# EDGAR Filing Document

**Accession Number:** 0001657201
**File Stem:** 0001657201-26-000362
**Filing Date:** 2026-4
**Character Count:** 1176977
**Document Hash:** 254e96472a69987073acc60583cb6858
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001657201-26-000362.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001657201-26-000362

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23304
- **FILM NUMBER:** 26906729

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

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

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

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

## Series and Classes Contracts Data

### Invesco BulletShares 2028 Municipal Bond ETF (Series ID: S000062841)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000203488 | Invesco BulletShares 2028 Municipal Bond ETF | BSMS            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Downers Grove

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60515

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

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

- **a. Name of Series:** Invesco BulletShares 2028 Municipal Bond ETF

- **b. EDGAR series identifier (if any):** S000062841

- **c. LEI of Series:** 549300W6ZUWRYMMK4R72

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $278608504.30

**Total Liabilities:** $37336.13

**Net Assets:** $278571168.17

**Cash Not Reported:** $48991.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -304.38523255 | **1-Year:** -35150.15011737 | **5-Year:** -27509.46481442 | **10-Year:** -17893.31333538 | **30-Year:** -3977.35720791

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

- **3-Month:** -0.14225574 | **1-Year:** -22.49854612 | **5-Year:** -10.03095206 | **10-Year:** -0.69262158 | **30-Year:** -0.06294941

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000203488 | 0.35%                | 0.66%                | 0.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-157750.79                                |
| Month 2  | $-91180.64               | $1109044.43                                |
| Month 3  | $218.41                  | $681084.38                                 |

### Schedule of Portfolio Investments

| Name                                                                                                                                                | Title                                                                                                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| New Jersey (State of) Turnpike Authority                                                                                                            | New Jersey (State of) Turnpike Authority, Series 2017 B, Ref. RB                                                                                    | CUSIP: 6461397M1<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    295000 | PA      | $305325.21    | 0.11%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                                                                                       | New Jersey Turnpike Authority, Series 2017, RB                                                                                                      | CUSIP: 6461397H2<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62799.89     | 0.02%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Turnpike Authority                                                                                                            | New Jersey (State of) Turnpike Authority, Series 2017 B, Ref. RB                                                                                    | CUSIP: 6461397J8<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    165000 | PA      | $168790.30    | 0.06%             | 2035-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                                                                                       | New Jersey Turnpike Authority, Series 2017, RB                                                                                                      | CUSIP: 6461397N9<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78403.56     | 0.03%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) (Cleveland Clinic Health System Obligated Group)                                                                                    | Ohio (State of) (Cleveland Clinic Health System Obligated Group), Series 2017 A, Ref. RB                                                            | CUSIP: 677561KK7<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104664.72    | 0.04%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) (Cleveland Clinic Health System Obligated Group)                                                                                    | Ohio (State of) (Cleveland Clinic Health System Obligated Group), Series 2017, Ref. RB                                                              | CUSIP: 677561KL5<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    115000 | PA      | $117491.15    | 0.04%             | 2034-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) (Cleveland Clinic Health System Obligated Group)                                                                                    | Ohio (State of) (Cleveland Clinic Health System Obligated Group), Series 2017 A, Ref. RB                                                            | CUSIP: 677561KN1<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    350000 | PA      | $356148.73    | 0.13%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Municipal Finance Authority (Emerson College)                                                                                 | California (State of) Municipal Finance Authority (Emerson College), Series 2017 B, Ref. RB                                                         | CUSIP: 13048T6J7<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151320.47    | 0.05%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2017 A, Ref. RB                                                                        | CUSIP: 64578JBE5<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    275000 | PA      | $283685.27    | 0.10%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2017 A, Ref. RB                                                                                               | CUSIP: 66285WUY0<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1162494.45   | 0.42%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2017 A, Ref. RB                                                                                               | CUSIP: 66285WWD4<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    235000 | PA      | $239428.86    | 0.09%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Municipal Power Agency                                                                                                           | Indiana (State of) Municipal Power Agency, Series 2017 A, Ref. RB                                                                                   | CUSIP: 454898VR5<br>LEI: AX0ZCCVOQ71Z4RXBL233 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36103.37     | 0.01%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Municipal Power Agency                                                                                                           | Indiana (State of) Municipal Power Agency, Series 2017 A, Ref. RB                                                                                   | CUSIP: 454898VK0<br>LEI: AX0ZCCVOQ71Z4RXBL233 | Long             | DBT              | MUN               | US        |    250000 | PA      | $261844.35    | 0.09%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Industrial Development Authority (Banner Health)                                                                           | Maricopa (County of), AZ Industrial Development Authority (Banner Health), Series 2017 A, RB                                                        | CUSIP: 56682HCL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $257099.33    | 0.09%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2017, Ref. GO Bonds                                                                                    | CUSIP: 70914PK35<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    285000 | PA      | $291695.02    | 0.10%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2017 A, Ref. RB                                                                                               | CUSIP: 66285WWB8<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    155000 | PA      | $160270.90    | 0.06%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2017, Ref. RB                                                                  | CUSIP: 79574CCS0<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    335000 | PA      | $351674.29    | 0.13%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2017, Ref. RB                                                                  | CUSIP: 79574CCT8<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78605.81     | 0.03%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2017, Ref. RB                                                                  | CUSIP: 79574CCU5<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62775.72     | 0.02%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2017, Ref. RB                                                                  | CUSIP: 79574CCV3<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    175000 | PA      | $182730.07    | 0.07%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2017, Ref. RB                                                                  | CUSIP: 79574CCW1<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    425000 | PA      | $442824.03    | 0.16%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2017, Ref. RB                                                                  | CUSIP: 79574CCX9<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36407.90     | 0.01%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2017, Ref. RB                                                                  | CUSIP: 79574CCY7<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    115000 | PA      | $119427.40    | 0.04%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Health Care Facilities Authority (Multicare Health System)                                                                    | Washington (State of) Health Care Facilities Authority (Multicare Health System), Series 2017, RB                                                   | CUSIP: 93978HTQ8<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    255000 | PA      | $262902.35    | 0.09%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                                                                                       | New Jersey Turnpike Authority, Series 2017, RB                                                                                                      | CUSIP: 646140BZ5<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21017.97     | 0.01%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa (City of) & Hillsborough (County of), FL Expressway Authority                                                                                 | Tampa (City of) & Hillsborough (County of), FL Expressway Authority, Series 2017 C, RB                                                              | CUSIP: 875301GM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $152960.12    | 0.05%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Northshore Edward Elmhurst Health Credit Group)                                                              | Illinois (State of) Finance Authority (Northshore Edward Elmhurst Health Credit Group), Series 2017, Ref. RB                                        | CUSIP: 45204EA24<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25645.55     | 0.01%             | 2042-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Allen OH Hospital Facilities Revenue                                                                                                      | County of Allen OH Hospital Facilities Revenue, Series 2017, RB                                                                                     | CUSIP: 01757LGB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25336.15     | 0.01%             | 2036-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Allen OH Hospital Facilities Revenue                                                                                                      | County of Allen OH Hospital Facilities Revenue, Series 2017, RB                                                                                     | CUSIP: 01757LGC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $121247.87    | 0.04%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allen (County of), OH                                                                                                                               | Allen (County of), OH, Series 2017 A, Ref. RB                                                                                                       | CUSIP: 01757LGD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20129.29     | 0.01%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (UCSF 2130 Third Street)                                                           | California (State of) Infrastructure & Economic Development Bank (UCSF 2130 Third Street), Series 2017, RB                                          | CUSIP: 13034ATW0<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    260000 | PA      | $269864.84    | 0.10%             | 2042-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (UCSF 2130 Third Street)                                                           | California (State of) Infrastructure & Economic Development Bank (UCSF 2130 Third Street), Series 2017, RB                                          | CUSIP: 13034ATX8<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    165000 | PA      | $168765.76    | 0.06%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Toll Highway Authority                                                                                                          | Illinois (State of) Toll Highway Authority, Series 2017 A, RB                                                                                       | CUSIP: 452252MT3<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    775000 | PA      | $800269.96    | 0.29%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis Local Public Improvement Bond Bank                                                                                                     | Indianapolis Local Public Improvement Bond Bank, Series 2017, Ref. RB                                                                               | CUSIP: 45528UXS5<br>LEI: 549300LX8ESJHDSESB87 | Long             | DBT              | MUN               | US        |    135000 | PA      | $140023.55    | 0.05%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2017, RB                                                                                              | CUSIP: 59261AQE0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36782.80     | 0.01%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 C-1, Ref. RB                                                                       | CUSIP: 59261AQG5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    180000 | PA      | $188873.37    | 0.07%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 C-1, Ref. RB                                                                       | CUSIP: 59261AQH3<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    590000 | PA      | $601733.68    | 0.22%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 C-1, Ref. RB                                                                       | CUSIP: 59261AQL4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80846.46     | 0.03%             | 2037-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 C-1, Ref. RB                                                                       | CUSIP: 59261AQN0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    165000 | PA      | $166228.05    | 0.06%             | 2038-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2017 D, Ref. RB                                                                                       | CUSIP: 59261ATB3<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    225000 | PA      | $236460.83    | 0.08%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2017 D, Ref. RB                                                                                       | CUSIP: 59261ATD9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     90000 | PA      | $94201.83     | 0.03%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Turnpike Authority                                                                                                            | New Jersey (State of) Turnpike Authority, Series 2017 G, Ref. RB                                                                                    | CUSIP: 646140CN1<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71608.01     | 0.03%             | 2035-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                                                                                       | New Jersey Turnpike Authority, Series 2017, RB                                                                                                      | CUSIP: 646140CP6<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26093.32     | 0.01%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Turnpike Authority                                                                                                            | New Jersey (State of) Turnpike Authority, Series 2017 G, Ref. RB                                                                                    | CUSIP: 646140CQ4<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    210000 | PA      | $218570.44    | 0.08%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Turnpike Authority                                                                                                            | New Jersey (State of) Turnpike Authority, Series 2017 G, Ref. RB                                                                                    | CUSIP: 646140CR2<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36332.89     | 0.01%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017 C, Ref. GO Bonds                                                                                                | CUSIP: 64966MTD1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51060.58     | 0.02%             | 2034-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tampa (City of) & Hillsborough (County of), FL Expressway Authority                                                                                 | Tampa (City of) & Hillsborough (County of), FL Expressway Authority, Series 2017 B, Ref. RB                                                         | CUSIP: 875301GL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $130651.92    | 0.05%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Colorado                                                                                                                              | University of Colorado, Series 2017, RB                                                                                                             | CUSIP: 91417KX97<br>LEI: 549300HU7D08HY4MKX37 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20871.42     | 0.01%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Colorado                                                                                                                              | University of Colorado, Series 2017 A-2, Ref. RB                                                                                                    | CUSIP: 91417KY21<br>LEI: 549300HU7D08HY4MKX37 | Long             | DBT              | MUN               | US        |     85000 | PA      | $88703.53     | 0.03%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Colorado                                                                                                                              | University of Colorado, Series 2017 A-2, Ref. RB                                                                                                    | CUSIP: 91417KY39<br>LEI: 549300HU7D08HY4MKX37 | Long             | DBT              | MUN               | US        |    160000 | PA      | $166971.34    | 0.06%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Department of Transportation                                                                                                   | Wisconsin (State of) Department of Transportation, Series 2017-2, Ref. RB                                                                           | CUSIP: 977123U30<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    130000 | PA      | $134866.34    | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System)                                                             | Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System), Series 2017, Ref. RB                                       | CUSIP: 57584X8M6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57663.63     | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                                                                                            | State of Connecticut Special Tax Revenue, Series 2018, RB                                                                                           | CUSIP: 207758XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $377113.32    | 0.14%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2018, GO Bonds                                                                                                | CUSIP: 57582RQZ2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10511.81     | 0.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 A, GO Bonds                                                                                            | CUSIP: 57582RRA6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     80000 | PA      | $83965.73     | 0.03%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 A, GO Bonds                                                                                            | CUSIP: 57582RRB4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73325.11     | 0.03%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 A, GO Bonds                                                                                            | CUSIP: 57582RRC2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36583.08     | 0.01%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 A, GO Bonds                                                                                            | CUSIP: 57582RRD0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    435000 | PA      | $453780.34    | 0.16%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 A, GO Bonds                                                                                            | CUSIP: 57582RRE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    220000 | PA      | $229110.64    | 0.08%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 A, GO Bonds                                                                                            | CUSIP: 57582RRG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41497.35     | 0.01%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 A, GO Bonds                                                                                            | CUSIP: 57582RRH1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5174.80      | 0.00%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2018, GO Bonds                                                                                                | CUSIP: 57582RRJ7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5161.29      | 0.00%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 A, GO Bonds                                                                                            | CUSIP: 57582RRK4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5146.92      | 0.00%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 A, GO Bonds                                                                                            | CUSIP: 57582RRM0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76771.16     | 0.03%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System)                                                             | Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System), Series 2017, Ref. RB                                       | CUSIP: 57584X8Q7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    140000 | PA      | $146320.09    | 0.05%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                                                                                            | Massachusetts Development Finance Agency, Series 2017, RB                                                                                           | CUSIP: 57584X8S3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81324.29     | 0.03%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Oregon                                                                                                                                | University of Oregon, Series 2018 A, RB                                                                                                             | CUSIP: 914767AC2<br>LEI: 549300FHOP2K4GYRPY40 | Long             | DBT              | MUN               | US        |    155000 | PA      | $158027.97    | 0.06%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Health & Educational Facilities Authority (Massachusetts Institute of Technology)                                   | Massachusetts (Commonwealth of) Health & Educational Facilities Authority (Massachusetts Institute of Technology), Series 1998 I-1, RB              | CUSIP: 57585JVZ1<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |     90000 | PA      | $95135.59     | 0.03%             | 2028-01-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Turnpike Authority                                                                                                            | New Jersey (State of) Turnpike Authority, Series 2005 A, Ref. RB                                                                                    | CUSIP: 646139B20<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105777.04    | 0.04%             | 2028-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2005, Ref. RB                                                                                               | CUSIP: 576002BL2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    125000 | PA      | $132385.19    | 0.05%             | 2028-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Minneapolis & St. Paul (Cities of), MN Metropolitan Airports Commission                                                                             | Minneapolis & St. Paul (Cities of), MN Metropolitan Airports Commission, Series 2016 A, Ref. RB                                                     | CUSIP: 603827WT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $117547.87    | 0.04%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2016 F, Ref. GO Bonds                                                                                                    | CUSIP: 3733846K7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35819.27     | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group)                                                           | Maricopa (County of), AZ Industrial Development Authority (Banner Health Obligated Group), Series 2016, Ref. RB                                     | CUSIP: 56682HBT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78692.93     | 0.03%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2016 A, Ref. RB                                                                | CUSIP: 79574CBT9<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35839.75     | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL (O'Hare International Airport)                                                                                                | Chicago (City of), IL (O'Hare International Airport), Series 2017 E, RB                                                                             | CUSIP: 167593WX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76896.45     | 0.03%             | 2028-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), Second Series 2016, Ref. GO Bonds                                                                                   | CUSIP: 70914PH54<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    300000 | PA      | $307376.46    | 0.11%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Turnpike Authority                                                                                                            | New Jersey (State of) Turnpike Authority, Series 2017 B, Ref. RB                                                                                    | CUSIP: 6461397C3<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    135000 | PA      | $142070.77    | 0.05%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) (Cleveland Clinic Health System Obligated Group)                                                                                    | Ohio (State of) (Cleveland Clinic Health System Obligated Group), Series 2017, Ref. RB                                                              | CUSIP: 677561KE1<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     80000 | PA      | $84116.18     | 0.03%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2017, Ref. RB                                                                  | CUSIP: 79574CCM3<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    135000 | PA      | $142095.74    | 0.05%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma (State of) Turnpike Authority                                                                                                              | Oklahoma (State of) Turnpike Authority, Series 2017 D D, Ref. RB                                                                                    | CUSIP: 679111YZ1<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |    240000 | PA      | $252127.03    | 0.09%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of)                                                                                                                                 | Delaware (State of), Series 2017 A, Ref. GO Bonds                                                                                                   | CUSIP: 246381KT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $115883.47    | 0.04%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Segerstrom Center for the Arts)                                                   | California (State of) Infrastructure & Economic Development Bank (Segerstrom Center for the Arts), Series 2017, Ref. RB                             | CUSIP: 13034AUA6<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    320000 | PA      | $336169.38    | 0.12%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Election of 2008)                                                                                              | Los Angeles Unified School District (Election of 2008), Series 2018 B-1, GO Bonds                                                                   | CUSIP: 5446466V9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $156779.37    | 0.06%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2018 E-1, GO Bonds                                                                                                   | CUSIP: 64966MXC8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105454.78    | 0.04%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2018, GO Bonds                                                                                                          | CUSIP: 64966MXF1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52155.19     | 0.02%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Transportation Infrastructure)                                                                                              | Connecticut (State of) (Transportation Infrastructure), Series 2018, RB                                                                             | CUSIP: 207758XN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $146418.30    | 0.05%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                                                                                            | State of Connecticut Special Tax Revenue, Series 2018, RB                                                                                           | CUSIP: 207758XP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52194.01     | 0.02%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Transportation Infrastructure)                                                                                              | Connecticut (State of) (Transportation Infrastructure), Series 2018 A, RB                                                                           | CUSIP: 207758XQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $88539.58     | 0.03%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                                                                                            | State of Connecticut Special Tax Revenue, Series 2018, RB                                                                                           | CUSIP: 207758XR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25971.06     | 0.01%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Transportation Infrastructure)                                                                                              | Connecticut (State of) (Transportation Infrastructure), Series 2018 A, RB                                                                           | CUSIP: 207758XS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $160756.00    | 0.06%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hampton (City of), VA Roads Transportation Accountability Commission                                                                                | Hampton (City of), VA Roads Transportation Accountability Commission, Series 2018 A, RB                                                             | CUSIP: 40934TAQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31042.57     | 0.01%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hampton (City of), VA Roads Transportation Accountability Commission                                                                                | Hampton (City of), VA Roads Transportation Accountability Commission, Series 2018 A, RB                                                             | CUSIP: 40934TAS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $199881.20    | 0.07%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hampton (City of), VA Roads Transportation Accountability Commission                                                                                | Hampton (City of), VA Roads Transportation Accountability Commission, Series 2018 A, RB                                                             | CUSIP: 40934TAT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $270539.14    | 0.10%             | 2028-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX Toll Road Authority (The)                                                                                                    | Harris (County of), TX Toll Road Authority (The), Series 2018 A, Ref. RB                                                                            | CUSIP: 41423PAW7<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |    110000 | PA      | $113177.36    | 0.04%             | 2043-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2018 FT, GO Bonds                                                                                                         | CUSIP: 419792WT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25067.66     | 0.01%             | 2035-01-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2018 FT, GO Bonds                                                                                                         | CUSIP: 419792WV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10438.06     | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                                                                                     | State of Hawaii, Series 2018, GO Bonds                                                                                                              | CUSIP: 419792WW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10421.21     | 0.00%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2018 FT, GO Bonds                                                                                                         | CUSIP: 419792WY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15603.38     | 0.01%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferson County Board of Education                                                                                                                 | Jefferson County Board of Education, Series 2018, Revenue Wts.                                                                                      | CUSIP: 472649AX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101376.20    | 0.04%             | 2046-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maine (State of) Turnpike Authority                                                                                                                 | Maine (State of) Turnpike Authority, Series 2018, RB                                                                                                | CUSIP: 560551QG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20429.23     | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Stadium Authority                                                                                                               | Maryland (State of) Stadium Authority, Series 2018, RB                                                                                              | CUSIP: 574296BV0<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |    200000 | PA      | $206823.44    | 0.07%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System)                                                             | Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System), Series 2017, Ref. RB                                       | CUSIP: 57584X8R5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104379.22    | 0.04%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) School Building Authority                                                                                           | Massachusetts (Commonwealth of) School Building Authority, Series 2018 A, RB                                                                        | CUSIP: 576000WE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $386372.63    | 0.14%             | 2048-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                                                                        | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2018 A, RB                                                                     | CUSIP: 89602RDV4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15539.42     | 0.01%             | 2043-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                                                                        | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2018 A, RB                                                                     | CUSIP: 89602RDW2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    330000 | PA      | $340672.60    | 0.12%             | 2044-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                                                                        | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2018 A, RB                                                                     | CUSIP: 89602RDY8<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10258.43     | 0.00%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2003, GO Bonds                                                                                                        | CUSIP: 13062PBM3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26465.20     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 452152G96<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    330000 | PA      | $337807.64    | 0.12%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (County of), TX Utility & Reclamation District                                                                                               | Dallas (County of), TX Utility & Reclamation District, Series 2016, Ref. GO Bonds                                                                   | CUSIP: 234839PL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20971.38     | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2016 3, Ref. GO Bonds                                                                                                | CUSIP: 199492SR1<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46233.93     | 0.02%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston Independent School District                                                                                                                 | Houston Independent School District, Series 2017, Ref. GO Bonds                                                                                     | CUSIP: 442403MB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102636.69    | 0.04%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp.                                                                                                                   | Hudson Yards Infrastructure Corp., Series 2017 A, Ref. RB                                                                                           | CUSIP: 44420RAP5<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71825.58     | 0.03%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2017 A-2, GO Bonds                                                                                                       | CUSIP: 373385AL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77000.30     | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipments Programs)                                                | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipments Programs), Series 2017, RB                               | CUSIP: 92778VEB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $87032.78     | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs)                                                 | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs), Series 2017 E, Ref. RB                         | CUSIP: 92778VFG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $405997.71    | 0.15%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Transportation Infrastructure)                                                                                              | Connecticut (State of) (Transportation Infrastructure), Series 2018, RB                                                                             | CUSIP: 207758XG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $152674.98    | 0.05%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2018 FT, GO Bonds                                                                                                         | CUSIP: 419792WG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $331731.51    | 0.12%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                               | New York (State of) Thruway Authority, Series 2018 L, Ref. RB                                                                                       | CUSIP: 650009P72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $136799.34    | 0.05%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                               | New York (State of) Thruway Authority, Series 2018 L, Ref. RB                                                                                       | CUSIP: 650009P80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $147160.61    | 0.05%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL Educational Facilities Authority (University of Miami)                                                                   | Miami-Dade (County of), FL Educational Facilities Authority (University of Miami), Series 2018, RB                                                  | CUSIP: 59333AMZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $171553.48    | 0.06%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-4A, Ref. RB                                                                    | CUSIP: 64972HG97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $147609.22    | 0.05%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arlington (City of), TX                                                                                                                             | Arlington (City of), TX, Series 2018 A, RB                                                                                                          | CUSIP: 04184RBR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15402.84     | 0.01%             | 2043-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                                                                                    | Energy Northwest, Series 2018 A, Ref. RB                                                                                                            | CUSIP: 29270CY25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $345675.92    | 0.12%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                                                                                    | Energy Northwest, Series 2018 A, Ref. RB                                                                                                            | CUSIP: 29270CY33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $217381.73    | 0.08%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Election of 2008)                                                                                              | Los Angeles Unified School District (Election of 2008), Series 2018 B-1, GO Bonds                                                                   | CUSIP: 5446466Q0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $115803.06    | 0.04%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Election of 2008)                                                                                              | Los Angeles Unified School District (Election of 2008), Series 2018 B-1, GO Bonds                                                                   | CUSIP: 5446466R8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $147263.41    | 0.05%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Election of 2008)                                                                                              | Los Angeles Unified School District (Election of 2008), Series 2018 B-1, GO Bonds                                                                   | CUSIP: 5446466S6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $162814.42    | 0.06%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Election of 2008)                                                                                              | Los Angeles Unified School District (Election of 2008), Series 2018 B-1, GO Bonds                                                                   | CUSIP: 5446466T4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $83857.18     | 0.03%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Election of 2008)                                                                                              | Los Angeles Unified School District (Election of 2008), Series 2018 B-1, GO Bonds                                                                   | CUSIP: 5446466U1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52318.96     | 0.02%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Election of 2008)                                                                                              | Los Angeles Unified School District (Election of 2008), Series 2018 B-1, GO Bonds                                                                   | CUSIP: 5446466W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    915000 | PA      | $954859.50    | 0.34%             | 2042-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Election of 2005)                                                                                              | Los Angeles Unified School District (Election of 2005), Series 2018 M, GO Bonds                                                                     | CUSIP: 5446467Z9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52178.12     | 0.02%             | 2042-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System)                                                             | Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System), Series 2017, Ref. RB                                       | CUSIP: 57584X8T1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35500.65     | 0.01%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2018, GO Bonds                                                                                                          | CUSIP: 64966MXB0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10559.66     | 0.00%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2018 E-1, GO Bonds                                                                                                   | CUSIP: 64966MXE4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36598.94     | 0.01%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2018 E-1, GO Bonds                                                                                                   | CUSIP: 64966MXJ3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25966.60     | 0.01%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 S-4A, Ref. RB                                                                 | CUSIP: 64972HG48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $244747.97    | 0.09%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-4A, Ref. RB                                                                    | CUSIP: 64972HG55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $138031.82    | 0.05%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 S-4A, Ref. RB                                                                 | CUSIP: 64972HG63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $308788.38    | 0.11%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-3, RB                                                                          | CUSIP: 64972HK50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103597.37    | 0.04%             | 2043-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                          | CUSIP: 64990AHP3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    310000 | PA      | $327139.56    | 0.12%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                          | CUSIP: 64990AHR9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    170000 | PA      | $178775.86    | 0.06%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 2)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 2), Series 2018 A, RB                                                                        | CUSIP: 64990AHS7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     90000 | PA      | $94418.14     | 0.03%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 3)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 3), Series 2018 A, RB                                                                        | CUSIP: 64990AHT5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    165000 | PA      | $172733.62    | 0.06%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                          | CUSIP: 64990AHU2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    215000 | PA      | $224666.38    | 0.08%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2018, RB                                                                                                 | CUSIP: 64990AHV0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    185000 | PA      | $193162.05    | 0.07%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                          | CUSIP: 64990AHW8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     85000 | PA      | $88621.57     | 0.03%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 3)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 3), Series 2018 A, RB                                                                        | CUSIP: 64990AHX6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    320000 | PA      | $332878.59    | 0.12%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 4)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 4), Series 2018 A, RB                                                                        | CUSIP: 64990AHZ1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    120000 | PA      | $124200.92    | 0.04%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 4)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 4), Series 2018 A, RB                                                                        | CUSIP: 64990AJA4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103166.29    | 0.04%             | 2045-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                               | New York (State of) Thruway Authority, Series 2018 L, Ref. RB                                                                                       | CUSIP: 650009Q30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62843.96     | 0.02%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                               | New York (State of) Thruway Authority, Series 2018 L, Ref. RB                                                                                       | CUSIP: 650009Q48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $94039.28     | 0.03%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                               | New York (State of) Thruway Authority, Series 2018 L, Ref. RB                                                                                       | CUSIP: 650009Q63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30131.36     | 0.01%             | 2037-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Connecticut                                                                                                                           | University of Connecticut, Series 2018 A, RB                                                                                                        | CUSIP: 914225HG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103643.31    | 0.04%             | 2043-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah (State of) Transit Authority                                                                                                                   | Utah (State of) Transit Authority, Series 2018, Ref. RB                                                                                             | CUSIP: 917567DY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $262690.04    | 0.09%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 C, GO Bonds                                                                                                      | CUSIP: 93974D2R8<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    190000 | PA      | $198174.88    | 0.07%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 C, GO Bonds                                                                                                      | CUSIP: 93974D2S6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    115000 | PA      | $119750.95    | 0.04%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 C, GO Bonds                                                                                                      | CUSIP: 93974D2T4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57167.74     | 0.02%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 C, GO Bonds                                                                                                      | CUSIP: 93974D2U1<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    200000 | PA      | $207390.24    | 0.07%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 C, GO Bonds                                                                                                      | CUSIP: 93974D2V9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     95000 | PA      | $98205.55     | 0.04%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wayne State University                                                                                                                              | Wayne State University, Series 2018 A, RB                                                                                                           | CUSIP: 946303ZT4<br>LEI: 549300GWQMQVAS66E613 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77810.92     | 0.03%             | 2043-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas State University Board of Regents                                                                                                             | Texas State University Board of Regents, Series 2017 A, Ref. RB                                                                                     | CUSIP: 88278PYH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $108030.54    | 0.04%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2017 A, GO Bonds                                                                                                        | CUSIP: 574193NK0<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25755.44     | 0.01%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2017, GO Bonds                                                                                                        | CUSIP: 442331U44<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    130000 | PA      | $133652.70    | 0.05%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018, GO Bonds                                                                                                        | CUSIP: 93974D2F4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42212.52     | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2018 A, GO Bonds                                                                                                        | CUSIP: 574193QC5<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    300000 | PA      | $317576.52    | 0.11%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                               | New York (State of) Thruway Authority, Series 2018 L, Ref. RB                                                                                       | CUSIP: 650009P56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57972.29     | 0.02%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 1)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 1), Series 2018 A, RB                                                                        | CUSIP: 64990AHH1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31788.45     | 0.01%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                                                                                              | California Statewide Communities Development Authority, Series 2018, RB                                                                             | CUSIP: 13080STK0<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    340000 | PA      | $348687.65    | 0.13%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), PA Higher Education & Health Authority (Thomas Jefferson University)                                                        | Montgomery (County of), PA Higher Education & Health Authority (Thomas Jefferson University), Series 2018, Ref. RB                                  | CUSIP: 613603YY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $166547.80    | 0.06%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery County Higher Education and Health Authority                                                                                             | Montgomery County Higher Education and Health Authority, Series 2018, RB                                                                            | CUSIP: 613603YM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15872.49     | 0.01%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) (Municipal Real Estate Funding, LLC)                                                                                 | Pennsylvania (Commonwealth of) (Municipal Real Estate Funding, LLC), Series 2018 A, Ref. COP                                                        | CUSIP: 709144PA1<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    135000 | PA      | $138670.72    | 0.05%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX Water System                                                                                                              | San Antonio (City of), TX Water System, Series 2018 A, Ref. RB                                                                                      | CUSIP: 79642GAY8<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5157.47      | 0.00%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2018 A, GO Bonds                                                                                                        | CUSIP: 452152W98<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43061.30     | 0.02%             | 2028-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority (Green Bonds)                                                                                          | District of Columbia Water & Sewer Authority (Green Bonds), Series 2018 A, RB                                                                       | CUSIP: 254845PE4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    125000 | PA      | $127026.24    | 0.05%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                                                                                        | District of Columbia Water & Sewer Authority, Series 2018 B, RB                                                                                     | CUSIP: 254845PZ7<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |     80000 | PA      | $82465.70     | 0.03%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                                                                                        | District of Columbia Water & Sewer Authority, Series 2018 B, RB                                                                                     | CUSIP: 254845QA1<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    200000 | PA      | $203241.98    | 0.07%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                                                                                             | Los Angeles Department of Water & Power, Series 2018, RB                                                                                            | CUSIP: 5444954Q4<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5185.36      | 0.00%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018 A, Ref. RB                                                                       | CUSIP: 5444954R2<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    215000 | PA      | $222503.52    | 0.08%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018 A, Ref. RB                                                                       | CUSIP: 5444954S0<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    190000 | PA      | $196272.13    | 0.07%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2018 F-1, GO Bonds                                                                                                | CUSIP: 64966MA25<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    240000 | PA      | $246393.53    | 0.09%             | 2045-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2018 F-1, GO Bonds                                                                                                | CUSIP: 64966MZP7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    340000 | PA      | $358027.48    | 0.13%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2018 F-1, GO Bonds                                                                                                | CUSIP: 64966MZQ5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    235000 | PA      | $247103.23    | 0.09%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2018 F-1, GO Bonds                                                                                                | CUSIP: 64966MZR3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    110000 | PA      | $115442.54    | 0.04%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2018 F-1, GO Bonds                                                                                                | CUSIP: 64966MZS1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26183.18     | 0.01%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2018, GO Bonds                                                                                                          | CUSIP: 64966MZW2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104232.43    | 0.04%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2018 F-1, GO Bonds                                                                                                | CUSIP: 64966MZX0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    105000 | PA      | $109200.99    | 0.04%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2018 F-1, GO Bonds                                                                                                | CUSIP: 64966MZY8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    300000 | PA      | $309556.59    | 0.11%             | 2043-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Monica Community College District (Election of 2016)                                                                                          | Santa Monica Community College District (Election of 2016), Series 2018 A, GO Bonds                                                                 | CUSIP: 802385QT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20843.68     | 0.01%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV (Stadium Improvement Bonds)                                                                                                   | Clark (County of), NV (Stadium Improvement Bonds), Series 2018 A, GO Bonds                                                                          | CUSIP: 180848XJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $665149.10    | 0.24%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority (San Francisco Bay Area)                                                                                                    | Bay Area Toll Authority (San Francisco Bay Area), Series 2017, Ref. RB                                                                              | CUSIP: 072024VB5<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     80000 | PA      | $85412.41     | 0.03%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 A, Ref. GO Bonds                                                                                                | CUSIP: 20772KBS7<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     70000 | PA      | $74234.92     | 0.03%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Columbia University)                                                                                       | New York (State of) Dormitory Authority (Columbia University), Series 2018 B, Ref. RB                                                               | CUSIP: 64990C6Q9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    360000 | PA      | $376474.82    | 0.14%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix (City of), AZ Industrial Development Authority  (Downtown Phoenix Student Housing, LLC- Arizona State University)                           | Phoenix (City of), AZ Industrial Development Authority  (Downtown Phoenix Student Housing, LLC- Arizona State University), Series 2018, Ref. RB     | CUSIP: 71885DDC3<br>LEI: 549300A62PWFBDWB8332 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81591.99     | 0.03%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Water Resources Authority                                                                                           | Massachusetts (Commonwealth of) Water Resources Authority, Series 2018 B, RB                                                                        | CUSIP: 576051TD8<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78341.60     | 0.03%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greeneville (Town of), TN Health & Educational Facilities Board (Ballad Health Obligated Group)                                                     | Greeneville (Town of), TN Health & Educational Facilities Board (Ballad Health Obligated Group), Series 2018 A, Ref. RB                             | CUSIP: 396649ET8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $215141.70    | 0.08%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greeneville (Town of), TN Health & Educational Facilities Board (Ballad Health Obligated Group)                                                     | Greeneville (Town of), TN Health & Educational Facilities Board (Ballad Health Obligated Group), Series 2018 A, Ref. RB                             | CUSIP: 396649EV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $156593.55    | 0.06%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greeneville Health & Educational Facilities Board                                                                                                   | Greeneville Health & Educational Facilities Board, Series 2018, RB                                                                                  | CUSIP: 396649EU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10465.63     | 0.00%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp. (TELA Supported)                                                                                                 | Grand Parkway Transportation Corp. (TELA Supported), Series 2018 A, RB                                                                              | CUSIP: 38611TBQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    865000 | PA      | $894304.82    | 0.32%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp. (TELA Supported)                                                                                                 | Grand Parkway Transportation Corp. (TELA Supported), Series 2018 A, RB                                                                              | CUSIP: 38611TBR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20437.93     | 0.01%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2018 B, RB                                                                               | CUSIP: 709221VL6<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    145000 | PA      | $149819.73    | 0.05%             | 2048-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Airport Commission (San Francisco International Airport)                                                       | San Francisco (City & County of), CA Airport Commission (San Francisco International Airport), Series 2018, RB                                      | CUSIP: 79766DLJ6<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |    110000 | PA      | $112743.33    | 0.04%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DuBois (City of), PA Hospital Authority (Penn Highlands Healthcare)                                                                                 | DuBois (City of), PA Hospital Authority (Penn Highlands Healthcare), Series 2018, Ref. RB                                                           | CUSIP: 263804BP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $23421.29     | 0.01%             | 2048-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2018 O, Ref. RB                                                                                          | CUSIP: 91412HDA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $296927.76    | 0.11%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2018 A, GO Bonds                                                                                                      | CUSIP: 180848XG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31520.17     | 0.01%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2018 A, GO Bonds                                                                                                      | CUSIP: 180848XH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $295810.65    | 0.11%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                                                                                    | Energy Northwest, Series 2018 C, Ref. RB                                                                                                            | CUSIP: 29270CZ40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $175497.00    | 0.06%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                                                                                    | Energy Northwest, Series 2018 C, Ref. RB                                                                                                            | CUSIP: 29270CZ57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $217669.94    | 0.08%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp.                                                                                                                  | Grand Parkway Transportation Corp., Series 2018 A, RB                                                                                               | CUSIP: 38611TBK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $351704.24    | 0.13%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp.                                                                                                                  | Grand Parkway Transportation Corp., Series 2018 A, RB                                                                                               | CUSIP: 38611TBL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $89039.26     | 0.03%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp.                                                                                                                  | Grand Parkway Transportation Corp., Series 2018 A, RB                                                                                               | CUSIP: 38611TBM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114930.24    | 0.04%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp. (TELA Supported)                                                                                                 | Grand Parkway Transportation Corp. (TELA Supported), Series 2018 A, RB                                                                              | CUSIP: 38611TBN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57316.17     | 0.02%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp. (TELA Supported)                                                                                                 | Grand Parkway Transportation Corp. (TELA Supported), Series 2018 A, RB                                                                              | CUSIP: 38611TBP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $379491.23    | 0.14%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Little Elm Independent School District                                                                                                              | Little Elm Independent School District, Series 2018, GO Bonds                                                                                       | CUSIP: 537096X79<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40792.31     | 0.01%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisville and Jefferson County Metropolitan Sewer District                                                                                         | Louisville and Jefferson County Metropolitan Sewer District, Series 2018, RB                                                                        | CUSIP: 546589J94<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |    340000 | PA      | $344855.03    | 0.12%             | 2038-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 C-2, RB                                                                          | CUSIP: 64971XDH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $179268.64    | 0.06%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 C-2, RB                                                                          | CUSIP: 64971XDJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $595231.06    | 0.21%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 C-2, RB                                                                          | CUSIP: 64971XDK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $194506.04    | 0.07%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 C-2, RB                                                                          | CUSIP: 64971XDL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68182.32     | 0.02%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 C-2, RB                                                                          | CUSIP: 64971XDM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $235690.07    | 0.08%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 C-3, RB                                                                          | CUSIP: 64971XDN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36591.40     | 0.01%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2018, RB                                                            | CUSIP: 64971XDP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78325.36     | 0.03%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 C-3, RB                                                                          | CUSIP: 64971XDQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $260649.45    | 0.09%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2018, GO Bonds                                                                                         | CUSIP: 70914PM66<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20610.52     | 0.01%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), Series 2018, GO Bonds                                                                                               | CUSIP: 70914PM82<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    330000 | PA      | $338400.28    | 0.12%             | 2036-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2018, GO Bonds                                                                                         | CUSIP: 70914PM90<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    395000 | PA      | $403935.02    | 0.15%             | 2037-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                                                                                        | Commonwealth of Pennsylvania, Series 2018, GO Bonds                                                                                                 | CUSIP: 70914PN24<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    255000 | PA      | $260121.09    | 0.09%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2018, GO Bonds                                                                                         | CUSIP: 70914PN32<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    415000 | PA      | $418256.01    | 0.15%             | 2039-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Ninth Series 2018, Ref. RB                                                            | CUSIP: 73358WV76<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     90000 | PA      | $95663.57     | 0.03%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Ninth Series 2018, Ref. RB                                                            | CUSIP: 73358WV84<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    200000 | PA      | $212451.92    | 0.08%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Ninth Series 2018, Ref. RB                                                            | CUSIP: 73358WV92<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    120000 | PA      | $127287.44    | 0.05%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Ninth Series 2018, Ref. RB                                                            | CUSIP: 73358WW42<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26350.60     | 0.01%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Putnam (County of), FL Development Authority (Seminole Electric Cooperative)                                                                        | Putnam (County of), FL Development Authority (Seminole Electric Cooperative), Series 2018 A, Ref. RB                                                | CUSIP: 746507AU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $308853.66    | 0.11%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX Water System                                                                                                              | San Antonio (City of), TX Water System, Series 2018 A, Ref. RB                                                                                      | CUSIP: 79642GAZ5<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |    200000 | PA      | $203949.06    | 0.07%             | 2048-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2018 A, RB                                                                                         | CUSIP: 882854H96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $92521.81     | 0.03%             | 2034-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                                                                                       | Texas Water Development Board, Series 2018, RB                                                                                                      | CUSIP: 882854J29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $92321.24     | 0.03%             | 2035-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                                                                                       | Texas Water Development Board, Series 2018, RB                                                                                                      | CUSIP: 882854J37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102325.94    | 0.04%             | 2036-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                                                                                       | Texas Water Development Board, Series 2018, RB                                                                                                      | CUSIP: 882854J45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5101.24      | 0.00%             | 2037-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2018 A, RB                                                                                         | CUSIP: 882854J60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $463958.51    | 0.17%             | 2043-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Connecticut                                                                                                                           | University of Connecticut, Series 2018 A, RB                                                                                                        | CUSIP: 914233Q87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20311.42     | 0.01%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2017 FK, GO Bonds                                                                                                         | CUSIP: 419792RH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31022.13     | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                                           | North Carolina (State of), Series 2017 B, Ref. RB                                                                                                   | CUSIP: 65829QCX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $185973.05    | 0.07%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2017 U, Ref. GO Bonds                                                                                                       | CUSIP: 677522RN6<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    165000 | PA      | $175222.94    | 0.06%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Transportation Board                                                                                                     | Virginia (Commonwealth of) Transportation Board, Series 2017 A, Ref. RB                                                                             | CUSIP: 927793D63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26224.44     | 0.01%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                                                                                                | Texas A&M University, Series 2017 E, Ref. RB                                                                                                        | CUSIP: 88213AKX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10338.89     | 0.00%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2017, RB                                                                                                           | CUSIP: 91412G3J2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51798.87     | 0.02%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Transportation Trust Fund (Contract Assistance)                                                                     | Massachusetts (Commonwealth of) Transportation Trust Fund (Contract Assistance), Series 2018, Ref. RB                                               | CUSIP: 57563CDG4<br>LEI: 549300CGDCL8XZK3KN03 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21073.43     | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2018, GO Bonds                                                                                         | CUSIP: 70914PL83<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     95000 | PA      | $100481.35    | 0.04%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority (LCRA Transmission Services Corp.)                                                                                   | Lower Colorado River Authority (LCRA Transmission Services Corp.), Series 2018, Ref. RB                                                             | CUSIP: 54811BRZ6<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61799.64     | 0.02%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority (LCRA Transmission Services Corp.)                                                                                   | Lower Colorado River Authority (LCRA Transmission Services Corp.), Series 2018, Ref. RB                                                             | CUSIP: 54811BSA0<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |    195000 | PA      | $198644.30    | 0.07%             | 2048-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Caregroup)                                                                              | Massachusetts (Commonwealth of) Development Finance Agency (Caregroup), Series 2018, RB                                                             | CUSIP: 57584YJV2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    240000 | PA      | $243456.07    | 0.09%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2018 A-2, RB                                                                             | CUSIP: 709224K57<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    200000 | PA      | $205621.48    | 0.07%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2018 A-2, RB                                                                             | CUSIP: 709224K40<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    560000 | PA      | $584910.20    | 0.21%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Health Facilities Authority (Adventist Health System/Sunbelt Obligated Group)                                                   | Colorado (State of) Health Facilities Authority (Adventist Health System/Sunbelt Obligated Group), Series 2018 A, RB                                | CUSIP: 19648FGP3<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30487.40     | 0.01%             | 2048-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) (Rail Enhancement & Accelerated Bridge Program)                                                                     | Massachusetts (Commonwealth of) (Rail Enhancement & Accelerated Bridge Program), Series 2018 A, RB                                                  | CUSIP: 57604THF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $88990.47     | 0.03%             | 2043-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| King & Snohomish Counties School District No. 417 Northshore                                                                                        | King & Snohomish Counties School District No. 417 Northshore, Series 2018, GO Bonds                                                                 | CUSIP: 494656T92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $152752.02    | 0.05%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Franklin (County of), OH                                                                                                                            | Franklin (County of), OH, Series 2018, RB                                                                                                           | CUSIP: 353204AX8<br>LEI: 549300VCBUC1RZE7KL42 | Long             | DBT              | MUN               | US        |    150000 | PA      | $153549.36    | 0.06%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Caregroup)                                                                              | Massachusetts (Commonwealth of) Development Finance Agency (Caregroup), Series 2018 J-2, RB                                                         | CUSIP: 57584YJU4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    250000 | PA      | $256703.63    | 0.09%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) (Rail Enhancement & Accelerated Bridge Program)                                                                     | Massachusetts (Commonwealth of) (Rail Enhancement & Accelerated Bridge Program), Series 2018 A, RB                                                  | CUSIP: 57604THG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25521.92     | 0.01%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2018 FF, Ref. RB                                                                   | CUSIP: 64972GRS5<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    165000 | PA      | $175324.40    | 0.06%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2018, Ref. RB                                                                      | CUSIP: 64972GRV8<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    120000 | PA      | $126555.24    | 0.05%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2018 FF, Ref. RB                                                                   | CUSIP: 64972GRW6<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    185000 | PA      | $194785.69    | 0.07%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2018 FF, Ref. RB                                                                   | CUSIP: 64972GRX4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    595000 | PA      | $625288.59    | 0.22%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission Oil Franchise Tax Revenue                                                                                          | Pennsylvania Turnpike Commission Oil Franchise Tax Revenue, Series 2018, RB                                                                         | CUSIP: 709221VE2<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    130000 | PA      | $136069.87    | 0.05%             | 2044-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2018 A, RB                                                                               | CUSIP: 709221VF9<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    430000 | PA      | $442086.18    | 0.16%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2018 B, RB                                                                               | CUSIP: 709221VJ1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    365000 | PA      | $379190.14    | 0.14%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2018 B, RB                                                                               | CUSIP: 709221VK8<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15378.34     | 0.01%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Jobs-Economic Development Authority (McLeod Health)                                                                       | South Carolina (State of) Jobs-Economic Development Authority (McLeod Health), Series 2018, RB                                                      | CUSIP: 83703FKT8<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |    150000 | PA      | $153432.08    | 0.06%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs-Economic Development Authority                                                                                                  | South Carolina Jobs-Economic Development Authority, Series 2018, RB                                                                                 | CUSIP: 83703FKU5<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10137.40     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2018 AZ, Ref. RB                                                                                                   | CUSIP: 91412HAT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $291561.90    | 0.10%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2018 AZ, Ref. RB                                                                                                   | CUSIP: 91412HAU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $126971.23    | 0.05%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2018 AZ, Ref. RB                                                                                                   | CUSIP: 91412HAV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $121404.95    | 0.04%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2018 AZ, Ref. RB                                                                                                   | CUSIP: 91412HAW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68445.60     | 0.02%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2018 AZ, Ref. RB                                                                                                   | CUSIP: 91412HAX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31519.98     | 0.01%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2018 AZ, Ref. RB                                                                                                   | CUSIP: 91412HAZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $500297.52    | 0.18%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2018 AZ, Ref. RB                                                                                                   | CUSIP: 91412HBB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $149173.01    | 0.05%             | 2048-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2018 AZ, Ref. RB                                                                                                   | CUSIP: 91412HBE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $579829.33    | 0.21%             | 2058-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2018 O, Ref. RB                                                                                          | CUSIP: 91412HDB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $401057.20    | 0.14%             | 2048-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2018 O, Ref. RB                                                                                          | CUSIP: 91412HDE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $316190.45    | 0.11%             | 2058-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of) (Bidding Group 2)                                                                                                          | West Virginia (State of) (Bidding Group 2), Series 2018 B, GO Bonds                                                                                 | CUSIP: 956553D24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62353.85     | 0.02%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Local Government                                                                                                                 | Georgia (State of) Local Government, Series 1998 A, COP                                                                                             | CUSIP: 373271AA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $469392.24    | 0.17%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Public School Building Authority (Philadelphia School District)                                                      | Pennsylvania (Commonwealth of) Public School Building Authority (Philadelphia School District), Series 2003, RB                                     | CUSIP: 857322PX3<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42671.60     | 0.02%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority                                                                                                                | Indiana (State of) Finance Authority, Series 2016 C, Ref. RB                                                                                        | CUSIP: 45470RCW4<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    355000 | PA      | $377098.54    | 0.14%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District                                                                                                                 | East Bay Municipal Utility District, Series 2017 B, Ref. RB                                                                                         | CUSIP: 271014E57<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26032.57     | 0.01%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2017 B-2, Ref. RB                                                                        | CUSIP: 709224XC8<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25868.61     | 0.01%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire (State of) Health and Education Facilities Authority (Dartmouth College)                                                              | New Hampshire (State of) Health and Education Facilities Authority (Dartmouth College), Series 2017, Ref. RB                                        | CUSIP: 64461XED3<br>LEI: 549300CNCK7OT82W5653 | Long             | DBT              | MUN               | US        |    170000 | PA      | $180775.33    | 0.06%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 B, GO Bonds                                                                                            | CUSIP: 57582RRY4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    370000 | PA      | $389721.37    | 0.14%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2018 AZ, Ref. RB                                                                                                   | CUSIP: 91412HAJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26101.18     | 0.01%             | 2028-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2018, RB                                                                                                           | CUSIP: 91412HCH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31924.86     | 0.01%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 C, GO Bonds                                                                                                     | CUSIP: 20772KCL1<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42606.14     | 0.02%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Finance Authority                                                                                                             | New Mexico (State of) Finance Authority, Series 2018 A, Ref. RB                                                                                     | CUSIP: 64711RMC7<br>LEI: 549300L6217Y7X40SP94 | Long             | DBT              | MUN               | US        |     75000 | PA      | $79903.87     | 0.03%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Rankin Utility Authority                                                                                                                       | West Rankin Utility Authority, Series 2018, RB                                                                                                      | CUSIP: 955525BY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $94713.84     | 0.03%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Davie (Town of), FL (Nova Southeastern University)                                                                                                  | Davie (Town of), FL (Nova Southeastern University), Series 2018, Ref. RB                                                                            | CUSIP: 23867PBU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25338.76     | 0.01%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2018 A, Ref. RB                                                                                                 | CUSIP: 13077DEY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $154411.19    | 0.06%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Birmingham (City of) & Jefferson (County of), AL Civic Center Authority                                                                             | Birmingham (City of) & Jefferson (County of), AL Civic Center Authority, Series 2018 A, RB                                                          | CUSIP: 091156MR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5073.63      | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA                                                                                                                           | Allegheny (County of), PA, Series 2018 C-77, GO Bonds                                                                                               | CUSIP: 01728VUF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $140329.23    | 0.05%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arkansas River Power Authority                                                                                                                      | Arkansas River Power Authority, Series 2018, RB                                                                                                     | CUSIP: 041036DN1<br>LEI: 549300JY7B7H80DT6195 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72274.73     | 0.03%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Auburn University                                                                                                                                   | Auburn University, Series 2018 A, RB                                                                                                                | CUSIP: 050589PU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51720.73     | 0.02%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Auburn University                                                                                                                                   | Auburn University, Series 2018 A, RB                                                                                                                | CUSIP: 050589PV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56075.73     | 0.02%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                                                                                    | State of Florida, Series 2018, GO Bonds                                                                                                             | CUSIP: 3411505G1<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |     22000 | PA      | $22252.49     | 0.01%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2018 A, GO Bonds                                                                                                         | CUSIP: 373385CT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62127.61     | 0.02%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                                                                                    | State of Georgia, Series 2018, GO Bonds                                                                                                             | CUSIP: 373385CU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25829.35     | 0.01%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Grossmont-Cuyamaca Community College District (Election of 2012)                                                                                    | Grossmont-Cuyamaca Community College District (Election of 2012), Series 2018 B, GO Bonds                                                           | CUSIP: 399267GS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5186.17      | 0.00%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King & Snohomish Counties School District No. 417 Northshore                                                                                        | King & Snohomish Counties School District No. 417 Northshore, Series 2018, GO Bonds                                                                 | CUSIP: 494656T84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26411.34     | 0.01%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Facilities, Inc. (Vermont Corridor County Administration Building)                                                               | Los Angeles County Facilities, Inc. (Vermont Corridor County Administration Building), Series 2018 A, RB                                            | CUSIP: 54531FAS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $178116.53    | 0.06%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maine (State of) Health & Higher Educational Facilities Authority (Mainhealth)                                                                      | Maine (State of) Health & Higher Educational Facilities Authority (Mainhealth), Series 2018 A, RB                                                   | CUSIP: 56042RQX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $256478.85    | 0.09%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maine (State of) Health & Higher Educational Facilities Authority (Mainhealth)                                                                      | Maine (State of) Health & Higher Educational Facilities Authority (Mainhealth), Series 2018 A, RB                                                   | CUSIP: 56042RQZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60864.02     | 0.02%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salem-Keizer School District No. 24J                                                                                                                | Salem-Keizer School District No. 24J, Series 2018, GO Bonds                                                                                         | CUSIP: 569203NF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $121931.00    | 0.04%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salem-Keizer School District No. 24J                                                                                                                | Salem-Keizer School District No. 24J, Series 2018, GO Bonds                                                                                         | CUSIP: 569203NH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $89712.70     | 0.03%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salem-Keizer School District No. 24J                                                                                                                | Salem-Keizer School District No. 24J, Series 2018, GO Bonds                                                                                         | CUSIP: 569203NJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $89498.23     | 0.03%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salem-Keizer School District No. 24J                                                                                                                | Salem-Keizer School District No. 24J, Series 2018, GO Bonds                                                                                         | CUSIP: 569203NK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5253.77      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salem-Keizer School District No. 24J                                                                                                                | Salem-Keizer School District No. 24J, Series 2018, GO Bonds                                                                                         | CUSIP: 569203NL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15732.04     | 0.01%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-1, RB                                                                          | CUSIP: 64972HS60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $559425.80    | 0.20%             | 2043-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-1, RB                                                                          | CUSIP: 64972HS86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $246948.17    | 0.09%             | 2045-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 S-2A, Ref. RB                                                                 | CUSIP: 64972HU34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $366315.20    | 0.13%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-2A, Ref. RB                                                                    | CUSIP: 64972HU42<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    260000 | PA      | $275357.03    | 0.10%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-2A, Ref. RB                                                                    | CUSIP: 64972HU91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10123.02     | 0.00%             | 2038-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 C, Ref. RB                                                                                     | CUSIP: 64990AJY2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    530000 | PA      | $559297.55    | 0.20%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 1)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 1), Series 2018 C, Ref. RB                                                                   | CUSIP: 64990AJZ9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    600000 | PA      | $632162.82    | 0.23%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 1)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 1), Series 2018 C, Ref. RB                                                                   | CUSIP: 64990AKA2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    180000 | PA      | $189292.09    | 0.07%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2018, RB                                                                                                 | CUSIP: 64990AKB0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47209.07     | 0.02%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 4)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 4), Series 2018 C, Ref. RB                                                                   | CUSIP: 64990AKC8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    430000 | PA      | $450154.27    | 0.16%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 C, Ref. RB                                                                                     | CUSIP: 64990AKD6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67922.39     | 0.02%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2018, RB                                                                                                 | CUSIP: 64990AKE4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31323.58     | 0.01%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2018, RB                                                                                                 | CUSIP: 64990AKF1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52130.34     | 0.02%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 4)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 4), Series 2018 C, Ref. RB                                                                   | CUSIP: 64990AKG9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36408.60     | 0.01%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 4)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 4), Series 2018 C, Ref. RB                                                                   | CUSIP: 64990AKH7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    200000 | PA      | $207526.24    | 0.07%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Rankin Utility Authority                                                                                                                       | West Rankin Utility Authority, Series 2018, RB                                                                                                      | CUSIP: 955525BX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15785.64     | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Bay Transportation Authority                                                                                        | Massachusetts (Commonwealth of) Bay Transportation Authority, Series 2005 A, RB                                                                     | CUSIP: 575579HF7<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |    115000 | PA      | $122988.79    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| St. Louis (City of), MO                                                                                                                             | St. Louis (City of), MO, Series 2005, RB                                                                                                            | CUSIP: 791638VG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $85895.05     | 0.03%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Bay Transportation Authority                                                                                        | Massachusetts (Commonwealth of) Bay Transportation Authority, Series 2006 A, RB                                                                     | CUSIP: 575579LH8<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53756.83     | 0.02%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District (Election of 1998)                                                                                                | San Diego Unified School District (Election of 1998), Series 2006 G-1, Ref. GO Bonds                                                                | CUSIP: 797355ZF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $232846.57    | 0.08%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                                                                                              | Permanent University Fund - University of Texas System, Series 2007 B, Ref. RB                                                                      | CUSIP: 915115X95<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |     75000 | PA      | $80280.08     | 0.03%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2014 C, GO Bonds                                                                                            | CUSIP: 57582P4A5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25002.29     | 0.01%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 B, Ref. GO Bonds                                                                                       | CUSIP: 57582RJV9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    400000 | PA      | $427314.16    | 0.15%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2016 B, Ref. RB                                                                                                       | CUSIP: 181000PG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $197152.67    | 0.07%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN                                                                                           | Metropolitan Government of Nashville & Davidson County TN, Series 2017, GO Bonds                                                                    | CUSIP: 592112SL1<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15334.69     | 0.01%             | 2028-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority (Princeton University)                                                                       | New Jersey (State of) Educational Facilities Authority (Princeton University), Series 2017 B, Ref. RB                                               | CUSIP: 646066N63<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    125000 | PA      | $129779.75    | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (No. 3)                                                                                                                            | Energy Northwest (No. 3), Series 2017 A, Ref. RB                                                                                                    | CUSIP: 29270CV93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $270043.80    | 0.10%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (No. 1)                                                                                                                            | Energy Northwest (No. 1), Series 2017 A, Ref. RB                                                                                                    | CUSIP: 29270CU52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $238884.90    | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Department of Transportation                                                                                                   | Wisconsin (State of) Department of Transportation, Series 2017 1, Ref. RB                                                                           | CUSIP: 977123Q68<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    120000 | PA      | $124492.01    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2017 C, Ref. GO Bonds                                                                                                    | CUSIP: 373385BG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $93542.26     | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2017, GO Bonds                                                                                                | CUSIP: 57582RPA8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21365.71     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 S-1, Ref. RB                                                                     | CUSIP: 64972HZN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $135151.64    | 0.05%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hillsborough (County of), FL School Board (Master Lease Program)                                                                                    | Hillsborough (County of), FL School Board (Master Lease Program), Series 2017, Ref. COP                                                             | CUSIP: 43232VUC3<br>LEI: 549300E7JND1K3JLOI29 | Long             | DBT              | MUN               | US        |    160000 | PA      | $165925.02    | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of)                                                                                                                                  | Florida (State of), Series 2017 A, Ref. RB                                                                                                          | CUSIP: 341507S36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $202123.43    | 0.07%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System)                                                             | Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System), Series 2017, Ref. RB                                       | CUSIP: 57584X8K0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    240000 | PA      | $251693.64    | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Election of 2008)                                                                                              | Los Angeles Unified School District (Election of 2008), Series 2018 B-1, GO Bonds                                                                   | CUSIP: 5446466K3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1035000 | PA      | $1095779.03   | 0.39%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-4A, Ref. RB                                                                    | CUSIP: 64972HF64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $69558.28     | 0.02%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Ninth Series 2018, Ref. RB                                                            | CUSIP: 73358WV27<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     60000 | PA      | $64222.07     | 0.02%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prince George's (County of), MD                                                                                                                     | Prince George's (County of), MD, Series 2018 A, GO Bonds                                                                                            | CUSIP: 7417014R4<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |    145000 | PA      | $154855.07    | 0.06%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (No. 3)                                                                                                                            | Energy Northwest (No. 3), Series 2018, Ref. RB                                                                                                      | CUSIP: 29270C2H7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $207855.51    | 0.07%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 B, Ref. GO Bonds                                                                                       | CUSIP: 57582RTK2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    170000 | PA      | $181608.52    | 0.07%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2018 A, GO Bonds                                                                                                         | CUSIP: 373385CM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $117381.52    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 1, Ref. RB                                                                                     | CUSIP: 64990GEW8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    300000 | PA      | $316382.76    | 0.11%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 2)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 2), Series 2018, RB                                                                          | CUSIP: 64990AJS5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58301.66     | 0.02%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-2A, Ref. RB                                                                    | CUSIP: 64972HT51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $181921.66    | 0.07%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Charter County of Wayne Criminal Justice Center)                                                             | Michigan (State of) Finance Authority (Charter County of Wayne Criminal Justice Center), Series 2018, RB                                            | CUSIP: 59447TSM6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    445000 | PA      | $459928.15    | 0.17%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trinity River Authority Central Regional Wastewater System Revenue                                                                                  | Trinity River Authority Central Regional Wastewater System Revenue, Series 2018, RB                                                                 | CUSIP: 89658HWJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50815.44     | 0.02%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alamo Community College District                                                                                                                    | Alamo Community College District, Series 2017, GO Bonds                                                                                             | CUSIP: 011415RG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10389.62     | 0.00%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allen (County of), OH                                                                                                                               | Allen (County of), OH, Series 2017 A, Ref. RB                                                                                                       | CUSIP: 01757LFT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $84035.68     | 0.03%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2004, RB                                                                                                              | CUSIP: 047870FA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $104052.17    | 0.04%             | 2028-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Stanford Health Care)                                                                  | California (State of) Health Facilities Financing Authority (Stanford Health Care), Series 2017 A, Ref. RB                                          | CUSIP: 13032UQF8<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15799.81     | 0.01%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                                         | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2018, RB                        | CUSIP: 13034AYQ7<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    110000 | PA      | $117498.23    | 0.04%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                   | CUSIP: 13063C8R4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    210000 | PA      | $218989.18    | 0.08%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2017, GO Bonds                                                                                                          | CUSIP: 13063DAT5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52513.23     | 0.02%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                   | CUSIP: 13063DBT4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    320000 | PA      | $336084.64    | 0.12%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                   | CUSIP: 13063DDU9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78210.42     | 0.03%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, GO Bonds                                                                                                        | CUSIP: 13063DEC8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26070.14     | 0.01%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charlotte (City of), NC                                                                                                                             | Charlotte (City of), NC, Series 2018, Ref. RB                                                                                                       | CUSIP: 161045NP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $277569.97    | 0.10%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cincinnati City School District (Classroom Construction & Improvement)                                                                              | Cincinnati City School District (Classroom Construction & Improvement), Series 2006, Ref. GO Bonds                                                  | CUSIP: 172252A99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $59470.24     | 0.02%             | 2028-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2017, Ref. GO Bonds                                                                                                   | CUSIP: 180848SQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $129560.38    | 0.05%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2017-1, Ref. GO Bonds                                                                                                | CUSIP: 199492VJ5<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |    115000 | PA      | $120194.44    | 0.04%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX Area Rapid Transit                                                                                                             | Dallas (City of), TX Area Rapid Transit, Series 2007, Ref. RB                                                                                       | CUSIP: 235241EX0<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     90000 | PA      | $97527.04     | 0.04%             | 2028-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017 A, Ref. GO Bonds                                                                                                  | CUSIP: 25476FUA4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51762.34     | 0.02%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017 D, GO Bonds                                                                                                       | CUSIP: 25476FUY2<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    110000 | PA      | $113877.14    | 0.04%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) Municipal Power Agency                                                                                                           | Florida (State of) Municipal Power Agency, Series 2018 A, Ref. RB                                                                                   | CUSIP: 342816Q24<br>LEI: 549300M3I10QJUPNU131 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45844.56     | 0.02%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gainesville (City of), FL                                                                                                                           | Gainesville (City of), FL, Series 2017 A, RB                                                                                                        | CUSIP: 362848UA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $167084.42    | 0.06%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2017 FN, Ref. GO Bonds                                                                                                    | CUSIP: 419792SH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $214423.13    | 0.08%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2018 B, Ref. RB                                                                                                       | CUSIP: 442349BF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $116992.96    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Howard (County of), MD                                                                                                                              | Howard (County of), MD, Series 2017 D, Ref. GO Bonds                                                                                                | CUSIP: 44256PKN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $132077.94    | 0.05%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hurst-Euless-Bedford Independent School District                                                                                                    | Hurst-Euless-Bedford Independent School District, Series 2017 A, Ref. GO Bonds                                                                      | CUSIP: 447819EL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $166233.86    | 0.06%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Northwestern University)                                                                                     | Illinois (State of) Finance Authority (Northwestern University), Series 2015, RB                                                                    | CUSIP: 45203H2A9<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     85000 | PA      | $91227.30     | 0.03%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Clean Water Initiative)                                                                                      | Illinois (State of) Finance Authority (Clean Water Initiative), Series 2017, RB                                                                     | CUSIP: 45204EXU7<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71697.07     | 0.03%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Northwestern Memorial Healthcare)                                                                            | Illinois (State of) Finance Authority (Northwestern Memorial Healthcare), Series 2017 A, Ref. RB                                                    | CUSIP: 45204EZQ4<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78604.13     | 0.03%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2017 D, GO Bonds                                                                                                        | CUSIP: 452152Q20<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    930000 | PA      | $969285.53    | 0.35%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2017, GO Bonds                                                                                                            | CUSIP: 452152S77<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10442.73     | 0.00%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Franciscan Alliance, Inc.)                                                                                    | Indiana (State of) Finance Authority (Franciscan Alliance, Inc.), Series 2017 B, RB                                                                 | CUSIP: 45470YDT5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15663.32     | 0.01%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Green Bonds)                                                                                                  | Indiana (State of) Finance Authority (Green Bonds), Series 2017, Ref. RB                                                                            | CUSIP: 45506DJ30<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    140000 | PA      | $147716.73    | 0.05%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa (State of) Finance Authority (Green Bonds)                                                                                                     | Iowa (State of) Finance Authority (Green Bonds), Series 2017, Ref. RB                                                                               | CUSIP: 46246K4C3<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    195000 | PA      | $202917.59    | 0.07%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEA Water & Sewer System                                                                                                                            | JEA Water & Sewer System, Series 2017 A, Ref. RB                                                                                                    | CUSIP: 46613P3H7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67929.82     | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEA Electric System                                                                                                                                 | JEA Electric System, Series 2017 B, Ref. RB                                                                                                         | CUSIP: 46613SFV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $135351.28    | 0.05%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Turnpike Authority (Revitalization)                                                                                      | Kentucky (Commonwealth of) Turnpike Authority (Revitalization), Series 2017 B, Ref. RB                                                              | CUSIP: 491552R23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $88106.06     | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Beach (City of), CA Bond Finance Authority                                                                                                     | Long Beach (City of), CA Bond Finance Authority, Series 2007 A, RB                                                                                  | CUSIP: 54241AAU7<br>LEI: 549300BKBZ5U7OZH3S21 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5386.13      | 0.00%             | 2028-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018 A, Ref. RB                                                                       | CUSIP: 5444954G6<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    195000 | PA      | $204572.86    | 0.07%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                                   | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2017 A, RB                                                                | CUSIP: 54466HEQ5<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46928.51     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2017 A, GO Bonds                                                                                                        | CUSIP: 574193PP7<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    105000 | PA      | $109314.64    | 0.04%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2017, RB                                                                                   | CUSIP: 574204H71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $156479.75    | 0.06%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2004 B, Ref. GO Bonds                                                                                       | CUSIP: 57582NXN0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     65000 | PA      | $69975.82     | 0.03%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Water Resources Authority                                                                                           | Massachusetts (Commonwealth of) Water Resources Authority, Series 2007 B, Ref. RB                                                                   | CUSIP: 576049V98<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5388.90      | 0.00%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 A, Ref. RB                                                                                             | CUSIP: 57604TEW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $73565.94     | 0.03%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan St. Louis Sewer District                                                                                                               | Metropolitan St. Louis Sewer District, Series 2017, RB                                                                                              | CUSIP: 592481JV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72296.78     | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 B-2, RB                                                                            | CUSIP: 59259N7B3<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47135.87     | 0.02%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017, Ref. RB                                                                           | CUSIP: 59261ANL7<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    180000 | PA      | $193519.75    | 0.07%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 C-1, Ref. RB                                                                       | CUSIP: 59261APY7<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26388.66     | 0.01%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                                                                                                  | Metropolitan Water District of Southern California, Series 2018 B, RB                                                                               | CUSIP: 59266TPC9<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |    180000 | PA      | $194392.55    | 0.07%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL Educational Facilities Authority (University of Miami)                                                                   | Miami-Dade (County of), FL Educational Facilities Authority (University of Miami), Series 2007 B, Ref. RB                                           | CUSIP: 59333AGR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15863.23     | 0.01%             | 2028-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2017 B, Ref. RB                                                                                                  | CUSIP: 59334DKA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $187798.10    | 0.07%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Hospital Finance Authority (Trinity Health Credit Group)                                                                        | Michigan (State of) Hospital Finance Authority (Trinity Health Credit Group), Series 2008, RB                                                       | CUSIP: 59465HUP9<br>LEI: 54930011MIBQ2P7ZNM19 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15724.95     | 0.01%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2017 D, Ref. GO Bonds                                                                                                  | CUSIP: 60412AKC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20905.96     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2017 A, GO Bonds                                                                                                       | CUSIP: 60412ALD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104529.82    | 0.04%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2017 A, Ref. GO Bonds                                                                                                | CUSIP: 605581JL2<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    370000 | PA      | $386677.45    | 0.14%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Health Care Facilities Financing Authority (Hackensack Meridian Health Obligated Group)                                       | New Jersey (State of) Health Care Facilities Financing Authority (Hackensack Meridian Health Obligated Group), Series 2017 A, Ref. RB               | CUSIP: 645790JQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103721.16    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority (Princeton University)                                                                       | New Jersey (State of) Educational Facilities Authority (Princeton University), Series 2017 I, Ref. RB                                               | CUSIP: 6460665B2<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20764.76     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Severance Tax Permanent Fund                                                                                                  | New Mexico (State of) Severance Tax Permanent Fund, Series 2018, RB                                                                                 | CUSIP: 6473102Z3<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |    205000 | PA      | $218128.73    | 0.08%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017 A, Ref. GO Bonds                                                                                                | CUSIP: 64966MPG8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    375000 | PA      | $389394.86    | 0.14%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017 1, GO Bonds                                                                                                     | CUSIP: 64966MRU5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    160000 | PA      | $166141.81    | 0.06%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017 C, Ref. GO Bonds                                                                                                | CUSIP: 64966MSW0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    225000 | PA      | $236975.63    | 0.09%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017, RB                                                                              | CUSIP: 64971W7Q7<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     80000 | PA      | $83550.64     | 0.03%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2017, Ref. RB                                         | CUSIP: 64986DDK8<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51838.46     | 0.02%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2005 B, Ref. RB                                                                                     | CUSIP: 649902AY9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42773.51     | 0.02%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                          | CUSIP: 64990C6N6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    280000 | PA      | $301790.66    | 0.11%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                                                                       | New York (State of) Dormitory Authority (New York University), Series 2017, RB                                                                      | CUSIP: 64990CA92<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15574.13     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2017, RB                                                                                                 | CUSIP: 64990CVB4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10358.64     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Medical Care Commission (Duke University Health system)                                                                   | North Carolina (State of) Medical Care Commission (Duke University Health system), Series 2016, RB                                                  | CUSIP: 65821DUD1<br>LEI: 549300FH6KOXGCHQYG81 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106088.97    | 0.04%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2016 A, Ref. GO Bonds                                                                                                       | CUSIP: 677522HQ0<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     65000 | PA      | $69636.01     | 0.02%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2017 B, Ref. GO Bonds                                                                                                       | CUSIP: 677522VB7<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    130000 | PA      | $139272.02    | 0.05%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2017 B, Ref. GO Bonds                                                                                                       | CUSIP: 677522VN1<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    135000 | PA      | $144774.20    | 0.05%             | 2028-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Turnpike & Infrastructure Commission                                                                                                | Ohio (State of) Turnpike & Infrastructure Commission, Series 2017 A, Ref. RB                                                                        | CUSIP: 67760HLE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41062.34     | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Turnpike & Infrastructure Commission (Infrastructure)                                                                               | Ohio (State of) Turnpike & Infrastructure Commission (Infrastructure), Series 2018 A, RB                                                            | CUSIP: 67760HLK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $147568.55    | 0.05%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange (County of), CA Sanitation District                                                                                                          | Orange (County of), CA Sanitation District, Series 2017 A, Ref. RB                                                                                  | CUSIP: 68428TCZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20594.30     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange (County of), FL School Board                                                                                                                 | Orange (County of), FL School Board, Series 2017 C, COP                                                                                             | CUSIP: 684517SH9<br>LEI: 549300SEFJ368NVQXL34 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37294.70     | 0.01%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange County Convention Center/Orlando                                                                                                             | Orange County Convention Center/Orlando, Series 2017, RB                                                                                            | CUSIP: 684545A97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $74953.40     | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palm Beach County School District                                                                                                                   | Palm Beach County School District, Series 2017 B, Ref. COP                                                                                          | CUSIP: 696550C75<br>LEI: 549300J36FX8PM8L7086 | Long             | DBT              | MUN               | US        |    175000 | PA      | $186388.35    | 0.07%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palm Beach County School District                                                                                                                   | Palm Beach County School District, Series 2018 B, Ref. COP                                                                                          | CUSIP: 696550F49<br>LEI: 549300J36FX8PM8L7086 | Long             | DBT              | MUN               | US        |    180000 | PA      | $191713.73    | 0.07%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2017, RB                                                                                                    | CUSIP: 71883MMM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57039.27     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                                                                                             | Port Authority of New York & New Jersey, Series 2017, RB                                                                                            | CUSIP: 73358WM68<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20968.80     | 0.01%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prince George's (County of), MD                                                                                                                     | Prince George's (County of), MD, Series 2017 A, GO Bonds                                                                                            | CUSIP: 7417013G9<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10077.07     | 0.00%             | 2028-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rancho Santiago Community College District                                                                                                          | Rancho Santiago Community College District, Series 2005, GO Bonds                                                                                   | CUSIP: 752147CP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $75917.58     | 0.03%             | 2028-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Regional Transportation District (Fastracks)                                                                                    | Colorado (State of) Regional Transportation District (Fastracks), Series 2013 A, Ref. RB                                                            | CUSIP: 759136RX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $129016.21    | 0.05%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Regional Transportation Authority                                                                                               | Illinois (State of) Regional Transportation Authority, Series 2017 A, Ref. RB                                                                       | CUSIP: 7599112Z2<br>LEI: 549300FOIPI62F5YFO59 | Long             | DBT              | MUN               | US        |    295000 | PA      | $304834.15    | 0.11%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Richmond (City of), VA                                                                                                                              | Richmond (City of), VA, Series 2017 D, Ref. GO Bonds                                                                                                | CUSIP: 76541VTB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $100462.18    | 0.04%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside (County of), CA Transportation Commission                                                                                                 | Riverside (County of), CA Transportation Commission, Series 2017 B, Ref. RB                                                                         | CUSIP: 769125GN9<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |    135000 | PA      | $142552.12    | 0.05%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roseville Natural Gas Financing Authority                                                                                                           | Roseville Natural Gas Financing Authority, Series 2007, RB                                                                                          | CUSIP: 777863AV3<br>LEI: 549300UJZ7YWGGGM4856 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15702.18     | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                                                                                          | Rutgers The State University of New Jersey, Series 2018, RB                                                                                         | CUSIP: 783186TM1<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42408.33     | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (City of), CA Municipal Utility District                                                                                                 | Sacramento (City of), CA Municipal Utility District, Series 2016 D, Ref. RB                                                                         | CUSIP: 786005WU8<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |    160000 | PA      | $172809.26    | 0.06%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento Municipal Utility District                                                                                                               | Sacramento Municipal Utility District, Series 2017, RB                                                                                              | CUSIP: 786005ZJ0<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |     45000 | PA      | $48602.61     | 0.02%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (City of), CA Municipal Utility District                                                                                                 | Sacramento (City of), CA Municipal Utility District, Series 2018 F, Ref. RB                                                                         | CUSIP: 786005ZU5<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |     90000 | PA      | $97205.21     | 0.03%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                                      | Sales Tax Securitization Corp., Series 2017, Ref. RB                                                                                                | CUSIP: 79467BAJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57708.15     | 0.02%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Public Utilities Commission (Green Bonds)                                                                      | San Francisco (City & County of), CA Public Utilities Commission (Green Bonds), Series 2017 D, Ref. RB                                              | CUSIP: 79765R2H1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $100015.63    | 0.04%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (County of), CA Transportation Authority                                                                                              | San Francisco (County of), CA Transportation Authority, Series 2017, RB                                                                             | CUSIP: 79773TAJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45873.18     | 0.02%             | 2028-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Seattle (City of), WA                                                                                                                               | Seattle (City of), WA, Series 2017 C, Ref. RB                                                                                                       | CUSIP: 812643PT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114728.38    | 0.04%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Miami Health Facilities Authority, Inc. (Baptist Health South Florida Obligated Group)                                                        | South Miami Health Facilities Authority, Inc. (Baptist Health South Florida Obligated Group), Series 2017, Ref. RB                                  | CUSIP: 838810DR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46754.91     | 0.02%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Public Power Authority (No.1)                                                                                                   | Southern California Public Power Authority (No.1), Series 2007 A, RB                                                                                | CUSIP: 842471AW4<br>LEI: 5493003B5TD5FWUKMD34 | Long             | DBT              | MUN               | US        |    135000 | PA      | $142800.64    | 0.05%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Illinois Development Authority (Hospital Sisters Services, Inc.)                                                                       | Southwestern Illinois Development Authority (Hospital Sisters Services, Inc.), Series 2017, RB                                                      | CUSIP: 84553AAN2<br>LEI: 549300B1KLLJ8NU5XK71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15722.67     | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sufflock (County of), NY                                                                                                                            | Sufflock (County of), NY, Series 2017 D, Ref. GO Bonds                                                                                              | CUSIP: 86476PWT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20568.01     | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Transportation Commission                                                                                                          | Texas (State of) Transportation Commission, Series 2018, RB                                                                                         | CUSIP: 882854D33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $182155.44    | 0.07%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2018 A, RB                                                                                         | CUSIP: 882854G89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $143241.18    | 0.05%             | 2028-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2017 B, Ref. RB                                                                                        | CUSIP: 89602N7G3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    210000 | PA      | $226693.55    | 0.08%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                                                                        | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2017 C-1, Ref. RB                                                              | CUSIP: 89602RCK9<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    335000 | PA      | $361630.19    | 0.13%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trinity River Authority                                                                                                                             | Trinity River Authority, Series 2017, Ref. RB                                                                                                       | CUSIP: 89658HVC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $228876.82    | 0.08%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truckee Meadows Water Authority                                                                                                                     | Truckee Meadows Water Authority, Series 2017, Ref. RB                                                                                               | CUSIP: 897825HD0<br>LEI: 549300GC367BYY1WT202 | Long             | DBT              | MUN               | US        |    190000 | PA      | $197390.72    | 0.07%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                                                                                              | University of Michigan, Series 2017 A, Ref. RB                                                                                                      | CUSIP: 914455QP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77271.45     | 0.03%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Utah                                                                                                                                       | State of Utah, Series 2018, GO Bonds                                                                                                                | CUSIP: 917542VG4<br>LEI: 254900RWV9NSVUZONC07 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51944.93     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Transportation Board (Garvee)                                                                                            | Virginia (Commonwealth of) Transportation Board (Garvee), Series 2017, Ref. RB                                                                      | CUSIP: 92778UCC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $224517.68    | 0.08%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Public Building Authority                                                                                                | Virginia (Commonwealth of) Public Building Authority, Series 2017 A, Ref. RB                                                                        | CUSIP: 928172X83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31207.09     | 0.01%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                                      | Washington Metropolitan Area Transit Authority, Series 2017, RB                                                                                     | CUSIP: 938782FH7<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15550.14     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Convention & Sports Authority                                                                                                            | Washington Convention & Sports Authority, Series 2018 A, Ref. RB                                                                                    | CUSIP: 93878LBV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $177202.75    | 0.06%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 D, GO Bonds                                                                                                      | CUSIP: 93974DE79<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20526.05     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 R, Ref. GO Bonds                                                                                                 | CUSIP: 93974DW87<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    245000 | PA      | $255192.74    | 0.09%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series R-2018D, Ref. GO Bonds                                                                                                | CUSIP: 93974DY69<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    105000 | PA      | $109368.32    | 0.04%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Suburban Sanitary Commission                                                                                                  | Washington (State of) Suburban Sanitary Commission, Series 2017, Ref. RB                                                                            | CUSIP: 940157T42<br>LEI: 549300EZUWNTQF827C24 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50336.95     | 0.02%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of) Commissioner of Highways (Surface Transportation)                                                                          | West Virginia (State of) Commissioner of Highways (Surface Transportation), Series 2017 A, RB                                                       | CUSIP: 95649ACN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78047.72     | 0.03%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Hospital Development Authority (Allegheny Health Network Obligated Group Issue)                                           | Allegheny (County of), PA Hospital Development Authority (Allegheny Health Network Obligated Group Issue), Series 2018 A, Ref. RB                   | CUSIP: 01728A3S3<br>LEI: 54930046B973R604OG22 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31498.31     | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Hospital Development Authority (Allegheny Health Network Obligated Group Issue)                                           | Allegheny (County of), PA Hospital Development Authority (Allegheny Health Network Obligated Group Issue), Series 2018 A, Ref. RB                   | CUSIP: 01728A3W4<br>LEI: 54930046B973R604OG22 | Long             | DBT              | MUN               | US        |     95000 | PA      | $99049.92     | 0.04%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Hospital Development Authority (Allegheny Health Network Obligated Group Issue)                                           | Allegheny (County of), PA Hospital Development Authority (Allegheny Health Network Obligated Group Issue), Series 2018 A, Ref. RB                   | CUSIP: 01728A3X2<br>LEI: 54930046B973R604OG22 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55363.48     | 0.02%             | 2037-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Hospital Development Authority (Allegheny Health Network Obligated Group Issue)                                           | Allegheny (County of), PA Hospital Development Authority (Allegheny Health Network Obligated Group Issue), Series 2018, Ref. RB                     | CUSIP: 01728A3Y0<br>LEI: 54930046B973R604OG22 | Long             | DBT              | MUN               | US        |    150000 | PA      | $150696.72    | 0.05%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2018 A, Ref. RB                                                                                                 | CUSIP: 13077DEX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $246139.96    | 0.09%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2018 A, GO Bonds                                                                                                       | CUSIP: 25476FWG9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    260000 | PA      | $268605.82    | 0.10%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| El Camino Community College District Fountation (The) (Election of 2012)                                                                            | El Camino Community College District Fountation (The) (Election of 2012), Series 2018 B, GO Bonds                                                   | CUSIP: 282726GD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $159512.58    | 0.06%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2018 D, Ref. RB                                                                                                       | CUSIP: 442349DC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78723.37     | 0.03%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2018 D, Ref. RB                                                                                                       | CUSIP: 442349DD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78542.39     | 0.03%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2018 D, Ref. RB                                                                                                       | CUSIP: 44244CTA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $332310.75    | 0.12%             | 2043-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) School Building Authority                                                                                           | Massachusetts (Commonwealth of) School Building Authority, Series 2018 B, RB                                                                        | CUSIP: 576000WL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $309098.10    | 0.11%             | 2048-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2018, RB                                                            | CUSIP: 64971XFP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $180270.06    | 0.06%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 A-1, RB                                                                       | CUSIP: 64971XFQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $227646.41    | 0.08%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 A-1, RB                                                                       | CUSIP: 64971XFR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $58089.03     | 0.02%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 A-1, RB                                                                       | CUSIP: 64971XFS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10540.33     | 0.00%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018, RB                                                                           | CUSIP: 64971XFT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $205194.23    | 0.07%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 A-1, RB                                                                       | CUSIP: 64971XFU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104862.67    | 0.04%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 A-1, RB                                                                       | CUSIP: 64971XFW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $475286.63    | 0.17%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Eleventh Series 2018, Ref. RB                                                         | CUSIP: 73358WX82<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    360000 | PA      | $370216.58    | 0.13%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Public Utilities Commission (Green Bonds)                                                                      | San Francisco (City & County of), CA Public Utilities Commission (Green Bonds), Series 2018 A, RB                                                   | CUSIP: 79768HET1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $185656.29    | 0.07%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suffolk (County of), NY Water Authority                                                                                                             | Suffolk (County of), NY Water Authority, Series 2018 A, RB                                                                                          | CUSIP: 864784GJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5065.33      | 0.00%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                                                                        | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2018 C, Ref. RB                                                                | CUSIP: 89602REU5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     80000 | PA      | $85126.84     | 0.03%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                                                                        | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2018 C, Ref. RB                                                                | CUSIP: 89602REV3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     80000 | PA      | $84966.64     | 0.03%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of) Parkways Authority                                                                                                         | West Virginia (State of) Parkways Authority, Series 2018, RB                                                                                        | CUSIP: 956510AX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $87701.82     | 0.03%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2018 B, GO Bonds                                                                                                        | CUSIP: 574193QR2<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    195000 | PA      | $208498.02    | 0.07%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                                           | North Carolina (State of), Series 2018, GO Bonds                                                                                                    | CUSIP: 6582563N0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53248.78     | 0.02%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority                                                                                                         | Ohio (State of) Water Development Authority, Series 2018, RB                                                                                        | CUSIP: 67765QFY7<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    165000 | PA      | $174519.13    | 0.06%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2018 A, GO Bonds                                                                                                       | CUSIP: 60412APC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42690.71     | 0.02%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Hospital Development Authority (University of Pittsburgh Medical Center)                                                  | Allegheny (County of), PA Hospital Development Authority (University of Pittsburgh Medical Center), Series 2018, RB                                 | CUSIP: 01728A3N4<br>LEI: 54930046B973R604OG22 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47231.59     | 0.02%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Contra Costa (County of), CA Transportation Authority                                                                                               | Contra Costa (County of), CA Transportation Authority, Series 2018 B, Ref. RB                                                                       | CUSIP: 21221MFQ8<br>LEI: 549300SFTNA7H8BCAM10 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51580.74     | 0.02%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2018 B, RB                                                                                         | CUSIP: 882854Q70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1495000 | PA      | $1526343.72   | 0.55%             | 2049-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Community College Financing Authority (NCCD - Orange Coast Properties LLC - Orange Coast College)                             | California (State of) Community College Financing Authority (NCCD - Orange Coast Properties LLC - Orange Coast College), Series 2018, RB            | CUSIP: 13012RAW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20193.15     | 0.01%             | 2053-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2018, Ref. GO Bonds                                                                                                   | CUSIP: 13063DHQ4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    150000 | PA      | $159148.67    | 0.06%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2018, GO Bonds                                                                                                          | CUSIP: 13063DHR2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    225000 | PA      | $238132.19    | 0.09%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Statewide Communities Development Authority (Adventist Health System)                                                         | California (State of) Statewide Communities Development Authority (Adventist Health System), Series 2018 A, Ref. RB                                 | CUSIP: 13080SWJ9<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10083.70     | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Colorado                                                                                                                                   | State of Colorado, Series 2018, COP                                                                                                                 | CUSIP: 196711RF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5168.86      | 0.00%             | 2033-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                                 | Colorado (State of), Series 2018 A, COP                                                                                                             | CUSIP: 196711RL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10277.76     | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2018 A, Ref. GO Bonds                                                                                                   | CUSIP: 4521522R1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    110000 | PA      | $115919.98    | 0.04%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 E, GO Bonds                                                                                            | CUSIP: 57582RUK0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42374.54     | 0.02%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 E, GO Bonds                                                                                            | CUSIP: 57582RUL8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    245000 | PA      | $258923.13    | 0.09%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 E, GO Bonds                                                                                            | CUSIP: 57582RUM6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    415000 | PA      | $435571.09    | 0.16%             | 2043-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018, RB                                                                           | CUSIP: 64971XHJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $153759.75    | 0.06%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 B-1, RB                                                                       | CUSIP: 64971XHL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $243528.72    | 0.09%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 B-1, RB                                                                       | CUSIP: 64971XHM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $475165.58    | 0.17%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 B-1, RB                                                                       | CUSIP: 64971XHN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $95428.85     | 0.03%             | 2037-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2018, RB                                                            | CUSIP: 64971XHQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91343.38     | 0.03%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018, RB                                                                           | CUSIP: 64971XHR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $176936.29    | 0.06%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sarasota (County of), FL Public Hospital District (Sarasota Memorial Hospital)                                                                      | Sarasota (County of), FL Public Hospital District (Sarasota Memorial Hospital), Series 2018, RB                                                     | CUSIP: 803301DJ6<br>LEI: 549300JY4SF4DU1YDF85 | Long             | DBT              | MUN               | US        |    250000 | PA      | $257891.35    | 0.09%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of North Dakota                                                                                                                          | University of North Dakota, Series 2018, COP                                                                                                        | CUSIP: 914724BP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $197370.28    | 0.07%             | 2057-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 A, GO Bonds                                                                                                      | CUSIP: 93974D4H8<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72988.23     | 0.03%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 E, GO Bonds                                                                                                     | CUSIP: 20772KDU0<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26803.62     | 0.01%             | 2028-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 F, Ref. GO Bonds                                                                                                | CUSIP: 20772KEP0<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     60000 | PA      | $64328.69     | 0.02%             | 2028-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2018 A, Ref. GO Bonds                                                                                                   | CUSIP: 4521522L4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    260000 | PA      | $277075.16    | 0.10%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2018 B, Ref. GO Bonds                                                                                                   | CUSIP: 4521523A7<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26641.84     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2018 B, Ref. RB                                                                         | CUSIP: 59261AWZ6<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     90000 | PA      | $96759.87     | 0.03%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2018 B, Ref. RB                                                                                        | CUSIP: 89602REK7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    565000 | PA      | $609913.60    | 0.22%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boys Town (Village of), NE (Boys Town)                                                                                                              | Boys Town (Village of), NE (Boys Town), Series 2017, Ref. RB                                                                                        | CUSIP: 103627AA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $252129.13    | 0.09%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2018, Ref. GO Bonds                                                                                                   | CUSIP: 13063DHM3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    360000 | PA      | $386065.15    | 0.14%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omaha (City of), NE Public Power District                                                                                                           | Omaha (City of), NE Public Power District, Series 2018 A, RB                                                                                        | CUSIP: 682001GD8<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |    160000 | PA      | $168788.18    | 0.06%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Higher Educational Facilities Authority (Trustees University of Pennsylvania)                                        | Pennsylvania (Commonwealth of) Higher Educational Facilities Authority (Trustees University of Pennsylvania), Series 2018 A, RB                     | CUSIP: 70917S4A8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10173.87     | 0.00%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2018 A, Ref. RB                                                                   | CUSIP: 6461364D0<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    645000 | PA      | $690405.03    | 0.25%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2018 A, Ref. RB                                                                   | CUSIP: 6461364F5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    275000 | PA      | $293022.24    | 0.11%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                                                                                      | New Jersey Transportation Trust Fund Authority, Series 2018, RB                                                                                     | CUSIP: 6461364H1<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10585.28     | 0.00%             | 2036-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2018, RB                                                                          | CUSIP: 6461364G3<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     80000 | PA      | $84979.59     | 0.03%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2018, RB                                                                                                 | CUSIP: 64990AMW2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51994.79     | 0.02%             | 2045-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2018, Ref. RB                                                                                                 | CUSIP: 66285WXZ4<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50783.09     | 0.02%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 B, RB                                                                                                           | CUSIP: 207758YN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68366.34     | 0.02%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                                                                                                         | Long Island Power Authority, Series 2018, RB                                                                                                        | CUSIP: 542691BV1<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5267.10      | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 S-3, Ref. RB                                                                  | CUSIP: 64972HZ21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $226685.59    | 0.08%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (City of), CA (Convention Center Complex)                                                                                                | Sacramento (City of), CA (Convention Center Complex), Series 2018 A, RB                                                                             | CUSIP: 786073AV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $192507.34    | 0.07%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt Lake City (City of), UT                                                                                                                        | Salt Lake City (City of), UT, Series 2018 B, RB                                                                                                     | CUSIP: 795576JD0<br>LEI: 549300CRGKV67DRSGT85 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66159.20     | 0.02%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority (State House)                                                                                  | New Jersey (State of) Economic Development Authority (State House), Series 2017 B, RB                                                               | CUSIP: 64578EMG9<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    210000 | PA      | $218946.90    | 0.08%             | 2043-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hillsborough (County of), FL Aviation Authority (Tampa International Airport)                                                                       | Hillsborough (County of), FL Aviation Authority (Tampa International Airport), Series 2018 F, RB                                                    | CUSIP: 432308K52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51809.16     | 0.02%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Transportation Infrastructure)                                                                                              | Connecticut (State of) (Transportation Infrastructure), Series 2018, RB                                                                             | CUSIP: 207758XJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $194499.75    | 0.07%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) (Bid Group A)                                                                                                                 | California (State of) (Bid Group A), Series 2018, GO Bonds                                                                                          | CUSIP: 13063DKE7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    250000 | PA      | $257323.70    | 0.09%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 B, RB                                                                                                           | CUSIP: 207758YJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31887.76     | 0.01%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 B, RB                                                                                                           | CUSIP: 207758YK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $121922.40    | 0.04%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                                                                                            | State of Connecticut Special Tax Revenue, Series 2018, RB                                                                                           | CUSIP: 207758YL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36997.50     | 0.01%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                                                                                            | State of Connecticut Special Tax Revenue, Series 2018, RB                                                                                           | CUSIP: 207758YM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5270.49      | 0.00%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis (City of), IN Department of Public Utilities                                                                                           | Indianapolis (City of), IN Department of Public Utilities, Series 2018 A, Ref. RB                                                                   | CUSIP: 455412BQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $126902.64    | 0.05%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis (City of), IN Department of Public Utilities                                                                                           | Indianapolis (City of), IN Department of Public Utilities, Series 2018, RB                                                                          | CUSIP: 455412BR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21094.10     | 0.01%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas (City of), NV Convention & Visitors Authority                                                                                             | Las Vegas (City of), NV Convention & Visitors Authority, Series 2018 B, RB                                                                          | CUSIP: 51771FAT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $559076.69    | 0.20%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                                           | Long Island (City of), NY Power Authority, Series 2018, RB                                                                                          | CUSIP: 542691BQ2<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    110000 | PA      | $117099.16    | 0.04%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                                           | Long Island (City of), NY Power Authority, Series 2018, RB                                                                                          | CUSIP: 542691BR0<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    125000 | PA      | $132851.54    | 0.05%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                                           | Long Island (City of), NY Power Authority, Series 2018, RB                                                                                          | CUSIP: 542691BT6<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68744.99     | 0.02%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                                           | Long Island (City of), NY Power Authority, Series 2018, RB                                                                                          | CUSIP: 542691BU3<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15830.01     | 0.01%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Special Health Care District (Maricopa Integrated Health)                                                                  | Maricopa (County of), AZ Special Health Care District (Maricopa Integrated Health), Series 2018, GO Bonds                                           | CUSIP: 56756TAQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    495000 | PA      | $523047.15    | 0.19%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Special Health Care District (Maricopa Integrated Health)                                                                  | Maricopa (County of), AZ Special Health Care District (Maricopa Integrated Health), Series 2018, GO Bonds                                           | CUSIP: 56756TAR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $58010.25     | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Special Health Care District (Maricopa Integrated Health)                                                                  | Maricopa (County of), AZ Special Health Care District (Maricopa Integrated Health), Series 2018, GO Bonds                                           | CUSIP: 56756TAS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68467.71     | 0.02%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Special Health Care District                                                                                                        | Maricopa County Special Health Care District, Series 2018, GO Bonds                                                                                 | CUSIP: 56756TAU8<br>LEI: 549300QPXP6T4Y6I1D83 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5075.65      | 0.00%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN                                                                                           | Metropolitan Government of Nashville & Davidson County TN, Series 2018, GO Bonds                                                                    | CUSIP: 592112TL0<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61989.62     | 0.02%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2018, GO Bonds                                                       | CUSIP: 592112TM8<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    115000 | PA      | $118340.75    | 0.04%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN                                                                                           | Metropolitan Government of Nashville & Davidson County TN, Series 2018, GO Bonds                                                                    | CUSIP: 592112TP1<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40943.88     | 0.01%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN                                                                                           | Metropolitan Government of Nashville & Davidson County TN, Series 2018, GO Bonds                                                                    | CUSIP: 592112TQ9<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5106.14      | 0.00%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Minneapolis (City of), MN (Fairview Health Services)                                                                                                | Minneapolis (City of), MN (Fairview Health Services), Series 2018 A, Ref. RB                                                                        | CUSIP: 60374VEA7<br>LEI: 54930069TEI1INHRHS55 | Long             | DBT              | MUN               | US        |     85000 | PA      | $88439.70     | 0.03%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minneapolis (City of), MN (Fairview Health Services)                                                                                                | Minneapolis (City of), MN (Fairview Health Services), Series 2018 A, Ref. RB                                                                        | CUSIP: 60374VEB5<br>LEI: 54930069TEI1INHRHS55 | Long             | DBT              | MUN               | US        |    215000 | PA      | $223009.31    | 0.08%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montana Facility Finance Authority                                                                                                                  | Montana Facility Finance Authority, Series 2018, RB                                                                                                 | CUSIP: 612043KY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75666.10     | 0.03%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Village of Mount Pleasant WI                                                                                                                        | Village of Mount Pleasant WI, Series 2018, RB                                                                                                       | CUSIP: 622823AS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50876.77     | 0.02%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2018 A, Ref. RB                                                                   | CUSIP: 6461364E8<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    620000 | PA      | $662359.45    | 0.24%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2018 A, Ref. RB                                                                   | CUSIP: 6461364J7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    380000 | PA      | $388275.22    | 0.14%             | 2037-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2018 A, Ref. RB                                                                   | CUSIP: 6461364K4<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40814.28     | 0.01%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 S-3A, Ref. RB                                                                 | CUSIP: 64972HY63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $514964.85    | 0.18%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 S-3, Ref. RB                                                                  | CUSIP: 64972HY89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $534828.08    | 0.19%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 S-3, Ref. RB                                                                  | CUSIP: 64972HY97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $301091.73    | 0.11%             | 2036-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 S-3A, Ref. RB                                                                 | CUSIP: 64972HZ39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $258137.04    | 0.09%             | 2038-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 E, Ref. RB                                                                                     | CUSIP: 64990AMK8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    265000 | PA      | $283151.02    | 0.10%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 E, Ref. RB                                                                                     | CUSIP: 64990AML6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    260000 | PA      | $277328.95    | 0.10%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 2)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 2), Series 2018 E, Ref. RB                                                                   | CUSIP: 64990AMM4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    245000 | PA      | $260661.60    | 0.09%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 2)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 2), Series 2018 E, Ref. RB                                                                   | CUSIP: 64990AMN2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    115000 | PA      | $121988.68    | 0.04%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 2)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 2), Series 2018 E, Ref. RB                                                                   | CUSIP: 64990AMQ5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    430000 | PA      | $453926.83    | 0.16%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 2)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 2), Series 2018 E, Ref. RB                                                                   | CUSIP: 64990AMR3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    475000 | PA      | $500934.10    | 0.18%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2018, RB                                                                                                 | CUSIP: 64990AMS1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15789.64     | 0.01%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 2)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 2), Series 2018 E, Ref. RB                                                                   | CUSIP: 64990AMU6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    200000 | PA      | $209298.22    | 0.08%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 2)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 2), Series 2018 E, Ref. RB                                                                   | CUSIP: 64990AMV4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41761.80     | 0.01%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2018 B, RB                                                                                         | CUSIP: 882854P71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $206882.50    | 0.07%             | 2034-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2018 B, RB                                                                                         | CUSIP: 882854Q21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56366.56     | 0.02%             | 2037-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2018 B, RB                                                                                         | CUSIP: 882854Q47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $89435.03     | 0.03%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority                                                                                                                         | Great Lakes Water Authority, Series 2018 A, Ref. RB                                                                                                 | CUSIP: 39081JBU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $148933.05    | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority                                                                                                                         | Great Lakes Water Authority, Series 2018 B, Ref. RB                                                                                                 | CUSIP: 39081HBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $90503.60     | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2018 A, GO Bonds                                                                                                     | CUSIP: 199492VY2<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68889.29     | 0.02%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 B, RB                                                                                                           | CUSIP: 207758YC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $295177.14    | 0.11%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2018, GO Bonds                                                       | CUSIP: 592112TE6<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    130000 | PA      | $135447.61    | 0.05%             | 2028-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2018, GO Bonds                                                                                                        | CUSIP: 13063DKB3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    195000 | PA      | $210073.27    | 0.08%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Special Health Care District (Maricopa Integrated Health)                                                                  | Maricopa (County of), AZ Special Health Care District (Maricopa Integrated Health), Series 2018 C, GO Bonds                                         | CUSIP: 56756TAJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $159359.73    | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 S-3, Ref. RB                                                                  | CUSIP: 64972HX72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $230077.39    | 0.08%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charlotte (City of), NC                                                                                                                             | Charlotte (City of), NC, Series 2018, Ref. RB                                                                                                       | CUSIP: 161045NV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $79835.84     | 0.03%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orlando (City of), FL                                                                                                                               | Orlando (City of), FL, Series 2018 B, RB                                                                                                            | CUSIP: 68641HNM2<br>LEI: G8GZFWRIKS3AFD6AWU52 | Long             | DBT              | MUN               | US        |    820000 | PA      | $837838.61    | 0.30%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Statewide Communities Development Authority (Methodist Hospital of Southern California)                                       | California (State of) Statewide Communities Development Authority (Methodist Hospital of Southern California), Series 2018, RB                      | CUSIP: 13081KAX8<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    265000 | PA      | $269319.82    | 0.10%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Educational Facilities Authority (University of San Francisco)                                                                | California (State of) Educational Facilities Authority (University of San Francisco), Series 2018 A, RB                                             | CUSIP: 130179RL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95471.41     | 0.03%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Educational Facilities Authority (University of San Francisco)                                                                | California (State of) Educational Facilities Authority (University of San Francisco), Series 2018 A, RB                                             | CUSIP: 130179RK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60377.83     | 0.02%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2018, RB                                                                                               | CUSIP: 153476EH5<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20761.17     | 0.01%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2018, RB                                                                                               | CUSIP: 153476EJ1<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |    185000 | PA      | $188898.51    | 0.07%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duluth (City of), MN Economic Development Authority (Essentia Health Obligated Group)                                                               | Duluth (City of), MN Economic Development Authority (Essentia Health Obligated Group), Series 2018 A, Ref. RB                                       | CUSIP: 26444CHF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $241937.40    | 0.09%             | 2058-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Edward-Elmhurst Healthcare)                                                                                  | Illinois (State of) Finance Authority (Edward-Elmhurst Healthcare), Series 2018, Ref. RB                                                            | CUSIP: 45204EM96<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    385000 | PA      | $404666.88    | 0.15%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Edward-Elmhurst Healthcare)                                                                                  | Illinois (State of) Finance Authority (Edward-Elmhurst Healthcare), Series 2018, Ref. RB                                                            | CUSIP: 45204EN20<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    355000 | PA      | $368381.16    | 0.13%             | 2028-01-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Long Beach (City of), CA                                                                                                                            | Long Beach (City of), CA, Series 2018 A, RB                                                                                                         | CUSIP: 53945CJY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $409908.04    | 0.15%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018 B, Ref. RB                                                                       | CUSIP: 544525YD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $209926.18    | 0.08%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018, RB                                                                              | CUSIP: 544525YE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $115156.05    | 0.04%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018 B, Ref. RB                                                                       | CUSIP: 544525YF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $302793.38    | 0.11%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                                                                                        | Los Angeles Department of Water & Power Water System Revenue, Series 2018, RB                                                                       | CUSIP: 544525YG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5208.59      | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018 B, Ref. RB                                                                       | CUSIP: 544525YH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $480039.77    | 0.17%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2018 B, RB                                            | CUSIP: 64986DHT5<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41420.04     | 0.01%             | 2043-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2018 B, RB                                            | CUSIP: 64986DHU2<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    150000 | PA      | $154098.90    | 0.06%             | 2048-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA                                                                                                                          | Philadelphia (City of), PA, Series 2018 A, RB                                                                                                       | CUSIP: 717893H87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20756.24     | 0.01%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA                                                                                                                          | Philadelphia (City of), PA, Series 2018 A, RB                                                                                                       | CUSIP: 717893H95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $117445.22    | 0.04%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Mateo County Community College District (Election of 2014)                                                                                      | San Mateo County Community College District (Election of 2014), Series 2018 B, GO Bonds                                                             | CUSIP: 799038NA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $192338.95    | 0.07%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Mateo (City of), CA Joint Powers Financing Authority (Capital)                                                                                  | San Mateo (City of), CA Joint Powers Financing Authority (Capital), Series 2018 A, RB                                                               | CUSIP: 79904NGP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $156213.84    | 0.06%             | 2043-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), MD                                                                                                                          | Montgomery (County of), MD, Series 2018 A, GO Bonds                                                                                                 | CUSIP: 61334PAK9<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |     80000 | PA      | $86118.75     | 0.03%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                                           | San Antonio (City of), TX, Series 2018, Ref. RB                                                                                                     | CUSIP: 79625GAG8<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    220000 | PA      | $231531.61    | 0.08%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (Mercy Health)                                                                        | Missouri (State of) Health & Educational Facilities Authority (Mercy Health), Series 2018 A, Ref. RB                                                | CUSIP: 60637ANA6<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52751.12     | 0.02%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA                                                                                                                           | Los Angeles (City of), CA, Series 2018 B, Ref. RB                                                                                                   | CUSIP: 53945CKF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $75092.33     | 0.03%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                                 | Colorado (State of), Series 2018 A, COP                                                                                                             | CUSIP: 196711QY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $210141.56    | 0.08%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Municipal Finance Authority (CHF-Davis I, LLC - West Village Student Housing)                                                 | California (State of) Municipal Finance Authority (CHF-Davis I, LLC - West Village Student Housing), Series 2018, RB                                | CUSIP: 13049YBK6<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25543.10     | 0.01%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2018, GO Bonds                                                                                                       | CUSIP: 64966QAS9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31798.12     | 0.01%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Municipal Finance Authority (Orange County Civic Center Infrastructure Improvement Program - Phase II)                        | California (State of) Municipal Finance Authority (Orange County Civic Center Infrastructure Improvement Program - Phase II), Series 2018, RB       | CUSIP: 13049UEY1<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    115000 | PA      | $119997.73    | 0.04%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Municipal Finance Authority (Orange County Civic Center Infrastructure Improvement Program - Phase II)                        | California (State of) Municipal Finance Authority (Orange County Civic Center Infrastructure Improvement Program - Phase II), Series 2018 A, RB     | CUSIP: 13049UEZ8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    240000 | PA      | $246930.12    | 0.09%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Statewide Communities Development Authority (Methodist Hospital of Southern California)                                       | California (State of) Statewide Communities Development Authority (Methodist Hospital of Southern California), Series 2018, RB                      | CUSIP: 13081KAV2<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    345000 | PA      | $354917.89    | 0.13%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Statewide Communities Development Authority (Methodist Hospital of Southern California)                                       | California (State of) Statewide Communities Development Authority (Methodist Hospital of Southern California), Series 2018, RB                      | CUSIP: 13081KAW0<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10073.20     | 0.00%             | 2043-01-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canaveral Port Authority                                                                                                                            | Canaveral Port Authority, Series 2018 B, RB                                                                                                         | CUSIP: 137288HQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40567.63     | 0.01%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education Dedicated Capital Improvement Tax                                                                                        | Chicago Board of Education Dedicated Capital Improvement Tax, Series 2018, RB                                                                       | CUSIP: 167510AU0<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    320000 | PA      | $323035.97    | 0.12%             | 2042-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon City School District No. 62                                                                                                                  | Oregon City School District No. 62, Series 2018 B, GO Bonds                                                                                         | CUSIP: 179162HE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $377797.90    | 0.14%             | 2049-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                                 | Colorado (State of), Series 2018 N, COP                                                                                                             | CUSIP: 19668QLC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $359428.38    | 0.13%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Municipal Electric Authority                                                                                                     | Georgia (State of) Municipal Electric Authority, Series 2018 HH, Ref. RB                                                                            | CUSIP: 37329DBR7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    215000 | PA      | $219626.50    | 0.08%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferson County School District R-1                                                                                                                | Jefferson County School District R-1, Series 2018, GO Bonds                                                                                         | CUSIP: 472736Y35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $128034.42    | 0.05%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferson County School District R-1                                                                                                                | Jefferson County School District R-1, Series 2018, GO Bonds                                                                                         | CUSIP: 472736Y43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10640.80     | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferson County School District R-1                                                                                                                | Jefferson County School District R-1, Series 2018, GO Bonds                                                                                         | CUSIP: 472736Z26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15828.00     | 0.01%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018 D, Ref. RB                                                                       | CUSIP: 5444955W0<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    145000 | PA      | $152530.14    | 0.05%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018 D, Ref. RB                                                                       | CUSIP: 5444955X8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    115000 | PA      | $120707.55    | 0.04%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018 D, Ref. RB                                                                       | CUSIP: 5444956C3<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    190000 | PA      | $196145.28    | 0.07%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nassau (County of), NY                                                                                                                              | Nassau (County of), NY, Series 2018 B, GO Bonds                                                                                                     | CUSIP: 63165TH65<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10345.19     | 0.00%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2018 D-1, GO Bonds                                                                                                | CUSIP: 64966QAN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    365000 | PA      | $389746.45    | 0.14%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2018 D-1, GO Bonds                                                                                                | CUSIP: 64966QAQ3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    110000 | PA      | $117184.87    | 0.04%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2018 D-1, GO Bonds                                                                                                | CUSIP: 64966QAR1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     85000 | PA      | $90312.08     | 0.03%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2018 D-1, GO Bonds                                                                                                | CUSIP: 64966QAU4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    130000 | PA      | $137375.07    | 0.05%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2018 D-1, GO Bonds                                                                                                | CUSIP: 64966QAV2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    165000 | PA      | $173863.04    | 0.06%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2018 D-1, GO Bonds                                                                                                | CUSIP: 64966QAY6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    115000 | PA      | $120779.23    | 0.04%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2018 D-1, GO Bonds                                                                                                | CUSIP: 64966QBB5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10455.85     | 0.00%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2018 D-1, GO Bonds                                                                                                | CUSIP: 64966QBF6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41503.88     | 0.01%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, Ref. RB                                                                                     | CUSIP: 64990FJE5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21271.55     | 0.01%             | 2037-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (General Purpose)                                                                                           | New York (State of) Dormitory Authority (General Purpose), Series 2018 A, Ref. RB                                                                   | CUSIP: 64990FJF2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    235000 | PA      | $249291.55    | 0.09%             | 2038-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, Ref. RB                                                                                     | CUSIP: 64990FJG0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    115000 | PA      | $121691.52    | 0.04%             | 2039-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, Ref. RB                                                                                     | CUSIP: 64990FJH8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    140000 | PA      | $146974.87    | 0.05%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Jobs-Economic Development Authority (Prisma Health Obligated Group)                                                       | South Carolina (State of) Jobs-Economic Development Authority (Prisma Health Obligated Group), Series 2018 A, Ref. RB                               | CUSIP: 83703FLJ9<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |    115000 | PA      | $120796.22    | 0.04%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Jobs-Economic Development Authority (Prisma Health Obligated Group)                                                       | South Carolina (State of) Jobs-Economic Development Authority (Prisma Health Obligated Group), Series 2018, RB                                      | CUSIP: 83703FLL4<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78263.48     | 0.03%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Jobs-Economic Development Authority (Prisma Health Obligated Group)                                                       | South Carolina (State of) Jobs-Economic Development Authority (Prisma Health Obligated Group), Series 2018, Ref. RB                                 | CUSIP: 83703FLM2<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |    235000 | PA      | $244536.49    | 0.09%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Jobs-Economic Development Authority (Prisma Health Obligated Group)                                                       | South Carolina (State of) Jobs-Economic Development Authority (Prisma Health Obligated Group), Series 2018 A, Ref. RB                               | CUSIP: 83703FLN0<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |    250000 | PA      | $255806.98    | 0.09%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2018 A, Ref. RB                                                                   | CUSIP: 6461363Z2<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    450000 | PA      | $484337.25    | 0.17%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) Department of Management Services                                                                                                | Florida (State of) Department of Management Services, Series 2018 A, Ref. COP                                                                       | CUSIP: 34160PEC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $139662.46    | 0.05%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2018 C, Ref. RB                                                                                                       | CUSIP: 047870QZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67983.20     | 0.02%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources (Central Valley)                                                                                | California (State of) Department of Water Resources (Central Valley), Series 2018, Ref. RB                                                          | CUSIP: 13067WPX4<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    100000 | PA      | $109003.18    | 0.04%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                               | New York (State of) Thruway Authority, Series 2018, RB                                                                                              | CUSIP: 650009R54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26262.68     | 0.01%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                                                                                   | New York City Transitional Finance Authority Building Aid Revenue, Series 2018, RB                                                                  | CUSIP: 64972HH21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5081.33      | 0.00%             | 2037-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp. (Rochester Schools Modernization)                                                                        | Monroe County Industrial Development Corp. (Rochester Schools Modernization), Series 2018, RB                                                       | CUSIP: 610730CX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68761.34     | 0.02%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2018, GO Bonds                                                                                                            | CUSIP: 4521522N0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106251.11    | 0.04%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority                                                                                                         | California Educational Facilities Authority, Series 2018, RB                                                                                        | CUSIP: 130179RJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $305509.50    | 0.11%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2019 A, RB                                                                                           | CUSIP: 6500358E1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62378.92     | 0.02%             | 2045-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                               | New York (State of) Thruway Authority, Series 2018 L, Ref. RB                                                                                       | CUSIP: 650009Q22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $125869.25    | 0.05%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                          | CUSIP: 64990C7M7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    105000 | PA      | $110761.68    | 0.04%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Property & Building Commission (No. 119)                                                                                 | Kentucky (Commonwealth of) Property & Building Commission (No. 119), Series 2018, RB                                                                | CUSIP: 49151FZC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42276.67     | 0.02%             | 2032-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Property & Building Commission (No. 119)                                                                                 | Kentucky (Commonwealth of) Property & Building Commission (No. 119), Series 2018, RB                                                                | CUSIP: 49151FZH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $208969.96    | 0.08%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Eleventh Series 2018, Ref. RB                                                         | CUSIP: 73358WX66<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56128.85     | 0.02%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                                                                        | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2018 C, Ref. RB                                                                | CUSIP: 89602RET8<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    190000 | PA      | $202754.97    | 0.07%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                                           | Long Island (City of), NY Power Authority, Series 2018, RB                                                                                          | CUSIP: 542691BP4<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |     90000 | PA      | $96013.11     | 0.03%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duluth (City of), MN Economic Development Authority (Essentia Health Obligated Group)                                                               | Duluth (City of), MN Economic Development Authority (Essentia Health Obligated Group), Series 2018 A, Ref. RB                                       | CUSIP: 26444CHA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5105.63      | 0.00%             | 2043-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017, RB                                                                                | CUSIP: 59261AXH5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26386.84     | 0.01%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2017, RB                                                                                              | CUSIP: 59261ASY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73759.61     | 0.03%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                                                                                       | Kentucky State Property & Building Commission, Series 2018, RB                                                                                      | CUSIP: 49151FZG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10482.08     | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                                      | Sales Tax Securitization Corp., Series 2018, RB                                                                                                     | CUSIP: 79467BBC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26075.26     | 0.01%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-3, RB                                                                          | CUSIP: 64972HJ94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $228418.75    | 0.08%             | 2036-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-3, RB                                                                          | CUSIP: 64972HK27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $89619.89     | 0.03%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                          | CUSIP: 64990C7P0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    380000 | PA      | $399312.66    | 0.14%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2018-1, GO Bonds                                                                                       | CUSIP: 70914PM41<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    565000 | PA      | $596291.85    | 0.21%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Property & Building Commission (No. 119)                                                                                 | Kentucky (Commonwealth of) Property & Building Commission (No. 119), Series 2018, RB                                                                | CUSIP: 49151FZF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $221168.30    | 0.08%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Property & Building Commission (No. 119)                                                                                 | Kentucky (Commonwealth of) Property & Building Commission (No. 119), Series 2018, RB                                                                | CUSIP: 49151FZJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $338528.71    | 0.12%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2018 B, Ref. GO Bonds                                                                                                   | CUSIP: 4521523C3<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    155000 | PA      | $164689.22    | 0.06%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arapahoe County School District No. 6 Littleton                                                                                                     | Arapahoe County School District No. 6 Littleton, Series 2019 A, GO Bonds                                                                            | CUSIP: 038699UF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31985.64     | 0.01%             | 2043-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Industrial Development Authority (HonorHealth)                                                                             | Maricopa (County of), AZ Industrial Development Authority (HonorHealth), Series 2019 A, Ref. RB                                                     | CUSIP: 56678PAT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51776.44     | 0.02%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2019, RB                                                                                                         | CUSIP: 59334DLE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $119014.79    | 0.04%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2019 A, RB                                                                                                           | CUSIP: 605638BP9<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     85000 | PA      | $89052.40     | 0.03%             | 2036-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Mississippi Gaming Tax Revenue                                                                                                             | State of Mississippi Gaming Tax Revenue, Series 2019, RB                                                                                            | CUSIP: 605638BR5<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10080.06     | 0.00%             | 2038-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2019 DD-1, Ref. RB                                                                 | CUSIP: 64972GSG0<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    355000 | PA      | $375084.27    | 0.13%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2019 DD-1, RB                                                                      | CUSIP: 64972GSH8<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    280000 | PA      | $286639.30    | 0.10%             | 2049-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2019 DD-1, RB                                                                      | CUSIP: 64972GSJ4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103000.99    | 0.04%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp.                                                                                                                      | Empire State Development Corp., Series 2019, RB                                                                                                     | CUSIP: 6500357T9<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26725.14     | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2019 A, RB                                                                                           | CUSIP: 6500357U6<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    195000 | PA      | $208145.96    | 0.07%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2019, RB                                                                                             | CUSIP: 6500357V4<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    165000 | PA      | $175673.52    | 0.06%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2019 A, RB                                                                                           | CUSIP: 6500357W2<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     85000 | PA      | $90251.72     | 0.03%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2019 A, RB                                                                                           | CUSIP: 6500357X0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    130000 | PA      | $137705.26    | 0.05%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2019 A, RB                                                                                           | CUSIP: 6500357Y8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    110000 | PA      | $116368.99    | 0.04%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2019 A, RB                                                                                           | CUSIP: 6500357Z5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    170000 | PA      | $179365.01    | 0.06%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp.                                                                                                                      | Empire State Development Corp., Series 2019, RB                                                                                                     | CUSIP: 6500358A9<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    120000 | PA      | $126475.21    | 0.05%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2019 A, RB                                                                                           | CUSIP: 6500358C5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    125000 | PA      | $131220.91    | 0.05%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2019 A, RB                                                                                           | CUSIP: 6500358D3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    110000 | PA      | $114844.95    | 0.04%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego (City of), CA Public Facilities Financing Authority                                                                                       | San Diego (City of), CA Public Facilities Financing Authority, Series 2018 A, RB                                                                    | CUSIP: 79730CJB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $193242.60    | 0.07%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego (City of), CA Public Facilities Financing Authority                                                                                       | San Diego (City of), CA Public Facilities Financing Authority, Series 2018 A, RB                                                                    | CUSIP: 79730CJC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78300.89     | 0.03%             | 2047-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allen (County of), OH                                                                                                                               | Allen (County of), OH, Series 2017 A, Ref. RB                                                                                                       | CUSIP: 01757LFU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $131333.08    | 0.05%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                                         | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2018, RB                        | CUSIP: 13034AYR5<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    150000 | PA      | $160226.25    | 0.06%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                                                                                             | Los Angeles Department of Water & Power, Series 2018, RB                                                                                            | CUSIP: 5444954H4<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5241.63      | 0.00%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System)                                                             | Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System), Series 2017, RB                                            | CUSIP: 57584X8L8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10489.99     | 0.00%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 C-1, Ref. RB                                                                       | CUSIP: 59261APZ4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    130000 | PA      | $137199.63    | 0.05%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017, A Ref. GO Bonds                                                                                                | CUSIP: 64966MSX8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26329.22     | 0.01%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2018 A, RB                                                                                         | CUSIP: 882854G97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $180209.76    | 0.06%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Toll Highway Authority                                                                                                          | Illinois (State of) Toll Highway Authority, Series 2019 A, Ref. RB                                                                                  | CUSIP: 452252ND7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73692.21     | 0.03%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arapahoe County School District No. 6 Littleton                                                                                                     | Arapahoe County School District No. 6 Littleton, Series 2019 A, GO Bonds                                                                            | CUSIP: 038699TU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $387698.13    | 0.14%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Green Bonds)                                                                                                  | Indiana (State of) Finance Authority (Green Bonds), Series 2019 A, Ref. RB                                                                          | CUSIP: 45506DV85<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21102.39     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI (Honolulu Rail Transit)                                                                                             | Honolulu (City & County of), HI (Honolulu Rail Transit), Series 2019, GO Bonds                                                                      | CUSIP: 438687GL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $128558.78    | 0.05%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2019 A, RB                                                  | CUSIP: 54466HHF6<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    490000 | PA      | $513153.14    | 0.18%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) (Cleveland Clinic Health System Obligated Group)                                                                                    | Ohio (State of) (Cleveland Clinic Health System Obligated Group), Series 2017 A, Ref. RB                                                            | CUSIP: 677561KG6<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    120000 | PA      | $126032.59    | 0.05%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                                                                                    | Energy Northwest, Series 2018 C, Ref. RB                                                                                                            | CUSIP: 29270CY90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $149320.29    | 0.05%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2019 A, RB                                                  | CUSIP: 54466HHC3<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     60000 | PA      | $63564.61     | 0.02%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2019 A, RB                                                  | CUSIP: 54466HHD1<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     85000 | PA      | $89822.56     | 0.03%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2019 A, RB                                                  | CUSIP: 54466HHE9<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    120000 | PA      | $126567.60    | 0.05%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                                   | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2019 B, RB                                                                | CUSIP: 54466HHJ8<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     80000 | PA      | $85377.25     | 0.03%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2019 B, RB                                                  | CUSIP: 54466HHK5<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26625.68     | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2019 A-2, RB                                                                            | CUSIP: 59261AXS1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    210000 | PA      | $216406.39    | 0.08%             | 2044-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Election of 2008)                                                                                              | Los Angeles Unified School District (Election of 2008), Series 2018 B-1, GO Bonds                                                                   | CUSIP: 5446466L1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105832.11    | 0.04%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Airport Commission (San Francisco International Airport)                                                       | San Francisco (City & County of), CA Airport Commission (San Francisco International Airport), Series 2019 D, Ref. RB                               | CUSIP: 79766DMK2<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |    120000 | PA      | $128411.26    | 0.05%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of)                                                                                                                                 | Delaware (State of), Series 2019, GO Bonds                                                                                                          | CUSIP: 246381NF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     39000 | PA      | $41179.85     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2019 A, GO Bonds                                                                                                       | CUSIP: 25476FXF0<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    155000 | PA      | $166662.51    | 0.06%             | 2028-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Douglas County School District No. Re-1 Douglas & Elbert Counties                                                                                   | Douglas County School District No. Re-1 Douglas & Elbert Counties, Series 2019, GO Bonds                                                            | CUSIP: 258885N65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53854.28     | 0.02%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2019 FW, GO Bonds                                                                                                         | CUSIP: 419792XN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $121108.33    | 0.04%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2019 A, RB                                                  | CUSIP: 54466HGY6<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    100000 | PA      | $107707.34    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                                                                       | New York (State of) Dormitory Authority (New York University), Series 2019 A, RB                                                                    | CUSIP: 64990GJD5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26654.04     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2018 D-1, GO Bonds                                                                                                | CUSIP: 64966QBA7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    180000 | PA      | $188865.52    | 0.07%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hayward Unified School District                                                                                                                     | Hayward Unified School District, Series 2019 A, GO Bonds                                                                                            | CUSIP: 4212905A1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $124746.10    | 0.04%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2019, Ref. GO Bonds                                                                                                   | CUSIP: 13063DLD8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    575000 | PA      | $610980.28    | 0.22%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority                                                                                                         | Ohio (State of) Water Development Authority, Series 2019 A, RB                                                                                      | CUSIP: 677660UX8<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    190000 | PA      | $202258.91    | 0.07%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority                                                                                                         | Ohio (State of) Water Development Authority, Series 2019 A, RB                                                                                      | CUSIP: 677660UY6<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    220000 | PA      | $237278.43    | 0.09%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tulsa (County of), OK Industrial Authority (Broken Arrow Public Schools)                                                                            | Tulsa (County of), OK Industrial Authority (Broken Arrow Public Schools), Series 2019, RB                                                           | CUSIP: 89952PFE0<br>LEI: 549300WEYXBXLGN1E271 | Long             | DBT              | MUN               | US        |    125000 | PA      | $133034.48    | 0.05%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 C, Ref. RB                                                                                     | CUSIP: 64990AJT3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15894.23     | 0.01%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority (LCRA Transmission Services Corp.)                                                                                   | Lower Colorado River Authority (LCRA Transmission Services Corp.), Series 2019, Ref. RB                                                             | CUSIP: 54811BSM4<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     90000 | PA      | $95454.02     | 0.03%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2019 E, Ref. GO Bonds                                                                                                | CUSIP: 64966MQ77<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    165000 | PA      | $176300.49    | 0.06%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of)                                                                                                                                 | New York (State of), Series 2019 A, GO Bonds                                                                                                        | CUSIP: 649791PJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21222.74     | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Loveland (City of), CO Electric & Communications Enterprise                                                                                         | Loveland (City of), CO Electric & Communications Enterprise, Series 2019 A, RB                                                                      | CUSIP: 547206AJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102566.49    | 0.04%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) (Cleveland Clinic Health System Obligated Group)                                                                                    | Ohio (State of) (Cleveland Clinic Health System Obligated Group), Series 2017, RB                                                                   | CUSIP: 677561KJ0<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    625000 | PA      | $655106.25    | 0.24%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                                                                                               | California Infrastructure & Economic Development Bank, Series 2018, RB                                                                              | CUSIP: 13034AYS3<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     70000 | PA      | $74761.10     | 0.03%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2019 A, GO Bonds                                                                                                     | CUSIP: 20772KFW4<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106049.88    | 0.04%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX Area Rapid Transit                                                                                                             | Dallas (City of), TX Area Rapid Transit, Series 2019, Ref. RB                                                                                       | CUSIP: 235241TB2<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    210000 | PA      | $226169.06    | 0.08%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                                                                                                   | State of Maryland, Series 2019, GO Bonds                                                                                                            | CUSIP: 574193RD2<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105858.84    | 0.04%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) (Garvee)                                                                                                                       | Louisiana (State of) (Garvee), Series 2019 A, RB                                                                                                    | CUSIP: 54641CAJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $112223.97    | 0.04%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources                                                                                                 | California (State of) Department of Water Resources, Series 2019 BA, RB                                                                             | CUSIP: 13067WQP0<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    130000 | PA      | $141704.13    | 0.05%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2019, Ref. GO Bonds                                                                                                   | CUSIP: 13063DPG7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    395000 | PA      | $419716.89    | 0.15%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2008 L-6, GO Bonds                                                                                                | CUSIP: 64966QBS8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    170000 | PA      | $180064.75    | 0.06%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny County Hospital Development Authority                                                                                                     | Allegheny County Hospital Development Authority, Series 2018, RB                                                                                    | CUSIP: 01728A3Q7<br>LEI: 54930046B973R604OG22 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10505.69     | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Hospital Development Authority (Allegheny Health Network Obligated Group Issue)                                           | Allegheny (County of), PA Hospital Development Authority (Allegheny Health Network Obligated Group Issue), Series 2018, Ref. RB                     | CUSIP: 01728A3T1<br>LEI: 54930046B973R604OG22 | Long             | DBT              | MUN               | US        |    265000 | PA      | $277844.92    | 0.10%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Sanitary Authority                                                                                                        | Allegheny (County of), PA Sanitary Authority, Series 2018, RB                                                                                       | CUSIP: 017357E75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102729.32    | 0.04%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alvin Independent School District                                                                                                                   | Alvin Independent School District, Series 2019, Ref. GO Bonds                                                                                       | CUSIP: 022447P59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14733.37     | 0.01%             | 2040-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Arizona (State of)                                                                                                                                  | Arizona (State of), Series 2019 A, Ref. COP                                                                                                         | CUSIP: 040588H32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5364.25      | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                                                                                                  | Austin Independent School District, Series 2019, GO Bonds                                                                                           | CUSIP: 052430QG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5312.64      | 0.00%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                                                                                                  | Austin Independent School District, Series 2019, GO Bonds                                                                                           | CUSIP: 052430QH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $438764.77    | 0.16%             | 2033-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                                                                                                  | Austin Independent School District, Series 2019, GO Bonds                                                                                           | CUSIP: 052430QJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46393.07     | 0.02%             | 2034-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                                                                                                  | Austin Independent School District, Series 2019, GO Bonds                                                                                           | CUSIP: 052430QK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $133773.59    | 0.05%             | 2035-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                                                                                                  | Austin Independent School District, Series 2019, GO Bonds                                                                                           | CUSIP: 052430QL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10259.58     | 0.00%             | 2036-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                                                                                                  | Austin Independent School District, Series 2019, GO Bonds                                                                                           | CUSIP: 052430QM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20452.01     | 0.01%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benton & Linn (Counties of), OR Consolidated School District No. 509J & 509A Corvallis                                                              | Benton & Linn (Counties of), OR Consolidated School District No. 509J & 509A Corvallis, Series 2018 B, GO Bonds                                     | CUSIP: 082744DE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105292.04    | 0.04%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bexar County Hospital District                                                                                                                      | Bexar County Hospital District, Series 2019, GO Bonds                                                                                               | CUSIP: 088365HP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31015.64     | 0.01%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Birmingham (City of) & Jefferson (County of), AL Civic Center Authority                                                                             | Birmingham (City of) & Jefferson (County of), AL Civic Center Authority, Series 2018 B, RB                                                          | CUSIP: 091156NG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $307808.43    | 0.11%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Community College Financing Authority (NCCD - Orange Coast Properties LLC - Orange Coast College)                             | California (State of) Community College Financing Authority (NCCD - Orange Coast Properties LLC - Orange Coast College), Series 2018, RB            | CUSIP: 13012RAU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102332.14    | 0.04%             | 2043-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                                         | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2018, RB                        | CUSIP: 13034AYT1<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106776.14    | 0.04%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                                         | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2018, RB                        | CUSIP: 13034AYU8<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58698.82     | 0.02%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                                         | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2018, RB                        | CUSIP: 13034AYV6<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58625.13     | 0.02%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                                         | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2018, RB                        | CUSIP: 13034AYW4<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10648.05     | 0.00%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                                         | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2018, RB                        | CUSIP: 13034AYX2<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    115000 | PA      | $122204.89    | 0.04%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                                                                                              | California Municipal Finance Authority, Series 2017, RB                                                                                             | CUSIP: 13048T8A4<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31189.31     | 0.01%             | 2028-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                                                                                              | California Municipal Finance Authority, Series 2018, RB                                                                                             | CUSIP: 13049YBG5<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10386.75     | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2018, GO Bonds                                                                                                          | CUSIP: 13063DHP6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    135000 | PA      | $144674.18    | 0.05%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2018, GO Bonds                                                                                                        | CUSIP: 13063DKD9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    600000 | PA      | $645766.38    | 0.23%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2018 A, Ref. RB                                                                                                 | CUSIP: 13077DER9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $215728.80    | 0.08%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2018, RB                                                                                                        | CUSIP: 13077DES7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $150601.00    | 0.05%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2018 A, Ref. RB                                                                                                 | CUSIP: 13077DET5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $198448.76    | 0.07%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2018, RB                                                                                                        | CUSIP: 13077DEU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10696.12     | 0.00%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2018, RB                                                                                                        | CUSIP: 13077DEV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21312.49     | 0.01%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2018, RB                                                                                                        | CUSIP: 13077DEW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5307.96      | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Statewide Communities Development Authority (Methodist Hospital of Southern California)                                       | California (State of) Statewide Communities Development Authority (Methodist Hospital of Southern California), Series 2018, RB                      | CUSIP: 13081KAU4<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25992.69     | 0.01%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Statewide Communities Development Authority (Methodist Hospital of Southern California)                                       | California (State of) Statewide Communities Development Authority (Methodist Hospital of Southern California), Series 2018, RB                      | CUSIP: 13081KAY6<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30013.13     | 0.01%             | 2048-01-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Charlotte (City of), NC                                                                                                                             | Charlotte (City of), NC, Series 2018, Ref. RB                                                                                                       | CUSIP: 161045NT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $474609.68    | 0.17%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charlotte (City of), NC                                                                                                                             | Charlotte (City of), NC, Series 2018, Ref. RB                                                                                                       | CUSIP: 161045NU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53315.71     | 0.02%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charlotte (City of), NC                                                                                                                             | Charlotte (City of), NC, Series 2018, Ref. RB                                                                                                       | CUSIP: 161045NW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26566.56     | 0.01%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2018, GO Bonds                                                                                                        | CUSIP: 180848XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47853.33     | 0.02%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2018 A, GO Bonds                                                                                                      | CUSIP: 180848XB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53086.73     | 0.02%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2018 A, GO Bonds                                                                                                      | CUSIP: 180848XC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $121928.66    | 0.04%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2018 A, GO Bonds                                                                                                      | CUSIP: 180848XD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $58202.03     | 0.02%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2018 A, GO Bonds                                                                                                      | CUSIP: 180848XE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $73887.91     | 0.03%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2018 A, GO Bonds                                                                                                      | CUSIP: 180848XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $115810.20    | 0.04%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2018 B, GO Bonds                                                                                                      | CUSIP: 180848XW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $32318.39     | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2018 B, GO Bonds                                                                                                      | CUSIP: 180848XX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $166760.11    | 0.06%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2018 B, GO Bonds                                                                                                      | CUSIP: 180848XY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $80537.79     | 0.03%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2018 B, GO Bonds                                                                                                      | CUSIP: 180848XZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $144732.16    | 0.05%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2018 B, GO Bonds                                                                                                      | CUSIP: 180848YA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $342400.74    | 0.12%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2018 B, GO Bonds                                                                                                      | CUSIP: 180848YB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $144077.35    | 0.05%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2018 B, GO Bonds                                                                                                      | CUSIP: 180848YC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $97810.82     | 0.04%             | 2036-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2018 B, GO Bonds                                                                                                      | CUSIP: 180848YD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $107753.76    | 0.04%             | 2037-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2018 B, GO Bonds                                                                                                      | CUSIP: 180848YE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25582.48     | 0.01%             | 2038-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2018 B, GO Bonds                                                                                                      | CUSIP: 180848YF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81649.54     | 0.03%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                                                                                        | Clark County School District, Series 2018 B, GO Bonds                                                                                               | CUSIP: 181059C20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76714.55     | 0.03%             | 2037-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                                                                                        | Clark County School District, Series 2018 B, GO Bonds                                                                                               | CUSIP: 181059C38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76434.80     | 0.03%             | 2038-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                                                                                        | Clark County School District, Series 2018, GO Bonds                                                                                                 | CUSIP: 181059ZX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40572.02     | 0.01%             | 2038-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cleveland (City of), OH                                                                                                                             | Cleveland (City of), OH, Series 2018, GO Bonds                                                                                                      | CUSIP: 186343S67<br>LEI: 549300IQSLQPCVVMKJ96 | Long             | DBT              | MUN               | US        |    150000 | PA      | $154719.18    | 0.06%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado Springs (City of), CO                                                                                                                      | Colorado Springs (City of), CO, Series 2018 A-4, RB                                                                                                 | CUSIP: 196632R21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $230772.80    | 0.08%             | 2048-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                                 | Colorado (State of), Series 2018 M, Ref. COP                                                                                                        | CUSIP: 19668QKG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $137181.07    | 0.05%             | 2031-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                                 | Colorado (State of), Series 2018 N, COP                                                                                                             | CUSIP: 19668QLB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15660.64     | 0.01%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                                 | Colorado (State of), Series 2018, COP                                                                                                               | CUSIP: 196711RB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26864.06     | 0.01%             | 2030-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                                 | Colorado (State of), Series 2018 A, COP                                                                                                             | CUSIP: 196711RC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $198389.78    | 0.07%             | 2031-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                                 | Colorado (State of), Series 2018 A, COP                                                                                                             | CUSIP: 196711RE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $80149.15     | 0.03%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                                 | Colorado (State of), Series 2018 A, COP                                                                                                             | CUSIP: 196711RG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $479234.07    | 0.17%             | 2034-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Columbia (City of), SC                                                                                                                              | Columbia (City of), SC, Series 2018, RB                                                                                                             | CUSIP: 198504YY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31630.39     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2018 A, GO Bonds                                                                                                     | CUSIP: 199492WA3<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26830.50     | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2018 A, GO Bonds                                                                                                     | CUSIP: 199492WB1<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53599.39     | 0.02%             | 2031-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2018 A, GO Bonds                                                                                                     | CUSIP: 199492WC9<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     80000 | PA      | $85692.49     | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2018 A, GO Bonds                                                                                                     | CUSIP: 199492WD7<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58786.21     | 0.02%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2018 A, GO Bonds                                                                                                     | CUSIP: 199492WE5<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26693.58     | 0.01%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 A, GO Bonds                                                                                                     | CUSIP: 20772KBA6<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36918.63     | 0.01%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018, GO Bonds                                                                                                       | CUSIP: 20772KBB4<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31585.19     | 0.01%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 A, GO Bonds                                                                                                     | CUSIP: 20772KBC2<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78813.58     | 0.03%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 A, GO Bonds                                                                                                     | CUSIP: 20772KBE8<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41830.60     | 0.02%             | 2037-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2018, GO Bonds                                                                                                         | CUSIP: 20772KCN7<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42537.94     | 0.02%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 C, GO Bonds                                                                                                     | CUSIP: 20772KCR8<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    595000 | PA      | $631022.55    | 0.23%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2018, GO Bonds                                                                                                         | CUSIP: 20772KDX4<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58778.16     | 0.02%             | 2031-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 E, GO Bonds                                                                                                     | CUSIP: 20772KDY2<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    135000 | PA      | $143974.99    | 0.05%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 E, GO Bonds                                                                                                     | CUSIP: 20772KDZ9<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     75000 | PA      | $79841.78     | 0.03%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 E, GO Bonds                                                                                                     | CUSIP: 20772KEB1<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10593.25     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018, GO Bonds                                                                                                       | CUSIP: 20772KED7<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105332.62    | 0.04%             | 2037-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Transportation Infrastructure)                                                                                              | Connecticut (State of) (Transportation Infrastructure), Series 2018, RB                                                                             | CUSIP: 207758XK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $115562.14    | 0.04%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Transportation Infrastructure)                                                                                              | Connecticut (State of) (Transportation Infrastructure), Series 2018 A, RB                                                                           | CUSIP: 207758XL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $94438.37     | 0.03%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 B, RB                                                                                                           | CUSIP: 207758YE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $112460.33    | 0.04%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 B, RB                                                                                                           | CUSIP: 207758YF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $513505.54    | 0.18%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 B, RB                                                                                                           | CUSIP: 207758YG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $154789.60    | 0.06%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Transportation Infrastructure)                                                                                              | Connecticut (State of) (Transportation Infrastructure), Series 2018 B, RB                                                                           | CUSIP: 207758YH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $122480.89    | 0.04%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of) Health Facilities Authority (Beebe Medical Center)                                                                              | Delaware (State of) Health Facilities Authority (Beebe Medical Center), Series 2018, RB                                                             | CUSIP: 246388TP7<br>LEI: 549300RXU7M05ZYSJG42 | Long             | DBT              | MUN               | US        |    450000 | PA      | $433102.91    | 0.16%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                                          | Denver City & County School District No. 1, Series 2018 A, GO Bonds                                                                                 | CUSIP: 249174WH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47667.00     | 0.02%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                                       | Denver (City & County of), CO, Series 2018 B, Ref. RB                                                                                               | CUSIP: 249182NB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15575.80     | 0.01%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Detroit City School District                                                                                                                        | Detroit City School District, Series 2005, GO Bonds                                                                                                 | CUSIP: 251129Y97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $122226.72    | 0.04%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2018 B, Ref. GO Bonds                                                                                                  | CUSIP: 25476FWU8<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     95000 | PA      | $100937.36    | 0.04%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2018 B, Ref. GO Bonds                                                                                                  | CUSIP: 25476FWV6<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    130000 | PA      | $137865.34    | 0.05%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2018 B, Ref. GO Bonds                                                                                                  | CUSIP: 25476FWW4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58219.87     | 0.02%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2018, GO Bonds                                                                                                         | CUSIP: 25476FWX2<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58084.76     | 0.02%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2017 A, Ref. RB                                                                                                        | CUSIP: 25483VTC8<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10250.12     | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia (KIPP DC)                                                                                                                      | District of Columbia (KIPP DC), Series 2017 B, Ref. RB                                                                                              | CUSIP: 25483VTR5<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25625.30     | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia (KIPP DC)                                                                                                                      | District of Columbia (KIPP DC), Series 2017 B, Ref. RB                                                                                              | CUSIP: 25483VTT1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10024.22     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Douglas County School District No. Re-1 Douglas & Elbert Counties                                                                                   | Douglas County School District No. Re-1 Douglas & Elbert Counties, Series 2019, GO Bonds                                                            | CUSIP: 258885P71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26445.46     | 0.01%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Douglas County School District No. Re-1 Douglas & Elbert Counties                                                                                   | Douglas County School District No. Re-1 Douglas & Elbert Counties, Series 2019, GO Bonds                                                            | CUSIP: 258885P89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31656.00     | 0.01%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| El Paso Independent School District                                                                                                                 | El Paso Independent School District, Series 2019, GO Bonds                                                                                          | CUSIP: 283770LZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61518.84     | 0.02%             | 2034-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| El Paso Independent School District                                                                                                                 | El Paso Independent School District, Series 2019, GO Bonds                                                                                          | CUSIP: 283770MA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20474.55     | 0.01%             | 2035-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| El Paso Independent School District                                                                                                                 | El Paso Independent School District, Series 2019, GO Bonds                                                                                          | CUSIP: 283770MB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $148105.76    | 0.05%             | 2036-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| El Paso Independent School District                                                                                                                 | El Paso Independent School District, Series 2019, GO Bonds                                                                                          | CUSIP: 283770MC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30549.40     | 0.01%             | 2037-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| El Paso Independent School District                                                                                                                 | El Paso Independent School District, Series 2019, GO Bonds                                                                                          | CUSIP: 283770MD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $401498.34    | 0.14%             | 2038-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| El Paso Independent School District                                                                                                                 | El Paso Independent School District, Series 2019, GO Bonds                                                                                          | CUSIP: 283770ME2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111565.54    | 0.04%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                                                                                    | Energy Northwest, Series 2018 A, Ref. RB                                                                                                            | CUSIP: 29270CX91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $127826.06    | 0.05%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                                                                                    | Energy Northwest, Series 2018 C, Ref. RB                                                                                                            | CUSIP: 29270CZ24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $127909.51    | 0.05%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                                                                                    | Energy Northwest, Series 2018 C, Ref. RB                                                                                                            | CUSIP: 29270CZ32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $69239.12     | 0.02%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FYI Properties                                                                                                                                      | FYI Properties, Series 2019, RB                                                                                                                     | CUSIP: 302716BS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26177.51     | 0.01%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fort Bend Independent School District                                                                                                               | Fort Bend Independent School District, Series 2018, Ref. GO Bonds                                                                                   | CUSIP: 346843NA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41574.70     | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fort Bend Independent School District                                                                                                               | Fort Bend Independent School District, Series 2019 B, Ref. GO Bonds                                                                                 | CUSIP: 346843PU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $84207.75     | 0.03%             | 2031-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fort Bend Independent School District                                                                                                               | Fort Bend Independent School District, Series 2019 B, Ref. GO Bonds                                                                                 | CUSIP: 346843PV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $107965.38    | 0.04%             | 2032-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fort Bend Independent School District                                                                                                               | Fort Bend Independent School District, Series 2019 B, Ref. GO Bonds                                                                                 | CUSIP: 346843PW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $174599.33    | 0.06%             | 2033-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fort Bend Independent School District                                                                                                               | Fort Bend Independent School District, Series 2019 B, Ref. GO Bonds                                                                                 | CUSIP: 346843PX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $97477.44     | 0.03%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fort Collins (City of), CO                                                                                                                          | Fort Collins (City of), CO, Series 2018 A, RB                                                                                                       | CUSIP: 34710RAY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15576.40     | 0.01%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fort Smith (City of), AR                                                                                                                            | Fort Smith (City of), AR, Series 2018, Ref. RB                                                                                                      | CUSIP: 348815PK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68516.49     | 0.02%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fort Smith (City of), AR                                                                                                                            | Fort Smith (City of), AR, Series 2018, Ref. RB                                                                                                      | CUSIP: 348815PL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $94611.31     | 0.03%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2018 A, GO Bonds                                                                                                         | CUSIP: 373385CP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106767.21    | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2018 A, GO Bonds                                                                                                         | CUSIP: 373385CQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42661.54     | 0.02%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                                                                                    | State of Georgia, Series 2018, GO Bonds                                                                                                             | CUSIP: 373385CS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $161263.34    | 0.06%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp. (TELA Supported)                                                                                                 | Grand Parkway Transportation Corp. (TELA Supported), Series 2018 A, RB                                                                              | CUSIP: 38611TBJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $94667.39     | 0.03%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority                                                                                                                         | Great Lakes Water Authority, Series 2018, RB                                                                                                        | CUSIP: 39081HBS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15509.48     | 0.01%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hammond Multi-School Building Corp.                                                                                                                 | Hammond Multi-School Building Corp., Series 2018, RB                                                                                                | CUSIP: 408395SD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61973.58     | 0.02%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX Metropolitan Transit Authority                                                                                               | Harris (County of), TX Metropolitan Transit Authority, Series 2018, RB                                                                              | CUSIP: 41422EJB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $107320.36    | 0.04%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX Toll Road Authority (The)                                                                                                    | Harris (County of), TX Toll Road Authority (The), Series 2018 A, Ref. RB                                                                            | CUSIP: 41423PAN7<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |    510000 | PA      | $537286.48    | 0.19%             | 2031-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX Toll Road Revenue                                                                                                               | County of Harris TX Toll Road Revenue, Series 2018, RB                                                                                              | CUSIP: 41423PAP2<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57870.15     | 0.02%             | 2032-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX Toll Road Authority (The)                                                                                                    | Harris (County of), TX Toll Road Authority (The), Series 2018 A, Ref. RB                                                                            | CUSIP: 41423PAQ0<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78791.98     | 0.03%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                              | Harris (County of), TX, Series 2018 A, Ref. RB                                                                                                      | CUSIP: 41423PAT4<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5085.81      | 0.00%             | 2036-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX Toll Road Revenue                                                                                                               | County of Harris TX Toll Road Revenue, Series 2018, RB                                                                                              | CUSIP: 41423PAU1<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86216.21     | 0.03%             | 2037-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX Toll Road Authority (The)                                                                                                    | Harris (County of), TX Toll Road Authority (The), Series 2018 A, Ref. RB                                                                            | CUSIP: 41423PAV9<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |    315000 | PA      | $318747.02    | 0.11%             | 2038-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2018 FT, GO Bonds                                                                                                         | CUSIP: 419792WJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $205199.01    | 0.07%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2018 FT, GO Bonds                                                                                                         | CUSIP: 419792WK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $173434.55    | 0.06%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2018 FT, GO Bonds                                                                                                         | CUSIP: 419792WL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35953.27     | 0.01%             | 2032-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2018 FT, GO Bonds                                                                                                         | CUSIP: 419792WM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57750.62     | 0.02%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2018 FT, GO Bonds                                                                                                         | CUSIP: 419792WN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31454.55     | 0.01%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2018 FT, GO Bonds                                                                                                         | CUSIP: 419792WQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $120423.22    | 0.04%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                                                                                     | State of Hawaii, Series 2018, GO Bonds                                                                                                              | CUSIP: 419792WR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20458.45     | 0.01%             | 2034-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2018 FT, GO Bonds                                                                                                         | CUSIP: 419792WS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $214333.32    | 0.08%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2018 FT, GO Bonds                                                                                                         | CUSIP: 419792WX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30524.20     | 0.01%             | 2037-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI (Honolulu Rail Transit)                                                                                             | Honolulu (City & County of), HI (Honolulu Rail Transit), Series 2019, GO Bonds                                                                      | CUSIP: 438687GN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $160435.25    | 0.06%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI (Green Bonds)                                                                                                       | Honolulu (City & County of), HI (Green Bonds), Series 2018 A, RB                                                                                    | CUSIP: 438701P57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $161206.88    | 0.06%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2018 B, Ref. RB                                                                                                       | CUSIP: 442349BH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $143658.56    | 0.05%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2018 D, Ref. RB                                                                                                       | CUSIP: 442349CV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42565.50     | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2018 D, Ref. RB                                                                                                       | CUSIP: 442349CW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $69095.56     | 0.02%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Airport System Revenue                                                                                                           | City of Houston TX Airport System Revenue, Series 2018, RB                                                                                          | CUSIP: 442349CX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $58388.65     | 0.02%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2018 D, Ref. RB                                                                                                       | CUSIP: 442349CY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $116576.43    | 0.04%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2018 D, Ref. RB                                                                                                       | CUSIP: 442349CZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $58188.92     | 0.02%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2018 D, Ref. RB                                                                                                       | CUSIP: 442349DA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $226967.46    | 0.08%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Airport System Revenue                                                                                                           | City of Houston TX Airport System Revenue, Series 2018, RB                                                                                          | CUSIP: 442349DB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $73669.48     | 0.03%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2018 D, Ref. RB                                                                                                       | CUSIP: 44244CSR9<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     60000 | PA      | $64282.10     | 0.02%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Howard (County of), MD                                                                                                                              | Howard (County of), MD, Series 2017 D, Ref. GO Bonds                                                                                                | CUSIP: 44256PKR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15830.18     | 0.01%             | 2031-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Howard (County of), MD                                                                                                                              | Howard (County of), MD, Series 2017 D, Ref. GO Bonds                                                                                                | CUSIP: 44256PKS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41259.86     | 0.01%             | 2032-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Idaho (State of) Health Facilities Authority (St. Luke's Health System)                                                                             | Idaho (State of) Health Facilities Authority (St. Luke's Health System), Series 2018, Ref. RB                                                       | CUSIP: 451295ZW2<br>LEI: 549300X43KY1C2WW0J97 | Long             | DBT              | MUN               | US        |    190000 | PA      | $200734.60    | 0.07%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (OSF Healthcare System)                                                                                       | Illinois (State of) Finance Authority (OSF Healthcare System), Series 2018 A, Ref. RB                                                               | CUSIP: 45204EL63<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    145000 | PA      | $153509.14    | 0.06%             | 2032-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2018 B, Ref. GO Bonds                                                                                                   | CUSIP: 4521523D1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    210000 | PA      | $222516.53    | 0.08%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2018, GO Bonds                                                                                                          | CUSIP: 4521523E9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    270000 | PA      | $285279.27    | 0.10%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2018 B, Ref. GO Bonds                                                                                                   | CUSIP: 4521523F6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    385000 | PA      | $405719.93    | 0.15%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2018 A, GO Bonds                                                                                                        | CUSIP: 452152X30<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36876.58     | 0.01%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2018 A, GO Bonds                                                                                                        | CUSIP: 452152X48<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15768.09     | 0.01%             | 2031-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2018 A, GO Bonds                                                                                                        | CUSIP: 452152X55<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78664.92     | 0.03%             | 2032-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2018 A, GO Bonds                                                                                                        | CUSIP: 452152X63<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    145000 | PA      | $151699.58    | 0.05%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2018 A, GO Bonds                                                                                                        | CUSIP: 452152X71<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    245000 | PA      | $255816.97    | 0.09%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2018 A, GO Bonds                                                                                                        | CUSIP: 452152X89<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    250000 | PA      | $260440.28    | 0.09%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2018 A, GO Bonds                                                                                                        | CUSIP: 452152X97<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46751.67     | 0.02%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2018 A, GO Bonds                                                                                                        | CUSIP: 452152Y21<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    135000 | PA      | $137663.32    | 0.05%             | 2037-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2018, GO Bonds                                                                                                            | CUSIP: 452152Y47<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25763.75     | 0.01%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2018, GO Bonds                                                                                                          | CUSIP: 452152Y54<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25694.78     | 0.01%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2018 A, GO Bonds                                                                                                        | CUSIP: 452152Y88<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101925.38    | 0.04%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Toll Highway Authority                                                                                                          | Illinois (State of) Toll Highway Authority, Series 2017 A, RB                                                                                       | CUSIP: 452252MS5<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    300000 | PA      | $311658.78    | 0.11%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Municipal Power Agency                                                                                                                      | Indiana Municipal Power Agency, Series 2017, RB                                                                                                     | CUSIP: 454898VH7<br>LEI: AX0ZCCVOQ71Z4RXBL233 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57805.52     | 0.02%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Municipal Power Agency                                                                                                           | Indiana (State of) Municipal Power Agency, Series 2017, RB                                                                                          | CUSIP: 454898VJ3<br>LEI: AX0ZCCVOQ71Z4RXBL233 | Long             | DBT              | MUN               | US        |    180000 | PA      | $188742.04    | 0.07%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Municipal Power Agency                                                                                                           | Indiana (State of) Municipal Power Agency, Series 2017 A, Ref. RB                                                                                   | CUSIP: 454898VL8<br>LEI: AX0ZCCVOQ71Z4RXBL233 | Long             | DBT              | MUN               | US        |    135000 | PA      | $141032.79    | 0.05%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Municipal Power Agency                                                                                                           | Indiana (State of) Municipal Power Agency, Series 2017 A, Ref. RB                                                                                   | CUSIP: 454898VM6<br>LEI: AX0ZCCVOQ71Z4RXBL233 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57314.85     | 0.02%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Green Bonds)                                                                                                  | Indiana (State of) Finance Authority (Green Bonds), Series 2018 A, RB                                                                               | CUSIP: 45506DR80<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    175000 | PA      | $183500.73    | 0.07%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Green Bonds)                                                                                                  | Indiana (State of) Finance Authority (Green Bonds), Series 2018 A, RB                                                                               | CUSIP: 45506DR98<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15711.04     | 0.01%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                                                                                           | Indiana Finance Authority, Series 2018, RB                                                                                                          | CUSIP: 45506DS22<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68045.14     | 0.02%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis (City of), IN Department of Public Utilities                                                                                           | Indianapolis (City of), IN Department of Public Utilities, Series 2018 A, Ref. RB                                                                   | CUSIP: 455412BL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $224265.28    | 0.08%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis (City of), IN Department of Public Utilities                                                                                           | Indianapolis (City of), IN Department of Public Utilities, Series 2018 A, Ref. RB                                                                   | CUSIP: 455412BN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $101054.89    | 0.04%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis (City of), IN Department of Public Utilities                                                                                           | Indianapolis (City of), IN Department of Public Utilities, Series 2018 A, Ref. RB                                                                   | CUSIP: 455412BP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $63599.76     | 0.02%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis (City of), IN Department of Public Utilities                                                                                           | Indianapolis (City of), IN Department of Public Utilities, Series 2018 A, Ref. RB                                                                   | CUSIP: 455412BT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15733.52     | 0.01%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa (State of) Finance Authority (Green Bonds)                                                                                                     | Iowa (State of) Finance Authority (Green Bonds), Series 2019 A, Ref. RB                                                                             | CUSIP: 46246K6A5<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    245000 | PA      | $261212.34    | 0.09%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferson County School District R-1                                                                                                                | Jefferson County School District R-1, Series 2018, GO Bonds                                                                                         | CUSIP: 472736X69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $118480.32    | 0.04%             | 2030-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferson County School District R-1                                                                                                                | Jefferson County School District R-1, Series 2018, GO Bonds                                                                                         | CUSIP: 472736X77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $91342.84     | 0.03%             | 2031-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferson County School District R-1                                                                                                                | Jefferson County School District R-1, Series 2018, GO Bonds                                                                                         | CUSIP: 472736X85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $144683.51    | 0.05%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferson County School District R-1                                                                                                                | Jefferson County School District R-1, Series 2018, GO Bonds                                                                                         | CUSIP: 472736X93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $96247.66     | 0.03%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of)                                                                                                                          | Kentucky (Commonwealth of), Series 2018, COP                                                                                                        | CUSIP: 491449BK9<br>LEI: 549300F6MON81PRPVJ50 | Long             | DBT              | MUN               | US        |    120000 | PA      | $124917.83    | 0.04%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 412 Shoreline                                                                                                       | King County School District No. 412 Shoreline, Series 2018, GO Bonds                                                                                | CUSIP: 495242M71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $155840.45    | 0.06%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 412 Shoreline                                                                                                       | King County School District No. 412 Shoreline, Series 2018, GO Bonds                                                                                | CUSIP: 495242N47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66801.76     | 0.02%             | 2036-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Larimer County School District No. R-1 Poudre                                                                                                       | Larimer County School District No. R-1 Poudre, Series 2018, GO Bonds                                                                                | CUSIP: 517138XV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $182685.67    | 0.07%             | 2031-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Larimer County School District No. R-1 Poudre                                                                                                       | Larimer County School District No. R-1 Poudre, Series 2018, GO Bonds                                                                                | CUSIP: 517138XX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51852.16     | 0.02%             | 2033-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Larimer County School District No. R-1 Poudre                                                                                                       | Larimer County School District No. R-1 Poudre, Series 2018, GO Bonds                                                                                | CUSIP: 517138XY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $181382.10    | 0.07%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Larimer County School District No. R-1 Poudre                                                                                                       | Larimer County School District No. R-1 Poudre, Series 2018, GO Bonds                                                                                | CUSIP: 517138XZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72162.90     | 0.03%             | 2035-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Larimer County School District No. R-1 Poudre                                                                                                       | Larimer County School District No. R-1 Poudre, Series 2018, GO Bonds                                                                                | CUSIP: 517138YA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $112966.29    | 0.04%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Larimer County School District No. R-1 Poudre                                                                                                       | Larimer County School District No. R-1 Poudre, Series 2018, GO Bonds                                                                                | CUSIP: 517138YB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $100492.73    | 0.04%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Larimer County School District No R-1 Poudre                                                                                                        | Larimer County School District No R-1 Poudre, Series 2018, GO Bonds                                                                                 | CUSIP: 517138YD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10540.72     | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lawrence (City of), KS ( (Lawrence Memorial Hospital)                                                                                               | Lawrence (City of), KS ( (Lawrence Memorial Hospital), Series 2018 A, Ref. RB                                                                       | CUSIP: 520134FU6<br>LEI: 5493004LLF0HG6XS2E46 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81281.06     | 0.03%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lincoln (Town of), MA                                                                                                                               | Lincoln (Town of), MA, Series 2019, GO Bonds                                                                                                        | CUSIP: 533849PU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $147585.72    | 0.05%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                                                                                             | Los Angeles Department of Water & Power, Series 2018, RB                                                                                            | CUSIP: 5444954J0<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    110000 | PA      | $115266.57    | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018 A, Ref. RB                                                                       | CUSIP: 5444954K7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    110000 | PA      | $115169.47    | 0.04%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018 A, Ref. RB                                                                       | CUSIP: 5444954L5<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104425.38    | 0.04%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018 A, Ref. RB                                                                       | CUSIP: 5444954M3<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    135000 | PA      | $140757.10    | 0.05%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018, RB                                                                              | CUSIP: 5444954N1<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36436.86     | 0.01%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018 D, Ref. RB                                                                       | CUSIP: 5444955V2<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    105000 | PA      | $110665.47    | 0.04%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018 D, Ref. RB                                                                       | CUSIP: 5444955Y6<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31406.20     | 0.01%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018 D, Ref. RB                                                                       | CUSIP: 5444955Z3<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    230000 | PA      | $240146.47    | 0.09%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018 D, Ref. RB                                                                       | CUSIP: 5444956A7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20834.36     | 0.01%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018 D, Ref. RB                                                                       | CUSIP: 5444956B5<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    180000 | PA      | $186922.19    | 0.07%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                                                                                        | Los Angeles Department of Water & Power Water System Revenue, Series 2018, RB                                                                       | CUSIP: 544525XE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51280.77     | 0.02%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018 B, Ref. RB                                                                       | CUSIP: 544525XZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $196006.24    | 0.07%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                                                                                        | Los Angeles Department of Water & Power Water System Revenue, Series 2018, RB                                                                       | CUSIP: 544525YA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68640.23     | 0.02%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2018 B, Ref. RB                                                                       | CUSIP: 544525YB8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    185000 | PA      | $194982.03    | 0.07%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Election of 2008)                                                                                              | Los Angeles Unified School District (Election of 2008), Series 2018 B-1, GO Bonds                                                                   | CUSIP: 5446466M9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105712.35    | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Election of 2008)                                                                                              | Los Angeles Unified School District (Election of 2008), Series 2018 B-1, GO Bonds                                                                   | CUSIP: 5446466N7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $575240.91    | 0.21%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                                                                                              | Los Angeles Unified School District/CA, Series 2018, GO Bonds                                                                                       | CUSIP: 5446466P2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5268.22      | 0.00%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2019 A, RB                                                  | CUSIP: 54466HHA7<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     90000 | PA      | $96744.74     | 0.03%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2019 A, RB                                                  | CUSIP: 54466HHB5<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    315000 | PA      | $337823.17    | 0.12%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                                   | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2019 B, RB                                                                | CUSIP: 54466HHG4<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    125000 | PA      | $133810.84    | 0.05%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                                   | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2019 B, RB                                                                | CUSIP: 54466HHH2<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    255000 | PA      | $272545.07    | 0.10%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) (Garvee)                                                                                                                       | Louisiana (State of) (Garvee), Series 2019 A, RB                                                                                                    | CUSIP: 54641CAL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $122551.49    | 0.04%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) (Garvee)                                                                                                                       | Louisiana (State of) (Garvee), Series 2019 A, RB                                                                                                    | CUSIP: 54641CAM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $95789.03     | 0.03%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Industrial Development Authority (HonorHealth)                                                                             | Maricopa (County of), AZ Industrial Development Authority (HonorHealth), Series 2019, RB                                                            | CUSIP: 56678PAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $231489.06    | 0.08%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Industrial Development Authority (HonorHealth)                                                                             | Maricopa (County of), AZ Industrial Development Authority (HonorHealth), Series 2019 A, Ref. RB                                                     | CUSIP: 56678PAQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $167793.25    | 0.06%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Special Health Care District (Maricopa Integrated Health)                                                                  | Maricopa (County of), AZ Special Health Care District (Maricopa Integrated Health), Series 2018 C, GO Bonds                                         | CUSIP: 56756TAL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $63712.19     | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Special Health Care District (Maricopa Integrated Health)                                                                  | Maricopa (County of), AZ Special Health Care District (Maricopa Integrated Health), Series 2018 C, GO Bonds                                         | CUSIP: 56756TAM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $238720.14    | 0.09%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Special Health Care District (Maricopa Integrated Health)                                                                  | Maricopa (County of), AZ Special Health Care District (Maricopa Integrated Health), Series 2018, GO Bonds                                           | CUSIP: 56756TAN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68903.44     | 0.02%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Special Health Care District (Maricopa Integrated Health)                                                                  | Maricopa (County of), AZ Special Health Care District (Maricopa Integrated Health), Series 2018, GO Bonds                                           | CUSIP: 56756TAP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105846.36    | 0.04%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salem-Keizer School District No 24J                                                                                                                 | Salem-Keizer School District No 24J, Series 2018, GO Bonds                                                                                          | CUSIP: 569203NB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47899.90     | 0.02%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salem-Keizer School District No 24J                                                                                                                 | Salem-Keizer School District No 24J, Series 2018, GO Bonds                                                                                          | CUSIP: 569203NC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26606.41     | 0.01%             | 2031-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salem-Keizer School District No. 24J                                                                                                                | Salem-Keizer School District No. 24J, Series 2018, GO Bonds                                                                                         | CUSIP: 569203ND0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $159541.11    | 0.06%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salem-Keizer School District No. 24J                                                                                                                | Salem-Keizer School District No. 24J, Series 2018, GO Bonds                                                                                         | CUSIP: 569203NE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $95541.10     | 0.03%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salem-Keizer School District No. 24J                                                                                                                | Salem-Keizer School District No. 24J, Series 2018, GO Bonds                                                                                         | CUSIP: 569203NG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $107929.34    | 0.04%             | 2035-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2018 A, GO Bonds                                                                                                        | CUSIP: 574193QE1<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21159.12     | 0.01%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2018 A, GO Bonds                                                                                                        | CUSIP: 574193QF8<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    150000 | PA      | $158483.30    | 0.06%             | 2031-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Second Series 2018, GO Bonds                                                                                                   | CUSIP: 574193QT8<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     90000 | PA      | $96119.33     | 0.03%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Second Series 2018, GO Bonds                                                                                                   | CUSIP: 574193QU5<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    220000 | PA      | $234593.66    | 0.08%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Second Series 2018, GO Bonds                                                                                                   | CUSIP: 574193QV3<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    200000 | PA      | $207571.38    | 0.07%             | 2032-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Second Series 2018, GO Bonds                                                                                                   | CUSIP: 574193QW1<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10360.21     | 0.00%             | 2033-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland Stadium Authority                                                                                                                          | Maryland Stadium Authority, Series 2018, RB                                                                                                         | CUSIP: 574296BT5<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31359.11     | 0.01%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 A, GO Bonds                                                                                            | CUSIP: 57582RQY5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    275000 | PA      | $289187.33    | 0.10%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 B, GO Bonds                                                                                            | CUSIP: 57582RSA5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47427.27     | 0.02%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 B, GO Bonds                                                                                            | CUSIP: 57582RSB3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68527.08     | 0.02%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 B, GO Bonds                                                                                            | CUSIP: 57582RSC1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68445.47     | 0.02%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 D, GO Bonds                                                                                            | CUSIP: 57582RSF4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15351.83     | 0.01%             | 2036-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 E, GO Bonds                                                                                            | CUSIP: 57582RUE4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    130000 | PA      | $139180.69    | 0.05%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System)                                                             | Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System), Series 2017, Ref. RB                                       | CUSIP: 57584X8N4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    285000 | PA      | $298670.05    | 0.11%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System)                                                             | Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System), Series 2017, Ref. RB                                       | CUSIP: 57584X8P9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104675.71    | 0.04%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Emerson College)                                                                        | Massachusetts (Commonwealth of) Development Finance Agency (Emerson College), Series 2017 A, Ref. RB                                                | CUSIP: 57584XU74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    145000 | PA      | $147076.65    | 0.05%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                                                                                            | Massachusetts Development Finance Agency, Series 2018, RB                                                                                           | CUSIP: 57584YGQ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31006.12     | 0.01%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mesa (City of), AZ                                                                                                                                  | Mesa (City of), AZ, Series 2014, Ref. RB                                                                                                            | CUSIP: 590545A82<br>LEI: 549300L1QYAKFHSIGE94 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30004.85     | 0.01%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2018, GO Bonds                                                       | CUSIP: 592112TG1<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    145000 | PA      | $154470.54    | 0.06%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2018, GO Bonds                                                       | CUSIP: 592112TH9<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    160000 | PA      | $170269.39    | 0.06%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2018, GO Bonds                                                       | CUSIP: 592112TJ5<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    250000 | PA      | $265402.98    | 0.10%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2018, GO Bonds                                                       | CUSIP: 592112TK2<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    115000 | PA      | $119017.69    | 0.04%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017, RB                                                                                | CUSIP: 59261AQA8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     85000 | PA      | $89654.93     | 0.03%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 C-1, Ref. RB                                                                       | CUSIP: 59261AQB6<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     90000 | PA      | $94833.78     | 0.03%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 C-1, Ref. RB                                                                       | CUSIP: 59261AQD2<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    245000 | PA      | $252076.26    | 0.09%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2017 D, Ref. RB                                                                                       | CUSIP: 59261ASX6<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    245000 | PA      | $258417.16    | 0.09%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2017 D, Ref. RB                                                                                       | CUSIP: 59261ASZ1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    200000 | PA      | $210467.08    | 0.08%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami Valley Career Technology Center                                                                                                               | Miami Valley Career Technology Center, Series 2018, GO Bonds                                                                                        | CUSIP: 593842CR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $31471.49     | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Minneapolis (City of), MN (Fairview Health Services)                                                                                                | Minneapolis (City of), MN (Fairview Health Services), Series 2018 A, Ref. RB                                                                        | CUSIP: 60374VDY6<br>LEI: 54930069TEI1INHRHS55 | Long             | DBT              | MUN               | US        |    115000 | PA      | $120241.18    | 0.04%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minneapolis (City of), MN (Fairview Health Services)                                                                                                | Minneapolis (City of), MN (Fairview Health Services), Series 2018 A, Ref. RB                                                                        | CUSIP: 60374VDZ3<br>LEI: 54930069TEI1INHRHS55 | Long             | DBT              | MUN               | US        |    190000 | PA      | $198234.52    | 0.07%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2018 A, GO Bonds                                                                                                       | CUSIP: 60412APE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $32029.32     | 0.01%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2018 A, GO Bonds                                                                                                       | CUSIP: 60412APF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $63994.70     | 0.02%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2018 A, GO Bonds                                                                                                       | CUSIP: 60412APG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $282213.37    | 0.10%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2018 A, GO Bonds                                                                                                       | CUSIP: 60412APH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $159457.61    | 0.06%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2018 A, GO Bonds                                                                                                       | CUSIP: 60412APJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $270899.07    | 0.10%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2018 A, GO Bonds                                                                                                       | CUSIP: 60412APK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $212005.68    | 0.08%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2018 A, GO Bonds                                                                                                       | CUSIP: 60412APL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42275.46     | 0.02%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2018 A, GO Bonds                                                                                                       | CUSIP: 60412APM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26350.83     | 0.01%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2018 A, GO Bonds                                                                                                       | CUSIP: 60412APN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $441655.07    | 0.16%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (Mercy Health)                                                                        | Missouri (State of) Health & Educational Facilities Authority (Mercy Health), Series 2018 A, Ref. RB                                                | CUSIP: 60637ANC2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    145000 | PA      | $154519.40    | 0.06%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (Mercy Health)                                                                        | Missouri (State of) Health & Educational Facilities Authority (Mercy Health), Series 2018 A, Ref. RB                                                | CUSIP: 60637AND0<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    330000 | PA      | $351001.76    | 0.13%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp. (Rochester Schools Modernization)                                                                        | Monroe County Industrial Development Corp. (Rochester Schools Modernization), Series 2018, RB                                                       | CUSIP: 610730CU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21219.23     | 0.01%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp. (Rochester Schools Modernization)                                                                        | Monroe County Industrial Development Corp. (Rochester Schools Modernization), Series 2018, RB                                                       | CUSIP: 610730CV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $100712.23    | 0.04%             | 2031-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp. (Rochester Schools Modernization)                                                                        | Monroe County Industrial Development Corp. (Rochester Schools Modernization), Series 2018, RB                                                       | CUSIP: 610730CW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105939.07    | 0.04%             | 2032-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp. (Rochester Schools Modernization)                                                                        | Monroe County Industrial Development Corp. (Rochester Schools Modernization), Series 2018, RB                                                       | CUSIP: 610730CY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52845.55     | 0.02%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montana Facility Finance Authority                                                                                                                  | Montana Facility Finance Authority, Series 2018, RB                                                                                                 | CUSIP: 612043KW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101477.25    | 0.04%             | 2038-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), MD                                                                                                                          | Montgomery (County of), MD, Series 2018 A, GO Bonds                                                                                                 | CUSIP: 61334PAN3<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16110.39     | 0.01%             | 2031-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), MD                                                                                                                          | Montgomery (County of), MD, Series 2018 A, GO Bonds                                                                                                 | CUSIP: 61334PAP8<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37524.12     | 0.01%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire (State of) Health and Education Facilities Authority (Partners Healthcare System)                                                     | New Hampshire (State of) Health and Education Facilities Authority (Partners Healthcare System), Series 2017, Ref. RB                               | CUSIP: 64461XFA8<br>LEI: 549300CNCK7OT82W5653 | Long             | DBT              | MUN               | US        |    105000 | PA      | $108259.49    | 0.04%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2018 EEE, RB                                                                           | CUSIP: 64577B5D2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    360000 | PA      | $389274.01    | 0.14%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority (State House)                                                                                  | New Jersey (State of) Economic Development Authority (State House), Series 2017 B, RB                                                               | CUSIP: 64578EMA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15979.95     | 0.01%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority (State House)                                                                                  | New Jersey (State of) Economic Development Authority (State House), Series 2017 B, RB                                                               | CUSIP: 64578EMB0<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    130000 | PA      | $138070.32    | 0.05%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                                                                                           | New Jersey Economic Development Authority, Series 2017, RB                                                                                          | CUSIP: 64578EMF1<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10223.58     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2018 A, Ref. RB                                                                   | CUSIP: 6461364B4<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    110000 | PA      | $118088.22    | 0.04%             | 2030-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2018 A, Ref. RB                                                                   | CUSIP: 6461364C2<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72790.56     | 0.03%             | 2031-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2019, RB                                                                          | CUSIP: 6461364N8<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     30000 | PA      | $32422.52     | 0.01%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2019, RB                                                                          | CUSIP: 6461364P3<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     45000 | PA      | $48205.15     | 0.02%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                                                                                      | New Jersey Transportation Trust Fund Authority, Series 2019, RB                                                                                     | CUSIP: 6461364Q1<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10174.40     | 0.00%             | 2033-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                                                                                       | New Jersey Turnpike Authority, Series 2017, RB                                                                                                      | CUSIP: 6461397G4<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26207.97     | 0.01%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                                                                                       | New Jersey Turnpike Authority, Series 2017, RB                                                                                                      | CUSIP: 646140CA9<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    280000 | PA      | $293890.13    | 0.11%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Finance Authority                                                                                                             | New Mexico (State of) Finance Authority, Series 2018 A, Ref. RB                                                                                     | CUSIP: 64711RME3<br>LEI: 549300L6217Y7X40SP94 | Long             | DBT              | MUN               | US        |     90000 | PA      | $95675.13     | 0.03%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2017, GO Bonds                                                                                                          | CUSIP: 64966MSY6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10528.34     | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017 C, Ref. GO Bonds                                                                                                | CUSIP: 64966MSZ3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31557.26     | 0.01%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2017, GO Bonds                                                                                                          | CUSIP: 64966MTA7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52535.39     | 0.02%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2018 E, GO Bonds                                                                                                     | CUSIP: 64966MWX3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5272.69      | 0.00%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2018, GO Bonds                                                                                                       | CUSIP: 64966MWY1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10593.98     | 0.00%             | 2031-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2018 E-1, GO Bonds                                                                                                   | CUSIP: 64966MWZ8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     60000 | PA      | $63214.33     | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2018 E-1, GO Bonds                                                                                                   | CUSIP: 64966MXA2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60586.13     | 0.02%             | 2033-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2018 F-1, GO Bonds                                                                                                | CUSIP: 64966MZN2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    270000 | PA      | $284610.43    | 0.10%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2018 F-1, GO Bonds                                                                                                | CUSIP: 64966MZU6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67903.38     | 0.02%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2018 D-1, GO Bonds                                                                                                | CUSIP: 64966QAM2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    540000 | PA      | $577586.86    | 0.21%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2018, GO Bonds                                                                                                          | CUSIP: 64966QBE9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52079.18     | 0.02%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2018 C-2, RB                                                        | CUSIP: 64971XDF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $132033.05    | 0.05%             | 2032-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2018, RB                                                            | CUSIP: 64971XDG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36926.41     | 0.01%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 A-1, RB                                                                       | CUSIP: 64971XFN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $132639.00    | 0.05%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2018, RB                                                            | CUSIP: 64971XHP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26306.95     | 0.01%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2018 FF, Ref. RB                                                                   | CUSIP: 64972GRR7<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31947.56     | 0.01%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                                                                                   | New York City Transitional Finance Authority Building Aid Revenue, Series 2018, RB                                                                  | CUSIP: 64972HF80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16010.78     | 0.01%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                                                                                   | New York City Transitional Finance Authority Building Aid Revenue, Series 2018, RB                                                                  | CUSIP: 64972HF98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42687.73     | 0.02%             | 2031-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018, RB                                                                              | CUSIP: 64972HG22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $122642.11    | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                                                                                   | New York City Transitional Finance Authority Building Aid Revenue, Series 2018, RB                                                                  | CUSIP: 64972HJ52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $149303.43    | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-3, RB                                                                          | CUSIP: 64972HJ60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $558663.84    | 0.20%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-3, RB                                                                          | CUSIP: 64972HJ78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $329152.79    | 0.12%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                                                                                   | New York City Transitional Finance Authority Building Aid Revenue, Series 2018, RB                                                                  | CUSIP: 64972HJ86<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     70000 | PA      | $74535.13     | 0.03%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                                                                                   | New York City Transitional Finance Authority Building Aid Revenue, Series 2018, RB                                                                  | CUSIP: 64972HK35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42085.54     | 0.02%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                                                                                   | New York City Transitional Finance Authority Building Aid Revenue, Series 2018, RB                                                                  | CUSIP: 64972HK43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $196713.47    | 0.07%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018, RB                                                                              | CUSIP: 64972HR38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42687.73     | 0.02%             | 2031-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-1, RB                                                                          | CUSIP: 64972HR46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $122642.11    | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-1, RB                                                                          | CUSIP: 64972HR79<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    265000 | PA      | $281372.55    | 0.10%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-1, RB                                                                          | CUSIP: 64972HR87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $142973.84    | 0.05%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-1, RB                                                                          | CUSIP: 64972HR95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $84516.98     | 0.03%             | 2036-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-2A, Ref. RB                                                                    | CUSIP: 64972HT77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $133423.19    | 0.05%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-2A, Ref. RB                                                                    | CUSIP: 64972HT85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106719.33    | 0.04%             | 2031-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                                                                                   | New York City Transitional Finance Authority Building Aid Revenue, Series 2018, RB                                                                  | CUSIP: 64972HT93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $85316.25     | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018 S-2A, Ref. RB                                                                    | CUSIP: 64972HU26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $164938.85    | 0.06%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 S-3, Ref. RB                                                                  | CUSIP: 64972HY22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $256172.52    | 0.09%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 S-3, Ref. RB                                                                  | CUSIP: 64972HY30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $352173.79    | 0.13%             | 2031-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 S-3A, Ref. RB                                                                 | CUSIP: 64972HY48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $191961.56    | 0.07%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 S-3, Ref. RB                                                                  | CUSIP: 64972HY55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    495000 | PA      | $526740.19    | 0.19%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2018 A, Ref. RB                                       | CUSIP: 64986DGJ8<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     70000 | PA      | $74582.08     | 0.03%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 2)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 2), Series 2018 A, RB                                                                        | CUSIP: 64990AHK4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    285000 | PA      | $301989.79    | 0.11%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                          | CUSIP: 64990AHL2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    325000 | PA      | $344051.92    | 0.12%             | 2031-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                          | CUSIP: 64990AHM0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    185000 | PA      | $195770.77    | 0.07%             | 2032-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 2)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 2), Series 2018 A, RB                                                                        | CUSIP: 64990AHN8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    370000 | PA      | $390998.72    | 0.14%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018, Ref. RB                                                                                       | CUSIP: 64990AJU0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    250000 | PA      | $264797.68    | 0.10%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 C, Ref. RB                                                                                     | CUSIP: 64990AJV8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    115000 | PA      | $121716.56    | 0.04%             | 2031-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 C, Ref. RB                                                                                     | CUSIP: 64990AJW6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    285000 | PA      | $301531.17    | 0.11%             | 2032-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 C, Ref. RB                                                                                     | CUSIP: 64990AJX4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     90000 | PA      | $95106.85     | 0.03%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 E, Ref. RB                                                                                     | CUSIP: 64990AMH5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    260000 | PA      | $278759.21    | 0.10%             | 2032-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 E, Ref. RB                                                                                     | CUSIP: 64990AMJ1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    225000 | PA      | $240822.14    | 0.09%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                          | CUSIP: 64990C7N5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    335000 | PA      | $352711.95    | 0.13%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                          | CUSIP: 64990C7S4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    150000 | PA      | $153630.86    | 0.06%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                          | CUSIP: 64990C8G9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    230000 | PA      | $245108.29    | 0.09%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                          | CUSIP: 64990C8H7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    170000 | PA      | $180895.03    | 0.06%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                          | CUSIP: 64990C8K0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    195000 | PA      | $199714.87    | 0.07%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                          | CUSIP: 64990C8L8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    200000 | PA      | $211694.58    | 0.08%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, Ref. RB                                                                                     | CUSIP: 64990FHX5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    285000 | PA      | $305120.72    | 0.11%             | 2031-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018-1, Ref. RB                                                                                     | CUSIP: 64990GFA5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    160000 | PA      | $167376.54    | 0.06%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, Ref. RB                                                                                     | CUSIP: 64990GGB2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    375000 | PA      | $390317.36    | 0.14%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                                           | North Carolina (State of), Series 2018 A, GO Bonds                                                                                                  | CUSIP: 6582563Q3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42615.74     | 0.02%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Turnpike Authority                                                                                                        | North Carolina (State of) Turnpike Authority, Series 2018, RB                                                                                       | CUSIP: 65830VAA8<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41130.88     | 0.01%             | 2033-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Turnpike Authority                                                                                                        | North Carolina (State of) Turnpike Authority, Series 2018 A, Ref. RB                                                                                | CUSIP: 65830VAB6<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71887.49     | 0.03%             | 2034-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Turnpike Authority                                                                                                        | North Carolina (State of) Turnpike Authority, Series 2018 A, Ref. RB                                                                                | CUSIP: 65830VAC4<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30707.41     | 0.01%             | 2035-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Turnpike Authority                                                                                                                   | North Carolina Turnpike Authority, Series 2018, RB                                                                                                  | CUSIP: 65830VAD2<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56136.06     | 0.02%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North East Independent School District                                                                                                              | North East Independent School District, Series 2007, GO Bonds                                                                                       | CUSIP: 6591542Y3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $482026.82    | 0.17%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| North Las Vegas (City of), NV                                                                                                                       | North Las Vegas (City of), NV, Series 2018, Ref. GO Bonds                                                                                           | CUSIP: 660393S67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $106190.25    | 0.04%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2018, Ref. RB                                                                                                 | CUSIP: 66285WXX9<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    575000 | PA      | $582751.29    | 0.21%             | 2037-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northeast Ohio Regional Sewer District                                                                                                              | Northeast Ohio Regional Sewer District, Series 2017, Ref. RB                                                                                        | CUSIP: 663903HL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35667.18     | 0.01%             | 2037-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) (Cleveland Clinic Health System Obligated Group)                                                                                    | Ohio (State of) (Cleveland Clinic Health System Obligated Group), Series 2017 A, Ref. RB                                                            | CUSIP: 677561KH4<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    125000 | PA      | $131136.31    | 0.05%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Turnpike & Infrastructure Commission (Infrastructure)                                                                               | Ohio (State of) Turnpike & Infrastructure Commission (Infrastructure), Series 2018 A, RB                                                            | CUSIP: 67760HLN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $242341.98    | 0.09%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Turnpike & Infrastructure Commission (Infrastructure)                                                                               | Ohio (State of) Turnpike & Infrastructure Commission (Infrastructure), Series 2018 A, RB                                                            | CUSIP: 67760HLP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $115859.43    | 0.04%             | 2031-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Turnpike & Infrastructure Commission                                                                                                | Ohio (State of) Turnpike & Infrastructure Commission, Series 2018, RB                                                                               | CUSIP: 67760HLR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $136771.53    | 0.05%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Turnpike & Infrastructure Commission                                                                                                | Ohio (State of) Turnpike & Infrastructure Commission, Series 2018 A, RB                                                                             | CUSIP: 67760HLS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $139098.49    | 0.05%             | 2032-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Turnpike & Infrastructure Commission                                                                                                | Ohio (State of) Turnpike & Infrastructure Commission, Series 2018 A, RB                                                                             | CUSIP: 67760HLT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $92590.98     | 0.03%             | 2033-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Turnpike & Infrastructure Commission (Infrastructure)                                                                               | Ohio (State of) Turnpike & Infrastructure Commission (Infrastructure), Series 2018 A, RB                                                            | CUSIP: 67760HLU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $162830.54    | 0.06%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2018, GO Bonds                                                                                         | CUSIP: 70914PM58<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10315.26     | 0.00%             | 2033-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2018 B, RB                                                                               | CUSIP: 709221VH5<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42016.35     | 0.02%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Subseries 2013 A-2, RB                                                                          | CUSIP: 7092235S6<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    140000 | PA      | $149502.44    | 0.05%             | 2033-12-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2013 A-2, RB                                                                             | CUSIP: 7092235T4<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    185000 | PA      | $194643.22    | 0.07%             | 2038-12-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2019, Ref. RB                                                                            | CUSIP: 709224L72<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53888.49     | 0.02%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Ninth Series 2018, Ref. RB                                                            | CUSIP: 73358WV43<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    185000 | PA      | $197200.47    | 0.07%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                                                                                             | Port Authority of New York & New Jersey, Series 2018, RB                                                                                            | CUSIP: 73358WV50<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58590.31     | 0.02%             | 2031-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Ninth Series 2018, Ref. RB                                                            | CUSIP: 73358WV68<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     65000 | PA      | $69195.08     | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Ninth Series 2018, Ref. RB                                                            | CUSIP: 73358WW26<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    180000 | PA      | $190547.05    | 0.07%             | 2036-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Series 2018, RB                                                                                   | CUSIP: 73358WW91<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     60000 | PA      | $63994.00     | 0.02%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                                                                                             | Port Authority of New York & New Jersey, Series 2018, RB                                                                                            | CUSIP: 73358WX25<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31996.55     | 0.01%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Eleventh Series 2018, Ref. RB                                                         | CUSIP: 73358WX33<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42562.80     | 0.02%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Eleventh Series 2018, Ref. RB                                                         | CUSIP: 73358WX41<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53089.74     | 0.02%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                                                                                             | Port Authority of New York & New Jersey, Series 2018, RB                                                                                            | CUSIP: 73358WX58<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26490.32     | 0.01%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Corpus Christi Authority of Nueces County                                                                                                   | Port of Corpus Christi Authority of Nueces County, Series 2018, RB                                                                                  | CUSIP: 733911DJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72078.37     | 0.03%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Corpus Christi Authority of Nueces County                                                                                                   | Port of Corpus Christi Authority of Nueces County, Series 2018, RB                                                                                  | CUSIP: 733911DL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56017.63     | 0.02%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Orleans (Port of), LA Board of Commissioners                                                                                                    | New Orleans (Port of), LA Board of Commissioners, Series 2018 A, RB                                                                                 | CUSIP: 734782CT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5069.74      | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prince George's (County of), MD                                                                                                                     | Prince George's (County of), MD, Series 2018 A, GO Bonds                                                                                            | CUSIP: 7417014U7<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106638.26    | 0.04%             | 2031-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prince George's (County of), MD                                                                                                                     | Prince George's (County of), MD, Series 2018 A, GO Bonds                                                                                            | CUSIP: 7417014V5<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |    155000 | PA      | $160774.62    | 0.06%             | 2032-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Prince George's MD                                                                                                                        | County of Prince George's MD, Series 2018, GO Bonds                                                                                                 | CUSIP: 7417014W3<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10630.75     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prince George's (County of), MD                                                                                                                     | Prince George's (County of), MD, Series 2018 A, GO Bonds                                                                                            | CUSIP: 7417014X1<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10612.16     | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Prince George's MD                                                                                                                        | County of Prince George's MD, Series 2018, GO Bonds                                                                                                 | CUSIP: 7417014Y9<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10301.12     | 0.00%             | 2035-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (City of), CA (Convention Center Complex)                                                                                                | Sacramento (City of), CA (Convention Center Complex), Series 2018, RB                                                                               | CUSIP: 786073BS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51389.34     | 0.02%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Salt Lake City UT Airport Revenue                                                                                                           | City of Salt Lake City UT Airport Revenue, Series 2018, RB                                                                                          | CUSIP: 795576JC2<br>LEI: 549300CRGKV67DRSGT85 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51639.83     | 0.02%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2017, Ref. RB                                                                  | CUSIP: 79574CCP6<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    215000 | PA      | $226324.57    | 0.08%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2017, Ref. RB                                                                  | CUSIP: 79574CCQ4<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52602.10     | 0.02%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2017, Ref. RB                                                                  | CUSIP: 79574CCR2<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     80000 | PA      | $84104.22     | 0.03%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara (County of), CA Financing Authority                                                                                                     | Santa Clara (County of), CA Financing Authority, Series 2018 A, RB                                                                                  | CUSIP: 801577MK0<br>LEI: 549300A73O1Q5POHAT69 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20130.67     | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sarasota (County of), FL Public Hospital District (Sarasota Memorial Hospital)                                                                      | Sarasota (County of), FL Public Hospital District (Sarasota Memorial Hospital), Series 2018, RB                                                     | CUSIP: 803301DH0<br>LEI: 549300JY4SF4DU1YDF85 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20806.90     | 0.01%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Jobs-Economic Development Authority (Prisma Health Obligated Group)                                                       | South Carolina (State of) Jobs-Economic Development Authority (Prisma Health Obligated Group), Series 2018, Ref. RB                                 | CUSIP: 83703FLE0<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |    110000 | PA      | $116045.73    | 0.04%             | 2032-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Jobs-Economic Development Authority (Prisma Health Obligated Group)                                                       | South Carolina (State of) Jobs-Economic Development Authority (Prisma Health Obligated Group), Series 2018, Ref. RB                                 | CUSIP: 83703FLF7<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |    165000 | PA      | $173782.72    | 0.06%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Jobs-Economic Development Authority (Prisma Health Obligated Group)                                                       | South Carolina (State of) Jobs-Economic Development Authority (Prisma Health Obligated Group), Series 2018, Ref. RB                                 | CUSIP: 83703FLH3<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57827.73     | 0.02%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Springfield School District No. R-12                                                                                                                | Springfield School District No. R-12, Series 2017, Ref. GO Bonds                                                                                    | CUSIP: 851035TU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67395.22     | 0.02%             | 2030-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of Stephen F. Austin State University                                                                                              | Board of Regents of Stephen F. Austin State University, Series 2019 A, RB                                                                           | CUSIP: 8586203A3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $150904.62    | 0.05%             | 2042-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa (City of), FL (Green Bonds)                                                                                                                   | Tampa (City of), FL (Green Bonds), Series 2018, RB                                                                                                  | CUSIP: 875143AX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103929.66    | 0.04%             | 2043-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tennessee State School Bond Authority                                                                                                               | Tennessee State School Bond Authority, Series 2017, RB                                                                                              | CUSIP: 880558KD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41788.93     | 0.02%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2018 A, RB                                                                                         | CUSIP: 882854H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $100457.96    | 0.04%             | 2031-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                                                                                       | Texas Water Development Board, Series 2018, RB                                                                                                      | CUSIP: 882854H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10319.43     | 0.00%             | 2032-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2018 A, RB                                                                                         | CUSIP: 882854H88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20595.08     | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2018 B, RB                                                                                         | CUSIP: 882854N81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $300337.60    | 0.11%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2018, RB                                                                                           | CUSIP: 882854P30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $289238.36    | 0.10%             | 2031-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2018 B, RB                                                                                         | CUSIP: 882854P55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $144306.28    | 0.05%             | 2032-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                                                                                       | Texas Water Development Board, Series 2018, RB                                                                                                      | CUSIP: 882854P63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $134751.37    | 0.05%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Metropolitan Transportation District of Oregon                                                                                           | Tri-County Metropolitan Transportation District of Oregon, Series 2018, RB                                                                          | CUSIP: 89546RPT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52333.38     | 0.02%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Tri-County Metropolitan Transportation District (Garvee)                                                                          | Oregon (State of) Tri-County Metropolitan Transportation District (Garvee), Series 2018 A, RB                                                       | CUSIP: 89546RPU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $239945.27    | 0.09%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                                                                        | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2018 C, Ref. RB                                                                | CUSIP: 89602REQ4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     30000 | PA      | $32128.90     | 0.01%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                                                                        | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2018 C, Ref. RB                                                                | CUSIP: 89602RER2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     65000 | PA      | $69515.87     | 0.02%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trinity River Authority                                                                                                                             | Trinity River Authority, Series 2018, Ref. RB                                                                                                       | CUSIP: 89658HWG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15791.77     | 0.01%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trinity River Authority                                                                                                                             | Trinity River Authority, Series 2018, Ref. RB                                                                                                       | CUSIP: 89658HWH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26240.53     | 0.01%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Cincinnati                                                                                                                            | University of Cincinnati, Series 2018 A, Ref. RB                                                                                                    | CUSIP: 914119P48<br>LEI: 549300E0RD3ICJ858L23 | Long             | DBT              | MUN               | US        |     95000 | PA      | $97689.71     | 0.04%             | 2044-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2018 AZ, Ref. RB                                                                                                   | CUSIP: 91412HAM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $83613.14     | 0.03%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2018 AZ, Ref. RB                                                                                                   | CUSIP: 91412HAP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36512.72     | 0.01%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2018 AZ, Ref. RB                                                                                                   | CUSIP: 91412HAQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5318.86      | 0.00%             | 2031-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2018 AZ, Ref. RB                                                                                                   | CUSIP: 91412HAR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42519.48     | 0.02%             | 2032-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2018 AZ, Ref. RB                                                                                                   | CUSIP: 91412HAS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53083.19     | 0.02%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2018 O, Ref. RB                                                                                          | CUSIP: 91412HCL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36565.29     | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2018 O, Ref. RB                                                                                          | CUSIP: 91412HCP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $164815.48    | 0.06%             | 2031-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2018 O, Ref. RB                                                                                          | CUSIP: 91412HCS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21195.62     | 0.01%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2018 O, Ref. RB                                                                                          | CUSIP: 91412HCT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $137494.59    | 0.05%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2018 O, Ref. RB                                                                                          | CUSIP: 91412HCU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105525.36    | 0.04%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2018 O, Ref. RB                                                                                          | CUSIP: 91412HCV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $99994.06     | 0.04%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2018 O, Ref. RB                                                                                          | CUSIP: 91412HCW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $252054.48    | 0.09%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2018 O, Ref. RB                                                                                          | CUSIP: 91412HCX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52409.26     | 0.02%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2018, RB                                                                                                           | CUSIP: 91412HCY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5230.49      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Colorado                                                                                                                              | University of Colorado, Series 2017 A-2, Ref. RB                                                                                                    | CUSIP: 91417KX71<br>LEI: 549300HU7D08HY4MKX37 | Long             | DBT              | MUN               | US        |     80000 | PA      | $85234.46     | 0.03%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Utah (The)                                                                                                                            | University of Utah (The), Series 2018 A, RB                                                                                                         | CUSIP: 915183J73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77209.91     | 0.03%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Wisconsin Hospitals & Clinics                                                                                                         | University of Wisconsin Hospitals & Clinics, Series 2018 A, Ref. RB                                                                                 | CUSIP: 915260DG5<br>LEI: 549300O76DW14JGO7224 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103154.28    | 0.04%             | 2043-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipments Programs)                                                | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipments Programs), Series 2017, Ref. RB                          | CUSIP: 92778VFJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $110447.85    | 0.04%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs)                                                 | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs), Series 2017 E, Ref. RB                         | CUSIP: 92778VFK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $162995.58    | 0.06%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 C, GO Bonds                                                                                                      | CUSIP: 93974D2H0<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58063.49     | 0.02%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 C, GO Bonds                                                                                                      | CUSIP: 93974D2J6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    115000 | PA      | $121427.75    | 0.04%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 C, GO Bonds                                                                                                      | CUSIP: 93974D2K3<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    135000 | PA      | $142388.93    | 0.05%             | 2032-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 C, GO Bonds                                                                                                      | CUSIP: 93974D2L1<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     95000 | PA      | $100052.84    | 0.04%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 C, GO Bonds                                                                                                      | CUSIP: 93974D2M9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15777.58     | 0.01%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 C, GO Bonds                                                                                                      | CUSIP: 93974D2N7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    130000 | PA      | $136513.86    | 0.05%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 C, GO Bonds                                                                                                      | CUSIP: 93974D2P2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62856.70     | 0.02%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018, GO Bonds                                                                                                        | CUSIP: 93974D2Q0<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26128.11     | 0.01%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                                                                                                 | State of Washington, Series 2018, GO Bonds                                                                                                          | CUSIP: 93974D3V8<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10299.84     | 0.00%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 A, GO Bonds                                                                                                      | CUSIP: 93974D3X4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     70000 | PA      | $74734.45     | 0.03%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 A, GO Bonds                                                                                                      | CUSIP: 93974D3Y2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     80000 | PA      | $85277.37     | 0.03%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 A, GO Bonds                                                                                                      | CUSIP: 93974D3Z9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    360000 | PA      | $383232.17    | 0.14%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 A, GO Bonds                                                                                                      | CUSIP: 93974D4A3<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    130000 | PA      | $138086.91    | 0.05%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 A, GO Bonds                                                                                                      | CUSIP: 93974D4B1<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68838.71     | 0.02%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 A, GO Bonds                                                                                                      | CUSIP: 93974D4C9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47528.84     | 0.02%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                                                                                                 | State of Washington, Series 2018, GO Bonds                                                                                                          | CUSIP: 93974D4D7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68475.99     | 0.02%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2018 A, GO Bonds                                                                                                      | CUSIP: 93974D4E5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    220000 | PA      | $231255.29    | 0.08%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                                                                                                 | State of Washington, Series 2018, GO Bonds                                                                                                          | CUSIP: 93974D4G0<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5233.37      | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                                                                                         | Washington Health Care Facilities Authority, Series 2017, RB                                                                                        | CUSIP: 93978HTP0<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15505.87     | 0.01%             | 2036-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                                                                                         | Washington Health Care Facilities Authority, Series 2018, RB                                                                                        | CUSIP: 93978HUV5<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10643.03     | 0.00%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Health Care Facilities Authority (Providence St. Joseph Health)                                                               | Washington (State of) Health Care Facilities Authority (Providence St. Joseph Health), Series 2018 B, Ref. RB                                       | CUSIP: 93978HUW3<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    130000 | PA      | $138265.61    | 0.05%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Health Care Facilities Authority (Providence St. Joseph Health)                                                               | Washington (State of) Health Care Facilities Authority (Providence St. Joseph Health), Series 2018, Ref. RB                                         | CUSIP: 93978HUX1<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53109.35     | 0.02%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Health Care Facilities Authority (Providence St. Joseph Health)                                                               | Washington (State of) Health Care Facilities Authority (Providence St. Joseph Health), Series 2018, Ref. RB                                         | CUSIP: 93978HUY9<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    150000 | PA      | $159076.59    | 0.06%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washoe County School District                                                                                                                       | Washoe County School District, Series 2018, GO Bonds                                                                                                | CUSIP: 940859DP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $44151.18     | 0.02%             | 2048-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wayne County Airport Authority                                                                                                                      | Wayne County Airport Authority, Series 2018, RB                                                                                                     | CUSIP: 944514ZC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10658.75     | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wayne (County of), MI Airport Authority (Detroit Metropolitan Wayne County Airport)                                                                 | Wayne (County of), MI Airport Authority (Detroit Metropolitan Wayne County Airport), Series 2018, RB                                                | CUSIP: 944514ZD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47828.31     | 0.02%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wayne (County of), MI Airport Authority (Detroit Metropolitan Wayne County Airport)                                                                 | Wayne (County of), MI Airport Authority (Detroit Metropolitan Wayne County Airport), Series 2018, RB                                                | CUSIP: 944514ZG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105374.83    | 0.04%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of)                                                                                                                            | West Virginia (State of), Series 2018 B, GO Bonds                                                                                                   | CUSIP: 956553A50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $95587.97     | 0.03%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of)                                                                                                                            | West Virginia (State of), Series 2018, GO Bonds                                                                                                     | CUSIP: 956553A68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5310.57      | 0.00%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of)                                                                                                                            | West Virginia (State of), Series 2018 B, GO Bonds                                                                                                   | CUSIP: 956553A76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $116688.48    | 0.04%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of)                                                                                                                            | West Virginia (State of), Series 2018 B, GO Bonds                                                                                                   | CUSIP: 956553A84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $206742.14    | 0.07%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of)                                                                                                                            | West Virginia (State of), Series 2018 B, GO Bonds                                                                                                   | CUSIP: 956553A92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $174775.39    | 0.06%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of)                                                                                                                            | West Virginia (State of), Series 2018 B, GO Bonds                                                                                                   | CUSIP: 956553B26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $74083.61     | 0.03%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of)                                                                                                                            | West Virginia (State of), Series 2018 B, GO Bonds                                                                                                   | CUSIP: 956553B34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $89890.76     | 0.03%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of)                                                                                                                            | West Virginia (State of), Series 2018 B, GO Bonds                                                                                                   | CUSIP: 956553B42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $147896.97    | 0.05%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of)                                                                                                                            | West Virginia (State of), Series 2018 B, GO Bonds                                                                                                   | CUSIP: 956553B59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36935.13     | 0.01%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of)                                                                                                                            | West Virginia (State of), Series 2018 B, GO Bonds                                                                                                   | CUSIP: 956553B75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $94735.94     | 0.03%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of)                                                                                                                            | West Virginia (State of), Series 2018 B, GO Bonds                                                                                                   | CUSIP: 956553B83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $63073.23     | 0.02%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of) (Bidding Group 2)                                                                                                          | West Virginia (State of) (Bidding Group 2), Series 2018 B, GO Bonds                                                                                 | CUSIP: 956553B91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $209981.86    | 0.08%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of)                                                                                                                            | West Virginia (State of), Series 2018 B, GO Bonds                                                                                                   | CUSIP: 956553C41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5232.50      | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of) (Bidding Group 2)                                                                                                          | West Virginia (State of) (Bidding Group 2), Series 2018 B, GO Bonds                                                                                 | CUSIP: 956553C66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57424.44     | 0.02%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of West Virginia                                                                                                                              | State of West Virginia, Series 2018, GO Bonds                                                                                                       | CUSIP: 956553C74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46907.53     | 0.02%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of) (Bidding Group 2)                                                                                                          | West Virginia (State of) (Bidding Group 2), Series 2018 B, GO Bonds                                                                                 | CUSIP: 956553C82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $156153.12    | 0.06%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Health & Educational Facilities Authority (Milwaukee Regional Medical Center)                                                  | Wisconsin (State of) Health & Educational Facilities Authority (Milwaukee Regional Medical Center), Series 2018, Ref. RB                            | CUSIP: 97712DT97<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81156.56     | 0.03%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2019 F, GO Bonds                                                                                            | CUSIP: 57582RXM3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    255000 | PA      | $271190.10    | 0.10%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Hospital Development Authority (University of Pittsburgh Medical Center)                                                  | Allegheny (County of), PA Hospital Development Authority (University of Pittsburgh Medical Center), Series 2019 A, Ref. RB                          | CUSIP: 01728A4N3<br>LEI: 54930046B973R604OG22 | Long             | DBT              | MUN               | US        |    130000 | PA      | $138089.72    | 0.05%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                                 | Los Angeles Unified School District, Series 2019 A, Ref. GO Bonds                                                                                   | CUSIP: 544647AV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $161167.71    | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2019, RB                                                                                            | CUSIP: 64990GNH1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36513.14     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) (Garvee)                                                                                                                  | North Carolina (State of) (Garvee), Series 2019, RB                                                                                                 | CUSIP: 658268DZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $116235.88    | 0.04%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prince George's (County of), MD                                                                                                                     | Prince George's (County of), MD, Series 2019 A, GO Bonds                                                                                            | CUSIP: 7417015L6<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |    105000 | PA      | $112136.43    | 0.04%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs)                                                 | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs), Series 2019 A, RB                              | CUSIP: 92778VGF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $168726.32    | 0.06%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority                                                                                                          | Metropolitan Washington Airports Authority, Series 2019 A, Ref. RB                                                                                  | CUSIP: 592643CV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $237212.59    | 0.09%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV Department of Aviation                                                                                                        | Clark (County of), NV Department of Aviation, Series 2019 B, Ref. RB                                                                                | CUSIP: 18085PRK2<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |     85000 | PA      | $90523.61     | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) (Tranche 1)                                                                                                                      | Georgia (State of) (Tranche 1), Series 2019 A, GO Bonds                                                                                             | CUSIP: 373385EC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $74697.33     | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Airports (Los Angeles International Airport)                                                                | Los Angeles (City of), CA Department of Airports (Los Angeles International Airport), Series 2019 E, RB                                             | CUSIP: 544445MX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $231042.53    | 0.08%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Airports (Los Angeles International Airport)                                                                | Los Angeles (City of), CA Department of Airports (Los Angeles International Airport), Series 2019 E, RB                                             | CUSIP: 544445MY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $298400.31    | 0.11%             | 2049-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2019 C, Ref. GO Bonds                                                                                       | CUSIP: 57582RYB6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58491.98     | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2019 A, RB                                                                                          | CUSIP: 65829QDK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $90266.36     | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), Series 2019, Ref. GO Bonds                                                                                          | CUSIP: 70914PQ39<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    340000 | PA      | $362619.52    | 0.13%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4)                                                                          | Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4), Series 2019 A, RB                                                       | CUSIP: 626207W83<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    400000 | PA      | $421441.76    | 0.15%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broward (County of), FL School Board                                                                                                                | Broward (County of), FL School Board, Series 2019 A, Ref. COP                                                                                       | CUSIP: 115065B60<br>LEI: 5493006KVNQDJ1D0OD92 | Long             | DBT              | MUN               | US        |    220000 | PA      | $233057.64    | 0.08%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2019 B, Ref. GO Bonds                                                                                                | CUSIP: 20772KHC6<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    155000 | PA      | $163532.08    | 0.06%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2019 B, Ref. RB                                                                                               | CUSIP: 66285WZK5<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52572.61     | 0.02%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Independent School District/TX                                                                                                          | San Antonio Independent School District/TX, Series 2019, GO Bonds                                                                                   | CUSIP: 796269C63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30499.10     | 0.01%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Jose (City of), CA                                                                                                                              | San Jose (City of), CA, Series 2019 C, Ref. GO Bonds                                                                                                | CUSIP: 798135G29<br>LEI: 549300QHIHSH68W22O38 | Long             | DBT              | MUN               | US        |     45000 | PA      | $48667.11     | 0.02%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hillsborough (County of), FL School Board (Master Lease Program)                                                                                    | Hillsborough (County of), FL School Board (Master Lease Program), Series 2018, Ref. COP                                                             | CUSIP: 43232VVA6<br>LEI: 549300E7JND1K3JLOI29 | Long             | DBT              | MUN               | US        |    260000 | PA      | $276248.18    | 0.10%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Bond Development Corp. (Centre College)                                                                                                    | Kentucky Bond Development Corp. (Centre College), Series 2018, RB                                                                                   | CUSIP: 491208AF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $140390.23    | 0.05%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Election of 2008)                                                                                              | Los Angeles Unified School District (Election of 2008), Series 2018, GO Bonds                                                                       | CUSIP: 544647AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15846.25     | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Bossier City)                                     | Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Bossier City), Series 2018, RB                    | CUSIP: 54628CFZ0<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5020.94      | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2004 B, Ref. GO Bonds                                                                                       | CUSIP: 57582NYY5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     85000 | PA      | $91506.84     | 0.03%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Michigan State Hospital Finance Authority                                                                                                           | Michigan State Hospital Finance Authority, Series 1999, RB                                                                                          | CUSIP: 59465HUY0<br>LEI: 54930011MIBQ2P7ZNM19 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20775.33     | 0.01%             | 2028-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Montana (State of) Facility Finance Authority (Bozeman Deaconess Health Services Obligated Group)                                                   | Montana (State of) Facility Finance Authority (Bozeman Deaconess Health Services Obligated Group), Series 2018, RB                                  | CUSIP: 61204MDA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1010560.70   | 0.36%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgantown Utility Board, Inc.                                                                                                                      | Morgantown Utility Board, Inc., Series 2018 B, RB                                                                                                   | CUSIP: 61759CDE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5171.28      | 0.00%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mountain View Shoreline Regional Park Community                                                                                                     | Mountain View Shoreline Regional Park Community, Series 2018 A, RB                                                                                  | CUSIP: 624410HH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103458.24    | 0.04%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northampton (County of), PA General Purpose Authority (LaFayette College)                                                                           | Northampton (County of), PA General Purpose Authority (LaFayette College), Series 2018, Ref. RB                                                     | CUSIP: 66353LDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $177737.00    | 0.06%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pasco (County of), FL School Board                                                                                                                  | Pasco (County of), FL School Board, Series 2018 A, COP                                                                                              | CUSIP: 702528LK4<br>LEI: 549300NYEDMC7IDJPE68 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67263.11     | 0.02%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2018, GO Bonds                                                                                         | CUSIP: 70914PN40<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    185000 | PA      | $190279.77    | 0.07%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Redwood City School District (Election of 2015)                                                                                                     | Redwood City School District (Election of 2015), Series 2018, GO Bonds                                                                              | CUSIP: 757889DE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $208832.64    | 0.07%             | 2044-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brentwood Union School District (Election of 2016)                                                                                                  | Brentwood Union School District (Election of 2016), Series 2018, GO Bonds                                                                           | CUSIP: 796472CY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $187055.42    | 0.07%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westminster Public Schools                                                                                                                          | Westminster Public Schools, Series 2019, COP                                                                                                        | CUSIP: 960667AZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5122.19      | 0.00%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, Ref. RB                                                                                     | CUSIP: 64990FML5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    170000 | PA      | $180204.62    | 0.06%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona (State of) Industrial Development Authority (Equitable School Revolving Fund)                                                               | Arizona (State of) Industrial Development Authority (Equitable School Revolving Fund), Series 2019, RB                                              | CUSIP: 04052FAW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10272.84     | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Health Facilities Authority (CommonSpirit Health)                                                                               | Colorado (State of) Health Facilities Authority (CommonSpirit Health), Series 2019 A-1, Ref. RB                                                     | CUSIP: 19648FJN5<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36964.39     | 0.01%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Health Facilities Authority (CommonSpirit Health)                                                                               | Colorado (State of) Health Facilities Authority (CommonSpirit Health), Series 2019 A-2, Ref. RB                                                     | CUSIP: 19648FKE3<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |     90000 | PA      | $95051.28     | 0.03%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Health Facilities Authority (SCL Health System)                                                                                 | Colorado (State of) Health Facilities Authority (SCL Health System), Series 2019 A, Ref. RB                                                         | CUSIP: 19648FLC6<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10494.23     | 0.00%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corpus Christi Independent School District                                                                                                          | Corpus Christi Independent School District, Series 2019, Ref. GO Bonds                                                                              | CUSIP: 2201475Z1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $113955.96    | 0.04%             | 2031-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corpus Christi Independent School District                                                                                                          | Corpus Christi Independent School District, Series 2019, Ref. GO Bonds                                                                              | CUSIP: 2201476A5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $118956.87    | 0.04%             | 2032-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Hennepin MN                                                                                                                               | County of Hennepin MN, Series 2019, GO Bonds                                                                                                        | CUSIP: 425507HU7<br>LEI: 254900YDNULMQREFAU43 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10568.20     | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2019 A, Ref. GO Bonds                                                                                                 | CUSIP: 4423314Z4<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    115000 | PA      | $121403.49    | 0.04%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 1)                                                                                                               | Maryland (State of) (Bidding Group 1), Second Series 2019 A, GO Bonds                                                                               | CUSIP: 574193RR1<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    510000 | PA      | $545302.51    | 0.20%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2019 A, GO Bonds                                                                                                       | CUSIP: 60412AQU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106726.78    | 0.04%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018, Ref. RB                                                                                       | CUSIP: 64990APH2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    230000 | PA      | $243711.45    | 0.09%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 E, Ref. RB                                                                                     | CUSIP: 64990APJ8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10739.39     | 0.00%             | 2028-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, Ref. RB                                                                                     | CUSIP: 64990FMM3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26861.35     | 0.01%             | 2028-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, Ref. RB                                                                                     | CUSIP: 64990FMN1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     75000 | PA      | $80349.08     | 0.03%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                                           | San Antonio (City of), TX, Series 2019, Ref. GO Bonds                                                                                               | CUSIP: 79623PCV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $224218.01    | 0.08%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                                           | San Antonio (City of), TX, Series 2019, Ref. RB                                                                                                     | CUSIP: 79625GBF9<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5180.33      | 0.00%             | 2028-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Transportation Infrastructure Bank                                                                                        | South Carolina (State of) Transportation Infrastructure Bank, Series 2019 A, RB                                                                     | CUSIP: 837152VP9<br>LEI: 549300YI1NMCP4VLJN43 | Long             | DBT              | MUN               | US        |     90000 | PA      | $95889.70     | 0.03%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2019, Ref. GO Bonds                                                                                                   | CUSIP: 13063DQL5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    150000 | PA      | $161594.82    | 0.06%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chaffey Community College District (Election of 2018)                                                                                               | Chaffey Community College District (Election of 2018), Series 2019 A, GO Bonds                                                                      | CUSIP: 157432LB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $167151.20    | 0.06%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chaffey Community College District                                                                                                                  | Chaffey Community College District, Series 2019, GO Bonds                                                                                           | CUSIP: 157432LC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15335.64     | 0.01%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chaffey Community College District (Election of 2018)                                                                                               | Chaffey Community College District (Election of 2018), Series 2019 A, GO Bonds                                                                      | CUSIP: 157432LD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $159985.49    | 0.06%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                                           | Long Island (City of), NY Power Authority, Series 2019 A, RB                                                                                        | CUSIP: 542691CH1<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    205000 | PA      | $219649.12    | 0.08%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                                           | Long Island (City of), NY Power Authority, Series 2019 A, RB                                                                                        | CUSIP: 542691CJ7<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    780000 | PA      | $834990.23    | 0.30%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                                           | Long Island (City of), NY Power Authority, Series 2019 A, RB                                                                                        | CUSIP: 542691CK4<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5157.18      | 0.00%             | 2034-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2019 BB, RB                                                                       | CUSIP: 6461365C1<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     85000 | PA      | $91863.82     | 0.03%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2019 BB, RB                                                                       | CUSIP: 6461365D9<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21418.91     | 0.01%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                                                                                      | New Jersey Transportation Trust Fund Authority, Series 2019, RB                                                                                     | CUSIP: 6461365G2<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15954.96     | 0.01%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2019 BB, RB                                                                       | CUSIP: 6461365K3<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    250000 | PA      | $254129.85    | 0.09%             | 2038-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2019 BB, RB                                                                       | CUSIP: 6461365N7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    400000 | PA      | $413219.84    | 0.15%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2019 BB, RB                                                                       | CUSIP: 6461365R8<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    145000 | PA      | $156708.87    | 0.06%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2014 BB-1, RN                                                                     | CUSIP: 6461365T4<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     45000 | PA      | $48365.96     | 0.02%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2014 BB-1, RN                                                                     | CUSIP: 6461365U1<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    285000 | PA      | $305621.43    | 0.11%             | 2031-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2014, RN                                                                          | CUSIP: 6461365V9<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    115000 | PA      | $123190.93    | 0.04%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2014 BB-1, RB                                                                     | CUSIP: 6461365W7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    515000 | PA      | $550707.99    | 0.20%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2019 B, Ref. RB                                       | CUSIP: 64986DJD8<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     75000 | PA      | $80060.20     | 0.03%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                                           | North Carolina (State of), Series 2019, GO Bonds                                                                                                    | CUSIP: 6582564H2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21299.51     | 0.01%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA Authority for Industrial Development                                                                                     | Philadelphia (City of), PA Authority for Industrial Development, Series 2019, Ref. RB                                                               | CUSIP: 71781QFC7<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |    160000 | PA      | $171072.26    | 0.06%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2019 A, GO Bonds                                                                                                      | CUSIP: 93974EAF3<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    105000 | PA      | $112216.86    | 0.04%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2019 C, RB                                                                       | CUSIP: 13068L4K8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $161959.65    | 0.06%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (County of), TX Hospital District                                                                                                            | Dallas (County of), TX Hospital District, Series 2019, Ref. GO Bonds                                                                                | CUSIP: 234667KQ5<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |    205000 | PA      | $218156.57    | 0.08%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (County of), TX Hospital District                                                                                                            | Dallas (County of), TX Hospital District, Series 2019, GO Bonds                                                                                     | CUSIP: 234667KS1<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15900.28     | 0.01%             | 2032-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas County Hospital District                                                                                                                     | Dallas County Hospital District, Series 2019, GO Bonds                                                                                              | CUSIP: 234667KT9<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |     80000 | PA      | $82173.12     | 0.03%             | 2033-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dallas (County of), TX Hospital District                                                                                                            | Dallas (County of), TX Hospital District, Series 2019, Ref. GO Bonds                                                                                | CUSIP: 234667KU6<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |    115000 | PA      | $117773.20    | 0.04%             | 2034-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2019, RB                                                                                   | CUSIP: 574204N41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $135921.83    | 0.05%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), MD                                                                                                                          | Montgomery (County of), MD, Series 2019 A, GO Bonds                                                                                                 | CUSIP: 61334PBE2<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |     90000 | PA      | $96883.60     | 0.03%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, Ref. RB                                                                                     | CUSIP: 64990FNR1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    355000 | PA      | $379703.74    | 0.14%             | 2032-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Health & Educational Facilities Authority (Ascension Senior Credit Group)                                                      | Wisconsin (State of) Health & Educational Facilities Authority (Ascension Senior Credit Group), Series 2019, Ref. RB                                | CUSIP: 97712D3B0<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |     60000 | PA      | $64212.26     | 0.02%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2019, GO Bonds                                                                                                        | CUSIP: 13063DSA7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    250000 | PA      | $269932.75    | 0.10%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2019, GO Bonds                                                                                                        | CUSIP: 13063DSC3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    175000 | PA      | $188615.77    | 0.07%             | 2031-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2019, GO Bonds                                                                                                        | CUSIP: 13063DSD1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    315000 | PA      | $338904.66    | 0.12%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2019, Ref. GO Bonds                                                                                                   | CUSIP: 13063DSM1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    260000 | PA      | $278694.52    | 0.10%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2019, Ref. GO Bonds                                                                                                   | CUSIP: 13063DSN9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    580000 | PA      | $618434.51    | 0.22%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2019, Ref. GO Bonds                                                                                                   | CUSIP: 13063DSP4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    200000 | PA      | $212694.10    | 0.08%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2019, Ref. GO Bonds                                                                                                   | CUSIP: 13063DSQ2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     60000 | PA      | $63425.47     | 0.02%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV (Las Vegas McCarran International Airport)                                                                                    | Clark (County of), NV (Las Vegas McCarran International Airport), Series 2019, Ref. RB                                                              | CUSIP: 181006HM2<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    135000 | PA      | $143772.79    | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2019 A, RB                                                                                                             | CUSIP: 25477GNY7<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    135000 | PA      | $142789.28    | 0.05%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2019 C, Ref. RB                                                                                                        | CUSIP: 25477GPY5<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    100000 | PA      | $107415.54    | 0.04%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2019, GO Bonds                                                                                                            | CUSIP: 4521525H0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10681.93     | 0.00%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Toll Highway Authority                                                                                                          | Illinois (State of) Toll Highway Authority, Series 2019 B, Ref. RB                                                                                  | CUSIP: 452252NU9<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    275000 | PA      | $289505.12    | 0.10%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Portland (City of), OR                                                                                                                              | Portland (City of), OR, Series 2019 A, Ref. RB                                                                                                      | CUSIP: 736742ZT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $142707.57    | 0.05%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Round Rock Independent School District                                                                                                              | Round Rock Independent School District, Series 2019 A, Ref. GO Bonds                                                                                | CUSIP: 779240NQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $128130.67    | 0.05%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs)                                                 | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipment Programs), Series 2019 C, Ref. RB                         | CUSIP: 92778VHW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $268907.57    | 0.10%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2021 A, Ref. GO Bonds                                                                                                 | CUSIP: 93974EDD5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21281.32     | 0.01%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2019, Ref. RB                                                                     | CUSIP: 6461366E6<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    200000 | PA      | $215204.72    | 0.08%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bexar (County of), TX                                                                                                                               | Bexar (County of), TX, Series 2019, Ref. GO Bonds                                                                                                   | CUSIP: 088281H37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $112354.08    | 0.04%             | 2037-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bexar (County of), TX                                                                                                                               | Bexar (County of), TX, Series 2019, Ref. GO Bonds                                                                                                   | CUSIP: 088281H45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $239322.78    | 0.09%             | 2038-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2020 A, GO Bonds                                                                                                     | CUSIP: 20772KHR3<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31626.94     | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Toll Highway Authority                                                                                                          | Illinois (State of) Toll Highway Authority, Series 2019, Ref. RB                                                                                    | CUSIP: 452252PE3<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    155000 | PA      | $163175.61    | 0.06%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2019-1, RB                                                                                                                  | CUSIP: 677581HG8<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    215000 | PA      | $231755.14    | 0.08%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pittsburg Unified School District Financing Authority (Pittsburg Unified School District Bond Program)                                              | Pittsburg Unified School District Financing Authority (Pittsburg Unified School District Bond Program), Series 2019, RB                             | CUSIP: 724586BF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25650.16     | 0.01%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Champaign County Community Unit School District No 4 Champaign                                                                                      | Champaign County Community Unit School District No 4 Champaign, Series 2020, GO Bonds                                                               | CUSIP: 158249MB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47159.37     | 0.02%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Champaign (County of), IL Community Unit School District No. 4                                                                                      | Champaign (County of), IL Community Unit School District No. 4, Series 2020 A, GO Bonds                                                             | CUSIP: 158249MC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $83717.09     | 0.03%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of)                                                                                                                                 | Delaware (State of), Series 2020 A, GO Bonds                                                                                                        | CUSIP: 246381PL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42139.44     | 0.02%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2020, RB                                                                                                               | CUSIP: 25483VWQ3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     70000 | PA      | $75264.17     | 0.03%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax (County of), VA                                                                                                                             | Fairfax (County of), VA, Series 2020 A, Ref. GO Bonds                                                                                               | CUSIP: 30382AJL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $80542.05     | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency                                                                                          | Massachusetts (Commonwealth of) Development Finance Agency, Series 2020, RB                                                                         | CUSIP: 57584YWT2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10635.72     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                                      | Sales Tax Securitization Corp., Series 2020 A, Ref. RB                                                                                              | CUSIP: 79467BCT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $183616.84    | 0.07%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lincoln (City of), NE                                                                                                                               | Lincoln (City of), NE, Series 2020 A, RB                                                                                                            | CUSIP: 534272L23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $144253.94    | 0.05%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc. (Combined Hydroelectric)                                                                                             | American Municipal Power, Inc. (Combined Hydroelectric), Series 2020, Ref. RB                                                                       | CUSIP: 02765UQD9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20990.94     | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2020 A, RB                                                                                                             | CUSIP: 25477GRH0<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47596.43     | 0.02%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2020 B, Ref. RB                                                                                                        | CUSIP: 25477GSG1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    295000 | PA      | $316875.84    | 0.11%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) Department of Transportation                                                                                                     | Florida (State of) Department of Transportation, Series 2020 A, Ref. RB                                                                             | CUSIP: 343137GN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $149295.59    | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI (Honolulu Rail Transit)                                                                                             | Honolulu (City & County of), HI (Honolulu Rail Transit), Series 2020, Ref. GO Bonds                                                                 | CUSIP: 438687MB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $185026.59    | 0.07%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Airports (Los Angeles International Airport)                                                                | Los Angeles (City of), CA Department of Airports (Los Angeles International Airport), Series 2020, Ref. RB                                          | CUSIP: 544445PE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $112655.39    | 0.04%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2020 A, GO Bonds                                                                                            | CUSIP: 57582RZX7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    360000 | PA      | $380916.79    | 0.14%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2020 C-1, Ref. GO Bonds                                                                                              | CUSIP: 64966QGS3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    290000 | PA      | $309861.46    | 0.11%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah (State of)                                                                                                                                     | Utah (State of), Series 2020, GO Bonds                                                                                                              | CUSIP: 917542WN8<br>LEI: 254900RWV9NSVUZONC07 | Long             | DBT              | MUN               | US        |    150000 | PA      | $160065.71    | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2020 C, Ref. GO Bonds                                                                                                 | CUSIP: 93974EEA0<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    160000 | PA      | $168850.06    | 0.06%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Polk County School District                                                                                                                         | Polk County School District, Series 2020 A, Ref. COP                                                                                                | CUSIP: 731125KW9<br>LEI: 549300N07FMPTRZO0044 | Long             | DBT              | MUN               | US        |    110000 | PA      | $115416.30    | 0.04%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 1)                                                                                                               | Maryland (State of) (Bidding Group 1), Series 2020 A, GO Bonds                                                                                      | CUSIP: 574193SE9<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    365000 | PA      | $386384.77    | 0.14%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2020, GO Bonds                                                                                                        | CUSIP: 13063DTB4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20832.44     | 0.01%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Peters Township School District Washington County                                                                                                   | Peters Township School District Washington County, Series 2018 C, GO Bonds                                                                          | CUSIP: 716090XC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36557.72     | 0.01%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State College Area School District                                                                                                                  | State College Area School District, Series 2018, GO Bonds                                                                                           | CUSIP: 856706ZD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $190800.60    | 0.07%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Whatcom (County of), WA Bellingham School District No. 501                                                                                          | Whatcom (County of), WA Bellingham School District No. 501, Series 2018, GO Bonds                                                                   | CUSIP: 962506SN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $175300.90    | 0.06%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allen (County of), OH (Mercy Health)                                                                                                                | Allen (County of), OH (Mercy Health), Series 2020, Ref. RB                                                                                          | CUSIP: 01757LGT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37467.44     | 0.01%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2020, GO Bonds                                                                                                        | CUSIP: 13063DUJ5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15263.53     | 0.01%             | 2028-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                                                                                             | Los Angeles Department of Water & Power, Series 2020, RB                                                                                            | CUSIP: 544532AV6<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26554.09     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                                 | Los Angeles Unified School District, Series 2020 RYQ, GO Bonds                                                                                      | CUSIP: 544647BK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $155795.45    | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Harvard University)                                                                     | Massachusetts (Commonwealth of) Development Finance Agency (Harvard University), Series 2020 A, Ref. RB                                             | CUSIP: 57584YZM4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5378.87      | 0.00%             | 2028-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Multnomah County School District No. 1                                                                                                              | Multnomah County School District No. 1, Series 2020, GO Bonds                                                                                       | CUSIP: 625517KW6<br>LEI: 5493002CTP8R8T4OPS64 | Long             | DBT              | MUN               | US        |     85000 | PA      | $90636.41     | 0.03%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Public Building Authority                                                                                                | Virginia (Commonwealth of) Public Building Authority, Series 2020 B, Ref. RB                                                                        | CUSIP: 9281726D2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $186942.63    | 0.07%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                                 | Colorado (State of), Series 2020 A, COP                                                                                                             | CUSIP: 196711RY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $107764.90    | 0.04%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2020, RB                                                                                                             | CUSIP: 207758ZQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $339756.29    | 0.12%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (No. 1)                                                                                                                            | Energy Northwest (No. 1), Series 2020 A, Ref. RB                                                                                                    | CUSIP: 29270C3C7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $255822.17    | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 414 Lake Washington                                                                                                 | King County School District No. 414 Lake Washington, Series 2020, Ref. GO Bonds                                                                     | CUSIP: 495260M65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $115354.45    | 0.04%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA                                                                                                                | San Francisco (City & County of), CA, Series 2020 R-1, Ref. GO Bonds                                                                                | CUSIP: 7976466Y7<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |     95000 | PA      | $102086.95    | 0.04%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA                                                                                                                | San Francisco (City & County of), CA, Series 2020 R-1, Ref. GO Bonds                                                                                | CUSIP: 7976466Z4<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    270000 | PA      | $289712.62    | 0.10%             | 2031-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA                                                                                                                | San Francisco (City & County of), CA, Series 2020 R-1, Ref. GO Bonds                                                                                | CUSIP: 7976467A8<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    145000 | PA      | $150863.37    | 0.05%             | 2032-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2020, RB                                                                                           | CUSIP: 8828542Z4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $149690.88    | 0.05%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                                  | Board of Regents of the University of Texas System, Series 2020 C, Ref. RB                                                                          | CUSIP: 91514AKA2<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106883.09    | 0.04%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah (State of)                                                                                                                                     | Utah (State of), Series 2020 B, GO Bonds                                                                                                            | CUSIP: 917542XC1<br>LEI: 254900RWV9NSVUZONC07 | Long             | DBT              | MUN               | US        |    205000 | PA      | $218756.46    | 0.08%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Bay Transportation Authority                                                                                        | Massachusetts (Commonwealth of) Bay Transportation Authority, Series 2020, Ref. RB                                                                  | CUSIP: 575579J57<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |    220000 | PA      | $223975.25    | 0.08%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2020, GO Bonds                                                                                                         | CUSIP: 20772KKR9<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    120000 | PA      | $125039.95    | 0.04%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| E-470 Public Highway Authority                                                                                                                      | E-470 Public Highway Authority, Series 2020 A, Ref. RB                                                                                              | CUSIP: 26822LMQ4<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | MUN               | US        |     75000 | PA      | $80027.82     | 0.03%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Bay Transportation Authority                                                                                        | Massachusetts (Commonwealth of) Bay Transportation Authority, Series 2020, Ref. RB                                                                  | CUSIP: 575579J40<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |    260000 | PA      | $269073.58    | 0.10%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2020 D, GO Bonds                                                                                            | CUSIP: 57582RC20<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    285000 | PA      | $304461.34    | 0.11%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2020, Ref. RB                                                                      | CUSIP: 64972GWY6<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58698.06     | 0.02%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prince George's (County of), MD                                                                                                                     | Prince George's (County of), MD, Series 2020 A, GO Bonds                                                                                            | CUSIP: 7417016F8<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |    120000 | PA      | $128155.92    | 0.05%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prince George's (County of), MD                                                                                                                     | Prince George's (County of), MD, Series 2020 A, GO Bonds                                                                                            | CUSIP: 7417016H4<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |    165000 | PA      | $176142.93    | 0.06%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prince George's (County of), MD                                                                                                                     | Prince George's (County of), MD, Series 2020 A, GO Bonds                                                                                            | CUSIP: 7417016J0<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47987.22     | 0.02%             | 2031-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prince George's (County of), MD                                                                                                                     | Prince George's (County of), MD, Series 2020 A, GO Bonds                                                                                            | CUSIP: 7417016K7<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31947.77     | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prince George's (County of), MD                                                                                                                     | Prince George's (County of), MD, Series 2020 B, Ref. GO Bonds                                                                                       | CUSIP: 7417016X9<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |    285000 | PA      | $305707.62    | 0.11%             | 2028-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (County of), CA Sanitation Districts Financing Authority                                                                                 | Sacramento (County of), CA Sanitation Districts Financing Authority, Series 2020 A, Ref. RB                                                         | CUSIP: 786134VV5<br>LEI: 549300MSDPX3EYMUYV38 | Long             | DBT              | MUN               | US        |     55000 | PA      | $59858.73     | 0.02%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                                      | Washington Metropolitan Area Transit Authority, Series 2020 A, RB                                                                                   | CUSIP: 93878YAF6<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |    140000 | PA      | $149046.03    | 0.05%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2020 A, GO Bonds                                                                                                       | CUSIP: 97705MRR8<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    175000 | PA      | $177817.92    | 0.06%             | 2040-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2021-1, Ref. GO Bonds                                                                                                  | CUSIP: 97705MSL0<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     60000 | PA      | $63678.06     | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Leandro Unified School District (Election of 2020)                                                                                              | San Leandro Unified School District (Election of 2020), Series 2020 A, GO Bonds                                                                     | CUSIP: 798458UM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55174.72     | 0.02%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Stadium Authority (Baltimore City Public Schools)                                                                               | Maryland (State of) Stadium Authority (Baltimore City Public Schools), Series 2018 A, RB                                                            | CUSIP: 574296DQ9<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |    525000 | PA      | $533725.55    | 0.19%             | 2047-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources (Central Valley)                                                                                | California (State of) Department of Water Resources (Central Valley), Series 2020 BB, Ref. RB                                                       | CUSIP: 13067WRV6<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    100000 | PA      | $109003.18    | 0.04%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX                                                                                                                 | Dallas & Fort Worth (Cities of), TX, Series 2020 A, Ref. RB                                                                                         | CUSIP: 2350365D8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $69708.79     | 0.03%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                                       | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2020, Ref. RB                                                 | CUSIP: 2350365V8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $75071.00     | 0.03%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 1)                                                                                                               | Maryland (State of) (Bidding Group 1), Series 2020 A, GO Bonds                                                                                      | CUSIP: 574193TB4<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    225000 | PA      | $240574.64    | 0.09%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Second Series 2020 B, Ref. GO Bonds                                                                                            | CUSIP: 574193TL2<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    390000 | PA      | $416996.03    | 0.15%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), MD                                                                                                                          | Montgomery (County of), MD, Series 2020 A, GO Bonds                                                                                                 | CUSIP: 61334PBZ5<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |    135000 | PA      | $141051.36    | 0.05%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), MD                                                                                                                          | Montgomery (County of), MD, Series 2020 B, Ref. GO Bonds                                                                                            | CUSIP: 61334PCT8<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |    125000 | PA      | $131169.83    | 0.05%             | 2028-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2020, Ref. RB                                                                                        | CUSIP: 650036BP0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    200000 | PA      | $211923.60    | 0.08%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oxnard Union High School District                                                                                                                   | Oxnard Union High School District, Series 2020 B, GO Bonds                                                                                          | CUSIP: 692039SA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $82738.95     | 0.03%             | 2045-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 1)                                                                                                                 | Washington (State of) (Bid Group 1), Series 2020 A, GO Bonds                                                                                        | CUSIP: 93974EHU3<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    170000 | PA      | $181684.44    | 0.07%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2020, Ref. RB                                                                         | CUSIP: 64971XRP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $391932.62    | 0.14%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of) Transportation Authority                                                                                                        | Delaware (State of) Transportation Authority, Series 2020, Ref. RB                                                                                  | CUSIP: 246428J98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $239939.35    | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) (Bidding Group 1)                                                                                                                | Georgia (State of) (Bidding Group 1), Series 2020 A, GO Bonds                                                                                       | CUSIP: 373385GP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $304797.53    | 0.11%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Airports                                                                                                    | Los Angeles (City of), CA Department of Airports, Series 2020 B, Ref. RB                                                                            | CUSIP: 544445PX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $75103.60     | 0.03%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2020 B, Ref. RB                                                                       | CUSIP: 544525ZN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103889.30    | 0.04%             | 2028-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2020, RB                                                    | CUSIP: 54466HJK3<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    565000 | PA      | $606232.12    | 0.22%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of)                                                                                                                                 | Michigan (State of), Series 2020 B, RB                                                                                                              | CUSIP: 594695Y93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $355237.48    | 0.13%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2020 A, GO Bonds                                                                                                       | CUSIP: 60412ATF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $133408.48    | 0.05%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Board of Public Buildings                                                                                                       | Missouri (State of) Board of Public Buildings, Series 2020 B, Ref. RB                                                                               | CUSIP: 606341ME2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $88479.65     | 0.03%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2020 A-1, Ref. GO Bonds                                                                                              | CUSIP: 64966QMC1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    285000 | PA      | $304519.02    | 0.11%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2020 B-1, Ref. GO Bonds                                                                                              | CUSIP: 64966QMR8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    580000 | PA      | $623734.78    | 0.22%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2020, RB                                                            | CUSIP: 64971XSD1<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     85000 | PA      | $90697.05     | 0.03%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Snohomish County School District No. 201 Snohomish                                                                                                  | Snohomish County School District No. 201 Snohomish, Series 2020, Ref. GO Bonds                                                                      | CUSIP: 833221WT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $381204.75    | 0.14%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hartnell Community College District                                                                                                                 | Hartnell Community College District, Series 2020 B, GO Bonds                                                                                        | CUSIP: 417123GM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $63022.43     | 0.02%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA Department of Aviation                                                                                                        | Atlanta (City of), GA Department of Aviation, Series 2020 A, Ref. RB                                                                                | CUSIP: 04780MXA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $63927.27     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2020, Ref. GO Bonds                                                                                                   | CUSIP: 13063DWN4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    520000 | PA      | $561460.12    | 0.20%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                              | Harris (County of), TX, Series 2020 A, Ref. GO Bonds                                                                                                | CUSIP: 414005C63<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |     65000 | PA      | $69610.15     | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                                 | Los Angeles Unified School District, Series 2020 A, Ref. GO Bonds                                                                                   | CUSIP: 544647CJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $236379.31    | 0.08%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Industrial Development Agency                                                                                                         | New York City Industrial Development Agency, Series 2020, RB                                                                                        | CUSIP: 64971PJY2<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21049.34     | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2002-1, Ref. RB                                                                       | CUSIP: 64971XTE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $150330.32    | 0.05%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Subseries 2020 AA-2, RB                                                                   | CUSIP: 64972GXQ2<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     90000 | PA      | $96051.38     | 0.03%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2020, GO Bonds                                                                                         | CUSIP: 70914PR53<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    200000 | PA      | $212172.74    | 0.08%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                                           | North Carolina (State of), Series 2020 A, GO Bonds                                                                                                  | CUSIP: 6582565C2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $85198.05     | 0.03%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama (State of) Public School & College Authority (Social Bonds)                                                                                 | Alabama (State of) Public School & College Authority (Social Bonds), Series 2020 A, Ref. RB                                                         | CUSIP: 010609FG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $300585.26    | 0.11%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Port Authority                                                                                                            | Allegheny (County of), PA Port Authority, Series 2020, Ref. RB                                                                                      | CUSIP: 017343DU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42154.89     | 0.02%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2020, Ref. GO Bonds                                                                                                   | CUSIP: 13063DZM3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    205000 | PA      | $221344.86    | 0.08%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board                                                                                                            | California (State of) Public Works Board, Series 2021 A, Ref. RB                                                                                    | CUSIP: 13068L7Z2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21148.87     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                                                                                                  | Conroe Independent School District, Series 2020 A, Ref. GO Bonds                                                                                    | CUSIP: 208418T45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52781.85     | 0.02%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook Kane Lake & McHenry Counties Community College District No. 512                                                                                | Cook Kane Lake & McHenry Counties Community College District No. 512, Series 2020, GO Bonds                                                         | CUSIP: 216181GU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $166696.66    | 0.06%             | 2030-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cypress-Fairbanks Independent School District                                                                                                       | Cypress-Fairbanks Independent School District, Series 2020, GO Bonds                                                                                | CUSIP: 232769GX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $100341.73    | 0.04%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2020 B, GO Bonds                                                                                                        | CUSIP: 4521526S5<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    550000 | PA      | $586120.54    | 0.21%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                                 | Los Angeles Unified School District, Series 2020 C, GO Bonds                                                                                        | CUSIP: 544647CY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $220262.54    | 0.08%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2020, RB                                                                                   | CUSIP: 574204P80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $101995.10    | 0.04%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2020 C, Ref. GO Bonds                                                                                                | CUSIP: 64966QPQ7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    510000 | PA      | $544928.78    | 0.20%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2008 J-5, GO Bonds                                                                                                | CUSIP: 64966QQV5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    300000 | PA      | $320546.34    | 0.12%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2012 A-6, RB                                                                       | CUSIP: 64971XVA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10670.24     | 0.00%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) (Build North Carolina Programs)                                                                                           | North Carolina (State of) (Build North Carolina Programs), Series 2020 B, RB                                                                        | CUSIP: 65829QDZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $302657.80    | 0.11%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Turnpike Authority                                                                                                                         | Oklahoma Turnpike Authority, Series 2020, RB                                                                                                        | CUSIP: 679111A95<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5252.65      | 0.00%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pearland Independent School District                                                                                                                | Pearland Independent School District, Series 2020, Ref. GO Bonds                                                                                    | CUSIP: 704880BQ5<br>LEI: 549300UU8ZB6DL6OXQ09 | Long             | DBT              | MUN               | US        |    170000 | PA      | $179491.81    | 0.06%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2021 A, Ref. RB                                                                | CUSIP: 79574CEX7<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26314.03     | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2021-2, Ref. GO Bonds                                                                                                  | CUSIP: 97705MSW6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    225000 | PA      | $238792.73    | 0.09%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of)                                                                                                                               | New Jersey (State of), Series 2020 A, GO Bonds                                                                                                      | CUSIP: 646039YM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    770000 | PA      | $820381.72    | 0.29%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                                       | Denver (City & County of), CO, Series 2020 B, Ref. GO Bonds                                                                                         | CUSIP: 249164QU1<br>LEI: MMTY7HA2MSCBUO4F7J71 | Long             | DBT              | MUN               | US        |    380000 | PA      | $406396.70    | 0.15%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2020 E, GO Bonds                                                                                            | CUSIP: 57582RJ56<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    200000 | PA      | $215567.14    | 0.08%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Road & Tollway Authority (Garvee)                                                                                                | Georgia (State of) Road & Tollway Authority (Garvee), Series 2020, RB                                                                               | CUSIP: 37358MEK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $127497.16    | 0.05%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp. (Termial 4 John F. Kennedy International Airport)                                                         | New York Transportation Development Corp. (Termial 4 John F. Kennedy International Airport), Series 2020, Ref. RB                                   | CUSIP: 650116EH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $80287.37     | 0.03%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2021 A, GO Bonds                                                                                                     | CUSIP: 20772KLS6<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    230000 | PA      | $238275.88    | 0.09%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Turnpike Authority                                                                                                            | New Jersey (State of) Turnpike Authority, Series 2020 D, RB                                                                                         | CUSIP: 646140DH3<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103367.80    | 0.04%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Health and Hospitals Corp.                                                                                                            | New York City Health and Hospitals Corp., Series 2021 A, Ref. RB                                                                                    | CUSIP: 649674KS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $89796.22     | 0.03%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cabrillo Unified School District (Election of 2018)                                                                                                 | Cabrillo Unified School District (Election of 2018), Series 2020 B, GO Bonds                                                                        | CUSIP: 127127MB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76645.09     | 0.03%             | 2050-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                                | Cook (County of), IL, Series 2021 A, Ref. GO Bonds                                                                                                  | CUSIP: 213185LV1<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |     75000 | PA      | $80102.48     | 0.03%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2021 A, GO Bonds                                                                                                     | CUSIP: 199492H36<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     60000 | PA      | $63590.12     | 0.02%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Multnomah (County of), OR                                                                                                                           | Multnomah (County of), OR, Series 2021 A, GO Bonds                                                                                                  | CUSIP: 625506QH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $202511.06    | 0.07%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of)                                                                                                                                  | Florida (State of), Series 2021 B, Ref. GO Bonds                                                                                                    | CUSIP: 34153QUX2<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    108000 | PA      | $114992.79    | 0.04%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florence (County of), SC                                                                                                                            | Florence (County of), SC, Series 2021, GO Bonds                                                                                                     | CUSIP: 340117HU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $100913.69    | 0.04%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority (LCRA Transmission Services Corp.)                                                                                   | Lower Colorado River Authority (LCRA Transmission Services Corp.), Series 2021, Ref. RB                                                             | CUSIP: 54811BWG2<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     75000 | PA      | $79545.02     | 0.03%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 1)                                                                                                               | Maryland (State of) (Bidding Group 1), Series 2021 A, GO Bonds                                                                                      | CUSIP: 574193TX6<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15862.45     | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2021 C, GO Bonds                                                     | CUSIP: 592112UT1<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    115000 | PA      | $121150.90    | 0.04%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Industrial Development Agency                                                                                                | New York (City of), NY Industrial Development Agency, Series 2021, Ref. RB                                                                          | CUSIP: 64971PKW4<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36639.70     | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Regional Transportation District (Green Bonds)                                                                                  | Colorado (State of) Regional Transportation District (Green Bonds), Series 2021, Ref. RB                                                            | CUSIP: 759136UU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $139767.56    | 0.05%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (County of), CA Sanitation Districts Financing Authority                                                                                 | Sacramento (County of), CA Sanitation Districts Financing Authority, Series 2021, Ref. RB                                                           | CUSIP: 786134WR3<br>LEI: 549300MSDPX3EYMUYV38 | Long             | DBT              | MUN               | US        |     65000 | PA      | $70742.13     | 0.03%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wake (County of), NC                                                                                                                                | Wake (County of), NC, Series 2021, RB                                                                                                               | CUSIP: 930876FA0<br>LEI: 5493007XQJHO082P1H29 | Long             | DBT              | MUN               | US        |    215000 | PA      | $227275.02    | 0.08%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority (Dulles Metrorail and Capital Improvement)                                                               | Metropolitan Washington Airports Authority (Dulles Metrorail and Capital Improvement), Series 2010, RB                                              | CUSIP: 592643BR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53312.76     | 0.02%             | 2044-10-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2021, Ref. GO Bonds                                                                                                   | CUSIP: 13063DB80<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    355000 | PA      | $384169.11    | 0.14%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board                                                                                                            | California (State of) Public Works Board, Series 2022 A, Ref. RB                                                                                    | CUSIP: 13068XAG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $235928.70    | 0.08%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (University of Chicago Medical)                                                                               | Illinois (State of) Finance Authority (University of Chicago Medical), Series 2021 A, Ref. RB                                                       | CUSIP: 45204FGT6<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    105000 | PA      | $112129.77    | 0.04%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2021 A, GO Bonds                                                                                                        | CUSIP: 452153AG4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    135000 | PA      | $141952.19    | 0.05%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2021, GO Bonds                                                                                                            | CUSIP: 452153BH1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5146.65      | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                                                                                     | Las Vegas Valley Water District, Series 2021 C, GO Bonds                                                                                            | CUSIP: 517845MD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $138417.25    | 0.05%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Transportation Authority                                                                                                        | Maryland (State of) Transportation Authority, Series 2021 A, Ref. RB                                                                                | CUSIP: 574300MW6<br>LEI: 254900MKNK0MO0Z4X426 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53308.07     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2012, GO Bonds                                                                                                       | CUSIP: 64966QVY3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15888.07     | 0.01%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2021 F-1, Ref. RB                                                                  | CUSIP: 64971XZB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $128854.56    | 0.05%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2021 A, Ref. RB                                                                                     | CUSIP: 64990FZG2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     95000 | PA      | $100644.14    | 0.04%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego (County of), CA Water Authority (Green Bonds)                                                                                             | San Diego (County of), CA Water Authority (Green Bonds), Series 2021 S-1, Ref. RB                                                                   | CUSIP: 797412DZ3<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    285000 | PA      | $303762.21    | 0.11%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2022 S, Ref. RB                                                                                                    | CUSIP: 91412HLP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5320.81      | 0.00%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Public Building Authority                                                                                                | Virginia (Commonwealth of) Public Building Authority, Series 2021 A-1, RB                                                                           | CUSIP: 9281727U3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $293766.99    | 0.11%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (The Broad) (Green Bonds)                                                          | California (State of) Infrastructure & Economic Development Bank (The Broad) (Green Bonds), Series 2021, Ref. RB                                    | CUSIP: 13034AQ29<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    115000 | PA      | $123471.65    | 0.04%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2021, Ref. GO Bonds                                                                                                   | CUSIP: 13063DD88<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    195000 | PA      | $209599.38    | 0.08%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2021, Ref. RB                                                                                          | CUSIP: 153476GM2<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |    225000 | PA      | $239674.28    | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2021 A, RB                                                                                                           | CUSIP: 207758B85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $191112.91    | 0.07%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX Independent School District                                                                                                    | Dallas (City of), TX Independent School District, Series 2021 A, Ref. GO Bonds                                                                      | CUSIP: 235308C92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52821.31     | 0.02%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                                 | Los Angeles Unified School District, Series 2021 A, Ref. GO Bonds                                                                                   | CUSIP: 544647DX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $134306.43    | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Bay Transportation Authority                                                                                        | Massachusetts (Commonwealth of) Bay Transportation Authority, Series 2021, RB                                                                       | CUSIP: 575579K30<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |    120000 | PA      | $128250.98    | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Council                                                                                                                                | Metropolitan Council, Series 2021 C, GO Bonds                                                                                                       | CUSIP: 591852Z76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $188598.06    | 0.07%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2021 A, Ref. RB                                                                   | CUSIP: 6461367S4<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     80000 | PA      | $85025.41     | 0.03%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2022 AA, Ref. RB                                                                  | CUSIP: 64613CAL2<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    120000 | PA      | $127538.11    | 0.05%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                                  | Board of Regents of the University of Texas System, Series 2021 A, Ref. RB                                                                          | CUSIP: 91514AKF1<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    210000 | PA      | $224454.49    | 0.08%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority (Green Bonds)                                                                                        | Washington Metropolitan Area Transit Authority (Green Bonds), Series 2021 A, RB                                                                     | CUSIP: 93878YBB4<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |    240000 | PA      | $255507.48    | 0.09%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources (Central Valley)                                                                                | California (State of) Department of Water Resources (Central Valley), Series 2021, RB                                                               | CUSIP: 13067WSH6<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    115000 | PA      | $125353.66    | 0.04%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                                 | Colorado (State of), Series 2021 A, COP                                                                                                             | CUSIP: 196711TR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $48494.21     | 0.02%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Social Bonds)                                                                                                               | Connecticut (State of) (Social Bonds), Series 2021 D, Ref. GO Bonds                                                                                 | CUSIP: 20772KNQ8<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    115000 | PA      | $122760.94    | 0.04%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Special Health Care District                                                                                               | Maricopa (County of), AZ Special Health Care District, Series 2021 D, GO Bonds                                                                      | CUSIP: 56756TBB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53119.91     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of)                                                                                                                               | New Mexico (State of), Series 2021, GO Bonds                                                                                                        | CUSIP: 647293SL4<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42324.09     | 0.02%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2021 A, RB                                                                                          | CUSIP: 64990G5U2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    155000 | PA      | $166696.89    | 0.06%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2021, RB                                                                                                                    | CUSIP: 677587DQ7<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57957.18     | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), Series 2021, GO Bonds                                                                                               | CUSIP: 70914PU26<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26548.34     | 0.01%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Centuity College and Equipment)                                                         | Virginia (Commonwealth of) College Building Authority (21st Centuity College and Equipment), Series 2021, RB                                        | CUSIP: 92778VKS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105453.95    | 0.04%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nassau Health Care Corp.                                                                                                                            | Nassau Health Care Corp., Series 2009, RB                                                                                                           | CUSIP: 63167NBW5<br>LEI: 549300L7UKCJQEMTLX26 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5346.10      | 0.00%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (City of), CA Municipal Utility District                                                                                                 | Sacramento (City of), CA Municipal Utility District, Series 2021 I, Ref. RB                                                                         | CUSIP: 786005D70<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |     80000 | PA      | $86404.63     | 0.03%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL Transit Authority (FTA Section 5307 Urbanized Area Formula Funds)                                                             | Chicago (City of), IL Transit Authority (FTA Section 5307 Urbanized Area Formula Funds), Series 2021, Ref. RB                                       | CUSIP: 167723HD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21113.95     | 0.01%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) (Bidding Group 1)                                                                                                                | Georgia (State of) (Bidding Group 1), Series 2021 A-1, Ref. GO Bonds                                                                                | CUSIP: 373385HL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $117381.52    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (CWA Authority)                                                                                                | Indiana (State of) Finance Authority (CWA Authority), Series 2021, Ref. RB                                                                          | CUSIP: 45505MJJ6<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     95000 | PA      | $101771.98    | 0.04%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2021, RB                                                                                                    | CUSIP: 57604TJH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $256466.12    | 0.09%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Severance Tax Permanent Fund                                                                                                  | New Mexico (State of) Severance Tax Permanent Fund, Series 2021 A, RB                                                                               | CUSIP: 6473103S8<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |    105000 | PA      | $111724.47    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2021, RB                                              | CUSIP: 64986DKX2<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    110000 | PA      | $117421.62    | 0.04%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Transportation Infrastructure Bank                                                                                        | South Carolina (State of) Transportation Infrastructure Bank, Series 2021 B, Ref. RB                                                                | CUSIP: 837152VZ7<br>LEI: 549300YI1NMCP4VLJN43 | Long             | DBT              | MUN               | US        |    180000 | PA      | $193065.84    | 0.07%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                                                                                                  | State of Wisconsin, Series 2021, GO Bonds                                                                                                           | CUSIP: 97705MVH5<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40644.10     | 0.01%             | 2040-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                                                                                                  | State of Wisconsin, Series 2021, GO Bonds                                                                                                           | CUSIP: 97705MVJ1<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    130000 | PA      | $131696.31    | 0.05%             | 2041-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Lorenzo Unified School District                                                                                                                 | San Lorenzo Unified School District, Series 2021, GO Bonds                                                                                          | CUSIP: 798492SV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $79249.48     | 0.03%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank                                                                                    | California (State of) Infrastructure & Economic Development Bank, Series 2003 A, RB                                                                 | CUSIP: 13033WKZ5<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26392.80     | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King (County of), WA                                                                                                                                | King (County of), WA, Series 2021 A, GO Bonds                                                                                                       | CUSIP: 49474FZL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $63198.06     | 0.02%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI (Honolulu Rail Transit)                                                                                             | Honolulu (City & County of), HI (Honolulu Rail Transit), Series 2021 E, GO Bonds                                                                    | CUSIP: 438687TY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $227318.38    | 0.08%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI                                                                                                                     | Honolulu (City & County of), HI, Series 2022 A, Ref. GO Bonds                                                                                       | CUSIP: 438687UH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $112974.16    | 0.04%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                                   | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2021 A, RB                                                                | CUSIP: 54466HLH7<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53717.82     | 0.02%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Finance Authority                                                                                                             | New Mexico (State of) Finance Authority, Series 2021 A, RB                                                                                          | CUSIP: 64711RMM5<br>LEI: 549300L6217Y7X40SP94 | Long             | DBT              | MUN               | US        |    225000 | PA      | $239711.60    | 0.09%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                               | New York (State of) Thruway Authority, Series 2021 A-1, Ref. RB                                                                                     | CUSIP: 650028WN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21163.54     | 0.01%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) (Cleveland Clinic Health System Obligated Group)                                                                                    | Ohio (State of) (Cleveland Clinic Health System Obligated Group), Series 2021, RB                                                                   | CUSIP: 677561LV2<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15771.78     | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 1)                                                                                                                 | Washington (State of) (Bid Group 1), Series 2021 A, GO Bonds                                                                                        | CUSIP: 93974ERH1<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     30000 | PA      | $32061.96     | 0.01%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Subseries 2021 B-1, Ref. RB                                                                                   | CUSIP: 89602HAU1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    260000 | PA      | $263058.04    | 0.09%             | 2056-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2021 A-1, Ref. RB                                                                     | CUSIP: 64971XB72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $220126.54    | 0.08%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Henry County School District                                                                                                                        | Henry County School District, Series 2021, GO Bonds                                                                                                 | CUSIP: 426362NG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104386.26    | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2021 A, GO Bonds                                                                                                      | CUSIP: 4423316H2<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     60000 | PA      | $63340.95     | 0.02%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 1)                                                                                                               | Maryland (State of) (Bidding Group 1), Second Series 2021 A, GO Bonds                                                                               | CUSIP: 574193UL0<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    115000 | PA      | $122960.37    | 0.04%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2022 C, Ref. GO Bonds                                                                                                   | CUSIP: 574193UY2<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10366.30     | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2022 D, Ref. GO Bonds                                                                                                   | CUSIP: 574193VB1<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    160000 | PA      | $167056.48    | 0.06%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), MD                                                                                                                          | Montgomery (County of), MD, Series 2021 A, Ref. GO Bonds                                                                                            | CUSIP: 61334PDT7<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |    145000 | PA      | $155072.43    | 0.06%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2005 1, GO Bonds                                                                                                     | CUSIP: 64966QYB0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    250000 | PA      | $267704.48    | 0.10%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                                           | North Carolina (State of), Series 2021, RB                                                                                                          | CUSIP: 658268EN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $174353.82    | 0.06%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2021, Ref. GO Bonds                                                                                                   | CUSIP: 13063DH27<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    175000 | PA      | $188527.29    | 0.07%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2021 A, RB                                                                                 | CUSIP: 574204R47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $75154.28     | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2021 C, GO Bonds                                                                                            | CUSIP: 57582RP42<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     45000 | PA      | $48289.23     | 0.02%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2021 A, Ref. GO Bonds                                                                                       | CUSIP: 57582RT22<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     80000 | PA      | $85847.53     | 0.03%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                                                                                                  | State of Minnesota, Series 2021, GO Bonds                                                                                                           | CUSIP: 60412AWH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42782.24     | 0.02%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2021 B, GO Bonds                                                                                                       | CUSIP: 60412AXD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $69521.14     | 0.02%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2017 C, Ref. GO Bonds                                                                                                       | CUSIP: 677523AK8<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    105000 | PA      | $112242.50    | 0.04%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board                                                                                                            | California (State of) Public Works Board, Series 2022 C, Ref. RB                                                                                    | CUSIP: 13068XBZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $64344.19     | 0.02%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority (Green Bonds)                                                                                        | Central Puget Sound Regional Transit Authority (Green Bonds), Series 2021 S-1, Ref. RB                                                              | CUSIP: 155048DT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $290650.79    | 0.10%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2021 B, Ref. RB                                                                            | CUSIP: 574204T37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $199478.08    | 0.07%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2022 B, Ref. RB                                                                            | CUSIP: 574204U84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $59304.29     | 0.02%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 1)                                                                                            | New York State Urban Development Corp. (Bidding Group 1), Series 2021 A, Ref. RB                                                                    | CUSIP: 64985TBZ3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    110000 | PA      | $116490.01    | 0.04%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Municipal Water District                                                                                                                | North Texas Municipal Water District, Series 2021 A, Ref. RB                                                                                        | CUSIP: 662903C43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $133748.34    | 0.05%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2021, RB                                                                                           | CUSIP: 8828546S6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106922.06    | 0.04%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                                          | Denver City & County School District No. 1, Series 2021 B, Ref. GO Bonds                                                                            | CUSIP: 249174YC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62969.81     | 0.02%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2021 B, Ref. GO Bonds                                                                                                 | CUSIP: 13063DM47<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    225000 | PA      | $242392.23    | 0.09%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2021 D, RB                                                                                                           | CUSIP: 207758F99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $161351.19    | 0.06%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                                | Cook (County of), IL, Series 2021 B, Ref. GO Bonds                                                                                                  | CUSIP: 213185MF5<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |    170000 | PA      | $177187.92    | 0.06%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2021 E, Ref. GO Bonds                                                                                                  | CUSIP: 25476FZA9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     75000 | PA      | $79162.98     | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2021 C, GO Bonds                                                                                                     | CUSIP: 605581PM3<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     90000 | PA      | $95826.06     | 0.03%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2021 C, GO Bonds                                                                                                     | CUSIP: 605581PN1<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58409.87     | 0.02%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2021 C, GO Bonds                                                                                                     | CUSIP: 605581PP6<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58237.73     | 0.02%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2021 C, GO Bonds                                                                                                     | CUSIP: 605581PT8<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5056.43      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Facilities, Inc. (Vermont Corridor County Administration Building)                                                               | Los Angeles County Facilities, Inc. (Vermont Corridor County Administration Building), Series 2018 A, RB                                            | CUSIP: 54531FAX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81930.90     | 0.03%             | 2051-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2022 A, GO Bonds                                                                                                     | CUSIP: 20772KPJ2<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     95000 | PA      | $98418.30     | 0.04%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2021 A, GO Bonds                                                                                                        | CUSIP: 452153BS7<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     45000 | PA      | $48133.94     | 0.02%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2021, RB                                                                                                 | CUSIP: 64990FJ62<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47673.54     | 0.02%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                                      | Sales Tax Securitization Corp., Series 2021 A, Ref. RB                                                                                              | CUSIP: 79467BED3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $236078.80    | 0.08%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vernon (City of), CA                                                                                                                                | Vernon (City of), CA, Series 2021 A, RB                                                                                                             | CUSIP: 924397EN8<br>LEI: 549300RGLMUYL6QZZG27 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104998.69    | 0.04%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Airport Commission (San Francisco International Airport)                                                       | San Francisco (City & County of), CA Airport Commission (San Francisco International Airport), Series 2022, Ref. RB                                 | CUSIP: 79766DUK3<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37453.28     | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2022 A, GO Bonds                                                                                            | CUSIP: 57582RT97<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     90000 | PA      | $95012.99     | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of)                                                                                                                                  | Florida (State of), Series 2022 C, Ref. GO Bonds                                                                                                    | CUSIP: 34153QWQ5<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    175000 | PA      | $186330.92    | 0.07%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 1)                                                                                                                 | Washington (State of) (Bid Group 1), Series 2022 C, GO Bonds                                                                                        | CUSIP: 93974EUV6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15829.69     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2022, GO Bonds                                                                                                        | CUSIP: 13063DN79<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    275000 | PA      | $292207.96    | 0.10%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2022, RB                                                            | CUSIP: 64971XN46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $209388.66    | 0.08%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2022 EE, Ref. RB                                                                   | CUSIP: 64972GZX5<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    490000 | PA      | $522946.38    | 0.19%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2022, Ref. GO Bonds                                                                                                   | CUSIP: 13063DQ84<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    550000 | PA      | $588204.60    | 0.21%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) Department of Transportation                                                                                                     | Florida (State of) Department of Transportation, Series 2022 A, Ref. RB                                                                             | CUSIP: 343137MX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $111971.70    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA                                                                                                                           | Los Angeles (City of), CA, Series 2022 C, Ref. RB                                                                                                   | CUSIP: 53945CKQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $396916.58    | 0.14%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2022 B-1, Ref. GO Bonds                                                                                              | CUSIP: 64966QYL8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    140000 | PA      | $149588.29    | 0.05%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2022 C, Ref. GO Bonds                                                                                                | CUSIP: 64966QZC7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    115000 | PA      | $122876.10    | 0.04%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2022 EE, Ref. RB                                                                   | CUSIP: 64972GA95<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    325000 | PA      | $335409.88    | 0.12%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2022 A, Ref. RB                                                                                     | CUSIP: 64990FV50<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21200.54     | 0.01%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of North Texas System                                                                                                                    | University of North Texas System, Series 2022, RB                                                                                                   | CUSIP: 914729WH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30573.90     | 0.01%             | 2047-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2023, Ref. GO Bonds                                                                                                    | CUSIP: 97705MXA8<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37145.54     | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Bay Area Toll Bridges)                                                            | California (State of) Infrastructure & Economic Development Bank (Bay Area Toll Bridges), Series 2003 A, RB                                         | CUSIP: 13033WLB7<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    115000 | PA      | $121470.81    | 0.04%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monroeville Finance Authority                                                                                                                       | Monroeville Finance Authority, Series 2022 B, Ref. RB                                                                                               | CUSIP: 611530DA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57822.08     | 0.02%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax (County of), VA Industrial Development Authority (Inova Health System)                                                                      | Fairfax (County of), VA Industrial Development Authority (Inova Health System), Series 2022, Ref. RB                                                | CUSIP: 30382VAG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $84776.90     | 0.03%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hampton (City of), VA Roads Transportation Accountability Commission                                                                                | Hampton (City of), VA Roads Transportation Accountability Commission, Series 2018, RB                                                               | CUSIP: 40934TAX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $284776.27    | 0.10%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intermountain Power Agency                                                                                                                          | Intermountain Power Agency, Series 2022 A, Ref. RB                                                                                                  | CUSIP: 45884AZZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31928.33     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (SSM Health)                                                                          | Missouri (State of) Health & Educational Facilities Authority (SSM Health), Series 2022, RB                                                         | CUSIP: 60637AVL3<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31691.18     | 0.01%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Power Authority (Green Transmission)                                                                                            | New York (State of) Power Authority (Green Transmission), Series 2022, RB                                                                           | CUSIP: 65000XAE0<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |    240000 | PA      | $259870.82    | 0.09%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA                                                                                                                | San Francisco (City & County of), CA, Series 2022, Ref. GO Bonds                                                                                    | CUSIP: 79773KJD7<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26873.06     | 0.01%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                                                                        | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2022, RB                                                                       | CUSIP: 89602HCT2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    315000 | PA      | $335421.92    | 0.12%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Public Building Authority (Bidding Group 1)                                                                              | Virginia (Commonwealth of) Public Building Authority (Bidding Group 1), Series 2022 A, RB                                                           | CUSIP: 928173AF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37388.53     | 0.01%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 2)                                                                                                                 | Washington (State of) (Bid Group 2), Series 2022 C, Ref. GO Bonds                                                                                   | CUSIP: 93974EVX1<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    110000 | PA      | $114813.97    | 0.04%             | 2028-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 2)                                                                                                                 | Washington (State of) (Bid Group 2), Series R-2022D, GO Bonds                                                                                       | CUSIP: 93974EWP7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    130000 | PA      | $135689.24    | 0.05%             | 2028-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (No. 1)                                                                                                                            | Energy Northwest (No. 1), Series 2022 A, Ref. RB                                                                                                    | CUSIP: 29270C4N2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $303788.82    | 0.11%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Sports & Tourism Authority                                                                                                                  | Arizona Sports & Tourism Authority, Series 2022, RB                                                                                                 | CUSIP: 040583BU9<br>LEI: 5493000FS1Q9KGAM2L28 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15900.82     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2022 B, Ref. GO Bonds                                                                                                   | CUSIP: 452153DH9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36802.42     | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Beaumont Health Credit Group)                                                                                | Michigan (State of) Finance Authority (Beaumont Health Credit Group), Series 2022, Ref. RB                                                          | CUSIP: 59447T3H4<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47530.12     | 0.02%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2022, RB                                                                                                 | CUSIP: 65000BNP9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16120.18     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                                           | North Carolina (State of), Series 2022 A, RB                                                                                                        | CUSIP: 65829QEX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47788.07     | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Series 2022, Ref. RB                                                                              | CUSIP: 73358XEA6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21083.17     | 0.01%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara (County of), CA (Election of 2008)                                                                                                      | Santa Clara (County of), CA (Election of 2008), Series 2022 D, Ref. GO Bonds                                                                        | CUSIP: 801546SA1<br>LEI: 254900JSVO2QQ5A3DV83 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53940.20     | 0.02%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2022, GO Bonds                                                                                                       | CUSIP: 20772KRT8<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    180000 | PA      | $192986.06    | 0.07%             | 2028-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX Toll Road Authority (The)                                                                                                    | Harris (County of), TX Toll Road Authority (The), Series 2022 A, Ref. RB                                                                            | CUSIP: 41423PCJ4<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |    505000 | PA      | $540104.12    | 0.19%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2022, GO Bonds                                                                                                          | CUSIP: 574193VE5<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58548.63     | 0.02%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (City of), CA Municipal Utility District                                                                                                 | Sacramento (City of), CA Municipal Utility District, Series 2022 J, Ref. RB                                                                         | CUSIP: 786005E79<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |     45000 | PA      | $48602.61     | 0.02%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2022 A, GO Bonds                                                                                                         | CUSIP: 373385KB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $133388.09    | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2022 C, Ref. GO Bonds                                                                                                    | CUSIP: 373385LT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $83556.92     | 0.03%             | 2028-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                                                                                             | Los Angeles Department of Water & Power, Series 2022, RB                                                                                            | CUSIP: 544532FD1<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37175.73     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                                                                                                  | Metropolitan Water District of Southern California, Series 2022 A, Ref. RB                                                                          | CUSIP: 59266TUG4<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |    150000 | PA      | $162701.61    | 0.06%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Mexico Severance Tax Permanent Fund                                                                                                    | State of New Mexico Severance Tax Permanent Fund, Series 2022, RB                                                                                   | CUSIP: 6473104B4<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21280.85     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2022 A-1, RB                                                                          | CUSIP: 64971XV70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $90697.05     | 0.03%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Utah (The) (Green Bonds)                                                                                                              | University of Utah (The) (Green Bonds), Series 2022 B, RB                                                                                           | CUSIP: 915183Y68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $111986.35    | 0.04%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2022 C, Ref. RB                                                                                                        | CUSIP: 25477GVJ1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    225000 | PA      | $242733.80    | 0.09%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                                                                                                  | Metropolitan Water District of Southern California, Series 2022 B, Ref. RB                                                                          | CUSIP: 59266TUZ2<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |    175000 | PA      | $179099.74    | 0.06%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2022 S-1A, Ref. RB                                                                    | CUSIP: 64972H6V9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $208674.84    | 0.07%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority (Bidding Group 1)                                                                                             | New York (State of) Thruway Authority (Bidding Group 1), Series 2022 A, Ref. RB                                                                     | CUSIP: 650028YE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37036.19     | 0.01%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Ports Authority                                                                                                                  | Georgia (State of) Ports Authority, Series 2022, RB                                                                                                 | CUSIP: 373586HB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $111922.20    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2020, RB                                                                                            | CUSIP: 65000BQR2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $75282.47     | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2020, RB                                                                                                 | CUSIP: 65000BQT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16095.48     | 0.01%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2020, RB                                                                                                 | CUSIP: 65000BQU5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21383.55     | 0.01%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2020, RB                                                                                            | CUSIP: 65000BQV3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53279.75     | 0.02%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Seattle (Port of), WA                                                                                                                               | Seattle (Port of), WA, Series 2022 A, Ref. RB                                                                                                       | CUSIP: 735389S74<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |    190000 | PA      | $202966.28    | 0.07%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alamo Community College District                                                                                                                    | Alamo Community College District, Series 2022, GO Notes                                                                                             | CUSIP: 011415TL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105603.14    | 0.04%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mecklenburg (County of), NC                                                                                                                         | Mecklenburg (County of), NC, Series 2022, GO Bonds                                                                                                  | CUSIP: 584002YM5<br>LEI: 5493006G3IC5PBHB7A65 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26795.72     | 0.01%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2022 A-1, GO Bonds                                                                                                   | CUSIP: 64966QE89<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    105000 | PA      | $112435.88    | 0.04%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2022 B-1, Ref. RB                                                                     | CUSIP: 64971XZ92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $440253.08    | 0.16%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2020, RB                                                                                            | CUSIP: 65000BQW1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42432.67     | 0.02%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2020, RB                                                                                            | CUSIP: 65000BQX9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105972.92    | 0.04%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2020, RB                                                                                            | CUSIP: 65000BQY7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47593.16     | 0.02%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2023, RB                                                                                                           | CUSIP: 91412HNJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42584.33     | 0.02%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2022, Ref. GO Bonds                                                                                                   | CUSIP: 13063DU48<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     80000 | PA      | $83907.85     | 0.03%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), Series 2022, GO Bonds                                                                                               | CUSIP: 70914PX80<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    165000 | PA      | $176933.96    | 0.06%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District (Election of 1998)                                                                                                | San Diego Unified School District (Election of 1998), Series 2006, Ref. GO Bonds                                                                    | CUSIP: 797356EW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $81225.55     | 0.03%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (Green Bonds)                                                                                                  | Triborough Bridge & Tunnel Authority (Green Bonds), Series 2022, Ref. RB                                                                            | CUSIP: 89602HDW4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     70000 | PA      | $75545.30     | 0.03%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bexar (County of), TX Hospital District                                                                                                             | Bexar (County of), TX Hospital District, Series 2022, Ctfs. of Obligations                                                                          | CUSIP: 088365LE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101772.43    | 0.04%             | 2047-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL (O'Hare International Airport)                                                                                                | Chicago (City of), IL (O'Hare International Airport), Series 2022 D, Ref. RB                                                                        | CUSIP: 1675932R2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $167819.34    | 0.06%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                                                                                                  | State of Minnesota, Series 2022, RB                                                                                                                 | CUSIP: 604146GC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5283.45      | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Severance Tax Permanent Fund                                                                                                  | New Mexico (State of) Severance Tax Permanent Fund, Series 2022 B, RB                                                                               | CUSIP: 6473104M0<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |    260000 | PA      | $276651.08    | 0.10%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2022, Ref. RB                                                                                        | CUSIP: 650036FA9<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21514.83     | 0.01%             | 2028-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                                                                                              | Permanent University Fund - University of Texas System, Series 2022 A, RB                                                                           | CUSIP: 9151158L6<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58535.27     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2022 B-1, GO Bonds                                                                                                | CUSIP: 64966QJ27<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     65000 | PA      | $69752.16     | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin (City of), TX                                                                                                                                | Austin (City of), TX, Series 2022, Ref. RB                                                                                                          | CUSIP: 052477PK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $86107.18     | 0.03%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin (City of), TX                                                                                                                                | Austin (City of), TX, Series 2022, Ref. RB                                                                                                          | CUSIP: 052477QC3<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |    110000 | PA      | $118397.37    | 0.04%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2022, Ref. GO Bonds                                                                                                   | CUSIP: 13063D2A5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    320000 | PA      | $345513.92    | 0.12%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Transportation Infrastructure)                                                                                              | Connecticut (State of) (Transportation Infrastructure), Series 2022, RB                                                                             | CUSIP: 207758M59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26659.93     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                                       | Denver (City & County of), CO, Series 2022 C, Ref. RB                                                                                               | CUSIP: 249182RZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $48367.64     | 0.02%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Green Bonds)                                                                                                   | Los Angeles Unified School District (Green Bonds), Series 2022 QRR, GO Bonds                                                                        | CUSIP: 544647FN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $48350.31     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 1998 A-1, RB                                                                          | CUSIP: 64971X4H8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $204019.72    | 0.07%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Slope (Borough of), AK                                                                                                                        | North Slope (Borough of), AK, Series 2022 A, GO Bonds                                                                                               | CUSIP: 662523P94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $260787.24    | 0.09%             | 2028-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2022 E, Ref. RB                                                                       | CUSIP: 544532GD0<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42486.54     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2022 D, GO Bonds                                                                                            | CUSIP: 57582RY91<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    280000 | PA      | $301794.00    | 0.11%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Highway & Transportation Commission                                                                                             | Missouri (State of) Highway & Transportation Commission, Series 2022, RB                                                                            | CUSIP: 60636WTA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $138054.44    | 0.05%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duval County (County of), FL School Board                                                                                                           | Duval County (County of), FL School Board, Series 2022 A, COP                                                                                       | CUSIP: 267169HB9<br>LEI: 254900RS6MO5WEO2WC42 | Long             | DBT              | MUN               | US        |    320000 | PA      | $340192.83    | 0.12%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Airports                                                                                                    | Los Angeles (City of), CA Department of Airports, Series 2019 C, Ref. RB                                                                            | CUSIP: 544445N21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $69739.05     | 0.03%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas College                                                                                                                                      | Dallas College, Series 2022, GO Bonds                                                                                                               | CUSIP: 234685ME2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $131757.64    | 0.05%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2022 E, GO Bonds                                                                                                     | CUSIP: 20772KSE0<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    240000 | PA      | $258420.22    | 0.09%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2022 G, Ref. GO Bonds                                                                                                | CUSIP: 20772KTB5<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    165000 | PA      | $177663.90    | 0.06%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DeKalb (County of), GA                                                                                                                              | DeKalb (County of), GA, Series 2022, Ref. RB                                                                                                        | CUSIP: 240523ZF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21456.98     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Erie Sewer Authority                                                                                                                                | Erie Sewer Authority, Series 2018 B, Ref. RB                                                                                                        | CUSIP: 295533QF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202380.06    | 0.07%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels) (Green Bonds)                                                                          | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels) (Green Bonds), Series 2023, Ref. RB                                                    | CUSIP: 89602HFG7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    335000 | PA      | $361538.20    | 0.13%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                                                                                               | California Infrastructure & Economic Development Bank, Series 2023, RB                                                                              | CUSIP: 13034AZ52<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10849.42     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax (County of), VA                                                                                                                             | Fairfax (County of), VA, Series 2023 A, GO Bonds                                                                                                    | CUSIP: 30382AML3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62855.90     | 0.02%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Plano Independent School District                                                                                                                   | Plano Independent School District, Series 2023, GO Bonds                                                                                            | CUSIP: 727199B34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $116206.87    | 0.04%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                                                                        | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2023 A, Ref. RB                                                                | CUSIP: 89602RJA4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    325000 | PA      | $350835.26    | 0.13%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 1)                                                                                                                 | Washington (State of) (Bid Group 1), Series 2023 B, GO Bonds                                                                                        | CUSIP: 93974EYM2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    325000 | PA      | $342976.69    | 0.12%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority (LCRA Transmission Services Corp.)                                                                                   | Lower Colorado River Authority (LCRA Transmission Services Corp.), Series 2023, Ref. RB                                                             | CUSIP: 54811BZY0<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106171.18    | 0.04%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2023 C, Ref. GO Bonds                                                                                                | CUSIP: 64966QM49<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    135000 | PA      | $144245.85    | 0.05%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2023 E-1, Ref. RB                                                                     | CUSIP: 64971X4Q8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $295291.70    | 0.11%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2023 BN, Ref. RB                                                                                                   | CUSIP: 91412HPC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $484396.78    | 0.17%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2023 B, Ref. GO Bonds                                                                                                  | CUSIP: 25476FB23<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26618.70     | 0.01%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2023, GO Bonds                                                                                                         | CUSIP: 25476FZL5<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31593.48     | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) (Article XI - Q State)                                                                                                            | Oregon (State of) (Article XI - Q State), Series 2023, GO Bonds                                                                                     | CUSIP: 68609UBV6<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    202000 | PA      | $214603.81    | 0.08%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Portland Community College District                                                                                                                 | Portland Community College District, Series 2023, GO Bonds                                                                                          | CUSIP: 736688MT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $69204.93     | 0.02%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2023 A, Ref. RB                                                                       | CUSIP: 544532GL2<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     80000 | PA      | $84973.09     | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 1)                                                                                                               | Maryland (State of) (Bidding Group 1), Series 2023, GO Bonds                                                                                        | CUSIP: 574193VT2<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21171.77     | 0.01%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Trustees of the University of Illinois (The)                                                                                               | Board of Trustees of the University of Illinois (The), Series 2023 A, Ref. RB                                                                       | CUSIP: 9143536S1<br>LEI: 549300VD8PPC4Q5HK850 | Long             | DBT              | MUN               | US        |     85000 | PA      | $89711.49     | 0.03%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Wake NC                                                                                                                                   | County of Wake NC, Series 2023, GO Bonds                                                                                                            | CUSIP: 930864GF4<br>LEI: 5493007XQJHO082P1H29 | Long             | DBT              | MUN               | US        |    135000 | PA      | $143452.90    | 0.05%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2023, Ref. RB                                                                          | CUSIP: 64577XEQ5<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    125000 | PA      | $132010.66    | 0.05%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin (City of), TX                                                                                                                                | Austin (City of), TX, Series 2023, Ref. RB                                                                                                          | CUSIP: 052414VA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $32249.18     | 0.01%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                                                                                             | Bay Area Toll Authority, Series 2023 F-1, RB                                                                                                        | CUSIP: 072024YN6<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    140000 | PA      | $149531.17    | 0.05%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2023, GO Bonds                                                                                                        | CUSIP: 13063D3V8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     90000 | PA      | $96956.89     | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2023 B, Ref. RB                                                                  | CUSIP: 13068XGN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $275952.46    | 0.10%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2023 B, GO Bonds                                                                                                        | CUSIP: 452153EU9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     60000 | PA      | $63333.65     | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2023 C, GO Bonds                                                                                                        | CUSIP: 452153FS3<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5277.80      | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2023 D, Ref. GO Bonds                                                                                                   | CUSIP: 452153GD5<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105938.98    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Senior Bonds)                                                                    | Los Angeles (County of), CA Metropolitan Transportation Authority (Senior Bonds), Series 2023, Ref. RB                                              | CUSIP: 54466HME3<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     60000 | PA      | $64624.40     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                                     | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2023 A, Ref. RB                                             | CUSIP: 67766WF80<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     75000 | PA      | $79821.99     | 0.03%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Public Utilities Commission (Green Bonds)                                                                      | San Francisco (City & County of), CA Public Utilities Commission (Green Bonds), Series 2023 A, RB                                                   | CUSIP: 79768HGY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $130161.29    | 0.05%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Public Utilities Commission                                                                                    | San Francisco (City & County of), CA Public Utilities Commission, Series 2023, RB                                                                   | CUSIP: 79768HHR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10846.77     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Public Power Authority                                                                                                          | Southern California Public Power Authority, Series 2023, RB                                                                                         | CUSIP: 842469AD0<br>LEI: 5493003B5TD5FWUKMD34 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10621.64     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2023 R, Ref. GO Bonds                                                                                                 | CUSIP: 93974EB88<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    350000 | PA      | $374056.20    | 0.13%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2023 A, GO Bonds                                                                                                     | CUSIP: 1994922N8<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     95000 | PA      | $101680.34    | 0.04%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX                                                                                                                                | Dallas (City of), TX, Series 2023 A, Ref. GO Bonds                                                                                                  | CUSIP: 235219UU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $147596.11    | 0.05%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2023 A, Ref. RB                                                                       | CUSIP: 544525R26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26554.09     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2023 AA, RB                                                                       | CUSIP: 64613CDB1<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58456.43     | 0.02%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2023, RB                                                                                            | CUSIP: 65000BYK8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26886.60     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipments Programs)                                                | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipments Programs), Series 2023, RB                               | CUSIP: 92778VML9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15818.09     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2023 F-1, Ref. GO Bonds                                                                                              | CUSIP: 64966Q2F6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    275000 | PA      | $293834.15    | 0.11%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Battery Park (City of), NY Authority                                                                                                                | Battery Park (City of), NY Authority, Series 2023 B, Ref. RB                                                                                        | CUSIP: 07133AJT0<br>LEI: 549300RF3SFDOWRHVM56 | Long             | DBT              | MUN               | US        |    160000 | PA      | $172973.97    | 0.06%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2023 B, Ref. GO Bonds                                                                                                | CUSIP: 20772KUS6<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     95000 | PA      | $101529.54    | 0.04%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Forsyth (City of), MT (Countryside Phase 2 South-Facilities)                                                                                        | Forsyth (City of), MT (Countryside Phase 2 South-Facilities), Series 2023, Ref. RB                                                                  | CUSIP: 346668DN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $117741.70    | 0.04%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Franklin County School District No. 1 Pasco                                                                                                         | Franklin County School District No. 1 Pasco, Series 2023, Ref. GO Bonds                                                                             | CUSIP: 353442D52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $115294.37    | 0.04%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                                                                                    | State of Georgia, Series 2023, GO Bonds                                                                                                             | CUSIP: 373385MC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10671.05     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                                                                                    | State of Georgia, Series 2023, GO Bonds                                                                                                             | CUSIP: 373385NU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56948.29     | 0.02%             | 2028-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nebraska (State of) Public Power District                                                                                                           | Nebraska (State of) Public Power District, Series 2023 A, RB                                                                                        | CUSIP: 63968A7W9<br>LEI: 5493001J0BLQRMOJKP23 | Long             | DBT              | MUN               | US        |    500000 | PA      | $525528.05    | 0.19%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2021, GO Bonds                                                                                                       | CUSIP: 64966Q3K4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     90000 | PA      | $96163.90     | 0.03%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2023, Ref. RB                                         | CUSIP: 64986DMQ5<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21349.39     | 0.01%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                                                                                                 | San Diego County Regional Transportation Commission, Series 2023, RB                                                                                | CUSIP: 797400PH5<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |     85000 | PA      | $90877.13     | 0.03%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (Green Bonds)                                                                                                  | Triborough Bridge & Tunnel Authority (Green Bonds), Series 2023, RB                                                                                 | CUSIP: 89602HFS1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    260000 | PA      | $278591.69    | 0.10%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charleston Educational Excellence Finance Corp. (Charleston County School)                                                                          | Charleston Educational Excellence Finance Corp. (Charleston County School), Series 2023, Ref. RB                                                    | CUSIP: 160131EL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $166785.46    | 0.06%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denton Independent School District                                                                                                                  | Denton Independent School District, Series 2023, GO Bonds                                                                                           | CUSIP: 249002LK0<br>LEI: 5493005I9W678SUI0Z07 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21376.62     | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO (Wellington E. Webb Municipal Office Building)                                                                        | Denver (City & County of), CO (Wellington E. Webb Municipal Office Building), Series 2023, Ref. COP                                                 | CUSIP: 249183YP3<br>LEI: MMTY7HA2MSCBUO4F7J71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43030.30     | 0.02%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intermountain Power Agency                                                                                                                          | Intermountain Power Agency, Series 2023, RB                                                                                                         | CUSIP: 45884AE25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $58535.27     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisville (City of) & Jefferson (County of), KY Metropolitan Sewer District                                                                        | Louisville (City of) & Jefferson (County of), KY Metropolitan Sewer District, Series 2023, Ref. RB                                                  | CUSIP: 54659LCL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21311.39     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Building Authority (Facilities Program)                                                                                         | Michigan (State of) Building Authority (Facilities Program), Series 2023, RB                                                                        | CUSIP: 594615KY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37559.22     | 0.01%             | 2028-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara Valley Transportation Authority                                                                                                         | Santa Clara Valley Transportation Authority, Series 2023 A, Ref. RB                                                                                 | CUSIP: 80168NJK6<br>LEI: 549300R6Q7T4MD3V9H68 | Long             | DBT              | MUN               | US        |     95000 | PA      | $101528.15    | 0.04%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 1)                                                                                                                 | Washington (State of) (Bid Group 1), Series 2024 A, GO Bonds                                                                                        | CUSIP: 93974EF84<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5343.66      | 0.00%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                                       | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2023 B, Ref. RB                                               | CUSIP: 23503CCN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $58984.36     | 0.02%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of Honolulu HI                                                                                                                        | City & County of Honolulu HI, Series 2023, GO Bonds                                                                                                 | CUSIP: 438687YH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $243177.80    | 0.09%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                                           | Long Island (City of), NY Power Authority, Series 2023 F, Ref. RB                                                                                   | CUSIP: 542691HR4<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53667.37     | 0.02%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) (Garvee)                                                                                                                       | Louisiana (State of) (Garvee), Series 2023, RB                                                                                                      | CUSIP: 54641CBE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $58783.98     | 0.02%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of)                                                                                                                                 | Michigan (State of), Series 2023, RB                                                                                                                | CUSIP: 5946953W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $161471.58    | 0.06%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                                                                                                  | State of Minnesota, Series 2023, GO Bonds                                                                                                           | CUSIP: 60412AJ20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10672.68     | 0.00%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2023 A, GO Bonds                                                                                                     | CUSIP: 64966Q5T3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     45000 | PA      | $48081.95     | 0.02%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2023, RB                                                            | CUSIP: 64972JAD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5301.04      | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (State University of New York Dormitory Facilities)                                                         | New York (State of) Dormitory Authority (State University of New York Dormitory Facilities), Series 2023 B, Ref. RB                                 | CUSIP: 65000BP69<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10668.69     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pasadena Unified School District (Election of 2020)                                                                                                 | Pasadena Unified School District (Election of 2020), Series 2023 C, GO Bonds                                                                        | CUSIP: 702282QZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $64654.16     | 0.02%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pecos Barstow Toyah Independent School District                                                                                                     | Pecos Barstow Toyah Independent School District, Series 2023, GO Bonds                                                                              | CUSIP: 705227HK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $628267.62    | 0.23%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento Transportation Authority (Measure A)                                                                                                     | Sacramento Transportation Authority (Measure A), Series 2023, Ref. RB                                                                               | CUSIP: 786074BP8<br>LEI: 549300ICNZ6EZODIGL94 | Long             | DBT              | MUN               | US        |    115000 | PA      | $124707.47    | 0.04%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Tennessee                                                                                                                                  | State of Tennessee, Series 2023, GO Bonds                                                                                                           | CUSIP: 880541H26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $116863.46    | 0.04%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nebo School District                                                                                                                                | Nebo School District, Series 2023, GO Bonds                                                                                                         | CUSIP: 639557YB7<br>LEI: 549300QJS89I60PFG061 | Long             | DBT              | MUN               | US        |    150000 | PA      | $159853.52    | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona (State of) Department of Transportation                                                                                                     | Arizona (State of) Department of Transportation, Series 2023, RB                                                                                    | CUSIP: 040654YJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $159782.85    | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2023, Ref. GO Bonds                                                                                                   | CUSIP: 13063D5L8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $107486.86    | 0.04%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2023, Ref. RB                                                                    | CUSIP: 13068XHC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $247219.78    | 0.09%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minneapolis & St. Paul (Cities of), MN Metropolitan Airports Commission                                                                             | Minneapolis & St. Paul (Cities of), MN Metropolitan Airports Commission, Series 2023, RB                                                            | CUSIP: 603827L95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21010.59     | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Water & Wastewater Revenue                                                                                                  | City of Philadelphia PA Water & Wastewater Revenue, Series 2023, RB                                                                                 | CUSIP: 7178932F7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21386.08     | 0.01%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Forty Three Series 2023, Ref. RB                                                      | CUSIP: 73358XKU5<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     95000 | PA      | $102726.15    | 0.04%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District (Election of 2018) (Green Bonds)                                                                                  | San Diego Unified School District (Election of 2018) (Green Bonds), Series 2023, GO Bonds                                                           | CUSIP: 797356JC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $177559.64    | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2023 A, RB                                                                                         | CUSIP: 88285ACS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $300993.42    | 0.11%             | 2028-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of)                                                                                                                                | Louisiana (State of), Series 2023 A, Ref. GO Bonds                                                                                                  | CUSIP: 546417FF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $63330.38     | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Subseries 2023 AA-2, RB                                                                   | CUSIP: 64972GF58<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43241.52     | 0.02%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2017 B, Ref. RB                                                                  | CUSIP: 13068XJA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $146690.40    | 0.05%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alameda (County of), CA Joint Powers Authority (Highland Hospital Project)                                                                          | Alameda (County of), CA Joint Powers Authority (Highland Hospital Project), Series 2023, Ref. RB                                                    | CUSIP: 010831EA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21721.81     | 0.01%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charlotte (City of), NC                                                                                                                             | Charlotte (City of), NC, Series 2023 B, Ref. GO Bonds                                                                                               | CUSIP: 161035MU1<br>LEI: 5493001QNY6JJFWHQ568 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58716.72     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL Midway International Airport                                                                                                  | Chicago (City of), IL Midway International Airport, Series 2023 B, Ref. RB                                                                          | CUSIP: 167562SM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15746.88     | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2023 A, RB                                                                                                           | CUSIP: 207758N74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37323.90     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2023 B, Ref. RB                                                                                                      | CUSIP: 207758R47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $175955.52    | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cypress-Fairbanks Independent School District                                                                                                       | Cypress-Fairbanks Independent School District, Series 2023, GO Bonds                                                                                | CUSIP: 232769MS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52811.44     | 0.02%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greenville County School District                                                                                                                   | Greenville County School District, Series 2023, Ref. RB                                                                                             | CUSIP: 396066JG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $64645.50     | 0.02%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Green Bonds)                                                                                                   | Los Angeles Unified School District (Green Bonds), Series 2023, GO Bonds                                                                            | CUSIP: 544647GK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $48350.31     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government Health & Educational Facilities Board (The) (Vanderbilt Univ Medical Center) | Nashville (City of) & Davidson (County of), TN Metropolitan Government Health & Educational Facilities Board (The) (Vanderbilt Univ Medical Center) | CUSIP: 592041ZX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $244351.59    | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                                                                                                  | State of Minnesota, Series 2023, COP                                                                                                                | CUSIP: 604140XG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16127.03     | 0.01%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Power Authority (Green Transmission)                                                                                            | New York (State of) Power Authority (Green Transmission), Series 2023, RB                                                                           | CUSIP: 65000XBB5<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |     90000 | PA      | $97451.56     | 0.03%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Public Power Authority                                                                                                          | Southern California Public Power Authority, Series 2023, RB                                                                                         | CUSIP: 84247PMS7<br>LEI: 5493003B5TD5FWUKMD34 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53108.18     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2023 A, Ref. GO Bonds                                                                                                 | CUSIP: 13063D7M4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37620.40     | 0.01%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (The J. Paul Getty Trust)                                                          | California (State of) Infrastructure & Economic Development Bank (The J. Paul Getty Trust), Series 2023, Ref. RB                                    | CUSIP: 13034A3S7<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16021.20     | 0.01%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL Park District                                                                                                                 | Chicago (City of), IL Park District, Series 2023 C, Ref. GO Bonds                                                                                   | CUSIP: 1676153L5<br>LEI: 549300DNSTZGBZLIU409 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15738.59     | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                                       | Denver (City & County of), CO, Series 2023 A, Ref. RB                                                                                               | CUSIP: 249182TT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42960.69     | 0.02%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Erie (County of), NY Industrial Development Agency (The) (City of Buffalo School District)                                                          | Erie (County of), NY Industrial Development Agency (The) (City of Buffalo School District), Series 2023, RB                                         | CUSIP: 29509PLV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15896.57     | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona (State of) Industrial Development Authority (Social Bonds)                                                                                  | Arizona (State of) Industrial Development Authority (Social Bonds), Series 2023, RB                                                                 | CUSIP: 04052FDU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31611.68     | 0.01%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District (Election of 2016)                                                                                           | Los Angeles Community College District (Election of 2016), Series 2023 D, GO Bonds                                                                  | CUSIP: 54438CB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $237554.42    | 0.09%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florence (County of), SC                                                                                                                            | Florence (County of), SC, Series 2023, RB                                                                                                           | CUSIP: 340134BG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106134.27    | 0.04%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) (Bid Group A)                                                                                                        | Pennsylvania (Commonwealth of) (Bid Group A), Series 2023, GO Bonds                                                                                 | CUSIP: 70914P2B7<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    200000 | PA      | $214012.10    | 0.08%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2023, Ref. GO Bonds                                                                                    | CUSIP: 70914P2X9<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    105000 | PA      | $112356.35    | 0.04%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2024 D-1, Ref. RB                                                                     | CUSIP: 64972JCW6<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42951.52     | 0.02%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2024 A, GO Bonds                                                                                                     | CUSIP: 20772KVB2<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    175000 | PA      | $184490.46    | 0.07%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2024 C, Ref. GO Bonds                                                                                                | CUSIP: 20772KVZ9<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     70000 | PA      | $74053.02     | 0.03%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Toll Highway Authority                                                                                                          | Illinois (State of) Toll Highway Authority, Series 2024 A, Ref. RB                                                                                  | CUSIP: 452252QG7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    160000 | PA      | $168439.34    | 0.06%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Finance Authority (Sharp Healthcare)                                                                                   | California (State of) Public Finance Authority (Sharp Healthcare), Series 2024, Ref. RB                                                             | CUSIP: 13057EHA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $59212.06     | 0.02%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Higher Education Building Authority (Carnegie Mellon University)                                                          | Allegheny (County of), PA Higher Education Building Authority (Carnegie Mellon University), Series 2017, Ref. RB                                    | CUSIP: 01728RQE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114432.80    | 0.04%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferson (County of), AL                                                                                                                           | Jefferson (County of), AL, Series 2024, Ref. RB                                                                                                     | CUSIP: 472682YX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $127620.94    | 0.05%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2024 A, GO Bonds                                                                                            | CUSIP: 57582R5E2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10533.01     | 0.00%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lewisville Independent School District                                                                                                              | Lewisville Independent School District, Series 2024, GO Bonds                                                                                       | CUSIP: 52882PFP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $123315.44    | 0.04%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Fairfax VA                                                                                                                                | County of Fairfax VA, Series 2024, GO Bonds                                                                                                         | CUSIP: 30382ANF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26847.35     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2024 B, Ref. RB                                                      | CUSIP: 592030S50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21234.22     | 0.01%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                               | New York (State of) Thruway Authority, Series 2024 P, Ref. RB                                                                                       | CUSIP: 650009Y72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10540.42     | 0.00%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma County Independent School District No. 89                                                                                                  | Oklahoma County Independent School District No. 89, Series 2024, GO Bonds                                                                           | CUSIP: 678841LQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41518.74     | 0.01%             | 2028-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Transportation Authority                                                                                                        | Maryland (State of) Transportation Authority, Series 2024, Ref. RB                                                                                  | CUSIP: 574300PD5<br>LEI: 254900MKNK0MO0Z4X426 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10663.97     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nassau (County of), NY Interim Finance Authority                                                                                                    | Nassau (County of), NY Interim Finance Authority, Series 2024 A, RB                                                                                 | CUSIP: 631663RZ6<br>LEI: 549300DP7LB76W78BR41 | Long             | DBT              | MUN               | US        |     95000 | PA      | $102813.17    | 0.04%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Transportation Board (Transportation Capital)                                                                            | Virginia (Commonwealth of) Transportation Board (Transportation Capital), Series 2024, RB                                                           | CUSIP: 927793Y29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $249816.05    | 0.09%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                                                                                                  | Austin Independent School District, Series 2024, GO Bonds                                                                                           | CUSIP: 052430WH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42729.74     | 0.02%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2024, GO Bonds                                                                                                        | CUSIP: 13063EAD8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     80000 | PA      | $85989.49     | 0.03%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV Department of Aviation                                                                                                        | Clark (County of), NV Department of Aviation, Series 2024 A, Ref. RB                                                                                | CUSIP: 18085PTE4<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    205000 | PA      | $218321.64    | 0.08%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2024, GO Bonds                                                                                                       | CUSIP: 64966SAC0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10579.00     | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2024, GO Bonds                                                                                                       | CUSIP: 64966SBS4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31776.13     | 0.01%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2024, RB                                                                           | CUSIP: 64972GH23<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    110000 | PA      | $117396.13    | 0.04%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2024, Ref. RB                                         | CUSIP: 64986DNP6<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26686.73     | 0.01%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2024 A, Ref. RB                                                                                     | CUSIP: 64990F5X8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     85000 | PA      | $90050.02     | 0.03%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2024 A, RB                                                                                          | CUSIP: 64990JAA4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    220000 | PA      | $231690.91    | 0.08%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                                                                                                 | State of Washington, Series 2024, GO Bonds                                                                                                          | CUSIP: 93974EZ33<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     95000 | PA      | $101529.54    | 0.04%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Williamson (County of), TX                                                                                                                          | Williamson (County of), TX, Series 2024, GO Bonds                                                                                                   | CUSIP: 969888CQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36954.20     | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbia County Public Facilities Authority                                                                                                         | Columbia County Public Facilities Authority, Series 2024, RB                                                                                        | CUSIP: 197483AB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53023.33     | 0.02%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX                                                                                                                                | Dallas (City of), TX, Series 2024, GO Bonds                                                                                                         | CUSIP: 235219XF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $121239.66    | 0.04%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX                                                                                                                                | Dallas (City of), TX, Series 2024 B, Ctfs. of Obligations                                                                                           | CUSIP: 235219YA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26356.45     | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Property & Building Commission (No. 130)                                                                                 | Kentucky (Commonwealth of) Property & Building Commission (No. 130), Series 2024 B, Ref. RB                                                         | CUSIP: 49151F3B4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42919.23     | 0.02%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                                 | Los Angeles Unified School District, Series 2024 A, Ref. GO Bonds                                                                                   | CUSIP: 544647HK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $263240.59    | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma (State of) Capitol Improvement Authority                                                                                                   | Oklahoma (State of) Capitol Improvement Authority, Series 2024 A, Ref. RB                                                                           | CUSIP: 679088MT8<br>LEI: 549300LYHYBINTZ5AY71 | Long             | DBT              | MUN               | US        |    175000 | PA      | $186248.60    | 0.07%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                                  | Board of Regents of the University of Texas System, Series 2024 A, Ref. RB                                                                          | CUSIP: 91514ALM5<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    440000 | PA      | $470285.60    | 0.17%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Adventist Health System)                                                               | California (State of) Health Facilities Financing Authority (Adventist Health System), Series 2024, RB                                              | CUSIP: 13032UT40<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    150000 | PA      | $159215.69    | 0.06%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2024 A, GO Bonds                                                                                                     | CUSIP: 1994926X2<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |    105000 | PA      | $112383.54    | 0.04%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Side Union High School District                                                                                                                | East Side Union High School District, Series 2024 A, Ref. GO Bonds                                                                                  | CUSIP: 275282RM5<br>LEI: 549300FHNKBG2V8ZLG85 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26939.23     | 0.01%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (No. 3)                                                                                                                            | Energy Northwest (No. 3), Series 2024 B, Ref. RB                                                                                                    | CUSIP: 29270C6D2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $138570.34    | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority                                                                                                                         | Great Lakes Water Authority, Series 2024 A, Ref. RB                                                                                                 | CUSIP: 39081HFL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $58561.15     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority                                                                                                                         | Great Lakes Water Authority, Series 2024 A, Ref. RB                                                                                                 | CUSIP: 39081JGU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $63884.89     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (University of Chicago (The))                                                                                 | Illinois (State of) Finance Authority (University of Chicago (The)), Series 2024 B, Ref. RB                                                         | CUSIP: 45204FWT8<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    115000 | PA      | $121326.25    | 0.04%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2024 B, GO Bonds                                                                                                        | CUSIP: 452153JK6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73889.26     | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District                                                                                                              | Los Angeles Community College District, Series 2024, GO Bonds                                                                                       | CUSIP: 54438CC59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $43191.71     | 0.02%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2024 A, GO Bonds                                                                                    | CUSIP: 65000BW79<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    120000 | PA      | $129055.66    | 0.05%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District (Election of 1998)                                                                                                | San Diego Unified School District (Election of 1998), Series 2024 A, GO Bonds                                                                       | CUSIP: 797356KL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $43044.76     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA                                                                                                                | San Francisco (City & County of), CA, Series 2024 R1, Ref. GO Bonds                                                                                 | CUSIP: 79773KLT9<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |     30000 | PA      | $32247.67     | 0.01%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Wake NC                                                                                                                                   | County of Wake NC, Series 2024, GO Bonds                                                                                                            | CUSIP: 930864JC8<br>LEI: 5493007XQJHO082P1H29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10720.82     | 0.00%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                                                                                             | Bay Area Toll Authority, Series 2024, RB                                                                                                            | CUSIP: 072024B68<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10676.55     | 0.00%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brevard County School District                                                                                                                      | Brevard County School District, Series 2024, COP                                                                                                    | CUSIP: 107431LH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47839.62     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) Health & Educational Facilities Authority                                                                                    | Connecticut (State of) Health & Educational Facilities Authority, Series 2024 A, Ref. RB                                                            | CUSIP: 20775DYE6<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5324.92      | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Horry County School District                                                                                                                        | Horry County School District, Series 2024, GO Bonds                                                                                                 | CUSIP: 440673K75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26427.33     | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kansas (State of) Department of Transportation                                                                                                      | Kansas (State of) Department of Transportation, Series 2024 A, Ref. RB                                                                              | CUSIP: 485424SU0<br>LEI: 5493001635XK841MIO47 | Long             | DBT              | MUN               | US        |    265000 | PA      | $283632.92    | 0.10%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma (State of) Industries Authority (Oklahoma City Public Schools)                                                                             | Oklahoma (State of) Industries Authority (Oklahoma City Public Schools), Series 2024, RB                                                            | CUSIP: 67910FAD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105626.68    | 0.04%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Raleigh (City of), NC                                                                                                                               | Raleigh (City of), NC, Series 2024, Ref. RB                                                                                                         | CUSIP: 751120FV3<br>LEI: 549300I7RPBIIRI16112 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21451.76     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2024, GO Bonds                                                                                                        | CUSIP: 93974E2H8<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5343.66      | 0.00%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2024 E, Ref. GO Bonds                                                                                                | CUSIP: 20772KXR5<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10710.71     | 0.00%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                                                                                        | District of Columbia Water & Sewer Authority, Series 2024 A, Ref. RB                                                                                | CUSIP: 254845TN0<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53642.46     | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2024, GO Bonds                                                                                                          | CUSIP: 64966SFR2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37397.07     | 0.01%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2024, RB                                                                              | CUSIP: 64972JJK5<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    100000 | PA      | $107378.80    | 0.04%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2024, Ref. GO Bonds                                                                                                    | CUSIP: 97705ML60<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    155000 | PA      | $164501.66    | 0.06%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2025, Ref. GO Bonds                                                                                                    | CUSIP: 97705MM69<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10613.01     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2024, GO Bonds                                                                                                        | CUSIP: 13063ECH7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    290000 | PA      | $310996.93    | 0.11%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2024, Ref. GO Bonds                                                                                                   | CUSIP: 13063EDA1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    470000 | PA      | $504029.50    | 0.18%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                                                                                             | Dallas Fort Worth International Airport, Series 2024, RB                                                                                            | CUSIP: 23503CDQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $32173.29     | 0.01%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2024 A, GO Bonds                                                                                                       | CUSIP: 60412AL50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26681.70     | 0.01%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2024, GO Bonds                                                                                                         | CUSIP: 60412AN90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42690.71     | 0.02%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2024 C-1, GO Bonds                                                                                                | CUSIP: 64966SGS9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    535000 | PA      | $572887.58    | 0.21%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Public Utilities Commission (Green Bonds)                                                                      | San Francisco (City & County of), CA Public Utilities Commission (Green Bonds), Series 2018 B, Ref. RB                                              | CUSIP: 79768HLL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $233268.73    | 0.08%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sweetwater Union High School District                                                                                                               | Sweetwater Union High School District, Series 2024, Ref. GO Bonds                                                                                   | CUSIP: 870462VR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $43043.60     | 0.02%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                                                                                                 | California State Public Works Board, Series 2024, RB                                                                                                | CUSIP: 13068XLV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $48369.09     | 0.02%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Curators of the University of Missouri (The)                                                                                                        | Curators of the University of Missouri (The), Series 2024, Ref. RB                                                                                  | CUSIP: 231266MT1<br>LEI: G0G4PRB87K0V5MXIV248 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53716.33     | 0.02%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2024, GO Bonds                                                                                                         | CUSIP: 25476FC89<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     45000 | PA      | $48125.93     | 0.02%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2024 C, Ref. GO Bonds                                                                                                  | CUSIP: 25476FH68<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    295000 | PA      | $318250.99    | 0.11%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Idaho State Building Authority                                                                                                                      | Idaho State Building Authority, Series 2024 A, GO Bonds                                                                                             | CUSIP: 451446AD0<br>LEI: 549300XZ1VJYPPKQZU06 | Long             | DBT              | MUN               | US        |    105000 | PA      | $111726.92    | 0.04%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2024, Ref. GO Bonds                                                                                                     | CUSIP: 452153KM0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     95000 | PA      | $99696.39     | 0.04%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEA Electric System                                                                                                                                 | JEA Electric System, Third Series 2024 A, Ref. RB                                                                                                   | CUSIP: 46613SRV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $96392.11     | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District (Green Bonds)                                                                                                   | Los Angeles Unified School District (Green Bonds), Series 2024 QRR, GO Bonds                                                                        | CUSIP: 544647HV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $118189.65    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of) Development Bank (Desoto County Mississippi Highway Refunding)                                                               | Mississippi (State of) Development Bank (Desoto County Mississippi Highway Refunding), Series 2024, RB                                              | CUSIP: 60534XWQ5<br>LEI: 549300122LOI8CB50V38 | Long             | DBT              | MUN               | US        |    170000 | PA      | $178558.63    | 0.06%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Montgomery MD                                                                                                                             | County of Montgomery MD, Series 2024, GO Bonds                                                                                                      | CUSIP: 61334PGZ0<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21576.34     | 0.01%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2024 C, GO Bonds                                                                      | CUSIP: 64972JLS5<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    195000 | PA      | $206740.62    | 0.07%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Thurston Public Schools                                                                                                                       | North Thurston Public Schools, Series 2024, Ref. GO Bonds                                                                                           | CUSIP: 66285THV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $118363.87    | 0.04%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2024, Ref. GO Bonds                                                                                                        | CUSIP: 8827242C0<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    245000 | PA      | $262887.92    | 0.09%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utal (State of) State Building Ownership Authority (state Facilities Master Lease Program)                                                          | Utal (State of) State Building Ownership Authority (state Facilities Master Lease Program), Series 2024, Ref. RB                                    | CUSIP: 917547G62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $111549.77    | 0.04%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2024 C, GO Bonds                                                                                                       | CUSIP: 97705MN35<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    130000 | PA      | $137969.13    | 0.05%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 E, Ref. RB                                                                                     | CUSIP: 64990AUS2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    330000 | PA      | $354383.40    | 0.13%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL (O'Hare International Airport)                                                                                                | Chicago (City of), IL (O'Hare International Airport), Series 2024 D, Ref. RB                                                                        | CUSIP: 1675936J6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78665.32     | 0.03%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comal Independent School District                                                                                                                   | Comal Independent School District, Series 2024, Ref. GO Bonds                                                                                       | CUSIP: 1998207M7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $100304.25    | 0.04%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2024, GO Bonds                                                                                                       | CUSIP: 20772KYB9<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16151.26     | 0.01%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris County-Houston Sports Authority                                                                                                              | Harris County-Houston Sports Authority, Series 2024, RB                                                                                             | CUSIP: 413890GR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26738.12     | 0.01%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                                                                                       | Kentucky State Property & Building Commission, Series 2024, RB                                                                                      | CUSIP: 49151F3S7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $48196.05     | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                                                                                          | Michigan Finance Authority, Series 2024, RB                                                                                                         | CUSIP: 59447T5V1<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5362.21      | 0.00%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2019, RB                                                                          | CUSIP: 64613CFG8<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    215000 | PA      | $220547.41    | 0.08%             | 2046-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2019 BB, RB                                                                       | CUSIP: 64613CFJ2<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    265000 | PA      | $284821.76    | 0.10%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018, RB                                                                                            | CUSIP: 64990AUU7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    170000 | PA      | $182350.67    | 0.07%             | 2031-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, Ref. RB                                                                                     | CUSIP: 64990KDF7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26777.16     | 0.01%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                               | New York (State of) Thruway Authority, Series 2024 Q, Ref. RB                                                                                       | CUSIP: 6500092M4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $453237.93    | 0.16%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2025, RB                                                                                                 | CUSIP: 65000B6Q6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26461.57     | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                                                                                        | Commonwealth of Pennsylvania, Series 2024, GO Bonds                                                                                                 | CUSIP: 70914P3G5<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51868.94     | 0.02%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), Series 2024, GO Bonds                                                                                               | CUSIP: 70914P3S9<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     30000 | PA      | $32064.93     | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Springfield (City of), IL                                                                                                                           | Springfield (City of), IL, Series 2024, Ref. RB                                                                                                     | CUSIP: 850578TY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $73504.47     | 0.03%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Colorado                                                                                                                              | University of Colorado, Series 2024 A, Ref. RB                                                                                                      | CUSIP: 91417NHV0<br>LEI: 549300HU7D08HY4MKX37 | Long             | DBT              | MUN               | US        |     30000 | PA      | $32201.14     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2024, GO Bonds                                                                                                        | CUSIP: 93974E5D4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    225000 | PA      | $239939.35    | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lee (County of), FL Industrial Development Authority                                                                                                | Lee (County of), FL Industrial Development Authority, Series 2019 A-1, Ref. RB                                                                      | CUSIP: 52350LAE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $141554.61    | 0.05%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2024 A-1, RB                                                                                                         | CUSIP: 207758S61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31991.91     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2024 B, Ref. RB                                                                                                      | CUSIP: 207758T52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $58651.84     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                                                                                                  | Conroe Independent School District, Series 2024, Ref. GO Bonds                                                                                      | CUSIP: 2084184G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $100285.52    | 0.04%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Katy Independent School District                                                                                                                    | Katy Independent School District, Series 2024, Ref. GO Bonds                                                                                        | CUSIP: 486063V80<br>LEI: 254900H9QSKVP2HWVL72 | Long             | DBT              | MUN               | US        |    120000 | PA      | $126865.91    | 0.05%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District (Election of 2016)                                                                                           | Los Angeles Community College District (Election of 2016), Series 2024 E, GO Bonds                                                                  | CUSIP: 54438CE99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53989.64     | 0.02%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2024 E, Ref. RB                                                                       | CUSIP: 544532NL4<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    145000 | PA      | $154013.72    | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                                                                                         | New Jersey Educational Facilities Authority, Series 2024, RB                                                                                        | CUSIP: 646067JS8<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47756.98     | 0.02%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 E, Ref. RB                                                                                     | CUSIP: 64990AVU6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    675000 | PA      | $696402.83    | 0.25%             | 2048-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL Metropolitan Water Reclamation District                                                                                       | Chicago (City of), IL Metropolitan Water Reclamation District, Series 2024 C, Ref. GO Bonds                                                         | CUSIP: 167560XS5<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |     60000 | PA      | $64495.50     | 0.02%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of King WA                                                                                                                                   | County of King WA, Series 2024, GO Bonds                                                                                                            | CUSIP: 49474F5M8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10666.33     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2025 E, RB                                                                            | CUSIP: 64972JNV6<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21475.76     | 0.01%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2024 B, Ref. RB                                                                                     | CUSIP: 64990AVZ5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    175000 | PA      | $185505.29    | 0.07%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp. (The Young Men's and Women's Hebrew Association)                                                                           | Build NYC Resource Corp. (The Young Men's and Women's Hebrew Association), Series 2024, RB                                                          | CUSIP: 12008EVY9<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    250000 | PA      | $267348.73    | 0.10%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Colorado                                                                                                                              | University of Colorado, Series 2017 A-2, Ref. RB                                                                                                    | CUSIP: 91417NJH9<br>LEI: 549300HU7D08HY4MKX37 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5159.84      | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2025, RB                                                                                                           | CUSIP: 91412HTN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $90491.71     | 0.03%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cypress-Fairbanks Independent School District                                                                                                       | Cypress-Fairbanks Independent School District, Series 2025, GO Bonds                                                                                | CUSIP: 232769PY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5281.14      | 0.00%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Fairfax VA                                                                                                                                | County of Fairfax VA, Series 2025, GO Bonds                                                                                                         | CUSIP: 30382APA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $32216.82     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Idaho State Building Authority (Schools Modernization)                                                                                              | Idaho State Building Authority (Schools Modernization), Series 2025, RB                                                                             | CUSIP: 451446AP3<br>LEI: 549300XZ1VJYPPKQZU06 | Long             | DBT              | MUN               | US        |    200000 | PA      | $212813.18    | 0.08%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Plano Independent School District                                                                                                                   | Plano Independent School District, Series 2025, GO Bonds                                                                                            | CUSIP: 727199D99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15846.39     | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2025, RB                                                                                               | CUSIP: 896032AD1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     55000 | PA      | $59396.26     | 0.02%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Colorado                                                                                                                              | University of Colorado, Series 2017 A-2, Ref. RB                                                                                                    | CUSIP: 91417NJM8<br>LEI: 549300HU7D08HY4MKX37 | Long             | DBT              | MUN               | US        |    125000 | PA      | $133008.24    | 0.05%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Colorado                                                                                                                              | University of Colorado, Series 2017, RB                                                                                                             | CUSIP: 91417NJP1<br>LEI: 549300HU7D08HY4MKX37 | Long             | DBT              | MUN               | US        |     85000 | PA      | $90273.81     | 0.03%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Colorado                                                                                                                              | University of Colorado, Series 2017 A-2, Ref. RB                                                                                                    | CUSIP: 91417NJU0<br>LEI: 549300HU7D08HY4MKX37 | Long             | DBT              | MUN               | US        |     90000 | PA      | $91397.39     | 0.03%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                                  | Board of Regents of the University of Texas System, Series 2025, RB                                                                                 | CUSIP: 91514AMU6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     80000 | PA      | $85506.47     | 0.03%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2025, GO Bonds                                                                                                        | CUSIP: 93974E6J0<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47489.08     | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2025 A, RB                                                                                             | CUSIP: 89602RMU6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   1115000 | PA      | $1176458.24   | 0.42%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware Valley Regional Finance Authority                                                                                                          | Delaware Valley Regional Finance Authority, Series 1998 A, RB                                                                                       | CUSIP: 246579ER3<br>LEI: 549300HGYP3NW885TT18 | Long             | DBT              | MUN               | US        |    310000 | PA      | $332358.35    | 0.12%             | 2028-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX Independent School District                                                                                                    | Dallas (City of), TX Independent School District, Series 2025, GO Bonds                                                                             | CUSIP: 235308U50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $158463.92    | 0.06%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Humble Independent School District                                                                                                                  | Humble Independent School District, Series 2025, GO Bonds                                                                                           | CUSIP: 445047NH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10558.34     | 0.00%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                                                                                      | Lower Colorado River Authority, Series 2025, RB                                                                                                     | CUSIP: 54811BP47<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26515.01     | 0.01%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2025, RB                                                                              | CUSIP: 64972JPV4<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     45000 | PA      | $48320.46     | 0.02%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2025, Ref. RB                                                                         | CUSIP: 64972JQL5<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     55000 | PA      | $59058.34     | 0.02%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside Community College District                                                                                                                | Riverside Community College District, Series 2025, GO Bonds                                                                                         | CUSIP: 76886PKG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $75498.98     | 0.03%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                                  | South Carolina (State of) Public Service Authority, Series 2025 B, Ref. RB                                                                          | CUSIP: 8371515Z8<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5364.93      | 0.00%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tomball Independent School District                                                                                                                 | Tomball Independent School District, Series 2018, GO Bonds                                                                                          | CUSIP: 889855Z62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68539.32     | 0.02%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2025, RB                                                                                               | CUSIP: 89602HHY6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    240000 | PA      | $253799.18    | 0.09%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of)                                                                                                                                 | New York (State of), Series 2025, GO Bonds                                                                                                          | CUSIP: 649791UT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26557.52     | 0.01%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California Department of Water Resources                                                                                                   | State of California Department of Water Resources, Series 2025, RB                                                                                  | CUSIP: 13067WTW2<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16350.48     | 0.01%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metro Water Recovery                                                                                                                                | Metro Water Recovery, Series 2025 A, Ref. RB                                                                                                        | CUSIP: 59164GFS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47654.74     | 0.02%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2025, GO Bonds                                                                                                          | CUSIP: 64966SKE5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26712.20     | 0.01%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama Federal Aid Highway Finance Authority                                                                                                       | Alabama Federal Aid Highway Finance Authority, Series 2025, RB                                                                                      | CUSIP: 010268DW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42842.82     | 0.02%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Forsyth (County of), GA                                                                                                                             | Forsyth (County of), GA, Series 2025, GO Bonds                                                                                                      | CUSIP: 346593JL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21145.90     | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fort Worth Independent School District                                                                                                              | Fort Worth Independent School District, Series 2025, GO Bonds                                                                                       | CUSIP: 349461FK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15846.39     | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois Sales Tax Revenue                                                                                                                 | State of Illinois Sales Tax Revenue, Series 2025, RB                                                                                                | CUSIP: 452227UY5<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21190.07     | 0.01%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                                                                                       | Kentucky State Property & Building Commission, Series 2025, RB                                                                                      | CUSIP: 49151F4P2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $74026.72     | 0.03%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metro/OR                                                                                                                                            | Metro/OR, Series 2025, GO Bonds                                                                                                                     | CUSIP: 59163PLY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5323.74      | 0.00%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2025, RB                                                                           | CUSIP: 64972GM27<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21344.75     | 0.01%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2025, RB                                                                                                 | CUSIP: 64990KFZ1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5297.06      | 0.00%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District (Election of 1998)                                                                                                | San Diego Unified School District (Election of 1998), Series 2025, Ref. GO Bonds                                                                    | CUSIP: 797356QC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $96850.71     | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                                                                                             | Permanent University Fund - Texas A&M University System, Series 2025, RB                                                                            | CUSIP: 8821178C1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42608.76     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                                                                                              | Permanent University Fund - University of Texas System, Series 2025, RB                                                                             | CUSIP: 915130BS6<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |     60000 | PA      | $63927.27     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gwinnett County School District                                                                                                                     | Gwinnett County School District, Series 2025, GO Bonds                                                                                              | CUSIP: 403755Y88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $137190.68    | 0.05%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) (Garvee)                                                                                                                  | North Carolina (State of) (Garvee), Series 2025, Ref. RB                                                                                            | CUSIP: 658268EZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $95102.08     | 0.03%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2025 A, GO Bonds                                                                                                     | CUSIP: 20772KZU6<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    150000 | PA      | $158850.02    | 0.06%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2025, GO Bonds                                                                                                          | CUSIP: 13063ELF1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47751.16     | 0.02%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                                                                                          | City of Los Angeles Department of Airports, Series 2025, RB                                                                                         | CUSIP: 5444455P0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16093.63     | 0.01%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2025, GO Bonds                                                                                                         | CUSIP: 20772KB99<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21559.63     | 0.01%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2025, RB                                                                           | CUSIP: 64972GN91<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    420000 | PA      | $448239.75    | 0.16%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                                                                                             | State of North Carolina, Series 2025, RB                                                                                                            | CUSIP: 65829QFM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37168.50     | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Lottery                                                                                                                           | Oregon (State of) Lottery, Series 2025, RB                                                                                                          | CUSIP: 68607V6A8<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     70000 | PA      | $74203.19     | 0.03%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2025 A, Ref. RB                                                                                                        | CUSIP: 25477GXU4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37266.18     | 0.01%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kansas (State of) Department of Transportation                                                                                                      | Kansas (State of) Department of Transportation, Series 2025 A, Ref. RB                                                                              | CUSIP: 485424TN5<br>LEI: 5493001635XK841MIO47 | Long             | DBT              | MUN               | US        |     60000 | PA      | $64218.77     | 0.02%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lewisville Independent School District                                                                                                              | Lewisville Independent School District, Series 2025, GO Bonds                                                                                       | CUSIP: 52882PHD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42792.92     | 0.02%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Turnpike Authority                                                                                                            | New Jersey (State of) Turnpike Authority, Series 2025, RB                                                                                           | CUSIP: 646140JK0<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15785.64     | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| School District of Broward County/FL                                                                                                                | School District of Broward County/FL, Series 2025, COP                                                                                              | CUSIP: 115065E26<br>LEI: 5493006KVNQDJ1D0OD92 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31808.66     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Chattanooga TN Electric Revenue                                                                                                             | City of Chattanooga TN Electric Revenue, Series 2025, RB                                                                                            | CUSIP: 162393GS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26764.14     | 0.01%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                                                                                            | East Bay Municipal Utility District Water System Revenue, Series 2025, RB                                                                           | CUSIP: 271014T77<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5369.48      | 0.00%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                                                                                             | Los Angeles Department of Water & Power, Series 2025, RB                                                                                            | CUSIP: 544532PA6<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |   1050000 | PA      | $1101546.18   | 0.40%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2025, RB                                                                              | CUSIP: 64972JTX6<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42951.52     | 0.02%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public School Authority                                                                                                                    | Virginia Public School Authority, Series 2025, RB                                                                                                   | CUSIP: 92818HK59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $74691.69     | 0.03%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                                                                                        | Commonwealth of Pennsylvania, Series 2025, GO Bonds                                                                                                 | CUSIP: 70914P4N9<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16032.46     | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Rios Community College District                                                                                                                 | Los Rios Community College District, Series 2025, GO Bonds                                                                                          | CUSIP: 545624SW9<br>LEI: 549300POMNL5W7FEFO13 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43152.16     | 0.02%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                                                                                        | Commonwealth of Pennsylvania, Series 2025, GO Bonds                                                                                                 | CUSIP: 70914P4Z2<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    110000 | PA      | $117571.40    | 0.04%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA                                                                                                                             | City of Philadelphia PA, Series 2025, GO Bonds                                                                                                      | CUSIP: 717813C31<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5320.52      | 0.00%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Springfield MO Public Utility Revenue                                                                                                       | City of Springfield MO Public Utility Revenue, Series 2025, RB                                                                                      | CUSIP: 851018LC3<br>LEI: NDLRXEC1F2GZZETPKO45 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5337.56      | 0.00%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Katy Independent School District                                                                                                                    | Katy Independent School District, Series 2025, GO Bonds                                                                                             | CUSIP: 486063Y46<br>LEI: 254900H9QSKVP2HWVL72 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10572.16     | 0.00%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Klein Independent School District                                                                                                                   | Klein Independent School District, Series 2025, GO Bonds                                                                                            | CUSIP: 498531UT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $58726.56     | 0.02%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                                                                                      | Lower Colorado River Authority, Series 2025, RB                                                                                                     | CUSIP: 54811GQ45<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42424.01     | 0.02%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2025, GO Bonds                                                                                                          | CUSIP: 574193WX2<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    225000 | PA      | $239517.14    | 0.09%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 2)                                                                                                               | Maryland (State of) (Bidding Group 2), Series 2025, GO Bonds                                                                                        | CUSIP: 574193XP8<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    125000 | PA      | $133652.58    | 0.05%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                                                                                   | Michigan State Building Authority, Series 2025, RB                                                                                                  | CUSIP: 594615MT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10594.28     | 0.00%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Municipal Water District Water System Revenue                                                                                           | North Texas Municipal Water District Water System Revenue, Series 2025, RB                                                                          | CUSIP: 662903G98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16049.80     | 0.01%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of)                                                                                                                          | Virginia (Commonwealth of), Series 2025, GO Bonds                                                                                                   | CUSIP: 928110DP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $63884.89     | 0.02%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Resources Authority Clean Water Revolving Fund                                                                                             | Virginia Resources Authority Clean Water Revolving Fund, Series 2025, RB                                                                            | CUSIP: 92817LSV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53681.63     | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spring Branch Independent School District                                                                                                           | Spring Branch Independent School District, Series 2025, GO Bonds                                                                                    | CUSIP: 849476WW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105473.28    | 0.04%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frisco Independent School District                                                                                                                  | Frisco Independent School District, Series 2025, GO Bonds                                                                                           | CUSIP: 35880C6C3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26395.86     | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2025, GO Bonds                                                                                                            | CUSIP: 452153NN5<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26755.48     | 0.01%             | 2028-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Jacksonville FL                                                                                                                             | City of Jacksonville FL, Series 2025, RB                                                                                                            | CUSIP: 469487WJ7<br>LEI: 549300XQE0JVN9WV0J40 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53538.15     | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District                                                                                                       | San Francisco Bay Area Rapid Transit District, Series 2025, GO Bonds                                                                                | CUSIP: 797661D51<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16189.47     | 0.01%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District                                                                                                       | San Francisco Bay Area Rapid Transit District, Series 2025, GO Bonds                                                                                | CUSIP: 797661G25<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43171.93     | 0.02%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                                                                                             | Massachusetts School Building Authority, Series 2025, RB                                                                                            | CUSIP: 576000E82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $163715.45    | 0.06%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                                                                                        | Clark County School District, Series 2025, GO Bonds                                                                                                 | CUSIP: 1810596P6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10630.75     | 0.00%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2025, GO Bonds                                                                                                         | CUSIP: 20772KE54<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5349.12      | 0.00%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Douglas County School District/GA                                                                                                                   | Douglas County School District/GA, Series 2025, GO Bonds                                                                                            | CUSIP: 259030RA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47683.12     | 0.02%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2025, RB                                                                                              | CUSIP: 59261A5T0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     55000 | PA      | $59131.03     | 0.02%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Public Facilities Financing Authority                                                                                                     | San Diego Public Facilities Financing Authority, Series 2025, RB                                                                                    | CUSIP: 797299RF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $32577.78     | 0.01%             | 2028-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan State Hospital Finance Authority                                                                                                           | Michigan State Hospital Finance Authority, Series 1999, RB                                                                                          | CUSIP: 59465HXH4<br>LEI: 54930011MIBQ2P7ZNM19 | Long             | DBT              | MUN               | US        |    120000 | PA      | $124652.00    | 0.04%             | 2028-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Water & Sewer Utility Revenue                                                                                                  | County of Broward FL Water & Sewer Utility Revenue, Series 2025, RB                                                                                 | CUSIP: 115117NM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5362.94      | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Columbus OH                                                                                                                                 | City of Columbus OH, Series 2025, GO Bonds                                                                                                          | CUSIP: 19951BCT9<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47692.59     | 0.02%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Luzerne PA                                                                                                                                | County of Luzerne PA, Series 2025, GO Bonds                                                                                                         | CUSIP: 550697WR3<br>LEI: 5493001Z1Y4QDISEER29 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15959.97     | 0.01%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis Local Public Improvement Bond Bank                                                                                                     | Indianapolis Local Public Improvement Bond Bank, Series 2025, RB                                                                                    | CUSIP: 45528VHC6<br>LEI: 549300LX8ESJHDSESB87 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10508.36     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Borough of North Slope AK                                                                                                                           | Borough of North Slope AK, Series 2025, GO Bonds                                                                                                    | CUSIP: 662523X61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26605.07     | 0.01%             | 2028-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palo Alto Unified School District                                                                                                                   | Palo Alto Unified School District, Series 2025, GO Bonds                                                                                            | CUSIP: 697379YU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $75516.27     | 0.03%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Plano Independent School District                                                                                                                   | Plano Independent School District, Series 2025, GO Bonds                                                                                            | CUSIP: 727199J85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5282.13      | 0.00%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                                                                                               | City of San Antonio TX Electric & Gas Systems Revenue, Series 2025, RB                                                                              | CUSIP: 79625GMH3<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68407.07     | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                                                                                                 | State of Washington, Series 2025, GO Bonds                                                                                                          | CUSIP: 93974FDQ3<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37323.90     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No 1                                                                                                           | Denver City & County School District No 1, Series 2025, GO Bonds                                                                                    | CUSIP: 249174ZR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10779.82     | 0.00%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                                                                                                        | Missouri Highway & Transportation Commission, Series 2025, RB                                                                                       | CUSIP: 60636WTL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21239.14     | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2017, RB                                                                                                      | CUSIP: 66285WW77<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    115000 | PA      | $119144.17    | 0.04%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                                                                                            | State of Connecticut Special Tax Revenue, Series 2022, RB                                                                                           | CUSIP: 2077582F9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21271.45     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                                                                                            | State of Connecticut Special Tax Revenue, Series 2022, RB                                                                                           | CUSIP: 2077582M4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5331.99      | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Bay Area Toll Bridges)                                                            | California (State of) Infrastructure & Economic Development Bank (Bay Area Toll Bridges), Series 2003 A, RB                                         | CUSIP: 13033WLA9<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    175000 | PA      | $184846.88    | 0.07%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Main Street Natural Gas Inc.                                                                                                                        | Main Street Natural Gas Inc., Series 2007, RB                                                                                                       | CUSIP: 56036YDK8<br>LEI: 549300NY5M0QVZ6X4U26 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10622.33     | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Vice President