURCE CORP BUIGEN 11/41 FIXED 4                  | CUSIP: 12008ESG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $912181.00    | 0.19%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corporation                                                     | BUILD NYC RESOURCE CORP BUIGEN 04/53 FIXED OID 7              | CUSIP: 12008EUT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $772458.98    | 0.16%             | 2053-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corporation                                                     | BUILD NYC RESOURCE CORP BUIGEN 07/60 FIXED 6                  | CUSIP: 12008EWJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1518428.10   | 0.31%             | 2060-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                             | CALIFORNIA MUNICIPAL FINANCE A CASFIN 11/47 FIXED 5.25        | CUSIP: 13048TP49<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    565000 | PA      | $565140.63    | 0.11%             | 2047-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                             | CALIFORNIA MUNICIPAL FINANCE A CASFIN 11/44 FIXED 5           | CUSIP: 13048TVG5<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    295000 | PA      | $294997.96    | 0.06%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                             | CALIFORNIA MUNICIPAL FINANCE A CASFIN 06/44 FIXED OID 5.25    | CUSIP: 13048VS74<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $992508.30    | 0.20%             | 2044-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                             | CALIFORNIA MUNICIPAL FINANCE A CASEDU 06/54 FIXED 6.2         | CUSIP: 130497AX8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    700000 | PA      | $736654.80    | 0.15%             | 2054-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                             | CALIFORNIA MUNICIPAL FINANCE A CASEDU 06/64 FIXED 6.375       | CUSIP: 130497AY6<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1050000 | PA      | $1109439.14   | 0.23%             | 2064-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA PUBLIC FINANCE AUTH CASMED 11/51 FIXED 5                                | CALIFORNIA PUBLIC FINANCE AUTH CASMED 11/51 FIXED 5           | CUSIP: 13057GAC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $227938.25    | 0.05%             | 2051-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA PUBLIC FINANCE AUTH CASMED 11/56 FIXED 5                                | CALIFORNIA PUBLIC FINANCE AUTH CASMED 11/56 FIXED 5           | CUSIP: 13057GAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $626128.93    | 0.13%             | 2056-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA PUBLIC FINANCE AUTH CASEDU 06/65 FIXED 6                                | CALIFORNIA PUBLIC FINANCE AUTH CASEDU 06/65 FIXED 6           | CUSIP: 13057JAF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1025737.50   | 0.21%             | 2065-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA PUBLIC FINANCE AUTH CASEDU 07/54 FIXED 5                                | CALIFORNIA PUBLIC FINANCE AUTH CASEDU 07/54 FIXED 5           | CUSIP: 13057KAC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $612619.56    | 0.12%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA SCHOOL FINANCE AUTH CASSCD 06/62 FIXED OID 6.5                          | CALIFORNIA SCHOOL FINANCE AUTH CASSCD 06/62 FIXED OID 6.5     | CUSIP: 13058TRN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1033043.40   | 0.21%             | 2062-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| California Statewide Financing Authority                                           | CALIFORNIA STATEWIDE FINANCING CASGEN 06/55 ZEROCPNOID 0      | CUSIP: 130923BP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8000000 | PA      | $499316.80    | 0.10%             | 2055-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL PROJECTS FINANCE AUTHO CPPEDU 06/59 FIXED 6.625                            | CAPITAL PROJECTS FINANCE AUTHO CPPEDU 06/59 FIXED 6.625       | CUSIP: 14043FAJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    890000 | PA      | $919710.43    | 0.19%             | 2059-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL PROJECTS FINANCE AUTHO CPPEDU 06/54 FIXED 5                                | CAPITAL PROJECTS FINANCE AUTHO CPPEDU 06/54 FIXED 5           | CUSIP: 14043FAM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1110732.00   | 0.23%             | 2054-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL PROJECTS FINANCE AUTHO CPPEDU 06/64 FIXED OID 5                            | CAPITAL PROJECTS FINANCE AUTHO CPPEDU 06/64 FIXED OID 5       | CUSIP: 14043FAN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1890000 | PA      | $1705273.29   | 0.35%             | 2064-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL TRUST AUTHORITY CTSEDU 06/34 FIXED 5                                       | CAPITAL TRUST AUTHORITY CTSEDU 06/34 FIXED 5                  | CUSIP: 14054WAN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $330210.14    | 0.07%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL TRUST AUTHORITY CTSEDU 06/44 FIXED OID 5.625                               | CAPITAL TRUST AUTHORITY CTSEDU 06/44 FIXED OID 5.625          | CUSIP: 14054WAP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $259130.58    | 0.05%             | 2044-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL TRUST AUTHORITY CTSEDU 06/54 FIXED 6                                       | CAPITAL TRUST AUTHORITY CTSEDU 06/54 FIXED 6                  | CUSIP: 14054WAQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    795000 | PA      | $815713.96    | 0.17%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL TRUST AUTHORITY CTSEDU 07/54 FIXED 5.25                                    | CAPITAL TRUST AUTHORITY CTSEDU 07/54 FIXED 5.25               | CUSIP: 14054WBG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $455304.50    | 0.09%             | 2054-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago City of                                                                    | CITY OF CHICAGO IL CHI 01/38 FIXED OID 6                      | CUSIP: 167486ZY8<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    930000 | PA      | $943696.20    | 0.19%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                      | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    426633 | NS      | $4267612.30   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Economic Development Finance Authority                                  | WASHINGTON ECONOMIC DEVELOPMEN WASTRN 12/45 ADJUST OID VAR    | CUSIP: 93975XAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1525358.70   | 0.31%             | 2045-12-01      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON STATE CONVENTION CE WASFAC 07/58 FIXED 3                                | WASHINGTON STATE CONVENTION CE WASFAC 07/58 FIXED 3           | CUSIP: 93976AEU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $673290.30    | 0.14%             | 2058-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                        | WASHINGTON STATE HOUSING FINAN WASHSG 07/36 FIXED 5           | CUSIP: 939783TB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1462234.68   | 0.30%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                        | WASHINGTON STATE HOUSING FINAN WASHSG 07/59 FIXED 6           | CUSIP: 939783U20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1541985.15   | 0.31%             | 2059-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                        | WASHINGTON STATE HOUSING FINAN WASHSG 01/59 FIXED OID 5.875   | CUSIP: 939783U61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $989991.50    | 0.20%             | 2059-01-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                        | WASHINGTON STATE HOUSING FINAN WASHSG 07/60 FIXED OID 6       | CUSIP: 939783W93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1027990.10   | 0.21%             | 2060-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                        | WASHINGTON STATE HOUSING FINAN WASHSG 01/56 FIXED OID 6.25    | CUSIP: 939783Z41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3014522.40   | 0.61%             | 2056-01-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                        | WASHINGTON STATE HOUSING FINAN WASHSG 07/59 FIXED OID 6.25    | CUSIP: 93978LGQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1068834.70   | 0.22%             | 2059-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WEST MEADOW METROPOLITAN DISTR WMEDEV 12/38 FIXED OID 6                            | WEST MEADOW METROPOLITAN DISTR WMEDEV 12/38 FIXED OID 6       | CUSIP: 954261AA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $527439.55    | 0.11%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Westchester County Local Development Corporation                                   | WESTCHESTER COUNTY LOCAL DEVEL WSTDEV 07/55 FIXED 5.125       | CUSIP: 95737TEN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $250453.11    | 0.05%             | 2055-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Westchester County Local Development Corporation                                   | WESTCHESTER COUNTY LOCAL DEVEL WSTDEV 11/51 FIXED OID 5       | CUSIP: 95737TFP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1047564.35   | 0.21%             | 2051-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KALAMAZOO ECONOMIC DEVELOPMENT KALDEV 08/56 FIXED 6.25                             | KALAMAZOO ECONOMIC DEVELOPMENT KALDEV 08/56 FIXED 6.25        | CUSIP: 483228EG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2045405.60   | 0.42%             | 2056-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBTRN 12/65 FIXED OID 5.75          | CUSIP: 74448UAD0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2091644.40   | 0.43%             | 2065-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUEBLO URBAN RENEWAL AUTHORITY PUEDEV 12/45 FIXED 4.75                             | PUEBLO URBAN RENEWAL AUTHORITY PUEDEV 12/45 FIXED 4.75        | CUSIP: 744826AW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    990000 | PA      | $964117.34    | 0.20%             | 2045-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                        | COMMONWEALTH OF PUERTO RICO PRC 07/41 FIXED 4                 | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |   1550000 | PA      | $1502350.37   | 0.31%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                        | COMMONWEALTH OF PUERTO RICO PRC 11/43 ADJUSTABLE VAR          | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |   3075117 | PA      | $2098767.47   | 0.43%             | 2043-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FINANCIN PRCGEN 07/46 ZEROCPNOID 0                           | PUERTO RICO SALES TAX FINANCIN PRCGEN 07/46 ZEROCPNOID 0      | CUSIP: 74529JQG3<br>LEI: N/A                  | Long             | DBT              | MUN               | PR        |   2475000 | PA      | $885780.72    | 0.18%             | 2046-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FINANCIN PRCGEN 07/51 ZEROCPNOID 0                           | PUERTO RICO SALES TAX FINANCIN PRCGEN 07/51 ZEROCPNOID 0      | CUSIP: 74529JQH1<br>LEI: N/A                  | Long             | DBT              | MUN               | PR        |   3450000 | PA      | $903132.72    | 0.18%             | 2051-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FINANCIN PRCGEN 07/58 FIXED 4.784                            | PUERTO RICO SALES TAX FINANCIN PRCGEN 07/58 FIXED 4.784       | CUSIP: 74529JRL1<br>LEI: N/A                  | Long             | DBT              | MUN               | PR        |    900000 | PA      | $870126.39    | 0.18%             | 2058-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| RIVERHEAD INDUSTRIAL DEVELOPME RIVDEV 08/40 FIXED 5                                | RIVERHEAD INDUSTRIAL DEVELOPME RIVDEV 08/40 FIXED 5           | CUSIP: 76876RAR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1885000 | PA      | $2005179.12   | 0.41%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Development Authority of Rockdale County                                           | DEVELOPMENT AUTHORITY OF ROCKD ROCDEV 01/38 FIXED 4           | CUSIP: 773008AR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2006609.80   | 0.41%             | 2038-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ST JOHNS COUNTY INDUSTRIAL DEV STJMED 12/41 FIXED 4                                | ST JOHNS COUNTY INDUSTRIAL DEV STJMED 12/41 FIXED 4           | CUSIP: 79041LAN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $366317.87    | 0.07%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ST JOHNS COUNTY INDUSTRIAL DEV STJMED 12/46 FIXED 4                                | ST JOHNS COUNTY INDUSTRIAL DEV STJMED 12/46 FIXED 4           | CUSIP: 79041LAP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1425000 | PA      | $1197875.24   | 0.24%             | 2046-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ST JOHNS COUNTY INDUSTRIAL DEV STJMED 12/50 FIXED 4                                | ST JOHNS COUNTY INDUSTRIAL DEV STJMED 12/50 FIXED 4           | CUSIP: 79041LAQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1415000 | PA      | $1123589.95   | 0.23%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Salem Hospital Facility Authority                                                  | SALEM HOSPITAL FACILITY AUTHOR SALMED 05/53 FIXED 5           | CUSIP: 794458EY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    975000 | PA      | $942848.21    | 0.19%             | 2053-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO EDUCATION FACILITI SANEDU 10/51 FIXED 5                                | SAN ANTONIO EDUCATION FACILITI SANEDU 10/51 FIXED 5           | CUSIP: 796247DY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    615000 | PA      | $527144.24    | 0.11%             | 2051-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITY and COUNTY OF SAN FRANCISCO SFOFAC 09/42 FIXED 4                              | CITY and COUNTY OF SAN FRANCISCO SFOFAC 09/42 FIXED 4         | CUSIP: 79773LAB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $967429.10    | 0.20%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAVANNAH GEORGIA CONVENTION CE SGCFAC 06/50 FIXED OID 6                            | SAVANNAH GEORGIA CONVENTION CE SGCFAC 06/50 FIXED OID 6       | CUSIP: 804828AE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1002831.00   | 0.20%             | 2050-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITY OF SHAKOPEE MN SENIOR HOU SHAHSG 11/65 FIXED 5.875                            | CITY OF SHAKOPEE MN SENIOR HOU SHAHSG 11/65 FIXED 5.875       | CUSIP: 81919TAF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1015568.10   | 0.21%             | 2065-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SIERRA VISTA INDUSTRIAL DEVELO SIEDEV 06/64 FIXED OID 6.375                        | SIERRA VISTA INDUSTRIAL DEVELO SIEDEV 06/64 FIXED OID 6.375   | CUSIP: 82652UAQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1550155.20   | 0.32%             | 2064-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SIERRA VISTA INDUSTRIAL DEVELO SIEDEV 06/54 FIXED OID 5                            | SIERRA VISTA INDUSTRIAL DEVELO SIEDEV 06/54 FIXED OID 5       | CUSIP: 82652UAW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1220000 | PA      | $1072418.92   | 0.22%             | 2054-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SKAGIT COUNTY PUBLIC HOSPITAL SKAMED 12/54 FIXED 5.5                               | SKAGIT COUNTY PUBLIC HOSPITAL SKAMED 12/54 FIXED 5.5          | CUSIP: 830227EP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1027256.50   | 0.21%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SKY RANCH COMMUNITY AUTHORITY SKRDEV 12/52 FIXED 5.75                              | SKY RANCH COMMUNITY AUTHORITY SKRDEV 12/52 FIXED 5.75         | CUSIP: 83086SAA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1625025.60   | 0.33%             | 2052-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs Coalition                                                      | SOUTH CAROLINA JOBS-ECONOMIC D SCSDEV 04/51 FIXED OID 5.25    | CUSIP: 837031J61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $364299.34    | 0.07%             | 2051-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs Coalition                                                      | SOUTH CAROLINA JOBS-ECONOMIC D SCSDEV 09/55 FIXED 5.75        | CUSIP: 837036GP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1935000 | PA      | $1975799.67   | 0.40%             | 2055-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs Coalition                                                      | SOUTH CAROLINA JOBS-ECONOMIC D SCSPOL 06/40 FIXED 6.25        | CUSIP: 83704DAL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $110000.00    | 0.02%             | 2040-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs Coalition                                                      | SOUTH CAROLINA JOBS-ECONOMIC D SCSPOL 06/51 FIXED 6.5         | CUSIP: 83704DAM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $440000.00    | 0.09%             | 2051-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs Coalition                                                      | SOUTH CAROLINA JOBS-ECONOMIC D SCSEDU 12/49 FIXED 5           | CUSIP: 83704MAT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1872200.80   | 0.38%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO-A-AMT                                                                | SAN FRANCISCO CA CITY CNTY AR SFOAPT 05/49 FIXED 5.25         | CUSIP: 79766DWX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15025000 | PA      | $15900675.03  | 3.23%             | 2049-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-27

**Name of Applicant:** John Hancock Municipal Securities Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer