# EDGAR Filing Document

**Accession Number:** 0001221845
**File Stem:** 0001752724-23-037503
**Filing Date:** 2023-2
**Character Count:** 368822
**Document Hash:** b4f656688c7241eab87c963eecd4ce07
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-037503.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-037503

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK ALLOCATION TARGET SHARES
- **CENTRAL INDEX KEY:** 0001221845
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21457
- **FILM NUMBER:** 23661317

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK BOND ALLOCATION TARGET SHARES
- **DATE OF NAME CHANGE:** 20030306

## Series and Classes Contracts Data

### BATS SERIES E (Series ID: S000046220)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000144517 | BATS SERIES E | BATEX           |

## Nport-Ex

Schedule of Investments (unaudited)

December 31, 2022

#### BATS: Series E Portfolio

#### (Percentages shown are based on Net Assets)

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Municipal Bonds** | **Municipal Bonds** | **Municipal Bonds** | **Municipal Bonds** |
| **Alabama — 2.0%** | **Alabama — 2.0%** | **Alabama — 2.0%** | **Alabama — 2.0%** |
| County of Jefferson Sewer Revenue, Refunding RB, Series D, 6.50%, 10/01/53<br>| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;$1067882 |
| Hoover IDB, RB, AMT, 6.38%, 11/01/50<sup>(a)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp; 1460765 |
| Southeast Energy Authority Cooperative District |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, Series A, 4.00%, 11/01/51<sup>(a)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1785 | &nbsp;&nbsp;&nbsp;&nbsp; 1755684 |
| &nbsp;&nbsp;&nbsp;RB, Series A-1, 5.50%, 01/01/53<sup>(a)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 693435 |
| Sumter County IDA, RB, AMT, 6.00%, 07/15/52<sup>(a)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 825724 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5803490 |
| **Arizona — 2.9%** | **Arizona — 2.9%** | **Arizona — 2.9%** | **Arizona — 2.9%** |
| Arizona IDA |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 07/01/45<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238234 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 12/15/49<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94638 |
| &nbsp;&nbsp;&nbsp;RB, 7.10%, 01/01/55<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 937501 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 07/01/55<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244139 |
| &nbsp;&nbsp;&nbsp;RB, Series B, 5.13%, 07/01/47<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182928 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.50%, 07/01/52<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 606204 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series A, 5.00%, 07/01/26<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225953 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series A, 5.13%, 07/01/37<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600795 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series G, 5.00%, 07/01/47<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171228 |
| City of Phoenix IDA |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 07/01/46<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 521125 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 07/01/59<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 814211 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series A, 5.00%, 07/01/35<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44915 |
| County of Pima IDA |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 5.13%, 07/01/39<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134104 |
| &nbsp;&nbsp;&nbsp;RB, 5.25%, 07/01/49<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157319 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.00%, 07/01/56<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259130 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.00%, 06/15/57<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442010 |
| La Paz County IDA, RB, 5.88%, 06/15/48<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263603 |
| Maricopa County IDA |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 5.25%, 10/01/40<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 283414 |
| &nbsp;&nbsp;&nbsp;RB, 5.50%, 10/01/51<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282773 |
| &nbsp;&nbsp;&nbsp;RB, AMT, 4.00%, 10/15/47<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp; 1041447 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series A, 4.13%, 09/01/38<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223817 |
| Salt Verde Financial Corp., RB, 5.00%, 12/01/37<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 510543 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8280031 |
| **Arkansas — 1.9%** | **Arkansas — 1.9%** | **Arkansas — 1.9%** | **Arkansas — 1.9%** |
| Arkansas Development Finance Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, AMT, 4.50%, 09/01/49<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1979911 |
| &nbsp;&nbsp;&nbsp;RB, AMT, 4.75%, 09/01/49<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3755 | &nbsp;&nbsp;&nbsp;&nbsp; 3503819 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5483730 |
| **California — 4.7%** | **California — 4.7%** | **California — 4.7%** | **California — 4.7%** |
| California Community Housing Agency |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, Series A, 5.00%, 04/01/49<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144031 |
| &nbsp;&nbsp;&nbsp;RB, Series A-2, 4.00%, 08/01/47<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 784541 |
| California HFA |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, Series 2021-1, Class A, 3.50%, 11/20/35<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 868105 |
| &nbsp;&nbsp;&nbsp;RB, Series 2021-3, Class A, 3.25%, 08/20/36<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 833359 |
| California Municipal Finance Authority, RB, 5.63%, 07/01/44<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146331 |
| California School Finance Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, Series A, 6.75%, 11/01/45<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253806 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.00%, 07/01/51<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300134 |
| California Statewide Communities Development Authority, Refunding RB, Series A, 5.25%, 11/01/44<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209306 |
| California Statewide Financing Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 6.00%, 05/01/43<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315187 |
| &nbsp;&nbsp;&nbsp;RB, 6.00%, 05/01/43<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85050 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **California (continued)** | **California (continued)** | **California (continued)** | **California (continued)** |
| City of Los Angeles Department of Airports, RB, AMT, 5.25%, 05/15/47<br>| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;$1580277 |
| City of Roseville, Special Tax Bonds, 5.00%, 09/01/44<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502832 |
| CMFA Special Finance Agency I, RB, Series A-2, 4.00%, 04/01/56<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp; 1754300 |
| CMFA Special Finance Agency VIII, RB, Series A-1, 3.00%, 08/01/56<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 394182 |
| CSCDA Community Improvement Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 2.80%, 03/01/47<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227001 |
| &nbsp;&nbsp;&nbsp;RB, 3.13%, 07/01/56<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472174 |
| &nbsp;&nbsp;&nbsp;RB, 4.00%, 07/01/56<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 535500 |
| &nbsp;&nbsp;&nbsp;RB, 4.00%, 07/01/56<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150817 |
| &nbsp;&nbsp;&nbsp;RB, 3.13%, 08/01/56<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68760 |
| &nbsp;&nbsp;&nbsp;RB, 4.00%, 10/01/56<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126768 |
| &nbsp;&nbsp;&nbsp;RB, 4.00%, 03/01/57<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 355486 |
| &nbsp;&nbsp;&nbsp;RB, 3.25%, 05/01/57<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243684 |
| &nbsp;&nbsp;&nbsp;RB, 4.00%, 06/01/57<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 216528 |
| &nbsp;&nbsp;&nbsp;RB, 4.00%, 07/01/58<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198934 |
| &nbsp;&nbsp;&nbsp;RB, 4.00%, 07/01/58<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188397 |
| &nbsp;&nbsp;&nbsp;RB, 4.00%, 12/01/59<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 290883 |
| &nbsp;&nbsp;&nbsp;RB, 4.00%, 12/01/59<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 741512 |
| &nbsp;&nbsp;&nbsp;RB, Series A, 3.00%, 09/01/56<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 706109 |
| Hastings Campus Housing Finance Authority, RB, Series A, 0.00%, 07/01/61<sup>(b)(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 340912 |
| San Francisco City & County Redevelopment Agency Successor Agency, TA, 0.00%, 08/01/31<sup>(b)(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 384922 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13419828 |
| **Colorado — 4.9%** | **Colorado — 4.9%** | **Colorado — 4.9%** | **Colorado — 4.9%** |
| Amber Creek Metropolitan District, GO, Refunding, Series A, 5.13%, 12/01/47<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 903201 |
| Arista Metropolitan District, GO, Refunding, 5.00%, 12/01/38<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 476450 |
| Aurora Crossroads Metropolitan District No. 2, GO, Series A, 5.00%, 12/01/50<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 430213 |
| Aviation Station North Metropolitan District No. 2, GO, Series A, 5.00%, 12/01/48<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 422908 |
| Banning Lewis Ranch Metropolitan District No. 8, GO, 4.88%, 12/01/51<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378230 |
| Broadway Station Metropolitan District No. 2, GO, Series A, 5.13%, 12/01/48<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 474004 |
| Centerra Metropolitan District No. 1, TA, 5.00%, 12/01/47<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132100 |
| City & County of Denver Airport System Revenue |  |  |  |
| &nbsp;&nbsp;&nbsp;Refunding RB, AMT, Series A, 4.13%, 11/15/53<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 397343 |
| &nbsp;&nbsp;&nbsp;Refunding RB, AMT, Series A, 5.50%, 11/15/53<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 516055 |
| Colorado Educational & Cultural Facilities Authority, Refunding RB, 5.00%, 12/15/45<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479397 |
| Colorado Health Facilities Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 5.25%, 11/01/39<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204924 |
| &nbsp;&nbsp;&nbsp;RB, 5.50%, 11/01/47<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125732 |
| &nbsp;&nbsp;&nbsp;RB, 5.25%, 11/01/52<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310572 |
| &nbsp;&nbsp;&nbsp;RB, Series A, 5.00%, 05/15/35<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228809 |
| &nbsp;&nbsp;&nbsp;RB, Series A, 5.00%, 05/15/44<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227787 |
| &nbsp;&nbsp;&nbsp;RB, Series A, 5.00%, 05/15/49<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143889 |
| &nbsp;&nbsp;&nbsp;RB, Series A, 5.00%, 05/15/58<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285323 |
| Denver Convention Center Hotel Authority, Refunding RB, 5.00%, 12/01/40<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 945723 |
| DIATC Metropolitan District, GO, 3.25%, 12/01/29<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 529921 |
| First Creek Village Metropolitan District |  |  |  |
| &nbsp;&nbsp;&nbsp;GO, Series A, 5.00%, 12/01/39<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 561931 |
| &nbsp;&nbsp;&nbsp;GO, Series A, 5.00%, 08/01/49<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466364 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

#### BATS: Series E Portfolio

#### (Percentages shown are based on Net Assets)

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Colorado (continued)** | **Colorado (continued)** | **Colorado (continued)** | **Colorado (continued)** |
| Highlands Metropolitan District No. 1, GO, 5.00%, 12/01/51<br>| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;$472544 |
| Lanterns Metropolitan District No. 2, GO, Series A, 4.50%, 12/01/50<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 351589 |
| Loretto Heights Community Authority, RB, 4.88%, 12/01/51<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 429217 |
| North Holly Metropolitan District, GO, Series A, 5.50%, 12/01/48<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 455365 |
| Palisade Metropolitan District No. 2, GO, 7.25%, 12/15/49<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 599766 |
| Pueblo Urban Renewal Authority, TA, 4.75%, 12/01/45<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 596024 |
| Southlands Metropolitan District No. 1 |  |  |  |
| &nbsp;&nbsp;&nbsp;GO, Refunding, Series A-1, 5.00%, 12/01/37<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237734 |
| &nbsp;&nbsp;&nbsp;GO, Refunding, Series A-1, 5.00%, 12/01/47<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157416 |
| Thompson Crossing Metropolitan District No. 4, GO, Refunding, 5.00%, 12/01/49<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 555543 |
| Village at Dry Creek Metropolitan District No. 2, GO, 4.38%, 12/01/44<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 665588 |
| Waters' Edge Metropolitan District No. 2, GO, 5.00%, 12/01/51<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449839 |
| Westcreek Metropolitan District No. 2, GO, Series A, 5.38%, 12/01/48<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 446923 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14058424 |
| **Connecticut — 0.6%** | **Connecticut — 0.6%** | **Connecticut — 0.6%** | **Connecticut — 0.6%** |
| Connecticut State Health & Educational Facilities Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, Series A, 5.00%, 01/01/45<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168349 |
| &nbsp;&nbsp;&nbsp;RB, Series A, 5.00%, 01/01/55<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210211 |
| Mohegan Tribal Finance Authority, RB, 7.00%, 02/01/45<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 776439 |
| Mohegan Tribe of Indians of Connecticut |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, Series A, 6.75%, 02/01/45<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97136 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series C-1, 6.25%, 02/01/30<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 341683 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1593818 |
| **Delaware — 0.2%** | **Delaware — 0.2%** | **Delaware — 0.2%** | **Delaware — 0.2%** |
| Affordable Housing Opportunities Trust, RB, Series AH-01, Class B, 6.88%, 05/01/39<sup>(b)(d)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 598130 |
| **District of Columbia — 2.0%** | **District of Columbia — 2.0%** | **District of Columbia — 2.0%** | **District of Columbia — 2.0%** |
| District of Columbia Tobacco Settlement Financing Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 0.00%, 06/15/46<sup>(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8970 | &nbsp;&nbsp;&nbsp;&nbsp; 1957301 |
| &nbsp;&nbsp;&nbsp;RB, 0.00%, 06/15/46<sup>(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;10325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2011528 |
| &nbsp;&nbsp;&nbsp;RB, 0.00%, 06/15/55<sup>(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;19300 | &nbsp;&nbsp;&nbsp;&nbsp; 1651935 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5620764 |
| **Florida — 8.7%** | **Florida — 8.7%** | **Florida — 8.7%** | **Florida — 8.7%** |
| Brevard County Health Facilities Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.00%, 11/15/23<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199447 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.00%, 11/15/26<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466406 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.00%, 11/15/28<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 492834 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.00%, 11/15/30<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 527661 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.00%, 11/15/34<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 595614 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.00%, 04/01/52<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp; 1241454 |
| Buckhead Trails Community Development District, Special Assessment RB, Series 2022, 5.75%, 05/01/52<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204744 |
| Capital Region Community Development District, Special Assessment Refunding RB, Series A-2, 4.60%, 05/01/31<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 468980 |
| Capital Trust Agency, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 06/01/41<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96742 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Florida (continued)** | **Florida (continued)** | **Florida (continued)** | **Florida (continued)** |
| Capital Trust Agency, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 06/15/49<sup>(b)</sup><br>| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$80066 |
| &nbsp;&nbsp;&nbsp;RB, 5.75%, 06/01/54<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380573 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 01/01/55<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1570 | &nbsp;&nbsp;&nbsp;&nbsp; 1152865 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 06/01/56<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143553 |
| &nbsp;&nbsp;&nbsp;RB, 4.88%, 06/15/56<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335 | &nbsp;&nbsp;&nbsp;&nbsp; 1059104 |
| &nbsp;&nbsp;&nbsp;RB, 0.00%, 07/01/61<sup>(b)(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;36570 | &nbsp;&nbsp;&nbsp;&nbsp; 1781333 |
| Celebration Pointe Community Development District No. 1, Special Assessment RB, 5.13%, 05/01/45<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222983 |
| Charlotte County IDA |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 10/01/34<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100336 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 10/01/49<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 439553 |
| County of Osceola Transportation Revenue |  |  |  |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series A-2, 0.00%, 10/01/46<sup>(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237075 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series A-2, 0.00%, 10/01/47<sup>(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220229 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series A-2, 0.00%, 10/01/48<sup>(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144704 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series A-2, 0.00%, 10/01/49<sup>(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114204 |
| County of Palm Beach, RB, 5.00%, 04/01/51<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102368 |
| Florida Development Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 06/15/51<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 724213 |
| &nbsp;&nbsp;&nbsp;RB, 5.25%, 06/01/55<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 553337 |
| &nbsp;&nbsp;&nbsp;RB, 5.13%, 06/15/55<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490 | &nbsp;&nbsp;&nbsp;&nbsp; 2044285 |
| &nbsp;&nbsp;&nbsp;RB, 6.50%, 06/30/57<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258107 |
| &nbsp;&nbsp;&nbsp;RB, Series A, 6.13%, 06/15/44<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43354 |
| &nbsp;&nbsp;&nbsp;RB, Series C, 5.75%, 12/15/56<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 311565 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.00%, 06/01/46<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222765 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series A, 4.50%, 12/15/56<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 822492 |
| Grand Oaks Community Development District |  |  |  |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 4.25%, 05/01/40<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193425 |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 4.50%, 05/01/52<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206122 |
| Greater Orlando Aviation Authority, Refunding RB, AMT, 5.00%, 11/15/36<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250152 |
| Harbor Bay Community Development District, Special Assessment Refunding RB, Series A-2, 3.70%, 05/01/33<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 326901 |
| Lakewood Ranch Stewardship District |  |  |  |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 3.13%, 05/01/25<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195615 |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 3.25%, 05/01/29<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209318 |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 4.75%, 05/01/29<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177970 |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 4.88%, 05/01/35<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144711 |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 4.40%, 05/01/39<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 473072 |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 5.30%, 05/01/39<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202187 |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 5.50%, 05/01/39<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25324 |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 5.45%, 05/01/48<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 351886 |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 5.65%, 05/01/48<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115671 |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 4.00%, 05/01/49<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155545 |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 3.90%, 05/01/50<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182529 |
| Orange County Health Facilities Authority, RB, 5.00%, 08/01/35<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256723 |
| Osceola Chain Lakes Community Development District, Special Assessment RB, 3.25%, 05/01/25<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265047 |
| Palm Beach County Health Facilities Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 11/01/47<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 159145 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 11/01/52<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220530 |
| Parker Road Community Development District |  |  |  |
| &nbsp;&nbsp;&nbsp;Special Assessment Refunding RB, 3.10%, 05/01/25<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97961 |
| &nbsp;&nbsp;&nbsp;Special Assessment Refunding RB, 3.38%, 05/01/30<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 309556 |
| Pinellas County IDA, RB, 5.00%, 07/01/39<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242506 |
| Portico Community Development District |  |  |  |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, Series 2, 3.25%, 05/01/31<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89173 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

#### BATS: Series E Portfolio

#### (Percentages shown are based on Net Assets)

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Florida (continued)** | **Florida (continued)** | **Florida (continued)** | **Florida (continued)** |
| Portico Community Development District |  |  |  |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, Series 2, 4.00%, 05/01/50<br>| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;$328006 |
| Preserve at South Branch Community Development District |  |  |  |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 3.25%, 11/01/24<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49085 |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 3.50%, 11/01/30<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182846 |
| Sandridge Community Development District |  |  |  |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, Series A1, 3.88%, 05/01/41<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109784 |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, Series A1, 4.00%, 05/01/51<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98495 |
| Sawyers Landing Community Development District, Special Assessment RB, 4.25%, 05/01/53<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 639451 |
| Seminole County IDA, Refunding RB, 5.75%, 11/15/54<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 493241 |
| Southern Groves Community Development District No. 5, Special Assessment Refunding RB, 3.60%, 05/01/34<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 309155 |
| Tolomato Community Development District, Special Assessment Refunding RB, Sub-Series A-2, 4.25%, 05/01/37<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169737 |
| Trout Creek Community Development District |  |  |  |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 4.50%, 05/01/23<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54941 |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 5.00%, 05/01/28<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239449 |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 5.63%, 05/01/45<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199989 |
| West Villages Improvement District |  |  |  |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 4.25%, 05/01/29<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96482 |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 4.75%, 05/01/39<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175803 |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 5.00%, 05/01/50<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261103 |
| Westside Community Development District, Special Assessment Refunding RB, 3.75%, 05/01/29<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 768007 |
| Windward at Lakewood Ranch Community Development District |  |  |  |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 4.00%, 05/01/42<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116311 |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 4.25%, 05/01/52<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135466 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24731366 |
| **Georgia — 0.9%** | **Georgia — 0.9%** | **Georgia — 0.9%** | **Georgia — 0.9%** |
| East Point Business & IDA, RB, Series A, 5.25%, 06/15/62<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134478 |
| Main Street Natural Gas, Inc., RB, Series A, 5.00%, 05/15/49<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 933478 |
| Municipal Electric Authority of Georgia |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 07/01/52<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 636329 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Sub-Series A, 4.00%, 01/01/49<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 727771 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2432056 |
| **Idaho — 0.1%** | **Idaho — 0.1%** | **Idaho — 0.1%** | **Idaho — 0.1%** |
| Idaho Health Facilities Authority, RB, 4.00%, 12/01/43<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 312074 |
| **Illinois — 5.0%** | **Illinois — 5.0%** | **Illinois — 5.0%** | **Illinois — 5.0%** |
| Chicago Board of Education |  |  |  |
| &nbsp;&nbsp;&nbsp;GO, Series D, 5.00%, 12/01/46<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180700 |
| &nbsp;&nbsp;&nbsp;GO, Series D, 5.00%, 12/01/46<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 460172 |
| &nbsp;&nbsp;&nbsp;GO, Series H, 5.00%, 12/01/46<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 592699 |
| &nbsp;&nbsp;&nbsp;GO, Refunding, Series A, 0.00%, 12/01/25<sup>(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120389 |
| &nbsp;&nbsp;&nbsp;GO, Refunding, Series A, 5.00%, 12/01/30<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 520422 |
| &nbsp;&nbsp;&nbsp;GO, Refunding, Series B, 4.00%, 12/01/35<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213004 |
| &nbsp;&nbsp;&nbsp;GO, Refunding, Series B, 4.00%, 12/01/41<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 797796 |
| &nbsp;&nbsp;&nbsp;GO, Refunding, Series C, 5.00%, 12/01/34<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 634094 |
| &nbsp;&nbsp;&nbsp;GO, Refunding, Series D, 5.00%, 12/01/25<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 294126 |
| Chicago O'Hare International Airport, Refunding RB, Series D, 5.00%, 01/01/46<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1010020 |
| Chicago Transit Authority Sales Tax Receipts Fund, Refunding RB, Series A, 4.00%, 12/01/49<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 712701 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Illinois (continued)** | **Illinois (continued)** | **Illinois (continued)** | **Illinois (continued)** |
| City of Chicago Wastewater Transmission Revenue, Refunding RB, Series C, 5.00%, 01/01/39<br>| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;$508957 |
| Cook County Community College District No. 508, GO, 5.25%, 12/01/30<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 934266 |
| Illinois Finance Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;Refunding RB, 6.13%, 02/01/45<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151088 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.00%, 02/15/47<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 801759 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series C, 5.00%, 02/15/41<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 670085 |
| Metropolitan Pier & Exposition Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 5.50%, 06/15/53<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 392388 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 06/15/57<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 636729 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.00%, 06/15/50<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895 | &nbsp;&nbsp;&nbsp;&nbsp; 1549610 |
| State of Illinois |  |  |  |
| &nbsp;&nbsp;&nbsp;GO, 5.00%, 04/01/31<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1008349 |
| &nbsp;&nbsp;&nbsp;GO, 5.50%, 07/01/33<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 368084 |
| &nbsp;&nbsp;&nbsp;GO, 5.00%, 02/01/39<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1000255 |
| &nbsp;&nbsp;&nbsp;GO, 5.00%, 05/01/39<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275041 |
| &nbsp;&nbsp;&nbsp;GO, Series D, 5.00%, 11/01/28<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 304354 |
| &nbsp;&nbsp;&nbsp;GO, Refunding, Series B, 5.00%, 10/01/27<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108412 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14245500 |
| **Indiana — 0.4%** | **Indiana — 0.4%** | **Indiana — 0.4%** | **Indiana — 0.4%** |
| City of Vincennes, Refunding RB, 6.25%, 01/01/29<sup>(b)(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 319653 |
| Indiana Finance Authority, RB, AMT, 6.75%, 05/01/39<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 730621 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050274 |
| **Iowa — 1.2%** | **Iowa — 1.2%** | **Iowa — 1.2%** | **Iowa — 1.2%** |
| Iowa Finance Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, Series A, 5.00%, 05/15/48<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 783755 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series E, 4.00%, 08/15/46<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 513213 |
| Iowa Student Loan Liquidity Corp., Refunding RB, AMT, 3.50%, 12/01/44<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1592384 |
| Iowa Tobacco Settlement Authority, Refunding RB, Series B-2, 0.00%, 06/01/65<sup>(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 553371 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3442723 |
| **Kansas — 0.1%** | **Kansas — 0.1%** | **Kansas — 0.1%** | **Kansas — 0.1%** |
| City of Manhattan, RB, Series A, 4.00%, 06/01/52<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184557 |
| **Kentucky — 0.8%** | **Kentucky — 0.8%** | **Kentucky — 0.8%** | **Kentucky — 0.8%** |
| City of Henderson, RB, AMT, 4.70%, 01/01/52<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114758 |
| Kentucky Public Energy Authority, RB, Series C, 4.00%, 02/01/50<sup>(a)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2310 | &nbsp;&nbsp;&nbsp;&nbsp; 2284726 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2399484 |
| **Louisiana — 1.1%** | **Louisiana — 1.1%** | **Louisiana — 1.1%** | **Louisiana — 1.1%** |
| Juban Crossing Economic Development District, Refunding RB, 7.00%, 09/15/44<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315889 |
| Louisiana Local Government Environmental Facilities & Community Development Authority, RB, 5.00%, 07/01/54<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 352957 |
| Louisiana Public Facilities Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 06/01/41<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279522 |
| &nbsp;&nbsp;&nbsp;RB, 5.25%, 06/01/51<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 395448 |
| &nbsp;&nbsp;&nbsp;RB, 5.25%, 06/01/60<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 709321 |
| &nbsp;&nbsp;&nbsp;RB, Series A, 6.50%, 06/01/62<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151399 |
| Parish of St. James, RB, Series 2, 6.35%, 07/01/40<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp; 1013900 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3218436 |
| **Maine — 0.1%** | **Maine — 0.1%** | **Maine — 0.1%** | **Maine — 0.1%** |
| Finance Authority of Maine, RB, AMT, 8.00%, 12/01/51<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 393037 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

#### BATS: Series E Portfolio

#### (Percentages shown are based on Net Assets)

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Maryland — 2.4%** | **Maryland — 2.4%** | **Maryland — 2.4%** | **Maryland — 2.4%** |
| Anne Arundel County Consolidated Special Taxing District, Special Tax Bonds, 5.25%, 07/01/44<br>| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;$249912 |
| City of Baltimore |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 4.88%, 06/01/42<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161467 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.00%, 09/01/27<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98013 |
| &nbsp;&nbsp;&nbsp;Refunding TA, 3.20%, 06/01/30<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177969 |
| &nbsp;&nbsp;&nbsp;Refunding TA, 3.25%, 06/01/31<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197853 |
| &nbsp;&nbsp;&nbsp;Refunding TA, 3.30%, 06/01/32<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 435230 |
| &nbsp;&nbsp;&nbsp;Refunding TA, 3.35%, 06/01/33<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466069 |
| &nbsp;&nbsp;&nbsp;Refunding TA, 3.40%, 06/01/34<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 487776 |
| &nbsp;&nbsp;&nbsp;Refunding TA, 3.45%, 06/01/35<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 518221 |
| County of Frederick, Refunding TA, 4.63%, 07/01/43<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1029866 |
| Maryland EDC, RB, AMT, 5.25%, 06/30/47<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 587164 |
| Maryland Health & Higher Educational Facilities Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 7.00%, 03/01/55<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp; 2018097 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.00%, 07/01/40<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 503137 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6930774 |
| **Massachusetts — 1.4%** | **Massachusetts — 1.4%** | **Massachusetts — 1.4%** | **Massachusetts — 1.4%** |
| Massachusetts Development Finance Agency |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 01/01/48<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1000190 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 10/01/54<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 617039 |
| &nbsp;&nbsp;&nbsp;RB, Series A, 5.00%, 01/01/47<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500668 |
| &nbsp;&nbsp;&nbsp;RB, Series N, 5.00%, 07/01/44<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 501073 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.00%, 07/01/50<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166747 |
| Massachusetts HFA |  |  |  |
| &nbsp;&nbsp;&nbsp;Refunding RB, AMT, Series A, 4.45%, 12/01/42<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 462485 |
| &nbsp;&nbsp;&nbsp;Refunding RB, AMT, Series A, 4.50%, 12/01/47<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 741099 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3989301 |
| **Michigan — 0.7%** | **Michigan — 0.7%** | **Michigan — 0.7%** | **Michigan — 0.7%** |
| City of Detroit |  |  |  |
| &nbsp;&nbsp;&nbsp;GO, 5.00%, 04/01/34<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90745 |
| &nbsp;&nbsp;&nbsp;GO, 5.00%, 04/01/35<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90571 |
| &nbsp;&nbsp;&nbsp;GO, 5.00%, 04/01/36<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65284 |
| &nbsp;&nbsp;&nbsp;GO, 5.00%, 04/01/37<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100107 |
| &nbsp;&nbsp;&nbsp;GO, 5.00%, 04/01/38<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45027 |
| Michigan Strategic Fund, RB, 5.00%, 11/15/42<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195913 |
| Wayne County Airport Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, Series B, 5.00%, 12/01/44<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502345 |
| &nbsp;&nbsp;&nbsp;RB, Series D, 5.00%, 12/01/40<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 513166 |
| &nbsp;&nbsp;&nbsp;RB, AMT, 5.00%, 12/01/39<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252620 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1855778 |
| **Minnesota — 1.8%** | **Minnesota — 1.8%** | **Minnesota — 1.8%** | **Minnesota — 1.8%** |
| City of Deephaven, Refunding RB, 5.25%, 07/01/37<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 605034 |
| City of Forest Lake, Refunding RB, 5.00%, 07/01/56<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp; 1923089 |
| City of Minneapolis |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 07/01/40<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 396994 |
| &nbsp;&nbsp;&nbsp;RB, Series A, 5.75%, 07/01/55<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 819861 |
| Duluth EDA, Refunding RB, 5.25%, 02/15/58<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 426987 |
| Housing & Redevelopment Authority of the City of St. Paul Minnesota, RB, Series A, 5.50%, 07/01/38<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237943 |
| Minnesota HFA, RB, (GNMA/FNMA/FHLMC), Series N, 6.00%, 01/01/53<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 768816 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5178724 |
| **Missouri — 1.2%** | **Missouri — 1.2%** | **Missouri — 1.2%** | **Missouri — 1.2%** |
| City of St. Louis Missouri IDA |  |  |  |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.38%, 11/15/35<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165230 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.75%, 11/15/47<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180919 |
| Kansas City IDA |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, Series C, 7.50%, 11/15/46<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51448 |
| &nbsp;&nbsp;&nbsp;RB, AMT, 5.00%, 03/01/54<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp; 1278290 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Missouri (continued)** | **Missouri (continued)** | **Missouri (continued)** | **Missouri (continued)** |
| Kansas City IDA |  |  |  |
| &nbsp;&nbsp;&nbsp;Refunding RB, 2.00%, 11/15/46<br>| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2312 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.00%, 11/15/46<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94763 |
| Kansas City Land Clearance Redevelopment Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;TA, 4.38%, 02/01/31<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 624118 |
| &nbsp;&nbsp;&nbsp;TA, 5.00%, 02/01/40<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212394 |
| Plaza at Noah's Ark Community Improvement District, Refunding RB, 3.00%, 05/01/25<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96482 |
| St. Louis County IDA, Refunding RB, 5.00%, 09/01/37<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 650887 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3356843 |
| **Nebraska — 0.2%** | **Nebraska — 0.2%** | **Nebraska — 0.2%** | **Nebraska — 0.2%** |
| Douglas County Hospital Authority No. 3, Refunding RB, 5.00%, 11/01/45<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 504384 |
| **Nevada — 0.3%** | **Nevada — 0.3%** | **Nevada — 0.3%** | **Nevada — 0.3%** |
| City of Las Vegas Special Improvement District No. 815, Special Assessment RB, 5.00%, 12/01/49<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186829 |
| Tahoe-Douglas Visitors Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 07/01/40<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 407524 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 07/01/45<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275661 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870014 |
| **New Hampshire — 0.6%** | **New Hampshire — 0.6%** | **New Hampshire — 0.6%** | **New Hampshire — 0.6%** |
| New Hampshire Business Finance Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, Series A, 4.13%, 08/15/40<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274947 |
| &nbsp;&nbsp;&nbsp;RB, Series A, 4.25%, 08/15/46<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300605 |
| &nbsp;&nbsp;&nbsp;RB, Series A, 4.50%, 08/15/55<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 618375 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.63%, 11/01/42<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296619 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series A, 3.63%, 07/01/43<sup>(a)(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152534 |
| &nbsp;&nbsp;&nbsp;Refunding RB, AMT, 4.88%, 11/01/42<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119773 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1762853 |
| **New Jersey — 4.4%** | **New Jersey — 4.4%** | **New Jersey — 4.4%** | **New Jersey — 4.4%** |
| Casino Reinvestment Development Authority, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.25%, 11/01/39<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254213 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.25%, 11/01/44<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 565160 |
| New Jersey EDA |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 07/01/32<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198205 |
| &nbsp;&nbsp;&nbsp;RB, 5.25%, 11/01/54<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 803103 |
| &nbsp;&nbsp;&nbsp;RB, Series WW, 5.25%, 06/15/40<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58374 |
| &nbsp;&nbsp;&nbsp;RB, Series WW, 5.25%, 06/15/40<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 959506 |
| &nbsp;&nbsp;&nbsp;RB, AMT, 6.50%, 04/01/31<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86652 |
| &nbsp;&nbsp;&nbsp;RB, AMT, 5.38%, 01/01/43<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502221 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series A, 6.00%, 08/01/49<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250341 |
| New Jersey Health Care Facilities Financing Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 3.00%, 07/01/51<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1865 | &nbsp;&nbsp;&nbsp;&nbsp; 1331399 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.25%, 07/01/44<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 389609 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.00%, 07/01/44<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222365 |
| New Jersey Higher Education Student Assistance Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;Refunding RB, AMT, Series C, 4.25%, 12/01/50<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp; 1326571 |
| &nbsp;&nbsp;&nbsp;Refunding RB, AMT, Sub-Series C, 3.63%, 12/01/49<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 658664 |
| New Jersey Transportation Trust Fund Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, Series AA, 5.25%, 06/15/41<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209016 |
| &nbsp;&nbsp;&nbsp;RB, Series AA, 4.00%, 06/15/45<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2681345 |
| Tobacco Settlement Financing Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series A, 5.00%, 06/01/35<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387483 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Sub-Series B, 5.00%, 06/01/46<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795 | &nbsp;&nbsp;&nbsp;&nbsp; 1706640 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12590867 |
| **New York — 4.9%** | **New York — 4.9%** | **New York — 4.9%** | **New York — 4.9%** |
| Build NYC Resource Corp., Refunding RB, AMT, 5.00%, 01/01/35<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296528 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

#### BATS: Series E Portfolio

#### (Percentages shown are based on Net Assets)

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **New York (continued)** | **New York (continued)** | **New York (continued)** | **New York (continued)** |
| Chautauqua Tobacco Asset Securitization Corp., Refunding RB, 5.00%, 06/01/48<br>| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;$976787 |
| County of Cattaraugus, RB, 5.00%, 05/01/44<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195829 |
| Hempstead Town Local Development Corp., RB, 5.00%, 07/01/44<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502172 |
| Huntington Local Development Corp., RB, Series A, 5.25%, 07/01/56<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95675 |
| Metropolitan Transportation Authority, RB, Series B, 3.00%, 11/15/25<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164966 |
| New York City Housing Development Corp., RB, Series C-1, 4.20%, 11/01/44<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 913868 |
| New York Counties Tobacco Trust IV, Refunding RB, Series A, 5.00%, 06/01/42<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 866202 |
| New York Counties Tobacco Trust VI, Refunding RB, 5.00%, 06/01/45<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 775638 |
| New York Liberty Development Corp., Refunding RB, 5.38%, 11/15/40<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146859 |
| New York State Dormitory Authority, Refunding RB, 5.00%, 12/01/35<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213645 |
| New York State Thruway Authority, Refunding RB, Series B, 4.00%, 01/01/45<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp; 1085621 |
| New York Transportation Development Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, AMT, 5.00%, 07/01/34<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 503685 |
| &nbsp;&nbsp;&nbsp;RB, AMT, 5.00%, 10/01/35<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 706755 |
| &nbsp;&nbsp;&nbsp;RB, AMT, 5.00%, 12/01/40<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 847442 |
| &nbsp;&nbsp;&nbsp;RB, AMT, 4.00%, 04/30/53<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 526524 |
| &nbsp;&nbsp;&nbsp;RB, AMT, Series A, 5.00%, 07/01/46<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470 | &nbsp;&nbsp;&nbsp;&nbsp; 1422594 |
| &nbsp;&nbsp;&nbsp;Refunding RB, AMT, 5.38%, 08/01/36<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 843623 |
| Tompkins County Development Corp., Refunding RB, 5.00%, 07/01/44<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373553 |
| Westchester County Healthcare Corp., RB, Series A, 5.00%, 11/01/44<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307543 |
| Westchester County Local Development Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.00%, 07/01/41<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 428701 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.00%, 07/01/46<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 493323 |
| Westchester Tobacco Asset Securitization Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;Refunding RB, Sub-Series C, 4.00%, 06/01/42<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 718393 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Sub-Series C, 5.13%, 06/01/51<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 496675 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13902601 |
| **North Carolina — 0.5%** | **North Carolina — 0.5%** | **North Carolina — 0.5%** | **North Carolina — 0.5%** |
| North Carolina HFA, RB, (GNMA/FNMA/FHLMC), 6.00%, 07/01/53<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 893299 |
| North Carolina Medical Care Commission |  |  |  |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series A, 5.25%, 01/01/41<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20414 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series A, 5.25%, 01/01/41<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221167 |
| Town of Mooresville, Special Assessment RB, 5.38%, 03/01/40<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250448 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385328 |
| **North Dakota — 0.3%** | **North Dakota — 0.3%** | **North Dakota — 0.3%** | **North Dakota — 0.3%** |
| County of Cass, Refunding RB, 5.25%, 02/15/58<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 860486 |
| **Ohio — 2.2%** | **Ohio — 2.2%** | **Ohio — 2.2%** | **Ohio — 2.2%** |
| Buckeye Tobacco Settlement Financing Authority, Refunding RB, Series B-2, 5.00%, 06/01/55<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1945 | &nbsp;&nbsp;&nbsp;&nbsp; 1681258 |
| Cleveland-Cuyahoga County Port Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;Refunding TA, 4.00%, 12/01/55<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146832 |
| &nbsp;&nbsp;&nbsp;Refunding TA, 4.50%, 12/01/55<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120666 |
| County of Hamilton |  |  |  |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.00%, 01/01/46<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174792 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.00%, 08/15/50<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 804600 |
| County of Hardin |  |  |  |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.00%, 05/01/30<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135261 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Ohio (continued)** | **Ohio (continued)** | **Ohio (continued)** | **Ohio (continued)** |
| County of Hardin |  |  |  |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.25%, 05/01/40<br>| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;$134126 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.50%, 05/01/50<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 597131 |
| Hickory Chase Community Authority, Refunding RB, 5.00%, 12/01/40<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 384949 |
| Ohio Air Quality Development Authority, RB, AMT, 5.00%, 07/01/49<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 687807 |
| Port of Greater Cincinnati Development Authority, RB, 4.25%, 12/01/50<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210343 |
| Southern Ohio Port Authority, RB, AMT, Series A, 7.00%, 12/01/42<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 978534 |
| State of Ohio, RB, AMT, Series P-3, 5.00%, 06/30/53<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356928 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6413227 |
| **Oklahoma — 2.5%** | **Oklahoma — 2.5%** | **Oklahoma — 2.5%** | **Oklahoma — 2.5%** |
| Norman Regional Hospital Authority, Refunding RB, 5.00%, 09/01/37<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1014546 |
| Oklahoma Development Finance Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 7.25%, 09/01/51<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3290 | &nbsp;&nbsp;&nbsp;&nbsp; 3419321 |
| &nbsp;&nbsp;&nbsp;RB, Series B, 5.00%, 08/15/38<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 880349 |
| &nbsp;&nbsp;&nbsp;RB, Series B, 5.25%, 08/15/48<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78727 |
| &nbsp;&nbsp;&nbsp;RB, Series B, 5.50%, 08/15/52<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 704679 |
| Tulsa Authority for Economic Opportunity, TA, 4.38%, 12/01/41<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185923 |
| Tulsa County Industrial Authority, Refunding RB, 5.25%, 11/15/45<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 928123 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7211668 |
| **Oregon — 0.4%** | **Oregon — 0.4%** | **Oregon — 0.4%** | **Oregon — 0.4%** |
| Clackamas County School District No. 12 North Clackamas, GO, (School Bond Guaranty), Series A, 0.00%, 06/15/38<sup>(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139855 |
| Hospital Facilities Authority of Multnomah County Oregon, Refunding RB, 5.50%, 10/01/49<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147241 |
| Oregon State Facilities Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 5.25%, 06/15/55<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272870 |
| &nbsp;&nbsp;&nbsp;RB, Series A, 4.13%, 06/01/52<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316359 |
| Yamhill County Hospital Authority, Refunding RB, 5.00%, 11/15/36<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271654 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1147979 |
| **Pennsylvania — 3.0%** | **Pennsylvania — 3.0%** | **Pennsylvania — 3.0%** | **Pennsylvania — 3.0%** |
| Bucks County IDA |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 4.00%, 07/01/46<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76521 |
| &nbsp;&nbsp;&nbsp;RB, 4.00%, 07/01/51<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72467 |
| Montgomery County Higher Education and Health Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.00%, 09/01/49<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp; 1075252 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.00%, 09/01/49<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1623077 |
| Pennsylvania Economic Development Financing Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, AMT, 5.75%, 06/30/48<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 515429 |
| &nbsp;&nbsp;&nbsp;RB, AMT, 5.25%, 06/30/53<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 756691 |
| &nbsp;&nbsp;&nbsp;RB, AMT, Series P-3, 5.00%, 06/30/42<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp; 1625604 |
| &nbsp;&nbsp;&nbsp;Refunding RB, AMT, 5.50%, 11/01/44<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 493952 |
| Pennsylvania Higher Education Assistance Agency, RB, AMT, Series B, 3.00%, 06/01/47<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 735176 |
| Pennsylvania Higher Educational Facilities Authority, RB, 4.00%, 08/15/44<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 968096 |
| Philadelphia Authority for Industrial Development |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 5.25%, 11/01/52<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244871 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series 2015, 5.00%, 04/01/45<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509863 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8696999 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

#### BATS: Series E Portfolio

#### (Percentages shown are based on Net Assets)

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Puerto Rico — 11.2%** | **Puerto Rico — 11.2%** | **Puerto Rico — 11.2%** | **Puerto Rico — 11.2%** |
| Children's Trust Fund, RB, Series A, 0.00%, 05/15/57<sup>(c)</sup><br>| USD | &nbsp;&nbsp;&nbsp;&nbsp;30030 | &nbsp;&nbsp;&nbsp;$2006607 |
| Commonwealth of Puerto Rico |  |  |  |
| &nbsp;&nbsp;&nbsp;GO, Series A, 0.00%, 07/01/33<sup>(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 290180 |
| &nbsp;&nbsp;&nbsp;GO, Series A1, 5.63%, 07/01/29<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049 | &nbsp;&nbsp;&nbsp;&nbsp; 1074084 |
| &nbsp;&nbsp;&nbsp;GO, Series A1, 5.75%, 07/01/31<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453703 |
| &nbsp;&nbsp;&nbsp;GO, Series A1, 4.00%, 07/01/33<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 362183 |
| &nbsp;&nbsp;&nbsp;GO, Series A1, 4.00%, 07/01/35<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315565 |
| &nbsp;&nbsp;&nbsp;GO, Series A1, 4.00%, 07/01/37<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263156 |
| &nbsp;&nbsp;&nbsp;GO, Series A1, 4.00%, 07/01/41<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 342878 |
| &nbsp;&nbsp;&nbsp;GO, Series A1, 4.00%, 07/01/46<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 341450 |
| &nbsp;&nbsp;&nbsp;GO, Sub-Series CW, 0.00%, 11/01/43<sup>(a)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3096 | &nbsp;&nbsp;&nbsp;&nbsp; 1355352 |
| &nbsp;&nbsp;&nbsp;GO, Sub-Series CW/CONV, 0.00%, 11/01/51<sup>(a)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43901 |
| &nbsp;&nbsp;&nbsp;GO, Sub-Series CW/PRIFA, 0.01%, 11/01/51<sup>(a)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3780 | &nbsp;&nbsp;&nbsp;&nbsp; 1247414 |
| Puerto Rico Electric Power Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, Series A, 5.00%, 07/01/29<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284630 |
| &nbsp;&nbsp;&nbsp;RB, Series A, 7.00%, 07/01/33<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795 | &nbsp;&nbsp;&nbsp;&nbsp; 1373175 |
| &nbsp;&nbsp;&nbsp;RB, Series A, 6.75%, 07/01/36<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 592875 |
| &nbsp;&nbsp;&nbsp;RB, Series A, 5.00%, 07/01/42<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 347470 |
| &nbsp;&nbsp;&nbsp;RB, Series A, 7.00%, 07/01/43<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133875 |
| &nbsp;&nbsp;&nbsp;RB, Series A-1, 10.00%, 07/01/19<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32138 |
| &nbsp;&nbsp;&nbsp;RB, Series A-2, 10.00%, 07/01/19<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162136 |
| &nbsp;&nbsp;&nbsp;RB, Series A-3, 10.00%, 07/01/19<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135419 |
| &nbsp;&nbsp;&nbsp;RB, Series B-3, 10.00%, 07/01/19<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135419 |
| &nbsp;&nbsp;&nbsp;RB, Series C-1, 5.40%, 01/01/18<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 372055 |
| &nbsp;&nbsp;&nbsp;RB, Series C-2, 5.40%, 07/01/18<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 372116 |
| &nbsp;&nbsp;&nbsp;RB, Series C-3, 5.40%, 01/01/20<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37615 |
| &nbsp;&nbsp;&nbsp;RB, Series C-4, 5.40%, 07/01/20<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37615 |
| &nbsp;&nbsp;&nbsp;RB, Series CCC, 5.25%, 07/01/26<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92412 |
| &nbsp;&nbsp;&nbsp;RB, Series CCC, 5.00%, 07/01/27<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402917 |
| &nbsp;&nbsp;&nbsp;RB, Series CCC, 5.25%, 07/01/28<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51751 |
| &nbsp;&nbsp;&nbsp;RB, Series D-1, 7.50%, 01/01/20<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 319730 |
| &nbsp;&nbsp;&nbsp;RB, Series D-2, 7.50%, 01/01/20<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 642865 |
| &nbsp;&nbsp;&nbsp;RB, Series TT, 5.00%, 07/01/18<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118288 |
| &nbsp;&nbsp;&nbsp;RB, Series TT, 5.00%, 07/01/25<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33268 |
| &nbsp;&nbsp;&nbsp;RB, Series TT, 5.00%, 07/01/26<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140467 |
| &nbsp;&nbsp;&nbsp;RB, Series TT, 5.00%, 07/01/32<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292023 |
| &nbsp;&nbsp;&nbsp;RB, Series WW, 5.50%, 07/01/17<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81323 |
| &nbsp;&nbsp;&nbsp;RB, Series WW, 5.50%, 07/01/18<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70233 |
| &nbsp;&nbsp;&nbsp;RB, Series WW, 5.50%, 07/01/19<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51751 |
| &nbsp;&nbsp;&nbsp;RB, Series WW, 5.38%, 07/01/22<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 694940 |
| &nbsp;&nbsp;&nbsp;RB, Series WW, 5.38%, 07/01/24<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48054 |
| &nbsp;&nbsp;&nbsp;RB, Series WW, 5.00%, 07/01/28<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121984 |
| &nbsp;&nbsp;&nbsp;RB, Series WW, 5.25%, 07/01/33<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55447 |
| &nbsp;&nbsp;&nbsp;RB, Series WW, 5.50%, 07/01/38<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162646 |
| &nbsp;&nbsp;&nbsp;RB, Series XX, 5.25%, 07/01/27<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36965 |
| &nbsp;&nbsp;&nbsp;RB, Series XX, 5.25%, 07/01/35<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22179 |
| &nbsp;&nbsp;&nbsp;RB, Series XX, 5.75%, 07/01/36<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 443579 |
| &nbsp;&nbsp;&nbsp;RB, Series XX, 5.25%, 07/01/40<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp; 1715172 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series AAA, 5.25%, 07/01/22<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118288 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series AAA, 5.25%, 07/01/28<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195914 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series AAA, 5.25%, 07/01/29<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29572 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series DDD, 5.00%, 07/01/19<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 661672 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series UU, 0.00%, 07/01/17<sup>(a)(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22500 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series UU, 0.00%, 07/01/18<sup>(a)(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22500 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series UU, 0.00%, 07/01/20<sup>(a)(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187500 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series UU, 2.23%, 07/01/31<sup>(a)(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225000 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series ZZ, 5.00%, 07/01/17<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51751 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series ZZ, 5.25%, 07/01/19<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173735 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series ZZ, 5.25%, 07/01/23<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 687547 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series ZZ, 5.25%, 07/01/24<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110895 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series ZZ, 5.00%, 07/01/28<sup>(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55447 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Puerto Rico (continued)** | **Puerto Rico (continued)** | **Puerto Rico (continued)** | **Puerto Rico (continued)** |
| Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, Series A-1, 0.00%, 07/01/29<sup>(c)</sup><br>| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 | &nbsp;&nbsp;&nbsp;&nbsp;$439465 |
| &nbsp;&nbsp;&nbsp;RB, Series A-1, 0.00%, 07/01/33<sup>(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281249 |
| &nbsp;&nbsp;&nbsp;RB, Series A-1, 0.00%, 07/01/46<sup>(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6971 | &nbsp;&nbsp;&nbsp;&nbsp; 1717646 |
| &nbsp;&nbsp;&nbsp;RB, Series A-1, 4.75%, 07/01/53<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2991411 |
| &nbsp;&nbsp;&nbsp;RB, Series A-1, 5.00%, 07/01/58<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2171 | &nbsp;&nbsp;&nbsp;&nbsp; 1963961 |
| &nbsp;&nbsp;&nbsp;RB, Series A-2, 4.33%, 07/01/40<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp; 1975490 |
| &nbsp;&nbsp;&nbsp;RB, Series A-2, 4.33%, 07/01/40<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30187 |
| &nbsp;&nbsp;&nbsp;RB, Series A-2, 4.54%, 07/01/53<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267319 |
| &nbsp;&nbsp;&nbsp;RB, Series A-2, 4.78%, 07/01/58<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2226 | &nbsp;&nbsp;&nbsp;&nbsp; 1940156 |
| &nbsp;&nbsp;&nbsp;RB, Series B-1, 0.00%, 07/01/46<sup>(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118529 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31978739 |
| **Rhode Island — 0.5%** | **Rhode Island — 0.5%** | **Rhode Island — 0.5%** | **Rhode Island — 0.5%** |
| Rhode Island Student Loan Authority, RB, AMT, Series A, 3.63%, 12/01/37<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449694 |
| Tobacco Settlement Financing Corp., Refunding RB, Series B, 5.00%, 06/01/50<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp; 1031648 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481342 |
| **South Carolina — 0.6%** | **South Carolina — 0.6%** | **South Carolina — 0.6%** | **South Carolina — 0.6%** |
| South Carolina Jobs EDA |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 7.50%, 08/15/62<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310361 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.00%, 11/15/27<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128704 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.00%, 02/01/38<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1021770 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.25%, 11/15/52<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185470 |
| South Carolina Public Service Authority, Refunding RB, Series B, 4.00%, 12/01/56<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168681 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1814986 |
| **Tennessee — 2.3%** | **Tennessee — 2.3%** | **Tennessee — 2.3%** | **Tennessee — 2.3%** |
| Chattanooga-Hamilton County Hospital Authority, Refunding RB, Series A, 5.00%, 10/01/44<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237346 |
| Franklin Health & Educational Facilities Board, Refunding RB, 7.50%, 06/01/47<sup>(b)(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 362033 |
| Knox County Health Educational & Housing Facility Board, Refunding RB, 5.00%, 04/01/36<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 698964 |
| Metropolitan Government Nashville & Davidson County Health & Educational Facilities Board |  |  |  |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.00%, 10/01/48<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1778495 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.00%, 10/01/49<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161783 |
| Metropolitan Government Nashville & Davidson County IDB, Special Assessment RB, 0.00%, 06/01/43<sup>(b)(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218934 |
| Metropolitan Nashville Airport Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, AMT, Series B, 5.25%, 07/01/35<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 347845 |
| &nbsp;&nbsp;&nbsp;RB, AMT, Series B, 5.50%, 07/01/36<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291332 |
| Tennergy Corp., RB, Series A, 5.50%, 10/01/53<sup>(a)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp; 2444840 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6541572 |
| **Texas — 4.5%** | **Texas — 4.5%** | **Texas — 4.5%** | **Texas — 4.5%** |
| Angelina & Neches River Authority, RB, AMT, 7.50%, 12/01/45<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 353427 |
| Arlington Higher Education Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 08/15/41<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205051 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 06/15/51<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 394810 |
| &nbsp;&nbsp;&nbsp;RB, 5.63%, 08/15/54<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp; 1215262 |
| &nbsp;&nbsp;&nbsp;RB, 7.88%, 11/01/62<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286539 |
| Brazoria County IDC, RB, AMT, 7.00%, 03/01/39<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 369082 |
| Central Texas Turnpike System |  |  |  |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series C, 5.00%, 08/15/37<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204967 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series C, 5.00%, 08/15/42<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253834 |
| City of Crandall, Special Assessment RB, 4.25%, 09/15/41<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211735 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

#### BATS: Series E Portfolio

#### (Percentages shown are based on Net Assets)

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Texas (continued)** | **Texas (continued)** | **Texas (continued)** | **Texas (continued)** |
| City of Houston Airport System Revenue |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, AMT, Series B-1, 5.00%, 07/15/35<br>| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$95022 |
| &nbsp;&nbsp;&nbsp;Refunding RB, AMT, 5.00%, 07/15/27<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142336 |
| &nbsp;&nbsp;&nbsp;Refunding RB, AMT, 5.00%, 07/01/29<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488198 |
| &nbsp;&nbsp;&nbsp;Refunding RB, AMT, Series C, 5.00%, 07/15/27<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 922844 |
| City of San Antonio Airport System, RB, AMT, 5.00%, 07/01/45<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 503920 |
| County of Hays, Special Assessment RB, 7.00%, 09/15/45<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253197 |
| Fort Bend County IDC, RB, Series B, 4.75%, 11/01/42<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 445395 |
| Mission EDC, Refunding RB, AMT, 4.63%, 10/01/31<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277645 |
| New Hope Cultural Education Facilities Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 6.75%, 10/01/52<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 754117 |
| &nbsp;&nbsp;&nbsp;RB, Series A, 5.00%, 08/15/51<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235337 |
| New Hope Higher Education Finance Corp., RB, Series A, 5.75%, 06/15/51<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp; 1047714 |
| Newark Higher Education Finance Corp., RB, Series A, 5.50%, 08/15/35<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307599 |
| Port Beaumont Navigation District |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, AMT, 2.75%, 01/01/36<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 811660 |
| &nbsp;&nbsp;&nbsp;RB, AMT, 2.88%, 01/01/41<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133186 |
| &nbsp;&nbsp;&nbsp;RB, AMT, 3.00%, 01/01/50<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 723700 |
| &nbsp;&nbsp;&nbsp;Refunding RB, AMT, 3.63%, 01/01/35<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400311 |
| Tarrant County Cultural Education Facilities Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 5.50%, 11/15/47<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 654083 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.00%, 10/01/49<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240121 |
| Texas Transportation Commission State Highway 249 System |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 0.00%, 08/01/40<sup>(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 399282 |
| &nbsp;&nbsp;&nbsp;RB, 0.00%, 08/01/42<sup>(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229604 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 08/01/57<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 311397 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12871375 |
| **Utah — 0.2%** | **Utah — 0.2%** | **Utah — 0.2%** | **Utah — 0.2%** |
| Utah Charter School Finance Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, Series A, 5.00%, 06/15/52<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243009 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.00%, 06/15/55<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201034 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444043 |
| **Vermont — 0.4%** | **Vermont — 0.4%** | **Vermont — 0.4%** | **Vermont — 0.4%** |
| East Central Vermont Telecommunications District |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, Series A, 4.75%, 12/01/40<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 610187 |
| &nbsp;&nbsp;&nbsp;RB, Series A, 4.50%, 12/01/44<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 574867 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185054 |
| **Virginia — 0.9%** | **Virginia — 0.9%** | **Virginia — 0.9%** | **Virginia — 0.9%** |
| Ballston Quarter Community Development Authority, TA, Series A, 5.13%, 03/01/31<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193706 |
| Cherry Hill Community Development Authority, Special Assessment RB, 5.40%, 03/01/45<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247149 |
| Hampton Roads Transportation Accountability Commission, RB, Series A, 4.00%, 07/01/55<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264682 |
| Lower Magnolia Green Community Development Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 5.00%, 03/01/35<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 236944 |
| &nbsp;&nbsp;&nbsp;Special Assessment RB, 5.00%, 03/01/45<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89080 |
| Norfolk Redevelopment & Housing Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 4.00%, 01/01/29<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229447 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 01/01/34<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178908 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 01/01/49<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299820 |
| Virginia HDA, RB, (GNMA/FNMA/FHLMC), Series I, 2.55%, 11/01/50<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 820344 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2560080 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Washington — 1.3%** | **Washington — 1.3%** | **Washington — 1.3%** | **Washington — 1.3%** |
| King County Public Hospital District No. 4, GO, Refunding, 5.00%, 12/01/30<br>| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;$200641 |
| Port of Seattle, RB, AMT, Series C, 5.00%, 04/01/40<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253216 |
| Washington State Convention Center Public Facilities District, RB, 3.00%, 07/01/58<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 709842 |
| Washington State Housing Finance Commission |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, Series 2021-1, Class A, 3.50%, 12/20/35<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172178 |
| &nbsp;&nbsp;&nbsp;RB, Series A, 5.00%, 07/01/56<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 304665 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.00%, 01/01/43<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1058079 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 6.00%, 01/01/45<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195695 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.00%, 01/01/48<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 944680 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3838996 |
| **West Virginia — 0.2%** | **West Virginia — 0.2%** | **West Virginia — 0.2%** | **West Virginia — 0.2%** |
| City of Martinsburg, RB, Series A-1, 4.63%, 12/01/43<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 417335 |
| **Wisconsin — 5.6%** | **Wisconsin — 5.6%** | **Wisconsin — 5.6%** | **Wisconsin — 5.6%** |
| Public Finance Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, 6.25%, 10/01/31<sup>(b)(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164150 |
| &nbsp;&nbsp;&nbsp;RB, 0.00%, 01/01/35<sup>(b)(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 515036 |
| &nbsp;&nbsp;&nbsp;RB, 4.50%, 01/01/35<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 625313 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 06/15/41<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191962 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 11/15/41<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370098 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 01/01/42<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 332708 |
| &nbsp;&nbsp;&nbsp;RB, 5.38%, 06/01/44<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208203 |
| &nbsp;&nbsp;&nbsp;RB, 6.85%, 11/01/46<sup>(b)(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206250 |
| &nbsp;&nbsp;&nbsp;RB, 7.00%, 11/01/46<sup>(b)(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116250 |
| &nbsp;&nbsp;&nbsp;RB, 5.38%, 07/15/47<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316656 |
| &nbsp;&nbsp;&nbsp;RB, 7.00%, 10/01/47<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155604 |
| &nbsp;&nbsp;&nbsp;RB, 5.50%, 12/01/48<sup>(b)(e)(f)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1808 |
| &nbsp;&nbsp;&nbsp;RB, 5.63%, 06/15/49<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp; 1232108 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 04/01/50<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89826 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 06/15/51<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157704 |
| &nbsp;&nbsp;&nbsp;RB, 5.25%, 12/01/51<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 787619 |
| &nbsp;&nbsp;&nbsp;RB, 5.50%, 06/01/54<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243409 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 06/15/55<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 458827 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 06/15/55<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2112378 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 07/01/55<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 755521 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 01/01/56<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 740481 |
| &nbsp;&nbsp;&nbsp;RB, 4.75%, 06/15/56<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320323 |
| &nbsp;&nbsp;&nbsp;RB, 5.00%, 06/15/56<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114599 |
| &nbsp;&nbsp;&nbsp;RB, 0.00%, 01/01/60<sup>(b)(c)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;19530 | &nbsp;&nbsp;&nbsp;&nbsp; 1052363 |
| &nbsp;&nbsp;&nbsp;RB, Series A, 5.63%, 06/15/49<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 838335 |
| &nbsp;&nbsp;&nbsp;RB, AMT, 4.00%, 09/30/51<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 558733 |
| &nbsp;&nbsp;&nbsp;RB, AMT, 4.25%, 07/01/54<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 821299 |
| &nbsp;&nbsp;&nbsp;RB, AMT, 4.00%, 03/31/56<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 518744 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.00%, 04/01/32<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109427 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.00%, 10/01/34<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98224 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.00%, 10/01/39<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155110 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.00%, 04/01/42<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101610 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 4.00%, 04/01/52<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114474 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 5.25%, 05/15/52<sup>(b)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209368 |
| &nbsp;&nbsp;&nbsp;Refunding RB, AMT, Series B, 5.00%, 07/01/42<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 733646 |
| Wisconsin Health & Educational Facilities Authority, Refunding RB, 5.00%, 11/01/46<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215836 |
| Wisconsin Housing & EDA, RB, Series A, 4.55%, 07/01/37<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167086 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15911088 |
| **Total Municipal Bonds — 92.1%<br>(Cost: $290,841,114)<br>** | **Total Municipal Bonds — 92.1%<br>(Cost: $290,841,114)<br>** | **Total Municipal Bonds — 92.1%<br>(Cost: $290,841,114)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;262970158 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

#### BATS: Series E Portfolio

#### (Percentages shown are based on Net Assets)

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br> (000)* | *Value* |
| **Municipal Bonds Transferred to Tender Option Bond Trusts<sup>(g)</sup>** | **Municipal Bonds Transferred to Tender Option Bond Trusts<sup>(g)</sup>** | **Municipal Bonds Transferred to Tender Option Bond Trusts<sup>(g)</sup>** | **Municipal Bonds Transferred to Tender Option Bond Trusts<sup>(g)</sup>** |
| **Alabama — 0.9%** | **Alabama — 0.9%** | **Alabama — 0.9%** | **Alabama — 0.9%** |
| Black Belt Energy Gas District, RB, Series C-1, 5.25%, 02/01/53<br>| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;$2434219 |
| **Florida — 0.9%** | **Florida — 0.9%** | **Florida — 0.9%** | **Florida — 0.9%** |
| Escambia County Health Facilities Authority, Refunding RB, Series A, 4.00%, 08/15/45<sup>(h)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp; 2663029 |
| **Illinois — 0.2%** | **Illinois — 0.2%** | **Illinois — 0.2%** | **Illinois — 0.2%** |
| Illinois Toll Highway Authority, RB, Series A, 5.00%, 01/01/40<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 678508 |
| **Nebraska — 1.0%** | **Nebraska — 1.0%** | **Nebraska — 1.0%** | **Nebraska — 1.0%** |
| Central Plains Energy Gas Revenue, RB, Series 1, 5.00%, 05/01/53<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860 | &nbsp;&nbsp;&nbsp;&nbsp; 2964993 |
| **New York — 2.7%** | **New York — 2.7%** | **New York — 2.7%** | **New York — 2.7%** |
| New York City Housing Development Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, Series D-1-B, 4.25%, 11/01/45<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 909748 |
| &nbsp;&nbsp;&nbsp;Refunding RB, Series A-1, 4.15%, 11/01/38<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1518 | &nbsp;&nbsp;&nbsp;&nbsp; 1442146 |
| Port Authority of New York & New Jersey |  |  |  |
| &nbsp;&nbsp;&nbsp;RB, AMT, Series 221, 4.00%, 07/15/55<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5015 | &nbsp;&nbsp;&nbsp;&nbsp; 4290217 |
| &nbsp;&nbsp;&nbsp;Refunding RB, 194th Series, 5.25%, 10/15/55<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1028661 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7670772 |
| **North Carolina — 0.0%** | **North Carolina — 0.0%** | **North Carolina — 0.0%** | **North Carolina — 0.0%** |
| North Carolina HFA Home Ownership, RB, Series 39-B, 4.00%, 01/01/48<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120000 |
| **Oregon — 1.6%** | **Oregon — 1.6%** | **Oregon — 1.6%** | **Oregon — 1.6%** |
| Salem Hospital Facility Authority, Refunding RB, Series A, 4.00%, 05/15/49<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4487063 |
| **Washington — 0.5%** | **Washington — 0.5%** | **Washington — 0.5%** | **Washington — 0.5%** |
| Snohomish County Public Utilities District No. 1, RB, 5.00%, 12/01/45<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp; 1381041 |
| **West Virginia — 0.4%** | **West Virginia — 0.4%** | **West Virginia — 0.4%** | **West Virginia — 0.4%** |
| Morgantown Utility Board, Inc., RB, Series B, 4.00%, 12/01/48<sup>(h)</sup><br>|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp; 1090814 |
| **Total Municipal Bonds Transferred to Tender Option Bond Trusts — 8.2%<br>(Cost: $25,636,632)<br>** | **Total Municipal Bonds Transferred to Tender Option Bond Trusts — 8.2%<br>(Cost: $25,636,632)<br>** | **Total Municipal Bonds Transferred to Tender Option Bond Trusts — 8.2%<br>(Cost: $25,636,632)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23490439 |
| **Total Long-Term Investments — 100.3%<br>(Cost: $316,477,746)<br>** | **Total Long-Term Investments — 100.3%<br>(Cost: $316,477,746)<br>** | **Total Long-Term Investments — 100.3%<br>(Cost: $316,477,746)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;286460597 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 3.3%** | **Money Market Funds — 3.3%** | **Money Market Funds — 3.3%** |
| Dreyfus AMT-Free Tax Exempt Cash Management, Institutional Class, 3.37%<sup>(i)</sup><br>| 9478990 | &nbsp;&nbsp;&nbsp;$9477094 |
| **Total Short-Term Securities — 3.3%<br>(Cost: $9,477,094)<br>** | **Total Short-Term Securities — 3.3%<br>(Cost: $9,477,094)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9477094 |
| **Total Investments — 103.6%<br>(Cost: $325,954,840)<br>** | **Total Investments — 103.6%<br>(Cost: $325,954,840)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;295937691 |
| **Other Assets Less Liabilities — 1.1%<br>** | **Other Assets Less Liabilities — 1.1%<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175626 |
| **Liability for TOB Trust Certificates,<br>Including Interest Expense and Fees Payable — (4.7)%<br>** | **Liability for TOB Trust Certificates,<br>Including Interest Expense and Fees Payable — (4.7)%<br>** | &nbsp;&nbsp;&nbsp;&nbsp;(13546043) |
| **Net Assets — 100.0%<br>** | **Net Assets — 100.0%<br>** | $285567274 |

---

<sup>(a)</sup> Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available.

<sup>(b)</sup> Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors.

<sup>(c)</sup> Zero-coupon bond.

<sup>(d)</sup> Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.

<sup>(e)</sup> Issuer filed for bankruptcy and/or is in default.

<sup>(f)</sup> Non-income producing security.

<sup>(g)</sup> Represents bonds transferred to a TOB Trust in exchange of cash and residual certificates received by the Fund. These bonds serve as collateral in a secured borrowing.

<sup>(h)</sup> All or a portion of the security is subject to a recourse agreement. The aggregate maximum potential amount the Fund could ultimately be required to pay under the agreements, which expire between 06/01/26 to 02/15/28, is $2,222,875.

<sup>(i)</sup> Annualized 7-day yield as of period end.

#### Derivative Financial Instruments Outstanding as of Period End

#### Futures Contracts

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | &nbsp;&nbsp;*Number of<br> Contracts* | &nbsp;&nbsp;&nbsp;&nbsp;*Expiration<br> Date* | &nbsp;&nbsp;&nbsp;&nbsp;*Notional<br> Amount<br> (000)* | &nbsp;&nbsp;&nbsp;&nbsp;*Value/<br> Unrealized<br> Appreciation<br> (Depreciation)* |
| Short Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bonds (30 Year)<br>| &nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;03/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;$18454 | &nbsp;&nbsp;&nbsp;&nbsp;$251166 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes (10 Year)<br>| &nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;03/22/23 | &nbsp;&nbsp;&nbsp;&nbsp; 10429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72402 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes (5 Year)<br>| &nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;03/31/23 | &nbsp;&nbsp;&nbsp;&nbsp; 7117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6221 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;$329789 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

BATS: Series E Portfolio

#### Fair Value Hierarchy as of Period End
Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 — Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the Fund has the ability to access;

&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 — Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market–corroborated inputs); and

&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 — Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Valuation Committee's assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund's policy regarding valuation of financial instruments, refer to its most recent financial statements.

The following table summarizes the Fund's financial instruments categorized in the fair value hierarchy. The breakdown of the Fund's financial instruments into major categories is disclosed in the Schedule of Investments above.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;*Level 1* | &nbsp;&nbsp;*Level 2* | &nbsp;&nbsp;*Level 3* | &nbsp;&nbsp;*Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Long-Term Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal Bonds<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$262372028 | &nbsp;&nbsp;$598130 | &nbsp;&nbsp;$262970158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal Bonds Transferred to Tender Option Bond Trusts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 23490439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 23490439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds<br>| &nbsp;&nbsp; 9477094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9477094 |
|  | &nbsp;&nbsp;$9477094 | &nbsp;&nbsp;$285862467 | &nbsp;&nbsp;$598130 | &nbsp;&nbsp;$295937691 |
| Derivative Financial Instruments<sup>(a)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Interest Rate Contracts<br>| &nbsp;&nbsp;$329789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$329789 |

---

<sup>(a)</sup> Derivative financial instruments futures contracts. Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.

The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount for financial statement purposes. As of period end, TOB Trust Certificates of $13,474,000 are categorized as Level 2 within the fair value hierarchy.

---

| | |
|:---|:---|
| **Currency Abbreviation** | **Currency Abbreviation** |
| USD | &nbsp;&nbsp;United States Dollar |

---

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| AMT | &nbsp;&nbsp;Alternative Minimum Tax |
| EDA | &nbsp;&nbsp;Economic Development Authority |
| EDC | &nbsp;&nbsp;Economic Development Corp. |
| FHLMC | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. |
| FNMA | &nbsp;&nbsp;Federal National Mortgage Association |
| GNMA | &nbsp;&nbsp;Government National Mortgage Association |
| GO | &nbsp;&nbsp;General Obligation Bonds |
| HDA | &nbsp;&nbsp;Housing Development Authority |
| HFA | &nbsp;&nbsp;Housing Finance Agency |
| IDA | &nbsp;&nbsp;Industrial Development Authority |
| IDB | &nbsp;&nbsp;Industrial Development Board |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

BATS: Series E Portfolio

IDC Industrial Development Corp. <br> RB Revenue Bonds <br> TA Tax Allocation

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Allocation Target Shares

- **b. Investment Company Act file number:** 811-21457

- **c. CIK number of Registrant:** 0001221845

- **d. LEI of Registrant:** 549300R5YFYF3PL2MC94

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BATS: Series E Portfolio

- **b. EDGAR series identifier (if any):** S000046220

- **c. LEI of Series:** 549300NDUFCM60JJ4W37

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $301485648.36

**Total Liabilities:** $15391023.68

**Net Assets:** $286094624.68

**Cash Not Reported:** $1149094.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 22845.79000000 | **1-Year:** 5303.98000000 | **5-Year:** 16549.18000000 | **10-Year:** 17107.62000000 | **30-Year:** 57805.63000000

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

- **3-Month:** 3655.62000000 | **1-Year:** 1328.86000000 | **5-Year:** 14201.89000000 | **10-Year:** 32730.84000000 | **30-Year:** 139423.93000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144517 | -1.96%               | 6.20%                | 0.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4163524.09             | $-4608325.70                               |
| Month 2  | $-2456789.74             | $21246716.01                               |
| Month 3  | $-943509.54              | $-616512.79                                |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PUERTO RICO SALES TAX FING COR                | Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | CUSIP: 74529JRJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     34000 | PA      | $30187.26     | 0.01%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BREVARD CNTY FL HLTH FACS AUTH                | Brevard County Health Facilities Authority                                       | CUSIP: 107416PN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $595614.22    | 0.21%             | 2034-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTSIDE FL CDD SPL ASSMNT REV                | Westside Community Development District                                          | CUSIP: 96149TAP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    805000 | PA      | $768007.17    | 0.27%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                   | State of Illinois                                                                | CUSIP: 452152Q20<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    295000 | PA      | $304354.28    | 0.11%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CASINO REINVESTMENT DEV AUTH N                | Casino Reinvestment Development Authority Inc                                    | CUSIP: 14760RAW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | PA      | $565160.24    | 0.20%             | 2044-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QVA7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     65000 | PA      | $48054.39     | 0.02%             | 2024-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARLINGTON TX HGR EDU FIN CORP                 | Arlington Higher Education Finance Corp                                          | CUSIP: 041806F96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $394811.50    | 0.14%             | 2051-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QLP5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    250000 | PA      | $187500.00    | 0.07%             | 2020-07-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FING COR                | Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | CUSIP: 74529JRH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2225000 | PA      | $1975489.92   | 0.69%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ARLINGTON TX HGR EDU FIN CORP                 | Arlington Higher Education Finance Corp                                          | CUSIP: 041806F21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $205050.56    | 0.07%             | 2041-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOUSTON TX ARPT SYS REVENUE                   | City of Houston TX Airport System Revenue                                        | CUSIP: 442349DH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $142336.03    | 0.05%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL CT FIN AUTH                    | Mohegan Tribal Finance Authority                                                 | CUSIP: 608327AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    775000 | PA      | $776439.23    | 0.27%             | 2045-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHARLOTTE CNTY FL INDL DEV AUT                | Charlotte County Industrial Development Authority/FL                             | CUSIP: 16080TAD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $100335.54    | 0.04%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST TRANSPRTN COMMISSION                 | Central Texas Turnpike System                                                    | CUSIP: 88283KAY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $204967.07    | 0.07%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QUY6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    940000 | PA      | $694940.36    | 0.24%             | 2022-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QYS5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    545000 | PA      | $402917.55    | 0.14%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TULSA OK AUTH ECON OPPTY TAX A                | Tulsa Authority for Economic Opportunity                                         | CUSIP: 899650AB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $185923.02    | 0.06%             | 2041-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST DEV FIN CORP EDUCTN                | Florida Development Finance Corp                                                 | CUSIP: 34061UJE9<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   1085000 | PA      | $822491.79    | 0.29%             | 2056-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PORTICO FL CDD SPL ASSMNT REVE                | Portico Community Development District                                           | CUSIP: 73641TAE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $89173.32     | 0.03%             | 2031-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BREVARD CNTY FL HLTH FACS AUTH                | Brevard County Health Facilities Authority                                       | CUSIP: 107416PB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $199446.85    | 0.07%             | 2023-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLOTTE CNTY FL INDL DEV AUT                | Charlotte County Industrial Development Authority/FL                             | CUSIP: 16080TAE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $439553.02    | 0.15%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PLAZA AT NOAHS ARK CMNTY IMPT                 | Plaza at Noah's Ark Community Improvement District                               | CUSIP: 72813LAK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $96481.79     | 0.03%             | 2025-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOMPKINS CNTY NY DEV CORP CONT                | Tompkins County Development Corp                                                 | CUSIP: 890090AM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $373552.75    | 0.13%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOUSTON TX ARPT SYS REVENUE                   | City of Houston TX Airport System Revenue                                        | CUSIP: 442349DJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    910000 | PA      | $922843.74    | 0.32%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PIMA CNTY AZ INDL DEV AUTH EDU                | Industrial Development Authority of the County of Pima/The                       | CUSIP: 72177MRY5<br>LEI: 549300QDTQ25545R4K19 | Long             | DBT              | MUN               | US        |    180000 | PA      | $157318.92    | 0.05%             | 2049-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD OF EDU                         | Chicago Board of Education                                                       | CUSIP: 167505WH5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    135000 | PA      | $120388.59    | 0.04%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HLTH FACS AUTH REV                | Colorado Health Facilities Authority                                             | CUSIP: 19648FTJ3<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    380000 | PA      | $285322.71    | 0.10%             | 2058-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST ECON DEV FINGA                | Pennsylvania Economic Development Financing Authority                            | CUSIP: 708686DZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $493951.61    | 0.17%             | 2044-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                    | Public Finance Authority                                                         | CUSIP: 74442PLN3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |      8216 | PA      | $1807.60      | 0.00%             | 2048-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAHOE-DOUGLAS VISITORS AUTH NV                | Tahoe-Douglas Visitors Authority                                                 | CUSIP: 873816AS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $275660.72    | 0.10%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI CHRT SCH RE                | Public Finance Authority                                                         | CUSIP: 744396FX5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    550000 | PA      | $458826.90    | 0.16%             | 2055-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QA77<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   1795000 | PA      | $1373175.00   | 0.48%             | 2033-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAKEWOOD RANCH FL STEWARDSHIP                 | Lakewood Ranch Stewardship District                                              | CUSIP: 51265KBT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $351885.71    | 0.12%             | 2048-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST STRATEGIC FUND LTD                | Michigan Strategic Fund                                                          | CUSIP: 594698PM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $195913.10    | 0.07%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R                | Massachusetts Development Finance Agency                                         | CUSIP: 57584YNC9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    710000 | PA      | $617039.14    | 0.22%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANNING LEWIS RANCH MET DIST #                | Banning Lewis Ranch Metropolitan District No 8                                   | CUSIP: 06663CAA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $378229.65    | 0.13%             | 2051-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FRANKLIN TN HLTH & EDUCTNL FAC                | Franklin Health & Educational Facilities Board                                   | CUSIP: 354732AH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1205000 | PA      | $362033.13    | 0.13%             | 2047-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QB76<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    211943 | PA      | $162136.40    | 0.06%             | 2019-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH REVENUE                  | New Hampshire Business Finance Authority                                         | CUSIP: 63607YAM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $300604.87    | 0.11%             | 2046-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                    | Public Finance Authority                                                         | CUSIP: 74442PEU5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    195000 | PA      | $164150.08    | 0.06%             | 2031-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OHIO ST AIR QUALITY DEV AUTH E                | Ohio Air Quality Development Authority                                           | CUSIP: 67754AAF1<br>LEI: 549300DZUU80AYOR6M80 | Long             | DBT              | MUN               | US        |    780000 | PA      | $687806.68    | 0.24%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QWD0<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     50000 | PA      | $36964.91     | 0.01%             | 2027-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                    | Public Finance Authority                                                         | CUSIP: 74442PLY9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    300000 | PA      | $243409.19    | 0.09%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH                            | Commonwealth of Puerto Rico                                                      | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    537288 | PA      | $290179.79    | 0.10%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PHOENIX AZ INDL DEV AUTH EDU R                | Industrial Development Authority of the City of Phoenix/The                      | CUSIP: 71885FFG7<br>LEI: 549300A62PWFBDWB8332 | Long             | DBT              | MUN               | US        |    570000 | PA      | $521125.52    | 0.18%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA CMNTY IMPT AUTH CA ESSEN                | CSCDA Community Improvement Authority                                            | CUSIP: 126292CG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $290882.99    | 0.10%             | 2059-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARLINGTON TX HGR EDU FIN CORP                 | Arlington Higher Education Finance Corp                                          | CUSIP: 041807BH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $286539.39    | 0.10%             | 2062-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NY LOCAL DEV CORP R                | Huntington Local Development Corp                                                | CUSIP: 446490AR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $95675.45     | 0.03%             | 2056-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOOVER AL INDL DEV BRD ENVNMNT                | Hoover Industrial Development Board                                              | CUSIP: 439241AB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1295000 | PA      | $1460764.88   | 0.51%             | 2050-11-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBE INDIANS CT GAMIN                | Mohegan Tribe of Indians of Connecticut/The                                      | CUSIP: 608333AK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     97065 | PA      | $97135.52     | 0.03%             | 2045-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSCDA CMNTY IMPT AUTH CA ESSEN                | CSCDA Community Improvement Authority                                            | CUSIP: 126292AP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $535500.44    | 0.19%             | 2056-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHEAST ENERGY AUTH AL COMMO                | Southeast Energy Authority A Cooperative District                                | CUSIP: 84136FAH0<br>LEI: 25490090A3RLJHITY273 | Long             | DBT              | MUN               | US        |   1785000 | PA      | $1755683.78   | 0.61%             | 2051-11-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH                            | Commonwealth of Puerto Rico                                                      | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    455430 | PA      | $341449.57    | 0.12%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BREVARD CNTY FL HLTH FACS AUTH                | Brevard County Health Facilities Authority                                       | CUSIP: 107416PE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $466405.70    | 0.16%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QD33<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    840347 | PA      | $642865.46    | 0.22%             | 2020-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HAMILTON CNTY OH HLTH CARE REV                | County of Hamilton OH                                                            | CUSIP: 40727RBT4<br>LEI: 549300TO1E3N4E4YIO28 | Long             | DBT              | MUN               | US        |    190000 | PA      | $174791.88    | 0.06%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CMFA SPL FIN AGY VIII CA ESSEN                | CMFA Special Finance Agency VIII                                                 | CUSIP: 12574VAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    645000 | PA      | $394182.19    | 0.14%             | 2056-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH                            | Commonwealth of Puerto Rico                                                      | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   3096416 | PA      | $1355351.63   | 0.47%             | 2043-11-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA ST PUBLIC SVC A                | South Carolina Public Service Authority                                          | CUSIP: 837151RU5<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    200000 | PA      | $168681.08    | 0.06%             | 2056-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                 | Metropolitan Transportation Authority                                            | CUSIP: 59259YMQ9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    165000 | PA      | $164965.50    | 0.06%             | 2025-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HLTH FACS AUTH REV                | Colorado Health Facilities Authority                                             | CUSIP: 19648FWT7<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    120000 | PA      | $125732.46    | 0.04%             | 2047-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN MN CHARTER SCH LEASE                | City of Deephaven MN                                                             | CUSIP: 24380HAQ5<br>LEI: 5493005IOLNBTFT2MD86 | Long             | DBT              | MUN               | US        |    605000 | PA      | $605034.02    | 0.21%             | 2037-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                    | Public Finance Authority                                                         | CUSIP: 74442PPS8<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |  19530000 | PA      | $1052363.50   | 0.37%             | 2060-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                    | Public Finance Authority                                                         | CUSIP: 74442PTG0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    680000 | PA      | $518744.20    | 0.18%             | 2056-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHLANDS CO MET DIST #1                     | Southlands Metropolitan District No 1                                            | CUSIP: 84454RAW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $237734.41    | 0.08%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE MD SPL OBLIG                        | City of Baltimore MD                                                             | CUSIP: 05923TCL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $177968.78    | 0.06%             | 2030-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH REVENUE                  | New Hampshire Business Finance Authority                                         | CUSIP: 63607YAB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $296618.58    | 0.10%             | 2042-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST HSG FIN COMMISSI                | Washington State Housing Finance Commission                                      | CUSIP: 93978LGH3<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |    350000 | PA      | $304665.11    | 0.11%             | 2056-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BREVARD CNTY FL HLTH FACS AUTH                | Brevard County Health Facilities Authority                                       | CUSIP: 107416PJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    555000 | PA      | $527661.45    | 0.18%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHOENIX AZ INDL DEV AUTH STUDE                | Industrial Development Authority of the City of Phoenix/The                      | CUSIP: 71885DEH1<br>LEI: 549300A62PWFBDWB8332 | Long             | DBT              | MUN               | US        |    880000 | PA      | $814211.35    | 0.28%             | 2059-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEMINOLE CNTY FL INDL DEV AUTH                | Seminole County Industrial Development Authority                                 | CUSIP: 81669TAD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $493240.57    | 0.17%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MET NASHVILLE TN ARPT AUTH ARP                | Metropolitan Nashville Airport Authority/The                                     | CUSIP: 592190QR6<br>LEI: 549300IC0HNF8TDXEE63 | Long             | DBT              | MUN               | US        |    265000 | PA      | $291331.71    | 0.10%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | CBOT US Long Bond                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -148 | NC      | $251166.36    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAND OAKS CDD FL SPL ASSMNT R                | Grand Oaks Community Development District                                        | CUSIP: 38611CAJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $206122.34    | 0.07%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QXH0<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    235000 | PA      | $173735.09    | 0.06%             | 2019-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY MO INDL DEV AUTH A                | Kansas City Industrial Development Authority                                     | CUSIP: 48504NBE8<br>LEI: 549300QWDXL46XQC8110 | Long             | DBT              | MUN               | US        |   1275000 | PA      | $1278290.42   | 0.45%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FING COR                | Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | CUSIP: 74529JRK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    317000 | PA      | $267318.95    | 0.09%             | 2053-07-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | 10 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -93 | NC      | $72401.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BALLSTON QUARTER CMNTY DEV AUT                | Ballston Quarter Community Development Authority                                 | CUSIP: 058696AB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $193706.51    | 0.07%             | 2031-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SAWYERS LANDING CDD FL SPL ASS                | Sawyers Landing Community Development District                                   | CUSIP: 805517AD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    815000 | PA      | $639450.86    | 0.22%             | 2053-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA AUTH FOR INDL                 | Philadelphia Authority for Industrial Development                                | CUSIP: 71780TBL6<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |    235000 | PA      | $244871.25    | 0.09%             | 2052-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                    | Public Finance Authority                                                         | CUSIP: 74442PDE2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    275000 | PA      | $206250.00    | 0.07%             | 2046-11-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| W VLGS FL IMPT DIST                           | West Villages Improvement District                                               | CUSIP: 956454BJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $175803.04    | 0.06%             | 2039-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QC91<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     49170 | PA      | $37615.05     | 0.01%             | 2020-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANDRIDGE CMNTY DEV DIST FL SP                | Sandridge Community Development District                                         | CUSIP: 80007LAD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $98494.54     | 0.03%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST LIBERTY DEV CORP L                | New York Liberty Development Corp                                                | CUSIP: 649519DC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $146858.81    | 0.05%             | 2040-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST ECON DEV AUTH CH                | New Jersey Economic Development Authority                                        | CUSIP: 64578QAC4<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    945000 | PA      | $803102.49    | 0.28%             | 2054-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IOWA ST FIN AUTH REVENUE                      | Iowa Finance Authority                                                           | CUSIP: 46246K4T6<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    940000 | PA      | $783754.98    | 0.27%             | 2048-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GTR ORLANDO FL AVIATION AUTH A                | Greater Orlando Aviation Authority                                               | CUSIP: 392274F84<br>LEI: 549300CP6PUG5S184F61 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250152.38    | 0.09%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL WSTWTR TRANSMISSION                | City of Chicago IL Wastewater Transmission Revenue                               | CUSIP: 167727WV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $508956.80    | 0.18%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE MD SPL OBLIG                        | City of Baltimore MD                                                             | CUSIP: 05923TBW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $98012.68     | 0.03%             | 2027-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PALISADE CO MET DIST #2 LIMITE                | Palisade Metropolitan District No 2                                              | CUSIP: 696392AC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $599766.12    | 0.21%             | 2049-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HARDIN CNTY OH ECON DEV FACILI                | County of Hardin OH                                                              | CUSIP: 412003AB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $135260.76    | 0.05%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTCHESTER CNTY NY LOCAL DEV                 | Westchester County Local Development Corp                                        | CUSIP: 95737TET9<br>LEI: 549300KOSU8OC75V9238 | Long             | DBT              | MUN               | US        |    615000 | PA      | $493323.35    | 0.17%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARICOPA CNTY INDL DEV AUTH EX                | Maricopa County Industrial Development Authority                                 | CUSIP: 56678TAA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1041447.38   | 0.36%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI ARPT FACS R                | Public Finance Authority                                                         | CUSIP: 74443CAC7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    750000 | PA      | $733646.00    | 0.26%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORANGE CNTY FL HLTH FACS AUTH                 | Orange County Health Facilities Authority                                        | CUSIP: 68450LDT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $256722.68    | 0.09%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA ST JOBS-ECON DE                | South Carolina Jobs-Economic Development Authority                               | CUSIP: 83704MCH7<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |    325000 | PA      | $310361.44    | 0.11%             | 2062-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST TRANSPRTN COMMISSION                 | Texas Transportation Commission State Highway 249 System                         | CUSIP: 88283NAK8<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $399281.54    | 0.14%             | 2040-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TRANSPRTN DEV CORP                | New York Transportation Development Corp                                         | CUSIP: 650116CY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    710000 | PA      | $706754.81    | 0.25%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES                | New York State Dormitory Authority                                               | CUSIP: 64990CQA2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    215000 | PA      | $213645.10    | 0.07%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA CMNTY IMPT AUTH CA ESSEN                | CSCDA Community Improvement Authority                                            | CUSIP: 126292AF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $68759.96     | 0.02%             | 2056-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SALEM HOSPITAL FACILITY AUTHORITY             | SALEM HOSPITAL FACILITY AUTHORITY (TOBS)                                         | CUSIP: 794458FX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4487062.50   | 1.57%             | 2049-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT AUTH IA TOB                | Iowa Tobacco Settlement Authority                                                | CUSIP: 888805CJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4880000 | PA      | $553370.97    | 0.19%             | 2065-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI CHRT SCH RE                | Public Finance Authority                                                         | CUSIP: 744396EW8<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1435000 | PA      | $1232108.42   | 0.43%             | 2049-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BALTIMORE MD SPL OBLIG                        | City of Baltimore MD                                                             | CUSIP: 05923TCR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    610000 | PA      | $518221.28    | 0.18%             | 2035-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA TOBACCO SETTL                | District of Columbia Tobacco Settlement Financing Corp                           | CUSIP: 254842BB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8970000 | PA      | $1957301.00   | 0.68%             | 2046-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL REGION FL CDD REVENUE                 | Capital Region Community Development District                                    | CUSIP: 14044NBQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $468980.35    | 0.16%             | 2031-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI SPL FAC REV                | Public Finance Authority                                                         | CUSIP: 74446DAJ7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1160000 | PA      | $821299.06    | 0.29%             | 2054-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EAST CENTRL VT TELECOMMUNICATI                | East Central Vermont Telecommunications District                                 | CUSIP: 271524AY6<br>LEI: 549300UHVQS0JED3EZ33 | Long             | DBT              | MUN               | US        |    705000 | PA      | $574866.58    | 0.20%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI CHRT SCH RE                | Public Finance Authority                                                         | CUSIP: 744396GA4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    360000 | PA      | $332707.90    | 0.12%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CUYAHOGA CNTY OH POR                | Cleveland-Cuyahoga County Port Authority                                         | CUSIP: 18611HAA3<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |    155000 | PA      | $120666.27    | 0.04%             | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSCDA CMNTY IMPT AUTH CA ESSEN                | CSCDA Community Improvement Authority                                            | CUSIP: 126292AU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $150816.73    | 0.05%             | 2056-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA ST INDL DEV AUTH EDU R                | Arizona Industrial Development Authority                                         | CUSIP: 04052BLP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    920000 | PA      | $937500.58    | 0.33%             | 2055-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASHVILLE & DAVIDSON                 | Metropolitan Government Nashville & Davidson County Industrial Development Board | CUSIP: 59211SAB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    685000 | PA      | $218933.62    | 0.08%             | 2043-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HENDERSON KY EXEMPT FACS REVEN                | City of Henderson KY                                                             | CUSIP: 425099AB4<br>LEI: 549300UJ32J1O26W1T80 | Long             | DBT              | MUN               | US        |    130000 | PA      | $114758.10    | 0.04%             | 2052-01-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DETROIT MI                                    | City of Detroit MI                                                               | CUSIP: 2510933S7<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45026.63     | 0.02%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD OF EDU                         | Chicago Board of Education                                                       | CUSIP: 167505WB8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    190000 | PA      | $180700.07    | 0.06%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST ECON DEV AUTH RE                | New Jersey Economic Development Authority                                        | CUSIP: 64577XAF3<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    945000 | PA      | $959505.57    | 0.34%             | 2040-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAKEWOOD RANCH FL STEWARDSHIP                 | Lakewood Ranch Stewardship District                                              | CUSIP: 51265KBR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $177970.07    | 0.06%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION         | TRS SSWAP 4 COSMED                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |         1 | NC      | $0.11         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PUERTO RICO CMWLTH                            | Commonwealth of Puerto Rico                                                      | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    417505 | PA      | $362183.39    | 0.13%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VLG AT DRY CREEK MET DIST NO 2                | Village at Dry Creek Metropolitan District No 2/The                              | CUSIP: 92705AAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    813000 | PA      | $665588.11    | 0.23%             | 2044-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                    | Public Finance Authority                                                         | CUSIP: 74442PVU6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    125000 | PA      | $101610.05    | 0.04%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FING COR                | Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | CUSIP: 74529JQW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    477000 | PA      | $118528.70    | 0.04%             | 2046-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMTER CNTY AL INDL DEV AUTH E                | Sumter County Industrial Development Authority/AL                                | CUSIP: 86651LAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    905000 | PA      | $825724.53    | 0.29%             | 2052-07-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ARKANSAS ST DEV FIN AUTH INDL                 | Arkansas Development Finance Authority                                           | CUSIP: 04108WCD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3755000 | PA      | $3503819.04   | 1.22%             | 2049-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QVD1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     75000 | PA      | $55447.37     | 0.02%             | 2033-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HLTH FACS AUTH REV                | Colorado Health Facilities Authority                                             | CUSIP: 19648FTH7<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    180000 | PA      | $143888.79    | 0.05%             | 2049-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CMFA SPL FIN AGY I CA ESSENTIA                | CMFA Special Finance Agency I                                                    | CUSIP: 12574TAB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $1754300.48   | 0.61%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MISSION TX ECON DEV CORP REVEN                | Mission Economic Development Corp                                                | CUSIP: 605156AC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $277644.56    | 0.10%             | 2031-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHATTANOOGA-HAMILTON CNTY TN H                | Chattanooga-Hamilton County Hospital Authority                                   | CUSIP: 162362HY6<br>LEI: 549300BFNMBLLM3M6C70 | Long             | DBT              | MUN               | US        |    250000 | PA      | $237345.60    | 0.08%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY MO INDL DEV AUTH S                | Kansas City Industrial Development Authority                                     | CUSIP: 48504LAD5<br>LEI: 549300QWDXL46XQC8110 | Long             | DBT              | MUN               | US        |    116345 | PA      | $94762.71     | 0.03%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTERRA CO MET DIST #1 SPL RE                | Centerra Metropolitan District No 1                                              | CUSIP: 15200XAG8<br>LEI: 549300SHE5ZPSMGZH793 | Long             | DBT              | MUN               | US        |    155000 | PA      | $132099.68    | 0.05%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD OF EDU                         | Chicago Board of Education                                                       | CUSIP: 167505YL4<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    930000 | PA      | $797796.35    | 0.28%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                    | Public Finance Authority                                                         | CUSIP: 74442PLX1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    245000 | PA      | $208202.61    | 0.07%             | 2044-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TULSA CNTY OK INDL AUTH SENIOR                | Tulsa County Industrial Authority                                                | CUSIP: 899530BA6<br>LEI: 549300WEYXBXLGN1E271 | Long             | DBT              | MUN               | US        |    965000 | PA      | $928123.53    | 0.32%             | 2045-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OREGON ST FACS AUTH REVENUE                   | Oregon State Facilities Authority                                                | CUSIP: 68608JXL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $272870.01    | 0.10%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DENVER CO CONVENTION CENTER HO                | Denver Convention Center Hotel Authority                                         | CUSIP: 249189DS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $945722.85    | 0.33%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WINDWARD AT LAKEWOOD RANCH CDD                | Windward at Lakewood Ranch Community Development District                        | CUSIP: 97382EAJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $116311.14    | 0.04%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                    | Public Finance Authority                                                         | CUSIP: 74442PPT6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    725000 | PA      | $625312.83    | 0.22%             | 2035-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey       | Port Authority of New York & New Jersey                                          | CUSIP: 73358W5U4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   5015000 | PA      | $4290217.42   | 1.50%             | 2055-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOUISIANA ST LOCAL GOVT ENVRNM                | Louisiana Local Government Environmental Facilities & Community Development Auth | CUSIP: 54628CHY1<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    400000 | PA      | $352956.60    | 0.12%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOORESVILLE NC SPL ASSMNT REVE                | Town of Mooresville NC                                                           | CUSIP: 616129AA0<br>LEI: 549300ISWSZ083ZKZF60 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250448.32    | 0.09%             | 2040-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MANHATTAN KS HLTH CARE FAC REV                | City of Manhattan KS                                                             | CUSIP: 563017EF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $184557.15    | 0.06%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY HOUSING DEVELOPMENT CORP        | NEW YORK CITY HOUSING DEVELOPMENT CORP-A (TOBS)                                  | CUSIP: 64972C7L1<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   1518000 | PA      | $1442146.30   | 0.50%             | 2038-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                    | Public Finance Authority                                                         | CUSIP: 74442PVT9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    115000 | PA      | $109426.84    | 0.04%             | 2032-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK VA REDEV & HSG AUTH RE                | Norfolk Redevelopment & Housing Authority                                        | CUSIP: 655909CJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $229446.83    | 0.08%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL TRUST AGY FL EDUCTNL F                | Capital Trust Agency Inc                                                         | CUSIP: 14054CDX4<br>LEI: 549300F49UWS7X0OGQ59 | Long             | DBT              | MUN               | US        |    160000 | PA      | $143553.43    | 0.05%             | 2056-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PALM BEACH CNTY FL HLTH FACS A                | Palm Beach County Health Facilities Authority                                    | CUSIP: 69651ACE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $220529.97    | 0.08%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWARK HGR EDU FIN CORP TX EDU                | Newark Higher Education Finance Corp                                             | CUSIP: 650346BW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $307599.27    | 0.11%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH                            | Commonwealth of Puerto Rico                                                      | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    440283 | PA      | $453702.61    | 0.16%             | 2031-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                    | Public Finance Authority                                                         | CUSIP: 74442PTF2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    715000 | PA      | $558733.35    | 0.20%             | 2051-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH                            | Commonwealth of Puerto Rico                                                      | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    375280 | PA      | $315565.21    | 0.11%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HIGHLANDS MET DIST #1 CO                      | Highlands Metropolitan District No 1                                             | CUSIP: 43103RAC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $472544.44    | 0.17%             | 2051-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA ST INDL DEV AUTH EDU R                | Arizona Industrial Development Authority                                         | CUSIP: 04052BLY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $238233.55    | 0.08%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE MD SPL OBLIG                        | City of Baltimore MD                                                             | CUSIP: 05923TCM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $197852.94    | 0.07%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL TRUST AGY FL REVENUE                  | Capital Trust Agency Inc                                                         | CUSIP: 14052WDR5<br>LEI: 549300F49UWS7X0OGQ59 | Long             | DBT              | MUN               | US        |  36570000 | PA      | $1781332.75   | 0.62%             | 2061-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HAMILTON CNTY OH HOSP FACS REV                | County of Hamilton OH                                                            | CUSIP: 407272Z97<br>LEI: 549300TO1E3N4E4YIO28 | Long             | DBT              | MUN               | US        |    915000 | PA      | $804599.99    | 0.28%             | 2050-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAHOE-DOUGLAS VISITORS AUTH NV                | Tahoe-Douglas Visitors Authority                                                 | CUSIP: 873816AR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    405000 | PA      | $407523.80    | 0.14%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAKEWOOD RANCH FL STEWARDSHIP                 | Lakewood Ranch Stewardship District                                              | CUSIP: 51265KAS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $144711.34    | 0.05%             | 2035-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HSG FIN AGY MUNI CT                | California Housing Finance Agency                                                | CUSIP: 13033DAJ4<br>LEI: 549300BOPCVLBA552Z14 | Long             | ABS-MBS          | MUN               | US        |    963979 | PA      | $833358.66    | 0.29%             | 2036-08-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION         | TRS SSWAP 4 ESCMED                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |         1 | NC      | $0.15         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NEW YORK ST TRANSPRTN DEV CORP                | New York Transportation Development Corp                                         | CUSIP: 650116AL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $503684.50    | 0.18%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YAMHILL CNTY OR HOSP AUTH                     | Yamhill County Hospital Authority                                                | CUSIP: 98464UAP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $271654.15    | 0.09%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAKEWOOD RANCH FL STEWARDSHIP                 | Lakewood Ranch Stewardship District                                              | CUSIP: 51265KCP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $155544.66    | 0.05%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QVX7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   2320000 | PA      | $1715171.94   | 0.60%             | 2040-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UTAH ST CHRT SCH FIN AUTH CHRT                | Utah Charter School Finance Authority                                            | CUSIP: 91754TC76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $201034.13    | 0.07%             | 2055-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATTARAUGUS CNTY NY CAPITAL RE                | County of Cattaraugus NY                                                         | CUSIP: 14946TAP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $195829.22    | 0.07%             | 2044-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PORT BEAUMONT TX NAV DIST DOCK                | Port Beaumont Navigation District                                                | CUSIP: 73360CAN4<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |   1220000 | PA      | $723699.80    | 0.25%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI CHRT SCH RE                | Public Finance Authority                                                         | CUSIP: 744396GZ9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    145000 | PA      | $114598.80    | 0.04%             | 2056-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WINDWARD AT LAKEWOOD RANCH CDD                | Windward at Lakewood Ranch Community Development District                        | CUSIP: 97382EAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $135465.92    | 0.05%             | 2052-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAKEWOOD RANCH FL STEWARDSHIP                 | Lakewood Ranch Stewardship District                                              | CUSIP: 51265KCU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $195615.48    | 0.07%             | 2025-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH REVENUE                  | New Hampshire Business Finance Authority                                         | CUSIP: 63607YAH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $152534.24    | 0.05%             | 2043-07-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| WAYNE CNTY MI ARPT AUTH REVENU                | Wayne County Airport Authority                                                   | CUSIP: 944514SW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $513166.05    | 0.18%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HLTH CARE FACS F                | New Jersey Health Care Facilities Financing Authority                            | CUSIP: 64579F6U2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $222365.45    | 0.08%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QKL5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    160000 | PA      | $118287.72    | 0.04%             | 2018-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOUISIANA PUB FACS AUTH REVENU                | Louisiana Public Facilities Authority                                            | CUSIP: 546399KX3<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |    455000 | PA      | $395447.67    | 0.14%             | 2051-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANGELINA & NECHES RIVER AUTH I                | Angelina & Neches River Authority                                                | CUSIP: 03469KAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $353426.94    | 0.12%             | 2045-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WESTCHESTER CNTY NY LOCAL DEV                 | Westchester County Local Development Corp                                        | CUSIP: 95737TES1<br>LEI: 549300KOSU8OC75V9238 | Long             | DBT              | MUN               | US        |    510000 | PA      | $428701.24    | 0.15%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LA PAZ CNTY AZ INDL DEV AUTH E                | La Paz County Industrial Development Authority                                   | CUSIP: 50376HAC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $263603.04    | 0.09%             | 2048-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R                | Massachusetts Development Finance Agency                                         | CUSIP: 57584YN39<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    225000 | PA      | $166746.64    | 0.06%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOUISIANA PUB FACS AUTH REVENU                | Louisiana Public Facilities Authority                                            | CUSIP: 546399KY1<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |    840000 | PA      | $709321.08    | 0.25%             | 2060-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CELEBRATION POINTE CMNTY DEV D                | Celebration Pointe Community Development District No 1                           | CUSIP: 15102HAC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $222983.48    | 0.08%             | 2045-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD OF EDU                         | Chicago Board of Education                                                       | CUSIP: 167505TK2<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    625000 | PA      | $592698.91    | 0.21%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OSCEOLA CNTY FL TRANSPRTN REVE                | County of Osceola FL Transportation Revenue                                      | CUSIP: 688031FD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $144703.61    | 0.05%             | 2048-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION         | TRS SSWAP 4 SDGAPT                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |         1 | NC      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MARYLAND ST ECON DEV CORP PRIV                | Maryland Economic Development Corp                                               | CUSIP: 57422JBY3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    570000 | PA      | $587163.89    | 0.21%             | 2047-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSCDA CMNTY IMPT AUTH CA ESSEN                | CSCDA Community Improvement Authority                                            | CUSIP: 126292BQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $243683.73    | 0.09%             | 2057-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSCDA CMNTY IMPT AUTH CA ESSEN                | CSCDA Community Improvement Authority                                            | CUSIP: 126292AY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1090000 | PA      | $706108.98    | 0.25%             | 2056-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HAMPTON ROADS VA TRANSPRTN ACC                | Hampton Roads Transportation Accountability Commission                           | CUSIP: 409328AU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $264681.77    | 0.09%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST HSG FIN COMMISSI                | Washington State Housing Finance Commission                                      | CUSIP: 939783SQ0<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |    210000 | PA      | $195694.73    | 0.07%             | 2045-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QB84<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    177018 | PA      | $135418.77    | 0.05%             | 2019-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MARICOPA CNTY AZ INDL DEV AUTH                | Maricopa County Industrial Development Authority                                 | CUSIP: 56678RAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $283414.14    | 0.10%             | 2040-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                    | Public Finance Authority                                                         | CUSIP: 74442PMU6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    165000 | PA      | $155109.78    | 0.05%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FING COR                | Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | CUSIP: 74529JPX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2171000 | PA      | $1963961.28   | 0.69%             | 2058-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY ST PUBLIC ENERGY AUTH                | Kentucky Public Energy Authority                                                 | CUSIP: 74440DCM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2310000 | PA      | $2284725.92   | 0.80%             | 2050-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CLACKAMAS CNTY OR SCH DIST #12                | Clackamas County School District No 12 North Clackamas                           | CUSIP: 179093HN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $139854.73    | 0.05%             | 2038-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TRANSPRTN DEV CORP                | New York Transportation Development Corp                                         | CUSIP: 650116FQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    830000 | PA      | $847441.58    | 0.30%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Medical Care Commission        | NORTH CAROLINA MED CARE COMMN RETIREMENT FACS REV FIRST MTG REV REF BDS 2014A    | CUSIP: 65820YST4<br>LEI: 549300FH6KOXGCHQYG81 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20413.91     | 0.01%             | 2041-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HLTH FACS AUTH REV                | Colorado Health Facilities Authority                                             | CUSIP: 19648FWU4<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    305000 | PA      | $310571.78    | 0.11%             | 2052-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA ST JOBS-ECON DE                | South Carolina Jobs-Economic Development Authority                               | CUSIP: 83703FJK9<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1021769.71   | 0.36%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP                 | New York City Housing Development Corp                                           | CUSIP: 64972B8M0<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $913868.18    | 0.32%             | 2044-11-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH HLTHS                | Oklahoma Development Finance Authority                                           | CUSIP: 67884XCH8<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     90000 | PA      | $78726.64     | 0.03%             | 2048-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GRAND OAKS CDD FL SPL ASSMNT R                | Grand Oaks Community Development District                                        | CUSIP: 38611CAH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $193425.47    | 0.07%             | 2040-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA ST INDL DEV AUTH EDU R                | Arizona Industrial Development Authority                                         | CUSIP: 04052BAK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $225952.70    | 0.08%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HOUSING FINANCE AGENCY         | NORTH CAROLINA HOUSING FINANCE AGENCY (TOBS)                                     | CUSIP: 658207VC6<br>LEI: EC4EE0PS5OP5O69B5C39 | Long             | DBT              | MUN               | US        |    120000 | PA      | $120000.00    | 0.04%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QYC0<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     40000 | PA      | $29571.93     | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OREGON ST FACS AUTH REVENUE                   | Oregon State Facilities Authority                                                | CUSIP: 68608JZA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $316359.31    | 0.11%             | 2052-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST FIN AUTH EDUCTNL F                | Illinois Finance Authority                                                       | CUSIP: 452029AD3<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151088.10    | 0.05%             | 2045-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHERRY HILL VA CMNTY DEV AUTHS                | Cherry Hill Community Development Authority                                      | CUSIP: 164631AC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $247149.14    | 0.09%             | 2045-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HAYS CNTY TX SPL ASSMNT REVENU                | County of Hays TX                                                                | CUSIP: 420894AE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $253197.10    | 0.09%             | 2045-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH CH                | California Municipal Finance Authority                                           | CUSIP: 130486AJ2<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    150000 | PA      | $146330.66    | 0.05%             | 2044-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HLTH CARE FACS F                | New Jersey Health Care Facilities Financing Authority                            | CUSIP: 645790QE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1865000 | PA      | $1331399.01   | 0.47%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LORETTO HEIGHTS CMNTY AUTH CO                 | Loretto Heights Community Authority                                              | CUSIP: 544084AA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $429217.24    | 0.15%             | 2051-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL TRUST AGY FL EDUCTNL F                | Capital Trust Agency Inc                                                         | CUSIP: 14054CDW6<br>LEI: 549300F49UWS7X0OGQ59 | Long             | DBT              | MUN               | US        |    100000 | PA      | $96741.94     | 0.03%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QA69<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    775000 | PA      | $592875.00    | 0.21%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST STWD FING AUTH T                | California Statewide Financing Authority                                         | CUSIP: 130923BH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85050.39     | 0.03%             | 2043-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST DEV FIN CORP EDUCTN                | Florida Development Finance Corp                                                 | CUSIP: 34061UJG4<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    370000 | PA      | $311564.63    | 0.11%             | 2056-12-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R                | Massachusetts Development Finance Agency                                         | CUSIP: 57584XD57<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $500668.30    | 0.18%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R                | Massachusetts Development Finance Agency                                         | CUSIP: 57584YFK0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000189.51   | 0.35%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VINCENNES IN ECON DEV REVENUE                 | City of Vincennes IN                                                             | CUSIP: 927216BR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $319652.92    | 0.11%             | 2029-01-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SAINT JAMES PARISH LA REVENUE                 | Parish of St James LA                                                            | CUSIP: 790103AV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $1013900.46   | 0.35%             | 2040-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AURORA CROSSROADS MET DIST NO                 | Aurora Crossroads Metropolitan District No 2                                     | CUSIP: 05162QAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $430212.56    | 0.15%             | 2050-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI CHRT SCH RE                | Public Finance Authority                                                         | CUSIP: 744396GY2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    195000 | PA      | $157703.74    | 0.06%             | 2051-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAKEWOOD RANCH FL STEWARDSHIP                 | Lakewood Ranch Stewardship District                                              | CUSIP: 51265KCE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $473071.69    | 0.17%             | 2039-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QZA3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    125000 | PA      | $92412.28     | 0.03%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST DEV FIN CORP EDUCTN                | Florida Development Finance Corp                                                 | CUSIP: 34061UGX0<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   2490000 | PA      | $2044284.65   | 0.71%             | 2055-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST ECON DEV AUTH RE                | New Jersey Economic Development Authority                                        | CUSIP: 64577XAC0<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58373.74     | 0.02%             | 2040-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                    | Public Finance Authority                                                         | CUSIP: 74442PMT9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    100000 | PA      | $98224.10     | 0.03%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTCHESTER CNTY NY HLTHCARE C                | Westchester County Healthcare Corp/NY                                            | CUSIP: 957366DS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305949 | PA      | $307543.36    | 0.11%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORT BEND CNTY TX INDL DEV COR                | Fort Bend County Industrial Development Corp                                     | CUSIP: 346786AH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $445394.70    | 0.16%             | 2042-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTCREEK MET DIST #2 CO                      | Westcreek Metropolitan District No 2                                             | CUSIP: 95752TAA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $446923.03    | 0.16%             | 2048-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MAIN STREET NATURAL GAS INC GA                | Main Street Natural Gas Inc                                                      | CUSIP: 56035DBW1<br>LEI: 549300NY5M0QVZ6X4U26 | Long             | DBT              | MUN               | US        |    950000 | PA      | $933478.07    | 0.33%             | 2049-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST HSG FIN COMMISSI                | Washington State Housing Finance Commission                                      | CUSIP: 93978TS59<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | CORP              | US        |    195435 | PA      | $172177.91    | 0.06%             | 2035-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST CONVENTION CENTE                | Washington State Convention Center Public Facilities District                    | CUSIP: 93976AEU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1230000 | PA      | $709841.81    | 0.25%             | 2058-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST HSG FIN COMMISSI                | Washington State Housing Finance Commission                                      | CUSIP: 939783VX1<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $944680.33    | 0.33%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HLTH FACS AUTH REV                | Colorado Health Facilities Authority                                             | CUSIP: 19648FTF1<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    250000 | PA      | $228809.19    | 0.08%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DULUTH MN ECON DEV AUTH HLTH C                | Duluth Economic Development Authority                                            | CUSIP: 26444CHF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $426987.16    | 0.15%             | 2058-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI EDU REVENUE                | Public Finance Authority                                                         | CUSIP: 74442EFA3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    875000 | PA      | $838335.01    | 0.29%             | 2049-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WATERS EDGE MET DIST #2 CO                    | Waters' Edge Metropolitan District No 2                                          | CUSIP: 94184VAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | PA      | $449838.65    | 0.16%             | 2051-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST DEV FIN CORP EDUCTN                | Florida Development Finance Corp                                                 | CUSIP: 34061UBQ0<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |     45000 | PA      | $43353.51     | 0.02%             | 2044-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MINNEAPOLIS MN CHARTER SCH LEA                | City of Minneapolis MN                                                           | CUSIP: 60375CBC7<br>LEI: 54930069TEI1INHRHS55 | Long             | DBT              | MUN               | US        |    435000 | PA      | $396993.85    | 0.14%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PORT AUTHORITY OF NEW YORK & NEW JERSEY       | PORT AUTHORITY OF NEW YORK & NEW JERSEY (TOBS)                                   | CUSIP: 73358WZK3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1028661.16   | 0.36%             | 2055-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST THRUWAY AUTH GEN R                | New York State Thruway Authority                                                 | CUSIP: 650010CJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1190000 | PA      | $1085620.97   | 0.38%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HASTINGS CAMPUS HSG FIN AUTH C                | Hastings Campus Housing Finance Authority                                        | CUSIP: 418338AC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $340911.64    | 0.12%             | 2061-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL PLAINS ENERGY PROJECT                 | CENTRAL PLAINS ENERGY PROJECT (TOBS)                                             | CUSIP: 154871CU9<br>LEI: SVQOT7V5CPLIGNP5BE29 | Long             | DBT              | MUN               | US        |   2860000 | PA      | $2964993.46   | 1.04%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IOWA ST STUDENT LOAN LIQUIDITY                | Iowa Student Loan Liquidity Corp                                                 | CUSIP: 462590MT4<br>LEI: 549300FO1LWVSZKGJK70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1592384.04   | 0.56%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QC83<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     49170 | PA      | $37615.05     | 0.01%             | 2020-01-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KNOX CNTY TN HLTH EDUCTNL & HS                | Knox County Health Educational & Housing Facility Board                          | CUSIP: 49952MEG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    690000 | PA      | $698963.44    | 0.24%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HSG FIN AGY MUNI CT                | California Housing Finance Agency                                                | CUSIP: 13033DAE5<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |    959787 | PA      | $868105.10    | 0.30%             | 2035-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHAUTAUQUA NY TOBACCO ASSET SE                | Chautauqua Tobacco Asset Securitization Corp                                     | CUSIP: 162564BB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $976787.19    | 0.34%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSPRTN TRUST                 | New Jersey Transportation Trust Fund Authority                                   | CUSIP: 6461367J4<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2681344.98   | 0.94%             | 2045-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SALT VERDE AZ FINANCIAL CORP S                | Salt Verde Financial Corp                                                        | CUSIP: 79575EAS7<br>LEI: 549300VEWOZY6TQOIF03 | Long             | DBT              | MUN               | US        |    500000 | PA      | $510542.64    | 0.18%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK VA REDEV & HSG AUTH RE                | Norfolk Redevelopment & Housing Authority                                        | CUSIP: 655909CK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $178908.12    | 0.06%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UTAH ST CHRT SCH FIN AUTH CHRT                | Utah Charter School Finance Authority                                            | CUSIP: 91754TH30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $243008.88    | 0.08%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI CHRT SCH RE                | Public Finance Authority                                                         | CUSIP: 744396GB2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    875000 | PA      | $740481.37    | 0.26%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA ST HSG FIN AGY                 | North Carolina Housing Finance Agency                                            | CUSIP: 658207T88<br>LEI: EC4EE0PS5OP5O69B5C39 | Long             | DBT              | MUN               | US        |    820000 | PA      | $893299.07    | 0.31%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBE INDIANS CT GAMIN                | Mohegan Tribe of Indians of Connecticut/The                                      | CUSIP: 608333AR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $341682.83    | 0.12%             | 2030-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                      | Virginia Housing Development Authority                                           | CUSIP: 92812VP75<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $820343.59    | 0.29%             | 2050-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SAINT PAUL MN HSG & REDEV AUTH                | Housing & Redevelopment Authority of The City of St Paul Minnesota               | CUSIP: 852297CH1<br>LEI: 549300FQCUW4VH929113 | Long             | DBT              | MUN               | US        |    240000 | PA      | $237943.63    | 0.08%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE MD SPL OBLIG                        | City of Baltimore MD                                                             | CUSIP: 05923TDA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $161467.59    | 0.06%             | 2042-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PIMA CNTY AZ INDL DEV AUTH EDU                | Industrial Development Authority of the County of Pima/The                       | CUSIP: 72177MTQ0<br>LEI: 549300QDTQ25545R4K19 | Long             | DBT              | MUN               | US        |    295000 | PA      | $259129.68    | 0.09%             | 2056-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRESERVE AT S BRANCH CDD FL SP                | Preserve at South Branch Community Development District                          | CUSIP: 74082PAF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $182845.63    | 0.06%             | 2030-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOUISIANA PUB FACS AUTH REVENU                | Louisiana Public Facilities Authority                                            | CUSIP: 546399KW5<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |    310000 | PA      | $279521.79    | 0.10%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QUV2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     70000 | PA      | $51750.88     | 0.02%             | 2019-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TROUT CREEK CDD FL CAPITAL IMP                | Trout Creek Community Development District                                       | CUSIP: 897188AC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $199988.91    | 0.07%             | 2045-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HLTH & EDUCTNL                 | Connecticut State Health & Educational Facilities Authority                      | CUSIP: 20775DHJ4<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |    255000 | PA      | $210211.52    | 0.07%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JUBAN CROSSING ECON DEV DIST L                | Juban Crossing Economic Development District                                     | CUSIP: 48125RAK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $315888.72    | 0.11%             | 2044-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BUCKEYE OH TOBACCO SETTLEMENT                 | Buckeye Tobacco Settlement Financing Authority                                   | CUSIP: 118217CZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1945000 | PA      | $1681258.04   | 0.59%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD OF EDU                         | Chicago Board of Education                                                       | CUSIP: 167505PS9<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    230000 | PA      | $213003.53    | 0.07%             | 2035-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OSCEOLA CHAIN LAKES CDD FL CAP                | Osceola Chain Lakes Community Development District                               | CUSIP: 688017AE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $265047.09    | 0.09%             | 2025-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IDAHO ST HLTH FACS AUTH HOSP R                | Idaho Health Facilities Authority                                                | CUSIP: 45129UCG7<br>LEI: 549300X43KY1C2WW0J97 | Long             | DBT              | MUN               | US        |    330000 | PA      | $312073.65    | 0.11%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY HSG AGY WORKF                | California Community Housing Agency                                              | CUSIP: 13013HAA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $144030.59    | 0.05%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENNERGY CORP TN GAS REVENUE                  | Tennergy Corp/TN                                                                 | CUSIP: 880397CF9<br>LEI: 5493008K3JJFBSC4C235 | Long             | DBT              | MUN               | US        |   2320000 | PA      | $2444840.17   | 0.85%             | 2053-10-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST FIN AUTH STUDENT H                | Illinois Finance Authority                                                       | CUSIP: 45203KAP0<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    900000 | PA      | $801758.88    | 0.28%             | 2047-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUILD NYC RESOURCE CORP NY SOL                | Build NYC Resource Corp                                                          | CUSIP: 12008HAC3<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    285000 | PA      | $296527.59    | 0.10%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI CHRT SCH RE                | Public Finance Authority                                                         | CUSIP: 744396HF2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    445000 | PA      | $320322.66    | 0.11%             | 2056-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DETROIT MI                                    | City of Detroit MI                                                               | CUSIP: 2510933N8<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90745.09     | 0.03%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL TRUST AGY FL EDUCTNL F                | Capital Trust Agency Inc                                                         | CUSIP: 14054CBV0<br>LEI: 549300F49UWS7X0OGQ59 | Long             | DBT              | MUN               | US        |    100000 | PA      | $80065.80     | 0.03%             | 2049-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QC67<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    486347 | PA      | $372055.46    | 0.13%             | 2018-01-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ARIZONA ST INDL DEV AUTH EDU R                | Arizona Industrial Development Authority                                         | CUSIP: 04052BBR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $182928.23    | 0.06%             | 2047-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CNTY AL SWR REVENUE                 | County of Jefferson AL Sewer Revenue                                             | CUSIP: 472682RM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1067881.55   | 0.37%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QLL4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     30000 | PA      | $22500.00     | 0.01%             | 2018-07-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| THE CHILDRENS TRUST FUND PR TO                | Children's Trust Fund                                                            | CUSIP: 16876QBL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  30030000 | PA      | $2006607.00   | 0.70%             | 2057-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                    | Public Finance Authority                                                         | CUSIP: 74442PVV4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    155000 | PA      | $114474.24    | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARKER ROAD FL CDD CAPITAL IMP                | Parker Road Community Development District                                       | CUSIP: 701123AD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $309556.11    | 0.11%             | 2030-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSPRTN TRUST                 | New Jersey Transportation Trust Fund Authority                                   | CUSIP: 646136Y39<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    205000 | PA      | $209015.65    | 0.07%             | 2041-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HGR EDU ASSISTAN                | New Jersey Higher Education Student Assistance Authority                         | CUSIP: 646080UP4<br>LEI: 5493007OOYUHTF8GSL63 | Long             | DBT              | MUN               | US        |    820000 | PA      | $658663.72    | 0.23%             | 2049-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PALM BEACH CNTY FL HLTH FACS A                | Palm Beach County Health Facilities Authority                                    | CUSIP: 69651ACD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $159145.28    | 0.06%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI CHRT SCH RE                | Public Finance Authority                                                         | CUSIP: 744396FT4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    880000 | PA      | $755521.08    | 0.26%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PORT OF SEATTLE WA REVENUE                    | Port of Seattle WA                                                               | CUSIP: 735389WQ7<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |    250000 | PA      | $253215.79    | 0.09%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA AUTH FOR INDL                 | Philadelphia Authority for Industrial Development                                | CUSIP: 717794AM3<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |    500000 | PA      | $509863.47    | 0.18%             | 2045-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST TRANSPRTN COMMISSION                 | Central Texas Turnpike System                                                    | CUSIP: 88283KAZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $253834.21    | 0.09%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHOENIX AZ INDL DEV AUTH EDU R                | Industrial Development Authority of the City of Phoenix/The                      | CUSIP: 71885FEA1<br>LEI: 549300A62PWFBDWB8332 | Long             | DBT              | MUN               | US        |     45000 | PA      | $44915.11     | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PALM BEACH CNTY FL REVENUE                    | County of Palm Beach FL                                                          | CUSIP: 696547GK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $102367.89    | 0.04%             | 2051-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MINNEAPOLIS MN CHARTER SCH LEA                | City of Minneapolis MN                                                           | CUSIP: 60375CBF0<br>LEI: 54930069TEI1INHRHS55 | Long             | DBT              | MUN               | US        |    850000 | PA      | $819860.64    | 0.29%             | 2055-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TROUT CREEK CDD FL CAPITAL IMP                | Trout Creek Community Development District                                       | CUSIP: 897188AE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $239449.20    | 0.08%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA ST JOBS-ECON DE                | South Carolina Jobs-Economic Development Authority                               | CUSIP: 837031WH2<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |    135000 | PA      | $128703.73    | 0.04%             | 2027-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HARDIN CNTY OH ECON DEV FACILI                | County of Hardin OH                                                              | CUSIP: 412003AC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $134126.04    | 0.05%             | 2040-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IOWA ST FIN AUTH HLTH FACS REV                | Iowa Finance Authority                                                           | CUSIP: 462466FZ1<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    570000 | PA      | $513213.04    | 0.18%             | 2046-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WAYNE CNTY MI ARPT AUTH REVENU                | Wayne County Airport Authority                                                   | CUSIP: 944514RR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $252619.95    | 0.09%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QWE8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    600000 | PA      | $443578.95    | 0.16%             | 2036-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DENVER CITY & CNTY CO ARPT REV                | City & County of Denver CO Airport System Revenue                                | CUSIP: 249182QY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $397342.83    | 0.14%             | 2053-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HICKORY CHASE OH CMNTY AUTH IN                | Hickory Chase Community Authority                                                | CUSIP: 428861AD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $384948.85    | 0.13%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                   | State of Illinois                                                                | CUSIP: 452152TB7<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    365000 | PA      | $368084.20    | 0.13%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA TOBACCO SETTL                | District of Columbia Tobacco Settlement Financing Corp                           | CUSIP: 254842BC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10325000 | PA      | $2011528.17   | 0.70%             | 2046-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHLANDS CO MET DIST #1                     | Southlands Metropolitan District No 1                                            | CUSIP: 84454RAX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $157415.83    | 0.06%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dreyfus AMT-Free Tax Exempt Cash Management   | Dreyfus AMT-Free Tax Exempt Cash Management                                      | CUSIP: 26202K205<br>LEI: 5493002DL5W3JXRR0R54 | Long             | STIV             | RF                | US        |   9319223 | NS      | $9317359.64   | 3.26%             |  |  |  | No            |                  2 | On Loan: No      |
| DETROIT MI                                    | City of Detroit MI                                                               | CUSIP: 2510933R9<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100107.16    | 0.03%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWER MAGNOLIA GREEN VA CMNTY                 | Lower Magnolia Green Community Development Authority                             | CUSIP: 548207AC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $89079.68     | 0.03%             | 2045-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROSEVILLE CA SPL TAX                          | City of Roseville CA                                                             | CUSIP: 777870UV6<br>LEI: 549300OH100KESVPND17 | Long             | DBT              | MUN               | US        |    500000 | PA      | $502832.15    | 0.18%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TRANSPRTN DEV CORP                | New York Transportation Development Corp                                         | CUSIP: 650116AR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1470000 | PA      | $1422594.43   | 0.50%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST TRANSPRTN COMMISSION                 | Texas Transportation Commission State Highway 249 System                         | CUSIP: 88283NAZ5<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    315000 | PA      | $311397.13    | 0.11%             | 2057-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DETROIT MI                                    | City of Detroit MI                                                               | CUSIP: 2510933Q1<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65284.52     | 0.02%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FING CORP R                | Tobacco Settlement Financing Corp/RI                                             | CUSIP: 888809BG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1040000 | PA      | $1031647.99   | 0.36%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                   | State of Illinois                                                                | CUSIP: 452152WY3<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1008348.77   | 0.35%             | 2031-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASHVILLE & DAVIDSON                 | Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | CUSIP: 592029AE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1778495.22   | 0.62%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHEAST ENERGY AUTH AL COMMO                | Southeast Energy Authority A Cooperative District                                | CUSIP: 84136FBL0<br>LEI: 25490090A3RLJHITY273 | Long             | DBT              | MUN               | US        |    655000 | PA      | $693434.78    | 0.24%             | 2053-01-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HGR EDU ASSISTANC                | Pennsylvania Higher Education Assistance Agency                                  | CUSIP: 70878CAG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $735176.00    | 0.26%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOLOMATO FL CDD                               | Tolomato Community Development District                                          | CUSIP: 889560DG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $169737.51    | 0.06%             | 2037-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TROUT CREEK CDD FL CAPITAL IMP                | Trout Creek Community Development District                                       | CUSIP: 897188AD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $54941.01     | 0.02%             | 2023-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                   | State of Illinois                                                                | CUSIP: 4521522Z3<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    105000 | PA      | $108412.28    | 0.04%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MET PIER & EXPOSITION AUTH IL                 | Metropolitan Pier & Exposition Authority                                         | CUSIP: 592250CL6<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |    660000 | PA      | $636729.20    | 0.22%             | 2057-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAINT LOUIS MO INDL DEV AUTH F                | Industrial Development Authority of the City of St Louis Missouri/The            | CUSIP: 85236BAB8<br>LEI: 549300WTUL8KX1FOUZ40 | Long             | DBT              | MUN               | US        |    215000 | PA      | $165229.86    | 0.06%             | 2035-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST FIN AUTH REVENUE                  | Illinois Finance Authority                                                       | CUSIP: 45204EFC7<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    650000 | PA      | $670084.82    | 0.23%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                      | Minnesota Housing Finance Agency                                                 | CUSIP: 60416TYA0<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    705000 | PA      | $768816.02    | 0.27%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R                | Massachusetts Development Finance Agency                                         | CUSIP: 57583UN79<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $501072.47    | 0.18%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA ST INDL DEV AUTH EDU R                | Arizona Industrial Development Authority                                         | CUSIP: 04052BDB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    610000 | PA      | $606203.79    | 0.21%             | 2052-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH HLTHS                | Oklahoma Development Finance Authority                                           | CUSIP: 67884XCK1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    785000 | PA      | $704678.54    | 0.25%             | 2052-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY HSG AGY ESSEN                | California Community Housing Agency                                              | CUSIP: 13013FAM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1055000 | PA      | $784541.23    | 0.27%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MONTGOMERY CNTY PA HGR EDU & H                | Montgomery County Higher Education and Health Authority                          | CUSIP: 613603B40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1900000 | PA      | $1623076.50   | 0.57%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOUSTON TX ARPT SYS REVENUE                   | City of Houston TX Airport System Revenue                                        | CUSIP: 4423487H5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $488197.75    | 0.17%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH                            | Commonwealth of Puerto Rico                                                      | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   3780041 | PA      | $1247413.59   | 0.44%             | 2051-11-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LAKEWOOD RANCH FL STEWARDSHIP                 | Lakewood Ranch Stewardship District                                              | CUSIP: 51265KBX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $115670.70    | 0.04%             | 2048-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH                      | Oklahoma Development Finance Authority                                           | CUSIP: 6789083V4<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   3290000 | PA      | $3419321.12   | 1.20%             | 2051-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA ST INDL DEV AUTH EDU R                | Arizona Industrial Development Authority                                         | CUSIP: 04052BEY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $171227.67    | 0.06%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST ECON DEV AUTH SC                | New Jersey Economic Development Authority                                        | CUSIP: 645912DN3<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250340.83    | 0.09%             | 2049-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COOK CNTY IL CMNTY CLG DIST #5                | Cook County Community College District No 508                                    | CUSIP: 213187CF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    920000 | PA      | $934266.41    | 0.33%             | 2030-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TRANSPRTN DEV CORP                | New York Transportation Development Corp                                         | CUSIP: 650110AE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    640000 | PA      | $526523.83    | 0.18%             | 2053-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QLZ3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    300000 | PA      | $225000.00    | 0.08%             | 2031-07-01      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| LAKEWOOD RANCH FL STEWARDSHIP                 | Lakewood Ranch Stewardship District                                              | CUSIP: 51265KCR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $209317.60    | 0.07%             | 2029-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH                            | Commonwealth of Puerto Rico                                                      | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    322089 | PA      | $263156.34    | 0.09%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST DEV FIN CORP EDUCTN                | Florida Development Finance Corp                                                 | CUSIP: 34061ULD8<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    265000 | PA      | $258107.48    | 0.09%             | 2057-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THOMPSON CROSSING MET DIST #4                 | Thompson Crossing Metropolitan District No 4                                     | CUSIP: 88477EAC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    645000 | PA      | $555542.86    | 0.19%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVIATION STATION NORTH MET DIS                | Aviation Station North Metropolitan District No 2                                | CUSIP: 05369KAC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $422907.87    | 0.15%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARICOPA CNTY AZ INDL DEV AUTH                | Maricopa County Industrial Development Authority                                 | CUSIP: 56678RAL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $282773.43    | 0.10%             | 2051-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA ST INDL DEV AUTH EDU R                | Arizona Industrial Development Authority                                         | CUSIP: 04052BAL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $600795.16    | 0.21%             | 2037-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                    | Public Finance Authority                                                         | CUSIP: 74442PDD4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    155000 | PA      | $116250.00    | 0.04%             | 2046-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EAST CENTRL VT TELECOMMUNICATI                | East Central Vermont Telecommunications District                                 | CUSIP: 271524AT7<br>LEI: 549300UHVQS0JED3EZ33 | Long             | DBT              | MUN               | US        |    695000 | PA      | $610187.38    | 0.21%             | 2040-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY MO LAND CLEARANCE                 | Kansas City Land Clearance Redevelopment Authority                               | CUSIP: 48504MAE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $624117.76    | 0.22%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QXV9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    160000 | PA      | $118287.72    | 0.04%             | 2022-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK CNTYS NY TOBACCO TRUS                | New York Counties Tobacco Trust IV                                               | CUSIP: 62947YAD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    915000 | PA      | $866202.28    | 0.30%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST DEV FIN CORP SENIOR                | Florida Development Finance Corp                                                 | CUSIP: 34061WAQ7<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    645000 | PA      | $553337.44    | 0.19%             | 2055-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                   | State of Illinois                                                                | CUSIP: 452152YL9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    275000 | PA      | $275041.25    | 0.10%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FING COR                | Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | CUSIP: 74529JQD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    613000 | PA      | $439465.28    | 0.15%             | 2029-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QKW1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    395000 | PA      | $292022.81    | 0.10%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDU FACS FIN                | New Hope Cultural Education Facilities Finance Corp                              | CUSIP: 64542QBK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $235337.11    | 0.08%             | 2051-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA CMNTY IMPT AUTH CA ESSEN                | CSCDA Community Improvement Authority                                            | CUSIP: 126292BW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    695000 | PA      | $472174.16    | 0.17%             | 2056-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HLTH FACS AUTH REV                | Colorado Health Facilities Authority                                             | CUSIP: 19648FWP5<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    195000 | PA      | $204923.53    | 0.07%             | 2039-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI CHRT SCH RE                | Public Finance Authority                                                         | CUSIP: 744396FW7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    210000 | PA      | $191961.54    | 0.07%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL ED FACS FIN                 | New Hope Cultural Education Facilities Finance Corp                              | CUSIP: 64542UGG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $754117.25    | 0.26%             | 2052-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                    | Public Finance Authority                                                         | CUSIP: 74442PPR0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1210000 | PA      | $515036.39    | 0.18%             | 2035-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH HLTHS                | Oklahoma Development Finance Authority                                           | CUSIP: 67884XCF2<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    975000 | PA      | $880348.71    | 0.31%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HLTH CARE FACS F                | New Jersey Health Care Facilities Financing Authority                            | CUSIP: 64579F6T5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $389608.92    | 0.14%             | 2044-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PORTICO FL CDD SPL ASSMNT REVE                | Portico Community Development District                                           | CUSIP: 73641TAG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $328006.44    | 0.11%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST HLTH & HGR EDUCTNL                | Maryland Health & Higher Educational Facilities Authority                        | CUSIP: 574218XZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $503136.98    | 0.18%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI RETMNT CMNT                | Public Finance Authority                                                         | CUSIP: 74446CAD2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    375000 | PA      | $370097.67    | 0.13%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA ST INDL DEV AUTH EDU R                | Arizona Industrial Development Authority                                         | CUSIP: 04052BJD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $94637.99     | 0.03%             | 2049-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUCKS CNTY PA INDL DEV AUTH HO                | Bucks County Industrial Development Authority                                    | CUSIP: 11861MBM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $72467.24     | 0.03%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI EDU REVENUE                | Public Finance Authority                                                         | CUSIP: 74442EFW5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2112377.74   | 0.74%             | 2055-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST ECON DEV FING                 | Pennsylvania Economic Development Financing Authority                            | CUSIP: 70868YAV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $515429.40    | 0.18%             | 2048-06-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST HSG FIN COMMISSI                | Washington State Housing Finance Commission                                      | CUSIP: 939783VW3<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1058078.69   | 0.37%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QLH3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     30000 | PA      | $22500.00     | 0.01%             | 2017-07-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| TEXAS ST TRANSPRTN COMMISSION                 | Texas Transportation Commission State Highway 249 System                         | CUSIP: 88283NAM4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    655000 | PA      | $229604.45    | 0.08%             | 2042-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH                            | Commonwealth of Puerto Rico                                                      | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1048615 | PA      | $1074084.19   | 0.38%             | 2029-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST ECON DEV FING                 | Pennsylvania Economic Development Financing Authority                            | CUSIP: 70869PHX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1625000 | PA      | $1625603.90   | 0.57%             | 2042-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TRANSPRTN DEV CORP                | New York Transportation Development Corp                                         | CUSIP: 650116CW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    865000 | PA      | $843623.00    | 0.29%             | 2036-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PUEBLO CO URBAN RENEWAL AUTH T                | Pueblo Urban Renewal Authority                                                   | CUSIP: 744826AW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $596023.77    | 0.21%             | 2045-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASHVILLE & DAVIDSONC                | Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | CUSIP: 592041YP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $161783.32    | 0.06%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Medical Care Commission        | NORTH CAROLINA MED CARE COMMN RETIREMENT FACS REV FIRST MTG REV REF BDS 2014A    | CUSIP: 65820YSU1<br>LEI: 549300FH6KOXGCHQYG81 | Long             | DBT              | MUN               | US        |    230000 | PA      | $221166.64    | 0.08%             | 2041-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST ECON DEV AUTH RE                | New Jersey Economic Development Authority                                        | CUSIP: 6459182D4<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    500000 | PA      | $502220.96    | 0.18%             | 2043-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OSCEOLA CNTY FL TRANSPRTN REVE                | County of Osceola FL Transportation Revenue                                      | CUSIP: 688031FE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $114203.78    | 0.04%             | 2049-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QC42<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    177018 | PA      | $135418.77    | 0.05%             | 2019-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CRANDALL TX SPL ASSMNT REVENUE                | City of Crandall TX                                                              | CUSIP: 224384AG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $211734.91    | 0.07%             | 2041-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                  | Massachusetts Housing Finance Agency                                             | CUSIP: 57586NS44<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    500000 | PA      | $462485.43    | 0.16%             | 2042-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ARKANSAS ST DEV FIN AUTH INDL                 | Arkansas Development Finance Authority                                           | CUSIP: 04108WCC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2240000 | PA      | $1979911.20   | 0.69%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QWY4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     75000 | PA      | $55447.37     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 1ST CREEK VLG MET DIST CO                     | First Creek Village Metropolitan District                                        | CUSIP: 319617AB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $561931.41    | 0.20%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARRANT CNTY TX CULTURAL EDU F                | Tarrant County Cultural Education Facilities Finance Corp                        | CUSIP: 87638QSD2<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |    595000 | PA      | $654082.77    | 0.23%             | 2047-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX ARPT SYS REVENU                | City of San Antonio TX Airport System                                            | CUSIP: 796242TC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $503919.79    | 0.18%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL TRUST AGY FL EDUCTNL F                | Capital Trust Agency Inc                                                         | CUSIP: 14054CEH8<br>LEI: 549300F49UWS7X0OGQ59 | Long             | DBT              | MUN               | US        |   1335000 | PA      | $1059103.60   | 0.37%             | 2056-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTCHESTER NY TOBACCO ASSET S                | Westchester Tobacco Asset Securitization Corp                                    | CUSIP: 957480BS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    740000 | PA      | $718393.31    | 0.25%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                   | State of Illinois                                                                | CUSIP: 452152VM0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000254.59   | 0.35%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMBER CREEK MET DIST CO                       | Amber Creek Metropolitan District                                                | CUSIP: 02320AAB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $903200.76    | 0.32%             | 2047-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PINELLAS CNTY FL INDL DEV AUTH                | Pinellas County Industrial Development Authority                                 | CUSIP: 72316VAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $242506.49    | 0.08%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EAST PT GA BUSINESS & INDL DEV                | East Point Business & Industrial Development Authority                           | CUSIP: 274502AA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $134478.15    | 0.05%             | 2062-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGANTOWN UTILITY BOARD INC                  | MORGANTOWN UTILITY BOARD INC (TOBS)                                              | CUSIP: 61759CDF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1215000 | PA      | $1090813.76   | 0.38%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QVE9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    220000 | PA      | $162645.62    | 0.06%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD OF EDU                         | Chicago Board of Education                                                       | CUSIP: 167505WC6<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    485000 | PA      | $460172.24    | 0.16%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS A                | City of Los Angeles Department of Airports                                       | CUSIP: 544445C80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1580277.33   | 0.55%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MULTNOMAH CNTY OR HOSP FACS AU                | Hospital Facilities Authority of Multnomah County Oregon                         | CUSIP: 62551PCH8<br>LEI: 549300GAP0JIG7V33754 | Long             | DBT              | MUN               | US        |    150000 | PA      | $147241.06    | 0.05%             | 2049-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OSCEOLA CNTY FL TRANSPRTN REVE                | County of Osceola FL Transportation Revenue                                      | CUSIP: 688031FB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    935000 | PA      | $237074.99    | 0.08%             | 2046-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QZK1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    895000 | PA      | $661671.93    | 0.23%             | 2019-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA CMNTY IMPT AUTH CA ESSEN                | CSCDA Community Improvement Authority                                            | CUSIP: 126292BU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $198934.37    | 0.07%             | 2058-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUCKS CNTY PA INDL DEV AUTH HO                | Bucks County Industrial Development Authority                                    | CUSIP: 11861MBL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $76520.53     | 0.03%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOUISIANA PUB FACS AUTH REVENU                | Louisiana Public Facilities Authority                                            | CUSIP: 546399PJ9<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151399.34    | 0.05%             | 2062-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARLINGTON TX HGR EDU FIN CORP                 | Arlington Higher Education Finance Corp                                          | CUSIP: 041806RX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1305000 | PA      | $1215261.94   | 0.42%             | 2054-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ST HSG & ECON DEV AU                | Wisconsin Housing & Economic Development Authority                               | CUSIP: 97689REB6<br>LEI: 549300AT0SEG8YQT2K79 | Long             | DBT              | MUN               | US        |    165000 | PA      | $167085.86    | 0.06%             | 2037-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HGR EDU ASSISTAN                | New Jersey Higher Education Student Assistance Authority                         | CUSIP: 646080VG3<br>LEI: 5493007OOYUHTF8GSL63 | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1326571.26   | 0.46%             | 2050-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI CHRT SCH RE                | Public Finance Authority                                                         | CUSIP: 744396CV2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    335000 | PA      | $316656.02    | 0.11%             | 2047-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARISTA CO MET DIST                            | Arista Metropolitan District                                                     | CUSIP: 04041AAC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $476450.05    | 0.17%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QA28<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    470000 | PA      | $347470.18    | 0.12%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FOREST LAKE MN CHARTER SCH LEA                | City of Forest Lake MN                                                           | CUSIP: 345856AY4<br>LEI: 549300YEG0ZNW83BJB14 | Long             | DBT              | MUN               | US        |   2140000 | PA      | $1923089.09   | 0.67%             | 2056-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH                            | Commonwealth of Puerto Rico                                                      | CUSIP: 74514L4F1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    135717 | PA      | $43900.79     | 0.02%             | 2051-11-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NORFOLK VA REDEV & HSG AUTH RE                | Norfolk Redevelopment & Housing Authority                                        | CUSIP: 655909CM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $299820.27    | 0.10%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QWB4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     30000 | PA      | $22178.95     | 0.01%             | 2035-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAKEWOOD RANCH FL STEWARDSHIP                 | Lakewood Ranch Stewardship District                                              | CUSIP: 51265KEE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $182529.49    | 0.06%             | 2050-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ILLINOIS STATE TOLL HIGHWAY AUTHORITY         | ILLINOIS STATE TOLL HIGHWAY AUTHORITY (TOBS)                                     | CUSIP: 452252KS7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    660000 | PA      | $678507.50    | 0.24%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HLTH FACS AUTH REV                | Colorado Health Facilities Authority                                             | CUSIP: 19648FTG9<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    270000 | PA      | $227787.39    | 0.08%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DETROIT MI                                    | City of Detroit MI                                                               | CUSIP: 2510933P3<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90570.96     | 0.03%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH                            | Commonwealth of Puerto Rico                                                      | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    437920 | PA      | $342878.21    | 0.12%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Black Belt Energy Gas District                | BLACK BELT ENERGY GAS (TOBS)                                                     | CUSIP: 09182TCG0<br>LEI: 549300I8V0Z68JQCB679 | Long             | DBT              | MUN               | US        |   2340000 | PA      | $2434219.32   | 0.85%             | 2053-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA SCH FIN AUTH SCH FA                | California School Finance Authority                                              | CUSIP: 13059TBA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $253806.06    | 0.09%             | 2045-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MUNI ELEC AUTH OF GA                          | Municipal Electric Authority of Georgia                                          | CUSIP: 62620HEL2<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    645000 | PA      | $636328.53    | 0.22%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWER MAGNOLIA GREEN VA CMNTY                 | Lower Magnolia Green Community Development Authority                             | CUSIP: 548207AB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $236944.02    | 0.08%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA CMNTY IMPT AUTH CA ESSEN                | CSCDA Community Improvement Authority                                            | CUSIP: 126292CK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1080000 | PA      | $741512.13    | 0.26%             | 2059-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QKU5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    190000 | PA      | $140466.67    | 0.05%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ST HLTH & EDUCTNL FA                | Wisconsin Health & Educational Facilities Authority                              | CUSIP: 97712D4C7<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    270000 | PA      | $215836.23    | 0.08%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WAYNE CNTY MI ARPT AUTH REVENU                | Wayne County Airport Authority                                                   | CUSIP: 944514QW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $502344.86    | 0.18%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MET PIER & EXPOSITION AUTH IL                 | Metropolitan Pier & Exposition Authority                                         | CUSIP: 592250BM5<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |    390000 | PA      | $392387.54    | 0.14%             | 2053-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOUSTON TX ARPT SYS REVENUE                   | City of Houston TX Airport System Revenue                                        | CUSIP: 4423487S1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $95022.47     | 0.03%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST STUDENT LOAN A                | Rhode Island Student Loan Authority                                              | CUSIP: 762315RJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $449693.87    | 0.16%             | 2037-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL O'HARE INTERNATIONA                | Chicago O'Hare International Airport                                             | CUSIP: 167593SV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1010020.14   | 0.35%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PIMA CNTY AZ INDL DEV AUTH EDU                | Industrial Development Authority of the County of Pima/The                       | CUSIP: 72177MUR6<br>LEI: 549300QDTQ25545R4K19 | Long             | DBT              | MUN               | US        |    625000 | PA      | $442010.36    | 0.15%             | 2057-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY MO INDL DEV AUTH S                | Kansas City Industrial Development Authority                                     | CUSIP: 48504LAE3<br>LEI: 549300QWDXL46XQC8110 | Long             | DBT              | MUN               | US        |     51924 | PA      | $2311.63      | 0.00%             | 2046-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PORT BEAUMONT TX NAV DIST DOCK                | Port Beaumont Navigation District                                                | CUSIP: 73360CAC8<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |    485000 | PA      | $400311.42    | 0.14%             | 2035-01-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FING COR                | Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | CUSIP: 74529JPW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3377000 | PA      | $2991410.56   | 1.05%             | 2053-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MET NASHVILLE TN ARPT AUTH ARP                | Metropolitan Nashville Airport Authority/The                                     | CUSIP: 592190QQ8<br>LEI: 549300IC0HNF8TDXEE63 | Long             | DBT              | MUN               | US        |    320000 | PA      | $347845.39    | 0.12%             | 2035-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST DEV FIN CORP SENIOR                | Florida Development Finance Corp                                                 | CUSIP: 34061WBM5<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    300000 | PA      | $222765.11    | 0.08%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CASS CNTY ND HLTH FAC REVENUE                 | County of Cass ND                                                                | CUSIP: 148047BF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    855000 | PA      | $860486.48    | 0.30%             | 2058-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QXN7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    930000 | PA      | $687547.37    | 0.24%             | 2023-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ESCAMBIA COUNTY HEALTH FACILITIES AUTHORITY   | ESCAMBIA COUNTY HEALTH FACILITIES AUTHORITY (TOBS)                               | CUSIP: 296110GD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3060000 | PA      | $2663029.26   | 0.93%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCDA CMNTY IMPT AUTH CA ESSEN                | CSCDA Community Improvement Authority                                            | CUSIP: 126292CC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $216528.19    | 0.08%             | 2057-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HARDIN CNTY OH ECON DEV FACILI                | County of Hardin OH                                                              | CUSIP: 412003AD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    670000 | PA      | $597131.62    | 0.21%             | 2050-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARTINSBURG WV MF HSG REVENUE                 | City of Martinsburg WV                                                           | CUSIP: 573612AB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $417335.09    | 0.15%             | 2043-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QYB2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    265000 | PA      | $195914.04    | 0.07%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| W VLGS FL IMPT DIST                           | West Villages Improvement District                                               | CUSIP: 956454BH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $96481.80     | 0.03%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QB68<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     42010 | PA      | $32137.65     | 0.01%             | 2019-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA TOBACCO SETTL                | District of Columbia Tobacco Settlement Financing Corp                           | CUSIP: 254842BD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19300000 | PA      | $1651934.86   | 0.58%             | 2055-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD OF EDU                         | Chicago Board of Education                                                       | CUSIP: 167505WP7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    505000 | PA      | $520422.16    | 0.18%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL TRUST AGY FL EDUCTNL F                | Capital Trust Agency Inc                                                         | CUSIP: 14054CBR9<br>LEI: 549300F49UWS7X0OGQ59 | Long             | DBT              | MUN               | US        |    420000 | PA      | $380572.80    | 0.13%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LANTERNS MET DIST #2 CO                       | Lanterns Metropolitan District No 2                                              | CUSIP: 51654DAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $351588.75    | 0.12%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST DEV FIN CORP EDUCTN                | Florida Development Finance Corp                                                 | CUSIP: 34061UHS0<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    840000 | PA      | $724212.89    | 0.25%             | 2051-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAINT LOUIS CNTY MO INDL DEV A                | St Louis County Industrial Development Authority                                 | CUSIP: 791524CD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    695000 | PA      | $650887.55    | 0.23%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA CMNTY IMPT AUTH CA ESSEN                | CSCDA Community Improvement Authority                                            | CUSIP: 126292BD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $126768.25    | 0.04%             | 2056-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAINT LOUIS MO INDL DEV AUTH F                | Industrial Development Authority of the City of St Louis Missouri/The            | CUSIP: 85236BAC6<br>LEI: 549300WTUL8KX1FOUZ40 | Long             | DBT              | MUN               | US        |    240000 | PA      | $180919.32    | 0.06%             | 2047-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARICOPA CNTY AZ INDL DEV AUTH                | Maricopa County Industrial Development Authority                                 | CUSIP: 56678PAR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $223817.45    | 0.08%             | 2038-09-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH ENVRNMNTL                 | Indiana Finance Authority                                                        | CUSIP: 455054BD7<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    640000 | PA      | $730621.39    | 0.26%             | 2039-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SANDRIDGE CMNTY DEV DIST FL SP                | Sandridge Community Development District                                         | CUSIP: 80007LAC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $109783.72    | 0.04%             | 2041-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| W VLGS FL IMPT DIST                           | West Villages Improvement District                                               | CUSIP: 956454BK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $261103.32    | 0.09%             | 2050-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                  | Massachusetts Housing Finance Agency                                             | CUSIP: 57586NS51<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    795000 | PA      | $741099.44    | 0.26%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GROVE CMNTY DEV DIST                 | Southern Groves Community Development District No 5                              | CUSIP: 843021AC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $309154.57    | 0.11%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FING CORP N                | Tobacco Settlement Financing Corp                                                | CUSIP: 888808HL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $387483.42    | 0.14%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 1ST CREEK VLG MET DIST CO                     | First Creek Village Metropolitan District                                        | CUSIP: 319617AC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $466363.94    | 0.16%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTCHESTER NY TOBACCO ASSET S                | Westchester Tobacco Asset Securitization Corp                                    | CUSIP: 957480BU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $496675.04    | 0.17%             | 2051-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST HLTH & HGR EDUCTNL                | Maryland Health & Higher Educational Facilities Authority                        | CUSIP: 5742186N8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1940000 | PA      | $2018096.87   | 0.71%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS NV SPL IMPT DIST #81                | City of Las Vegas NV Special Improvement District No 815                         | CUSIP: 51778VAQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $186829.35    | 0.07%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PORT BEAUMONT TX NAV DIST DOCK                | Port Beaumont Navigation District                                                | CUSIP: 73360CAL8<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |   1105000 | PA      | $811659.56    | 0.28%             | 2036-01-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION         | TRS SSWAP 4 HRDTRN                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |         1 | NC      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BALTIMORE MD SPL OBLIG                        | City of Baltimore MD                                                             | CUSIP: 05923TCN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $435229.61    | 0.15%             | 2032-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HEMPSTEAD TOWN NY LOCAL DEV CO                | Hempstead Town Local Development Corp                                            | CUSIP: 424682GE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $502171.52    | 0.18%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MET PIER & EXPOSITION AUTH IL                 | Metropolitan Pier & Exposition Authority                                         | CUSIP: 592250DN1<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |   1895000 | PA      | $1549609.81   | 0.54%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FING COR                | Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | CUSIP: 74529JQF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    496000 | PA      | $281248.73    | 0.10%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QC75<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    486426 | PA      | $372115.89    | 0.13%             | 2018-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PARKER ROAD FL CDD CAPITAL IMP                | Parker Road Community Development District                                       | CUSIP: 701123AC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $97960.81     | 0.03%             | 2025-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CASINO REINVESTMENT DEV AUTH N                | Casino Reinvestment Development Authority Inc                                    | CUSIP: 14760RAV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $254213.32    | 0.09%             | 2039-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DENVER CITY & CNTY CO ARPT REV                | City & County of Denver CO Airport System Revenue                                | CUSIP: 249182QX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $516055.18    | 0.18%             | 2053-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QZZ8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    385000 | PA      | $284629.83    | 0.10%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD OF EDU                         | Chicago Board of Education                                                       | CUSIP: 167505SM9<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    625000 | PA      | $634093.81    | 0.22%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QVC3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    165000 | PA      | $121984.21    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOUGLAS CNTY NE HOSP AUTH #3                  | Douglas County Hospital Authority No 3                                           | CUSIP: 259234CJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $504383.81    | 0.18%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BREVARD CNTY FL HLTH FACS AUTH                | Brevard County Health Facilities Authority                                       | CUSIP: 107416PG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $492834.38    | 0.17%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STHRN OH PORT EXEMPT FAC REVEN                | Southern Ohio Port Authority                                                     | CUSIP: 84355AAC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1380000 | PA      | $978534.04    | 0.34%             | 2042-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MUNI ELEC AUTH OF GEORGIA                     | Municipal Electric Authority of Georgia                                          | CUSIP: 6262074J0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    845000 | PA      | $727771.47    | 0.25%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCDA CMNTY IMPT AUTH CA ESSEN                | CSCDA Community Improvement Authority                                            | CUSIP: 126292BA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $227000.65    | 0.08%             | 2047-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PIMA CNTY AZ INDL DEV AUTH EDU                | Industrial Development Authority of the County of Pima/The                       | CUSIP: 72177MRX7<br>LEI: 549300QDTQ25545R4K19 | Long             | DBT              | MUN               | US        |    145000 | PA      | $134103.54    | 0.05%             | 2039-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST ECON DEV AUTH RE                | New Jersey Economic Development Authority                                        | CUSIP: 64577BG24<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    200000 | PA      | $198205.44    | 0.07%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | US 5 YEAR TREASURY NOTE                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -66 | NC      | $6221.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL TRUST AGY FL REVENUE                  | Capital Trust Agency Inc                                                         | CUSIP: 14052WDK0<br>LEI: 549300F49UWS7X0OGQ59 | Long             | DBT              | MUN               | US        |   1570000 | PA      | $1152864.66   | 0.40%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA SCH FIN AUTH SCH FA                | California School Finance Authority                                              | CUSIP: 13059TCT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $300133.58    | 0.10%             | 2051-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CUYAHOGA CNTY OH POR                | Cleveland-Cuyahoga County Port Authority                                         | CUSIP: 18611HAB1<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |    185000 | PA      | $146831.68    | 0.05%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QKT8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     45000 | PA      | $33268.42     | 0.01%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI SENIOR LIVI                | Public Finance Authority                                                         | CUSIP: 74443UBC6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    245000 | PA      | $209368.06    | 0.07%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                    | Public Finance Authority                                                         | CUSIP: 74442PEW1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    195000 | PA      | $155604.40    | 0.05%             | 2047-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANNE ARUNDEL CO MD CONSOL SPL                 | Anne Arundel County Consolidated Special Taxing District                         | CUSIP: 03588WAS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $249911.88    | 0.09%             | 2044-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD OF EDU                         | Chicago Board of Education                                                       | CUSIP: 167505SU1<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    290000 | PA      | $294126.03    | 0.10%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QUT7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    110000 | PA      | $81322.81     | 0.03%             | 2017-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FING COR                | Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | CUSIP: 74529JQG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6971000 | PA      | $1717645.62   | 0.60%             | 2046-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION         | TRS SSWAP 4 MOR                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-0.06        | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| ARIZONA ST INDL DEV AUTH EDU R                | Arizona Industrial Development Authority                                         | CUSIP: 04052BLZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $244138.73    | 0.09%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA CMNTY IMPT AUTH CA ESSEN                | CSCDA Community Improvement Authority                                            | CUSIP: 126292BC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $355485.87    | 0.12%             | 2057-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION         | TRS SSWAP 4 SDGAPT                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |         1 | NC      | $0.09         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PUBLIC FIN AUTH WI MENTAL HLTH                | Public Finance Authority                                                         | CUSIP: 74443XAC1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1060000 | PA      | $787619.25    | 0.28%             | 2051-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE MD SPL OBLIG                        | City of Baltimore MD                                                             | CUSIP: 05923TCP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $466069.29    | 0.16%             | 2033-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST HGR EDUCTNL FA                | Pennsylvania Higher Educational Facilities Authority                             | CUSIP: 70917S6W8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $968095.72    | 0.34%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUCKHEAD TRAILS CDD FL SPL ASS                | Buckhead Trails Community Development District                                   | CUSIP: 11836UAD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $204743.56    | 0.07%             | 2052-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QD25<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    425597 | PA      | $319729.75    | 0.11%             | 2020-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MAINE ST FIN AUTH                             | Finance Authority of Maine                                                       | CUSIP: 56042BBU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $393036.64    | 0.14%             | 2051-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL TRANSIT AUTH SALES                 | Chicago Transit Authority Sales Tax Receipts Fund                                | CUSIP: 16772PDL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    810000 | PA      | $712701.37    | 0.25%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRAZORIA CNTY TX INDL DEV CORP                | Brazoria County Industrial Development Corp                                      | CUSIP: 10604PAC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $369082.13    | 0.13%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAKEWOOD RANCH FL STEWARDSHIP                 | Lakewood Ranch Stewardship District                                              | CUSIP: 51265KBW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25323.83     | 0.01%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY MO INDL DEV AUTH S                | Kansas City Industrial Development Authority                                     | CUSIP: 48504LAG8<br>LEI: 549300QWDXL46XQC8110 | Long             | DBT              | MUN               | US        |     64037 | PA      | $51448.24     | 0.02%             | 2046-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH REVENUE                  | New Hampshire Business Finance Authority                                         | CUSIP: 63607YAL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $274946.87    | 0.10%             | 2040-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SNOHOMISH COUNTY PUBLIC UTILITY DISTRICT NO 1 | SNOHOMISH COUNTY PUBLIC UTILITY DISTRICT NO 1 (TOBS)                             | CUSIP: 833116CH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1340000 | PA      | $1381040.57   | 0.48%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA ST JOBS-ECON DE                | South Carolina Jobs-Economic Development Authority                               | CUSIP: 837031WN9<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |    200000 | PA      | $185469.56    | 0.06%             | 2052-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HLTH & EDUCTNL                 | Connecticut State Health & Educational Facilities Authority                      | CUSIP: 20775DHH8<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |    190000 | PA      | $168348.59    | 0.06%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QA51<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    175000 | PA      | $133875.00    | 0.05%             | 2043-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STWD CMNTYS DEV AUT                | California Statewide Communities Development Authority                           | CUSIP: 13080SDC5<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    250000 | PA      | $209306.24    | 0.07%             | 2044-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PORT BEAUMONT TX NAV DIST DOCK                | Port Beaumont Navigation District                                                | CUSIP: 73360CAM6<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |    200000 | PA      | $133186.17    | 0.05%             | 2041-01-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OSCEOLA CNTY FL TRANSPRTN REVE                | County of Osceola FL Transportation Revenue                                      | CUSIP: 688031FC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $220228.93    | 0.08%             | 2047-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KING CNTY WA PUBLIC HOSP DIST                 | King County Public Hospital District No 4                                        | CUSIP: 494794FB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200641.20    | 0.07%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY MO LAND CLEARANCE                 | Kansas City Land Clearance Redevelopment Authority                               | CUSIP: 48504MAC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $212393.75    | 0.07%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE MD SPL OBLIG                        | City of Baltimore MD                                                             | CUSIP: 05923TCQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $487776.13    | 0.17%             | 2034-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PRESERVE AT S BRANCH CDD FL SP                | Preserve at South Branch Community Development District                          | CUSIP: 74082PAE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49084.95     | 0.02%             | 2024-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FING COR                | Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | CUSIP: 74529JRL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2226000 | PA      | $1940156.20   | 0.68%             | 2058-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| AFFORDABLE HSG OPPORTUNITIES T                | Affordable Housing Opportunities Trust Series AH-01                              | CUSIP: 00826SAD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    668496 | PA      | $598130.18    | 0.21%             | 2039-05-01      | Fixed         | 6.88%                 | No            |                  3 | On Loan: No      |
| CALIFORNIA ST STWD FING AUTH T                | California Statewide Financing Authority                                         | CUSIP: 130923AR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $315186.73    | 0.11%             | 2043-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                    | Public Finance Authority                                                         | CUSIP: 74442PPE9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    100000 | PA      | $89825.62     | 0.03%             | 2050-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADWAY STATION MET DIST NO 2                | Broadway Station Metropolitan District No 2                                      | CUSIP: 111570AA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $474004.23    | 0.17%             | 2048-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OHIO ST PRIVATE ACTIVITY REVEN                | State of Ohio                                                                    | CUSIP: 67759YAQ0<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    370000 | PA      | $356927.94    | 0.12%             | 2053-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA CMNTY IMPT AUTH CA ESSEN                | CSCDA Community Improvement Authority                                            | CUSIP: 126292BX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $188397.49    | 0.07%             | 2058-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FING CORP N                | Tobacco Settlement Financing Corp                                                | CUSIP: 888808HT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1795000 | PA      | $1706640.42   | 0.60%             | 2046-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORMAN OK REGL HOSP AUTH HOSP                 | Norman Regional Hospital Authority                                               | CUSIP: 656178DP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1014546.36   | 0.35%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HARBOR BAY FL CDD CAPITAL IMPT                | Harbor Bay Community Development District                                        | CUSIP: 411466AK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $326901.38    | 0.11%             | 2033-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QXP2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    150000 | PA      | $110894.74    | 0.04%             | 2024-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLORADO ST EDUCTNL & CULTURAL                | Colorado Educational & Cultural Facilities Authority                             | CUSIP: 19645RB42<br>LEI: 549300BJRX2FHSSZP042 | Long             | DBT              | MUN               | US        |    500000 | PA      | $479396.86    | 0.17%             | 2045-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QXS6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     70000 | PA      | $51750.88     | 0.02%             | 2017-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA R                | San Francisco City & County Redevelopment Agency Successor Agency                | CUSIP: 79770GFC5<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |    580000 | PA      | $384921.55    | 0.13%             | 2031-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW HOPE TX HGR EDU FIN CORP E                | New Hope Higher Education Finance Corp                                           | CUSIP: 645438AB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1175000 | PA      | $1047713.51   | 0.37%             | 2051-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PORT OF GTR CINCINNATI DEV AUT                | Port of Greater Cincinnati Development Authority                                 | CUSIP: 734195BR0<br>LEI: 549300IK2RCZBY62ST97 | Long             | DBT              | MUN               | US        |    265000 | PA      | $210343.55    | 0.07%             | 2050-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TARRANT CNTY TX CULTURAL EDU F                | Tarrant County Cultural Education Facilities Finance Corp                        | CUSIP: 87638TEW9<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |    250000 | PA      | $240121.50    | 0.08%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH REVENUE                  | New Hampshire Business Finance Authority                                         | CUSIP: 63607YAN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    755000 | PA      | $618374.91    | 0.22%             | 2055-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIATC MET DIST CO                             | DIATC Metropolitan District                                                      | CUSIP: 25283QAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    590000 | PA      | $529921.39    | 0.19%             | 2029-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAKEWOOD RANCH FL STEWARDSHIP                 | Lakewood Ranch Stewardship District                                              | CUSIP: 51265KBS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $202187.33    | 0.07%             | 2039-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY HOUSING DEVELOPMENT CORP        | NEW YORK CITY HOUSING DEVELOPMENT CORP (TOBS)                                    | CUSIP: 64972CMP5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $909748.00    | 0.32%             | 2045-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QUU4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     95000 | PA      | $70233.33     | 0.02%             | 2018-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST ECON DEV AUTH EC                | New Jersey Economic Development Authority                                        | CUSIP: 64577HMN8<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86651.65     | 0.03%             | 2031-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                 | Puerto Rico Electric Power Authority                                             | CUSIP: 74526QYZ9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     70000 | PA      | $51750.88     | 0.02%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MONTGOMERY CNTY PA HGR EDU & H                | Montgomery County Higher Education and Health Authority                          | CUSIP: 613603YZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1255000 | PA      | $1075252.02   | 0.38%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST ECON DEV FING                 | Pennsylvania Economic Development Financing Authority                            | CUSIP: 70868YAW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    770000 | PA      | $756691.31    | 0.26%             | 2053-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK CNTYS NY TOBACCO TRUS                | New York Counties Tobacco Trust VI                                               | CUSIP: 64945JAE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $775637.74    | 0.27%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BREVARD CNTY FL HLTH FACS AUTH                | Brevard County Health Facilities Authority                                       | CUSIP: 107416QP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1220000 | PA      | $1241454.15   | 0.43%             | 2052-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTH HOLLY MET DIST CO                       | North Holly Metropolitan District                                                | CUSIP: 659890AA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $455365.41    | 0.16%             | 2048-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH REVENUE                  | New Hampshire Business Finance Authority                                         | CUSIP: 63607YAC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $119773.10    | 0.04%             | 2042-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FREDERICK CNTY MD TAX INCR & S                | County of Frederick MD                                                           | CUSIP: 355612AE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1029866.28   | 0.36%             | 2043-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

**Name of Applicant:** BlackRock Allocation Target Shares

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer