# EDGAR Filing Document

**Accession Number:** 0001070414
**File Stem:** 0001070414-26-000009
**Filing Date:** 2026-1
**Character Count:** 392686
**Document Hash:** ee8dfacebffec967fbe49186bb1ce943
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001070414-26-000009.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0001070414-26-000009

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260127

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD MASSACHUSETTS TAX-EXEMPT FUNDS
- **CENTRAL INDEX KEY:** 0001070414

**ORGANIZATION NAME:**
- **EIN:** 232975858
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09005
- **FILM NUMBER:** 26567943

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD MASSACHUSETTS TAX EXEMPT FUNDS
- **DATE OF NAME CHANGE:** 19980915

## Series and Classes Contracts Data

### Vanguard Massachusetts Tax-Exempt Fund (Series ID: S000002870)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000007887 | Investor Shares | VMATX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD MASSACHUSETTS TAX-EXEMPT FUNDS

- **b. Investment Company Act file number:** 811-09005

- **c. CIK number of Registrant:** 0001070414

- **d. LEI of Registrant:** 549300LK9QJIBC65UJ23

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD MASSACHUSETTS TAX-EXEMPT FUND

- **b. EDGAR series identifier (if any):** S000002870

- **c. LEI of Series:** F4IMI7F60O7BPSP0U123

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

- **a. Date of fiscal year-end:** 2025-11-30

- **b. Date as of which information is reported:** 2025-11-30

**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:** $3391205289.77

**Total Liabilities:** $46802455.14

**Net Assets:** $3344402834.63

**Delayed Delivery Securities:** $31417512.30

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4775.06458238 | **1-Year:** -86111.72683003 | **5-Year:** -322344.16421646 | **10-Year:** -1110845.39751828 | **30-Year:** -639168.65500341

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

- **3-Month:** -34.24600388 | **1-Year:** -1090.59022936 | **5-Year:** -4762.75926308 | **10-Year:** -11991.30955077 | **30-Year:** -4702.54091861

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007887 | 2.97%                | 1.40%                | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3133137.92             | $86058778.19                               |
| Month 2  | $-143843.01              | $34490659.38                               |
| Month 3  | $-398428.80              | $2167744.75                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Town of Ashland MA                                                          | ASHLAND TWN                | CUSIP: 044357WN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3180000 | PA      | $2532188.53   | 0.08%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH - B        | CUSIP: 57604TJD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $522279.70    | 0.02%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL                     | CUSIP: 547647TM9<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   4855000 | PA      | $4704357.12   | 0.14%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XHC8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    175000 | PA      | $175097.56    | 0.01%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2392056.75   | 0.07%             | 2047-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BJY5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1058751.70   | 0.03%             | 2043-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN-MERRIMACK       | CUSIP: 57583UL48<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  14015000 | PA      | $14014421.18  | 0.42%             | 2044-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A-1      | CUSIP: 575579Q83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2835000 | PA      | $3038788.02   | 0.09%             | 2048-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDF2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1510000 | PA      | $1533292.20   | 0.05%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Tyngsborough MA                                                     | TYNGSBOROUGH TWN           | CUSIP: 902392LF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6310000 | PA      | $5943363.76   | 0.18%             | 2054-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMNWL-D      | CUSIP: 57582R4F0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5212452.50   | 0.16%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMWLTH-      | CUSIP: 57582RX43<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    910000 | PA      | $1019207.64   | 0.03%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST-AG        | CUSIP: 57585BLD8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    305000 | PA      | $295383.66    | 0.01%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG29<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    650000 | PA      | $709072.07    | 0.02%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-222-RE      | CUSIP: 57587GJD8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1234789.20   | 0.04%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-F               | CUSIP: 57582TFA5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3280000 | PA      | $3573137.21   | 0.11%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA HLTH & ED-A-REMK        | CUSIP: 57586EGS4<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3490471.25   | 0.10%             | 2030-11-01      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Greater Fall River Vocational School District                               | GREATER FALL REGL SD       | CUSIP: 391712AV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3232428.00   | 0.10%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNL1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    890000 | PA      | $896156.84    | 0.03%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -237        | CUSIP: 57587GL86<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    625000 | PA      | $618729.38    | 0.02%             | 2049-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA ST BAY AUTH-SER B       | CUSIP: 5755792J5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10744677.00  | 0.32%             | 2055-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Town of Plymouth MA                                                         | PLYMOUTH TWN               | CUSIP: 729654WF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $892109.50    | 0.03%             | 2034-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJT9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1160882.45   | 0.03%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-1         | CUSIP: 57585BGK8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4855000 | PA      | $5558810.90   | 0.17%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-D          | CUSIP: 57583U6R4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1232520.25   | 0.04%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57587GNY7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4445000 | PA      | $4198860.79   | 0.13%             | 2057-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YF87<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    150000 | PA      | $162201.95    | 0.00%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marthas Vineyard Land Bank                                                  | MARTHAS VINEYARD-REF       | CUSIP: 573100DV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $513826.70    | 0.02%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | MASSACHUSETTS ST DEPT      | CUSIP: 57563CES7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3280000 | PA      | $3501619.10   | 0.10%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m10y_06/04/26_3.69%_MS   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $413121.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57587GNX9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1416676.03   | 0.04%             | 2052-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MA WTR RES AUTH-C-REF      | CUSIP: 576051SG2<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |  13920000 | PA      | $14462437.34  | 0.43%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584FLX6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    840000 | PA      | $768345.90    | 0.02%             | 2039-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A          | CUSIP: 57586N5K3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $841023.30    | 0.03%             | 2049-12-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-T           | CUSIP: 57584XK26<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    110000 | PA      | $112863.19    | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV63<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    735000 | PA      | $790778.42    | 0.02%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541DA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1876156.40   | 0.06%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57587GKF1<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2050000 | PA      | $1535377.84   | 0.05%             | 2046-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   4105697 | PA      | $4099729.78   | 0.12%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHC5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5805812.00   | 0.17%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-D            | CUSIP: 57582RXC5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6540000 | PA      | $6444773.68   | 0.19%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 748508Z84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $348428.22    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEY0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   9535000 | PA      | $9064448.70   | 0.27%             | 2054-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584FLV0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    825000 | PA      | $778434.36    | 0.02%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV-REF      | CUSIP: 57585BKG2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    250000 | PA      | $258918.18    | 0.01%             | 2045-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YQC6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    685000 | PA      | $698754.05    | 0.02%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1085000 | PA      | $932698.66    | 0.03%             | 2036-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X3X7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1737927.80   | 0.05%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER -REF             | CUSIP: 981306YE7<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1620000 | PA      | $1477392.05   | 0.04%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 933254W91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    745000 | PA      | $608623.65    | 0.02%             | 2038-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-C         | CUSIP: 57582RWT9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4710831.30   | 0.14%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306ZL0<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1940000 | PA      | $1300958.96   | 0.04%             | 2044-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170SG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $407548.11    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA ST-B-REF                | CUSIP: 57582R3K0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3200000 | PA      | $3467893.76   | 0.10%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496YG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6200000 | PA      | $3981655.50   | 0.12%             | 2048-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MA SCH BLDG AUTH-B         | CUSIP: 576000G64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1189089.80   | 0.04%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J2          | CUSIP: 57584YJQ3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5375000 | PA      | $5629038.09   | 0.17%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 7485082C1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $826821.94    | 0.02%             | 2036-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Watertown MA                                                        | WATERTOWN                  | CUSIP: 942044WW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $89101.14     | 0.00%             | 2042-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMNWL-D      | CUSIP: 57582R4D5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  13550000 | PA      | $14152865.25  | 0.42%             | 2051-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN                 | CUSIP: 57584YVP1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1124210.43   | 0.03%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG-231-REF          | CUSIP: 57587GZP3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    250000 | PA      | $268219.80    | 0.01%             | 2033-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-J         | CUSIP: 57582RMD5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15238.20     | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNH0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    255000 | PA      | $256826.92    | 0.01%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YAA7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1780000 | PA      | $1825945.54   | 0.05%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RA63<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    990000 | PA      | $754191.50    | 0.02%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5070000 | PA      | $5069685.66   | 0.15%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMNWL-H      | CUSIP: 57582TBQ4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    305000 | PA      | $343021.91    | 0.01%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG94<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2710000 | PA      | $2402553.48   | 0.07%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109QE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $503420.55    | 0.02%             | 2042-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMWLTH-      | CUSIP: 57582RX35<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    175000 | PA      | $197429.94    | 0.01%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                              | MA CLG BLDG AUTH-B         | CUSIP: 575832E22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $689796.88    | 0.02%             | 2034-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-T           | CUSIP: 57584XJ93<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    175000 | PA      | $179885.32    | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Montague MA                                                         | MONTAGUE MA-REF            | CUSIP: 611815GU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $119335.89    | 0.00%             | 2038-02-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E-F3-VAR-PTNRS        | CUSIP: 57586CGB5<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1600000.00   | 0.05%             | 2040-07-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | PUERTO RICO AQUEDUCT       | CUSIP: 745160TS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $258583.08    | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XU25<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    150000 | PA      | $153750.12    | 0.00%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Salisbury MA                                                        | SALISBURY-MUN PURP LN      | CUSIP: 795302HC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $384969.36    | 0.01%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | MA TRANSN-VAR-SR-A1        | CUSIP: 57563CBF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100000.00    | 0.00%             | 2037-01-01      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X8V6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  19170000 | PA      | $19010555.44  | 0.57%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FING AGY-A          | CUSIP: 57584FKL3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    345000 | PA      | $339424.83    | 0.01%             | 2034-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X3Y5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7150000 | PA      | $5952068.27   | 0.18%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GGT6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    125000 | PA      | $101092.74    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-218         | CUSIP: 57587A8B7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    690000 | PA      | $583996.96    | 0.02%             | 2035-12-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMWLTH-      | CUSIP: 57582RY59<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9085000 | PA      | $9412113.60   | 0.28%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMF2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $565104.30    | 0.02%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MASSACHUSETTS ST SCH       | CUSIP: 576000YT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1848903.00   | 0.06%             | 2038-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Central Berkshire Regional School District/MA                               | CENT BERKSHIRE             | CUSIP: 152645GR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1302487.20   | 0.04%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 9332543G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1200945.08   | 0.04%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEL8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2276700.60   | 0.07%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YFG9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $508356.75    | 0.02%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | CVI-HTA 98 SR CLAIM        | CUSIP: 74514L4C8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1735683 | PA      | $1132533.30   | 0.03%             | 2051-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4860000 | PA      | $4925026.80   | 0.15%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                    | MIDDLEBOROUGH TWN          | CUSIP: 596051XP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1155635.79   | 0.03%             | 2039-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Gloucester MA                                                       | GLOUCESTER                 | CUSIP: 379713MF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    855000 | PA      | $657995.86    | 0.02%             | 2040-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -C-1        | CUSIP: 57586N6Q9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   7790000 | PA      | $5917708.56   | 0.18%             | 2054-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2580000 | PA      | $2501131.72   | 0.07%             | 2046-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XL66<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    775000 | PA      | $786377.08    | 0.02%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pioneer Valley Transit Authority                                            | PIONEER VLY TRANSIT        | CUSIP: 724025CW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1005953.70   | 0.03%             | 2026-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-L           | CUSIP: 57584YLY3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    125000 | PA      | $124282.70    | 0.00%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Islands Transportation & Infrastructure Corp                         | VIRGIN ISLANDS TRANSP      | CUSIP: 927686AN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1220989.44   | 0.04%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-1         | CUSIP: 57585BGG7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4666400.80   | 0.14%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6145000 | PA      | $5743924.45   | 0.17%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-C-1         | CUSIP: 57586VFG3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3007451.40   | 0.09%             | 2060-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306F99<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   3200000 | PA      | $1992698.88   | 0.06%             | 2049-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BKA5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1044399.20   | 0.03%             | 2045-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-1         | CUSIP: 57585BGJ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7500000 | PA      | $8645021.25   | 0.26%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXK6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1525529.40   | 0.05%             | 2048-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57586VCK7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2412876.72   | 0.07%             | 2067-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 7485082D9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $819484.89    | 0.02%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BJQ2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1253804.41   | 0.04%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER-A                | CUSIP: 981306VY6<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   2155000 | PA      | $2147857.90   | 0.06%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV71<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2215000 | PA      | $2239413.95   | 0.07%             | 2034-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584YT90<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2870000 | PA      | $2911286.67   | 0.09%             | 2031-01-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YU98<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    185000 | PA      | $186970.08    | 0.01%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLJ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1140000 | PA      | $1173471.43   | 0.04%             | 2027-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170TN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3945000 | PA      | $3687515.37   | 0.11%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-K           | CUSIP: 57585BNB0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  13715000 | PA      | $14308321.87  | 0.43%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3740000 | PA      | $3836623.27   | 0.11%             | 2040-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEJ3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1065000 | PA      | $1195537.26   | 0.04%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                       | FALL RIVER                 | CUSIP: 306297X64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $84602.81     | 0.00%             | 2039-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boston Water & Sewer Commission                                             | BOSTON MA WTR & SWR-B      | CUSIP: 101029UP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2603798.40   | 0.08%             | 2041-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMN-C        | CUSIP: 57582TAE2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   7800000 | PA      | $9061327.08   | 0.27%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | MA ST DEPT TRANSPRTN       | CUSIP: 57563CFN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2500000.00   | 0.07%             | 2039-01-01      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57586VCF8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000610.70   | 0.03%             | 2049-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV VAR-BOSTON-U6E      | CUSIP: 57583RWD3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  34720000 | PA      | $34720000.00  | 1.04%             | 2042-10-01      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                        | BRAINTREE TWN-REF          | CUSIP: 1050255T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1317180.48   | 0.04%             | 2034-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RA30<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3670000 | PA      | $3251742.95   | 0.10%             | 2034-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Assessment Revenue               | MA BAY TRANS AUTH-A-2      | CUSIP: 575577NZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10383645.00  | 0.31%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FINANCE AGENCY      | CUSIP: 57584YN62<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    950000 | PA      | $845164.18    | 0.03%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXL4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   5170000 | PA      | $5243860.17   | 0.16%             | 2053-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV55<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    435000 | PA      | $464120.51    | 0.01%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                    | MIDDLEBOROUGH TWN          | CUSIP: 596051XV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5800000 | PA      | $4010686.08   | 0.12%             | 2045-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-BANS                | CUSIP: 7485082N7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  35995000 | PA      | $36686546.74  | 1.10%             | 2026-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA ST BAY AUTH-SER B       | CUSIP: 575579Z34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $11670675.00  | 0.35%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLM8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    665000 | PA      | $716740.79    | 0.02%             | 2030-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV-VAR-K1           | CUSIP: 57583R6H3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3460000 | PA      | $3460000.00   | 0.10%             | 2046-07-01      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584FLS7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    315000 | PA      | $309909.63    | 0.01%             | 2034-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                              | UNIV OF MASS BLDG AUT      | CUSIP: 914440UG5<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |  11880000 | PA      | $12234899.56  | 0.37%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-H           | CUSIP: 57584X5L1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4175000 | PA      | $3955482.26   | 0.12%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-BANS                | CUSIP: 748508Y93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7440000 | PA      | $7550456.47   | 0.23%             | 2026-07-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV-REF      | CUSIP: 57585BKJ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9953963.00   | 0.30%             | 2055-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YN39<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3166331.20   | 0.09%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                       | BURLINGTON TWN-REF         | CUSIP: 121835M58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $496332.80    | 0.01%             | 2044-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWK3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2120000 | PA      | $2137027.63   | 0.06%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B           | CUSIP: 57585BKC1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  13060000 | PA      | $14178394.41  | 0.42%             | 2055-08-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306ZK2<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    300000 | PA      | $207564.87    | 0.01%             | 2043-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV22<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    200000 | PA      | $205031.12    | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EAST LONGMEADOW MA                                                          | E LONGMEADOW TWN           | CUSIP: 273533UX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $14127931.50  | 0.42%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GUK9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    625000 | PA      | $631198.56    | 0.02%             | 2047-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FING AGY-A          | CUSIP: 57584FKK5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    320000 | PA      | $316855.74    | 0.01%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Natick MA                                                           | NATICK TWN                 | CUSIP: 632363P27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $80933.43     | 0.00%             | 2038-08-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BPC6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  30925000 | PA      | $33018062.76  | 0.99%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                       | BURLINGTON TWN-REF         | CUSIP: 121835M41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $493362.42    | 0.01%             | 2043-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RD78<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1285000 | PA      | $984784.55    | 0.03%             | 2048-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Framingham MA                                                       | FRAMINGHAM                 | CUSIP: 351695BG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1235000 | PA      | $944238.64    | 0.03%             | 2040-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYM5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    120000 | PA      | $84586.96     | 0.00%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Boston MA                                                           | BOSTON-A                   | CUSIP: 100853A34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $1927964.93   | 0.06%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJY8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1010114.30   | 0.03%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTP4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1065000 | PA      | $1095008.72   | 0.03%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E VAR-MUSEUM-A1       | CUSIP: 57586CV69<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |  14375000 | PA      | $14375000.00  | 0.43%             | 2037-12-01      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57587GKG9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $705832.80    | 0.02%             | 2051-12-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-E         | CUSIP: 57582RUM6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  27750000 | PA      | $28797362.70  | 0.86%             | 2043-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA ST BAY TRANS AUTH       | CUSIP: 575579N45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11670000 | PA      | $11670000.00  | 0.35%             | 2052-07-01      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m5y_04/22/26_3.46%_MS    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $18310.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RC61<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    230000 | PA      | $226269.58    | 0.01%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -A-1        | CUSIP: 57584YWK1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3070000 | PA      | $3315160.38   | 0.10%             | 2050-07-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG60<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    350000 | PA      | $374784.24    | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YQK8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  21305000 | PA      | $18471835.53  | 0.55%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV-AG       | CUSIP: 57585BLC0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  10370000 | PA      | $8827874.19   | 0.26%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER-A                | CUSIP: 981306WF6<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    100000 | PA      | $79702.97     | 0.00%             | 2040-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 9332543J1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1225666.65   | 0.04%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Gloucester MA                                                       | GLOUCESTER                 | CUSIP: 379713MJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $465184.14    | 0.01%             | 2043-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV89<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    445000 | PA      | $431692.59    | 0.01%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Saugus MA                                                           | SAUGUS TWN                 | CUSIP: 804243E58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1427116.95   | 0.04%             | 2036-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1085000 | PA      | $955831.08    | 0.03%             | 2035-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Tyngsborough MA                                                     | TYNGSBOROUGH TWN           | CUSIP: 902392KU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1815000 | PA      | $1509871.82   | 0.05%             | 2043-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | PUERTO RICO AQUEDUCT-      | CUSIP: 745160UC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3450000 | PA      | $3618402.78   | 0.11%             | 2033-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJV4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    600000 | PA      | $606000.42    | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                              | MA ST CLG BLDG AUTH-A      | CUSIP: 575832Y61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1280000 | PA      | $929643.65    | 0.03%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWE7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $504413.35    | 0.02%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                         | WEYMOUTH TWN               | CUSIP: 962201GP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2355000 | PA      | $1544657.69   | 0.05%             | 2045-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AG-220-REF      | CUSIP: 57587GEM3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1930000 | PA      | $1905125.39   | 0.06%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGENCY-A        | CUSIP: 57585BBU1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1033135.29   | 0.03%             | 2060-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-C         | CUSIP: 57582RWV4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3530000 | PA      | $3663336.57   | 0.11%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BMC9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    960000 | PA      | $1022520.58   | 0.03%             | 2050-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASSACHUSETTS ST TRAN      | CUSIP: 57604THJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  25000000 | PA      | $25521800.00  | 0.76%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXF7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    560000 | PA      | $576353.96    | 0.02%             | 2035-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YX87<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  13745000 | PA      | $10812486.38  | 0.32%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY                     | CUSIP: 748508WN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $1907793.90   | 0.06%             | 2046-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XU74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    170000 | PA      | $171468.02    | 0.01%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -237        | CUSIP: 57587GL78<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    750000 | PA      | $753270.45    | 0.02%             | 2044-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-REF      | CUSIP: 57584XCF6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2925000 | PA      | $2925860.83   | 0.09%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Lincoln MA                                                          | LINCOLN-SCH                | CUSIP: 533849PP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $981492.49    | 0.03%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57586VDL4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    350000 | PA      | $354084.50    | 0.01%             | 2039-12-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584X3E9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2885000 | PA      | $2872810.88   | 0.09%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170MZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $220749.01    | 0.01%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GVW2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4650000 | PA      | $4593413.69   | 0.14%             | 2058-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BJX7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1070200.30   | 0.03%             | 2042-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BML9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $558462.95    | 0.02%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-E                | CUSIP: 57582TAQ5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  16240000 | PA      | $16990755.71  | 0.51%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRN SR-SER B        | CUSIP: 575579UK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $5125711.50   | 0.15%             | 2033-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Framingham MA                                                       | FRAMINGHAM                 | CUSIP: 351695BH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1245000 | PA      | $921128.19    | 0.03%             | 2041-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J2          | CUSIP: 57584YJM2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2505000 | PA      | $2638032.03   | 0.08%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lawrence MA                                                         | LAWRENCE                   | CUSIP: 520229CM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2175000 | PA      | $2045155.11   | 0.06%             | 2052-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-2         | CUSIP: 57585BEZ7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  12735000 | PA      | $14417983.74  | 0.43%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV30<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    220000 | PA      | $228591.22    | 0.01%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASS DEV FIN AGY-K         | CUSIP: 57584XF63<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1009455.60   | 0.03%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH-A-REF      | CUSIP: 57604TKA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $530585.20    | 0.02%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMX3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5775000 | PA      | $5988128.11   | 0.18%             | 2065-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA ST BAY AUTH-SER B       | CUSIP: 575579Z26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3532427.10   | 0.11%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | EXCHANGE-SER B             | CUSIP: 745160TF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $522211.30    | 0.02%             | 2033-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BJN9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1379617.51   | 0.04%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MASSACHUSETTS ST WTR       | CUSIP: 576051UP9<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5187398.50   | 0.16%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                       | FALL RIVER MA              | CUSIP: 3062972U5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $70754.02     | 0.00%             | 2043-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YT74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1243787.38   | 0.04%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57586VCG6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2748354.40   | 0.08%             | 2054-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLR7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    605000 | PA      | $670033.33    | 0.02%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Acton & Boxborough Regional School District/MA                              | ACTON & BOXBOURGH MA       | CUSIP: 005050HC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $107857.16    | 0.00%             | 2043-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLS5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    635000 | PA      | $705628.76    | 0.02%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-3         | CUSIP: 57586VDU4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2915000 | PA      | $2934620.57   | 0.09%             | 2028-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| City of Brockton MA                                                         | BROCKTON                   | CUSIP: 111746KZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5470000 | PA      | $5292720.58   | 0.16%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY                     | CUSIP: 748508YH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $138849.63    | 0.00%             | 2037-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Stoneham MA                                                         | STONEHAM                   | CUSIP: 861827A37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3447662.00   | 0.10%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YFC8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    305000 | PA      | $312625.24    | 0.01%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTG4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    455000 | PA      | $478809.51    | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV-B-ZERO CPN       | CUSIP: 57583RXR1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3090000 | PA      | $2471551.33   | 0.07%             | 2033-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Springfield MA                                                      | SPRINGFIELD                | CUSIP: 850752TA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $178981.57    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-REF        | CUSIP: 57584YRR2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1575000 | PA      | $1612791.81   | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RH41<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   7170000 | PA      | $6397937.27   | 0.19%             | 2040-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A-1      | CUSIP: 575579R25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12915000 | PA      | $13724412.75  | 0.41%             | 2053-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -C-1        | CUSIP: 57586N6N6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $834037.10    | 0.02%             | 2044-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YNB1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1818417.00   | 0.05%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 748508Z76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $279857.35    | 0.01%             | 2031-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RC87<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1315000 | PA      | $1426660.07   | 0.04%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1075000 | PA      | $967287.58    | 0.03%             | 2034-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Stoughton MA                                                        | STOUGHTON                  | CUSIP: 862318G55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3635000 | PA      | $3453579.69   | 0.10%             | 2037-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -I-REF      | CUSIP: 57584YP60<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    775000 | PA      | $818735.65    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582R6Y7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2795000 | PA      | $3123811.91   | 0.09%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEM6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1846681.98   | 0.06%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YC72<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2045000 | PA      | $1826697.89   | 0.05%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV48<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    245000 | PA      | $257922.84    | 0.01%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | CWLTH OF MASSACHUSETT      | CUSIP: 57582RZ90<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3265000 | PA      | $3429472.74   | 0.10%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-REF        | CUSIP: 57584YRS0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1692405.22   | 0.05%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YFH7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    405000 | PA      | $410855.85    | 0.01%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -REF        | CUSIP: 57584Y2S7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1065000 | PA      | $1076662.60   | 0.03%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lawrence MA                                                         | LAWRENCE                   | CUSIP: 520229AR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1755000 | PA      | $1494594.86   | 0.04%             | 2038-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3905000 | PA      | $3801871.68   | 0.11%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YM89<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    370000 | PA      | $363115.60    | 0.01%             | 2031-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG-231-REF          | CUSIP: 57587GZU2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    620000 | PA      | $657174.46    | 0.02%             | 2035-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                              | MA ST CLG BLDG AUTH        | CUSIP: 5758326R6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $275305.27    | 0.01%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MASSACHUSETTS ST SCH       | CUSIP: 576000YZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3825000 | PA      | $2907737.08   | 0.09%             | 2050-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -237        | CUSIP: 57587GL60<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    880000 | PA      | $888101.10    | 0.03%             | 2039-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Spears/Lifers Trust                                           | TNDR OPT-FLTRS-8103        | CUSIP: 25155W7W3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19080000 | PA      | $19080000.00  | 0.57%             | 2055-07-01      | Variable      | 3.05%                 | Yes           |                  2 | On Loan: No      |
| City of Leominster MA                                                       | LEOMINSTER                 | CUSIP: 526408S42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2952688.40   | 0.09%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RA48<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    400000 | PA      | $349916.80    | 0.01%             | 2035-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RK39<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   7230000 | PA      | $7523781.65   | 0.22%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH-A-REF      | CUSIP: 57604TJU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    680000 | PA      | $744764.42    | 0.02%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X6Z9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    145000 | PA      | $127641.70    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RN85<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6005000 | PA      | $4561662.82   | 0.14%             | 2049-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2895000 | PA      | $2845918.75   | 0.09%             | 2044-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GCD5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    395000 | PA      | $305434.38    | 0.01%             | 2040-12-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYL7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     65000 | PA      | $56865.63     | 0.00%             | 2045-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA ST CLEAN WTR TRUST      | CUSIP: 575829GF7<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1635000 | PA      | $1450214.10   | 0.04%             | 2040-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTU3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4955000 | PA      | $4849924.27   | 0.15%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Marlborough MA                                                      | MARLBOROUGH-REF            | CUSIP: 5708843Q7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1510000 | PA      | $1389201.66   | 0.04%             | 2033-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-D         | CUSIP: 57582RFP6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  13000000 | PA      | $12766913.90  | 0.38%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                      | RESTRUCTURED-SER A-2       | CUSIP: 74529JRH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4130000 | PA      | $4021027.89   | 0.12%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YX61<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     60000 | PA      | $56548.04     | 0.00%             | 2035-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X8S3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3450000 | PA      | $3493755.66   | 0.10%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26B      | CUSIP: 575829NQ5<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   3305000 | PA      | $3644528.27   | 0.11%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEP9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1820939.84   | 0.05%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                              | UNIV OF MASS BLDG AUT      | CUSIP: 914440UF7<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |    435000 | PA      | $414377.00    | 0.01%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                           | EASTON MA                  | CUSIP: 277587D65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    615000 | PA      | $470467.56    | 0.01%             | 2041-10-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYJ2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1555794.24   | 0.05%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXD2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    550000 | PA      | $563605.46    | 0.02%             | 2034-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-218         | CUSIP: 57587A8C5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    500000 | PA      | $390794.20    | 0.01%             | 2040-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWG0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    970000 | PA      | $885241.21    | 0.03%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A        | CUSIP: 575579U96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2470000 | PA      | $2738450.72   | 0.08%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XD24<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    700000 | PA      | $708085.21    | 0.02%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4755000 | PA      | $4431335.71   | 0.13%             | 2054-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496XS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2650000 | PA      | $2365697.67   | 0.07%             | 2034-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                    | MIDDLEBOROUGH TWN          | CUSIP: 596051XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5050000 | PA      | $3340541.17   | 0.10%             | 2049-10-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJW2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1565000 | PA      | $1580734.82   | 0.05%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4425000 | PA      | $4430801.62   | 0.13%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virgin Islands Transportation & Infrastructure Corp                         | VIRGIN ISLANDS TRANSP      | CUSIP: 927686AJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1107946.70   | 0.03%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MASSACHUSETTS ST WTR       | CUSIP: 576051XM3<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   2220000 | PA      | $2323959.05   | 0.07%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTA7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2495000 | PA      | $2673226.08   | 0.08%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2575000 | PA      | $2613846.45   | 0.08%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA ST-A                    | CUSIP: 57582RM60<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1215000 | PA      | $1199260.40   | 0.04%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-B        | CUSIP: 575579W37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10687785.00  | 0.32%             | 2054-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Boston MA                                                           | BOSTON-A                   | CUSIP: 100853A42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2205000 | PA      | $1840220.01   | 0.06%             | 2037-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GCF0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    750000 | PA      | $497727.45    | 0.01%             | 2050-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-L           | CUSIP: 57584YMB2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    540000 | PA      | $529346.07    | 0.02%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286KE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1375000 | PA      | $1177230.31   | 0.04%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YD22<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  12485000 | PA      | $9904938.54   | 0.30%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RD45<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2895000 | PA      | $3077163.24   | 0.09%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4600000 | PA      | $4519565.78   | 0.14%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS              | CUSIP: 57582RKA3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3495000 | PA      | $3538230.70   | 0.11%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582R6V3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6150000 | PA      | $7033893.38   | 0.21%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleton MA                                                        | MIDDLETON TWN              | CUSIP: 596731HA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3015000 | PA      | $2596805.03   | 0.08%             | 2035-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                           | EASTON MA                  | CUSIP: 277587D57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    810000 | PA      | $638996.20    | 0.02%             | 2040-10-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                    | MIDDLEBOROUGH TWN          | CUSIP: 596051XR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1084291.30   | 0.03%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWJ4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5699822.50   | 0.17%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYH6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2695000 | PA      | $2299582.32   | 0.07%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57586VDS9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1570000 | PA      | $1557670.79   | 0.05%             | 2067-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMWLTH-      | CUSIP: 57582RY42<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4665000 | PA      | $4932213.53   | 0.15%             | 2052-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306G23<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   3325000 | PA      | $2095113.42   | 0.06%             | 2050-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-C-1         | CUSIP: 57586VFH1<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3013617.30   | 0.09%             | 2068-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Co                               | MA MUNI WHOLESALE -A       | CUSIP: 575766AT7<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1003118.10   | 0.03%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGENCY-A        | CUSIP: 57585BBS6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5265000 | PA      | $5220211.70   | 0.16%             | 2044-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YQJ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3355000 | PA      | $3319980.51   | 0.10%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584YGQ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6185000 | PA      | $6333338.57   | 0.19%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BQD3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2065000 | PA      | $2319038.37   | 0.07%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMN-C        | CUSIP: 57582TAG7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $11403005.00  | 0.34%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170NG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $754875.18    | 0.02%             | 2044-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                              | MA CLG REF-SER B           | CUSIP: 575832KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4725000 | PA      | $5671459.55   | 0.17%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R5F9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    685000 | PA      | $803022.14    | 0.02%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -I-REF      | CUSIP: 57584YP86<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1093667.00   | 0.03%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RH66<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9200000 | PA      | $7998985.08   | 0.24%             | 2041-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-N        | CUSIP: 57585BLF3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5320000 | PA      | $5367145.84   | 0.16%             | 2041-07-01      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG FIN AGY          | CUSIP: 57587GMV4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2360000 | PA      | $2438394.48   | 0.07%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109QF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $487180.17    | 0.01%             | 2043-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of Gardner MA                                                          | GARDNER                    | CUSIP: 365604TT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1230000 | PA      | $975895.16    | 0.03%             | 2039-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XHA2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1225818.30   | 0.04%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m10y_06/09/26_3.71%_MS   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $421274.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Town of Longmeadow MA                                                       | LONGMEADOW TWN -REF        | CUSIP: 543077WA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1390000 | PA      | $1261902.19   | 0.04%             | 2033-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-C               | CUSIP: 57582R3Y0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2630000 | PA      | $2777336.55   | 0.08%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | US 5YR NOTE (CBT) Mar26    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       201 | NC      | $59466.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584Y4H9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    250000 | PA      | $252987.35    | 0.01%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306E33<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   4325000 | PA      | $4488706.01   | 0.13%             | 2035-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BFD5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4210000 | PA      | $4116454.22   | 0.12%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Upton MA                                                            | UPTON-REF                  | CUSIP: 916847GQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $100994.96    | 0.00%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Town of Ashland MA                                                          | ASHLAND MA                 | CUSIP: 044357VL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1930000 | PA      | $1219648.25   | 0.04%             | 2051-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                  | NE MET REGL VOCATIONA      | CUSIP: 664262BF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1110840.00   | 0.03%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleton MA                                                        | MIDDLETON TWN              | CUSIP: 596731HD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1520000 | PA      | $1207568.71   | 0.04%             | 2038-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YQF9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9570.90      | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASS DEV FIN AGY-K         | CUSIP: 57584XF48<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1219140.24   | 0.04%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R5Q5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10500766.00  | 0.31%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Wakefield MA                                                        | WAKEFIELD TWN-REF          | CUSIP: 931065WH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13240000 | PA      | $12471668.24  | 0.37%             | 2054-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNR5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1844660.16   | 0.06%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNN7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  18055000 | PA      | $18080204.78  | 0.54%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA ST-A                    | CUSIP: 57582RN36<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3820906.00   | 0.11%             | 2040-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XQ61<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    725000 | PA      | $728117.57    | 0.02%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57584Y6D6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    300000 | PA      | $299492.52    | 0.01%             | 2036-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109QB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $650661.64    | 0.02%             | 2039-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTD1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1130000 | PA      | $1200900.27   | 0.04%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 933254Q31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $111295.07    | 0.00%             | 2041-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                        | BRAINTREE TWN-REF          | CUSIP: 1050255S5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1348536.80   | 0.04%             | 2033-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XVS7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5140000 | PA      | $5151534.67   | 0.15%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS-A-REF         | CUSIP: 575579ZP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2690649.90   | 0.08%             | 2029-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Samoa Economic Development Authority                               | AMERICAN SAMOA-REF-A       | CUSIP: 02936TAR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $284044.89    | 0.01%             | 2031-09-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1115000 | PA      | $860494.67    | 0.03%             | 2040-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV WGBH EDL-SER A      | CUSIP: 57583FZE4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7600000 | PA      | $8893931.16   | 0.27%             | 2042-01-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL                     | CUSIP: 547647RQ2<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1040000 | PA      | $752393.72    | 0.02%             | 2042-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA ST-A                    | CUSIP: 57582R2S4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2445000 | PA      | $2813544.87   | 0.08%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m5y_04/22/26_3.46%_RBC   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $24414.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-D-REF       | CUSIP: 57584Y7V5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1970000 | PA      | $2125118.19   | 0.06%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTV1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1912502.60   | 0.06%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R5P7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5550000 | PA      | $6050546.18   | 0.18%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | MA TRANSN-A-2-VAR-SR       | CUSIP: 57563CCZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $260000.00    | 0.01%             | 2037-01-01      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-DEXTER      | CUSIP: 57584XDS7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1695000 | PA      | $1696049.37   | 0.05%             | 2032-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTF6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1055720.30   | 0.03%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -A          | CUSIP: 57583XCP5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1469668 | PA      | $1095290.84   | 0.03%             | 2042-01-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J2          | CUSIP: 57584YJU4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5050000 | PA      | $5165148.08   | 0.15%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG-231-REF          | CUSIP: 57587GZV0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2600000 | PA      | $2738368.10   | 0.08%             | 2038-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Town of Hingham MA                                                          | HINGHAM TWN-WTR BONDS      | CUSIP: 433344VY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3106008.40   | 0.09%             | 2040-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL                     | CUSIP: 547647VQ7<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1365000 | PA      | $1347930.27   | 0.04%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Hudson MA                                                           | HUDSON TWN-BANS            | CUSIP: 443852WZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1008069.90   | 0.03%             | 2026-06-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN-199             | CUSIP: 57587AF94<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1865000 | PA      | $1869109.34   | 0.06%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWG2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2016992.40   | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1110000 | PA      | $883185.82    | 0.03%             | 2039-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5570000 | PA      | $5342655.99   | 0.16%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E VAR-J2-BAYSTAT      | CUSIP: 57586EKB6<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   7900000 | PA      | $7900000.00   | 0.24%             | 2044-07-01      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306F81<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   3140000 | PA      | $1989150.75   | 0.06%             | 2048-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Somerville MA                                                       | SOMERVILLE                 | CUSIP: 8352405B4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2670000 | PA      | $2146538.22   | 0.06%             | 2039-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587A4T2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1801682.25   | 0.05%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Central Berkshire Regional School District/MA                               | CENT BERKSHIRE             | CUSIP: 152645GK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1125740.81   | 0.03%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XU41<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1021139.00   | 0.03%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XPZ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5245000 | PA      | $4275596.02   | 0.13%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170TH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4820000 | PA      | $4623267.84   | 0.14%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286KD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1223688.48   | 0.04%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GUL7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1252282.08   | 0.04%             | 2052-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Town of Stoneham MA                                                         | STONEHAM                   | CUSIP: 861827C35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1960000 | PA      | $1303488.00   | 0.04%             | 2052-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584YU31<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    485000 | PA      | $464722.83    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| City of Attleboro MA                                                        | ATTLEBORO                  | CUSIP: 0498435J0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3335000 | PA      | $2328068.45   | 0.07%             | 2050-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A-1      | CUSIP: 575579Q59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4805000 | PA      | $5218414.03   | 0.16%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-I               | CUSIP: 57582TCD2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3220000 | PA      | $3373745.02   | 0.10%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-B         | CUSIP: 57582R8A7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2609226.50   | 0.08%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTJ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    275000 | PA      | $287734.67    | 0.01%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J2          | CUSIP: 57584YJR1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4415000 | PA      | $4609704.59   | 0.14%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m15y_05/19/26_4.06%_RBC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $23543.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-1         | CUSIP: 57585BGF9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $8236676.00   | 0.25%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YK32<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7040000 | PA      | $6669843.14   | 0.20%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Littleton MA                                                        | LITTLETON TWN              | CUSIP: 537802VH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $198067.37    | 0.01%             | 2038-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA ST CLEAN WTR TRUST      | CUSIP: 575829GE0<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |    240000 | PA      | $218624.33    | 0.01%             | 2039-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BFZ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2910000 | PA      | $3343403.76   | 0.10%             | 2034-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| City of Lynn MA                                                             | LYNN                       | CUSIP: 551563FQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2230000 | PA      | $2104487.80   | 0.06%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | CWLTH OF MASSACHUSETT      | CUSIP: 57582R2F2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3109217.10   | 0.09%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASS ST DEV AUTH REV       | CUSIP: 57584Y8C6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5900000 | PA      | $5900000.00   | 0.18%             | 2052-07-01      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-225         | CUSIP: 57587GSE6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   3340000 | PA      | $3543917.69   | 0.11%             | 2037-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GQV0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2387528.34   | 0.07%             | 2042-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XT68<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4725000 | PA      | $4859802.83   | 0.15%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG37<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    300000 | PA      | $326179.29    | 0.01%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNV6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2685000 | PA      | $3001761.53   | 0.09%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MASSACHUSETTS ST BAY       | CUSIP: 575579L70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1543797.76   | 0.05%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J2          | CUSIP: 57584YJL4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    770000 | PA      | $811822.24    | 0.02%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-222-RE      | CUSIP: 57587GJG1<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   9590000 | PA      | $9414357.23   | 0.28%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MA ST WTR-VAR-REF-E        | CUSIP: 5760494U1<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   9135000 | PA      | $9135000.00   | 0.27%             | 2037-08-01      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-C         | CUSIP: 57582RWR3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    610000 | PA      | $644899.93    | 0.02%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Gloucester MA                                                       | GLOUCESTER                 | CUSIP: 379713QH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    815000 | PA      | $788580.47    | 0.02%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YFK0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1115000 | PA      | $1082670.69   | 0.03%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMU9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1570000 | PA      | $1693749.60   | 0.05%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R6F8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2430000 | PA      | $2710901.20   | 0.08%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XM73<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2555000 | PA      | $2573616.24   | 0.08%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-A-2      | CUSIP: 57585BGU6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  30145000 | PA      | $35554827.73  | 1.06%             | 2055-05-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDL9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    250000 | PA      | $269648.83    | 0.01%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MASSACHUSETTS ST BAY       | CUSIP: 575579H34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2480000 | PA      | $2729627.13   | 0.08%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-L           | CUSIP: 57584YLX5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1185000 | PA      | $1183474.19   | 0.04%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLT3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    580000 | PA      | $639569.65    | 0.02%             | 2036-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XVP3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    550000 | PA      | $552971.32    | 0.02%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R6A9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    595000 | PA      | $694514.94    | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-AG          | CUSIP: 57585BLE6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2985000 | PA      | $2890885.94   | 0.09%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nauset Regional School District/MA                                          | NAUSET REGL SD             | CUSIP: 639086JG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2400491.75   | 0.07%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m15y_05/19/26_4.06%_MS   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $21265.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587A4P0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    940000 | PA      | $852711.13    | 0.03%             | 2032-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL                     | CUSIP: 547647VV6<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   5295000 | PA      | $5106318.50   | 0.15%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584YBZ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    145000 | PA      | $147521.59    | 0.00%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Norwood MA                                                          | NORWOOD TWN                | CUSIP: 669555E34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $497910.28    | 0.01%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXE0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    545000 | PA      | $556735.27    | 0.02%             | 2034-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Town of Orange MA                                                           | ORANGE TWN                 | CUSIP: 685066EQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2795000 | PA      | $2095115.79   | 0.06%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YN21<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4955000 | PA      | $4090762.77   | 0.12%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHB7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4604491.20   | 0.14%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-A            | CUSIP: 57582RQY5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4196460.80   | 0.13%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                       | BURLINGTON TWN-REF         | CUSIP: 121835M25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $494649.60    | 0.01%             | 2041-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| City of Woburn MA                                                           | WOBURN -REF                | CUSIP: 977521X65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $215822.58    | 0.01%             | 2036-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWA3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    460000 | PA      | $460000.00    | 0.01%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MA WTR RES AUTH-F-REF      | CUSIP: 576051R81<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10000000.00  | 0.30%             | 2029-08-01      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RD37<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    200000 | PA      | $213804.18    | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASS CMNWLTH-A             | CUSIP: 57604TKE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20000000 | PA      | $20807356.00  | 0.62%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MASSACHUSETTS ST WTR       | CUSIP: 576051XE1<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2170902.00   | 0.06%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Lexington MA                                                        | LEXINGTON-MUNI PURP        | CUSIP: 529284W49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1376786.75   | 0.04%             | 2038-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Town of Arlington MA                                                        | ARLINGTON TWN              | CUSIP: 041609P69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2079880.04   | 0.06%             | 2041-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                      | PR SALES TAX FING-A1       | CUSIP: 74529JQF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $670517.51    | 0.02%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BJL3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1234434.27   | 0.04%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XHD6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2660000 | PA      | $2660247.91   | 0.08%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV-P-AG                | CUSIP: 57584YVT3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6075000 | PA      | $6688060.45   | 0.20%             | 2059-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YAC3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1055000 | PA      | $1081739.82   | 0.03%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV-VAR-K2-REMK      | CUSIP: 57584YT33<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  21650000 | PA      | $21650000.00  | 0.65%             | 2046-07-01      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GQU2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    625000 | PA      | $657193.81    | 0.02%             | 2037-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLU0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    610000 | PA      | $666637.40    | 0.02%             | 2037-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Town of Canton MA                                                           | CANTON TWN                 | CUSIP: 138267R35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $129653.48    | 0.00%             | 2038-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH -C               | CUSIP: 57582RA97<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6255000 | PA      | $4753834.40   | 0.14%             | 2049-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWF2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    290000 | PA      | $298880.82    | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-C-REF        | CUSIP: 57582R4X1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  16000000 | PA      | $17700804.80  | 0.53%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-242         | CUSIP: 57587GV36<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    550000 | PA      | $551655.23    | 0.02%             | 2040-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YAB5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3075606.30   | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Samoa Economic Development Authority                               | AMERICAN SAMOA-REF-A       | CUSIP: 02936TAP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $233289.47    | 0.01%             | 2029-09-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XU58<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    630000 | PA      | $641966.79    | 0.02%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                              | UNIV OF MASSACHUSETTS      | CUSIP: 914437TZ1<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1051792.10   | 0.03%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GBC8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1178156.70   | 0.04%             | 2050-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-3         | CUSIP: 57586VDW0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   5325000 | PA      | $5392567.86   | 0.16%             | 2029-12-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 7485082E7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1160111.40   | 0.03%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BER5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2158208.60   | 0.06%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Lexington MA                                                        | LEXINGTON-MUNI PURP        | CUSIP: 529284X71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $388344.65    | 0.01%             | 2049-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496XT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2399432.20   | 0.07%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                       | FALL RIVER                 | CUSIP: 306297X31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2265000 | PA      | $2163444.87   | 0.06%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2780000 | PA      | $2745618.07   | 0.08%             | 2043-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6120000 | PA      | $5753889.36   | 0.17%             | 2051-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-D         | CUSIP: 57582RPH3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    125000 | PA      | $119350.73    | 0.00%             | 2039-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Town of Rockland MA                                                         | ROCKLAND                   | CUSIP: 773641WJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1840000 | PA      | $1151152.21   | 0.03%             | 2050-08-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL MA -REF             | CUSIP: 547647PG6<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1545000 | PA      | $1336488.81   | 0.04%             | 2041-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASSACHUSETTS -A           | CUSIP: 57604THF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3930000 | PA      | $4058108.57   | 0.12%             | 2043-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMJ4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $568052.35    | 0.02%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH-A-REF      | CUSIP: 57604TJY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3203045.10   | 0.10%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RJL1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9200000 | PA      | $8046400.04   | 0.24%             | 2041-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E-ADJ-K-REMK          | CUSIP: 57586EQ87<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |  15210000 | PA      | $15210000.00  | 0.45%             | 2039-07-01      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMWLTH-      | CUSIP: 57582RY34<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   8635000 | PA      | $9189556.11   | 0.27%             | 2047-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH - B        | CUSIP: 57604TJH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6125000 | PA      | $6314753.11   | 0.19%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL                     | CUSIP: 547647RR0<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |    895000 | PA      | $626383.11    | 0.02%             | 2043-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582RMS2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7191450.70   | 0.22%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Marblehead MA                                                       | MARBLEHEAD TWN             | CUSIP: 566081YW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $452211.75    | 0.01%             | 2039-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG78<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106368.70    | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWF4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3960000 | PA      | $3987685.15   | 0.12%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-U-2        | CUSIP: 57584Y8K8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  12720000 | PA      | $12720000.00  | 0.38%             | 2048-03-01      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109QA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    840000 | PA      | $671367.90    | 0.02%             | 2038-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Collegiate Charter School of Lowell                                         | LOWELL COLLEGIATE          | CUSIP: 547649AD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5490000 | PA      | $5122327.56   | 0.15%             | 2054-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Gardner MA                                                          | GARDNER                    | CUSIP: 365604VH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2930000 | PA      | $2797731.01   | 0.08%             | 2048-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BPD4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  12775000 | PA      | $13897591.63  | 0.42%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL-REF                 | CUSIP: 547647UF2<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   2155000 | PA      | $2207216.73   | 0.07%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                | MASSACHUSETTS ST PORT      | CUSIP: 575896UJ2<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |  10690000 | PA      | $10882131.37  | 0.33%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA ST-A                    | CUSIP: 57582RM78<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1220000 | PA      | $1191426.14   | 0.04%             | 2036-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEK0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1132820.40   | 0.03%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -REF        | CUSIP: 57584Y2Q1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    575000 | PA      | $575228.74    | 0.02%             | 2026-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X8Q7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1880000 | PA      | $1958800.20   | 0.06%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FINANCE AGENCY      | CUSIP: 57584YN70<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4770000 | PA      | $3933924.42   | 0.12%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YNC9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   8750000 | PA      | $7732854.50   | 0.23%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YEX3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    255000 | PA      | $262466.71    | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 7485082B3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $481478.72    | 0.01%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YAD1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2470000 | PA      | $2533322.65   | 0.08%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Brookline MA                                                        | BROOKLINE TWN -REF         | CUSIP: 1137457S6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6645000 | PA      | $5153309.80   | 0.15%             | 2040-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Peabody MA                                                          | PEABODY-BANS               | CUSIP: 70457PHD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1109402.36   | 0.03%             | 2026-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | US 2YR NOTE (CBT) Mar26    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       139 | NC      | $-11392.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   2665026 | PA      | $2828383.30   | 0.08%             | 2029-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FING AGY-A          | CUSIP: 57584FKJ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $497769.30    | 0.01%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584YBU2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10217.74     | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Somerville MA                                                       | SOMERVILLE                 | CUSIP: 8352405C2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4875000 | PA      | $3803942.03   | 0.11%             | 2040-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Collegiate Charter School of Lowell                                         | LOWELL COLLEGIATE          | CUSIP: 547649AC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3250000 | PA      | $3092108.18   | 0.09%             | 2049-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLN6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    695000 | PA      | $756711.97    | 0.02%             | 2031-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | MASSACHUSETTS TRANS        | CUSIP: 57563CDS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1580000 | PA      | $1694320.11   | 0.05%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEQ7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1475913.96   | 0.04%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BFT0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2510000 | PA      | $2801577.16   | 0.08%             | 2031-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Town of Needham MA                                                          | NEEDHAM-REF                | CUSIP: 6398466C3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1271704.67   | 0.04%             | 2040-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                              | UNIV OF MA BLDG AUTH       | CUSIP: 914440QF2<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30053.82     | 0.00%             | 2031-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306R54<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    790000 | PA      | $753857.42    | 0.02%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH-A-REF      | CUSIP: 57604TJX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11235000 | PA      | $12076280.17  | 0.36%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1915000 | PA      | $1826747.03   | 0.05%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | JPM-PUTTERS-XM1158         | CUSIP: 88035H3N4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1400000.00   | 0.04%             | 2028-11-01      | Variable      | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Co                               | MA MUNI WHOLESALE -A       | CUSIP: 575766AV2<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |    680000 | PA      | $628287.36    | 0.02%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YFF1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    825000 | PA      | $840670.79    | 0.03%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587A3R7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2280000 | PA      | $2293504.90   | 0.07%             | 2050-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Salem MA                                                            | SALEM MA                   | CUSIP: 794199S67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $574912.99    | 0.02%             | 2036-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Lynnfield MA                                                        | LYNNFIELD TWN              | CUSIP: 551664PL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1245000 | PA      | $1217077.64   | 0.04%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Greater Fall River Vocational School District                               | GREATER FALL REGL SD       | CUSIP: 391712AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3935000 | PA      | $4193197.39   | 0.13%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH -C               | CUSIP: 57582RB21<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9010000 | PA      | $6498347.17   | 0.19%             | 2050-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| City of Springfield MA                                                      | SPRINGFIELD                | CUSIP: 850752TU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1290000 | PA      | $1141092.59   | 0.03%             | 2034-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-222-RE      | CUSIP: 57587GJE6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $4631899.20   | 0.14%             | 2041-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLP1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    705000 | PA      | $774434.39    | 0.02%             | 2032-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1090000 | PA      | $912768.73    | 0.03%             | 2037-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Samoa Economic Development Authority                               | AMERICAN SAMOA-REF-A       | CUSIP: 02936TAN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $241910.60    | 0.01%             | 2028-09-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV-FF               | CUSIP: 57584Y5N5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4375000 | PA      | $4627675.94   | 0.14%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YZH5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    535000 | PA      | $635500.18    | 0.02%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-U-1        | CUSIP: 57584Y8H5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  19045000 | PA      | $19045000.00  | 0.57%             | 2048-03-01      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57586VCJ0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |  11320000 | PA      | $11366726.70  | 0.34%             | 2064-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-D         | CUSIP: 57582RPE0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10229.42     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNN4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2030000 | PA      | $2262319.49   | 0.07%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YXC8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3990000 | PA      | $3965920.75   | 0.12%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Bedford MA                                                          | BEDFORD TWN                | CUSIP: 0762212M1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1205677.20   | 0.04%             | 2030-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNF4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2390000 | PA      | $2408776.32   | 0.07%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWB1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    485000 | PA      | $491161.59    | 0.01%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                      | PR SALES TAX FING-A1       | CUSIP: 74529JQG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2100000 | PA      | $712424.58    | 0.02%             | 2046-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XWV9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1503545.55   | 0.04%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minuteman Regional Vocational Technical School District                     | MINUTEMAN REGL SCH DT      | CUSIP: 604543EN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $14923.16     | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dennis-Yarmouth Regional School District                                    | DENNIS-YARMOUTH REGL       | CUSIP: 248613HZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1105000 | PA      | $770624.13    | 0.02%             | 2043-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-DEXTER      | CUSIP: 57584XDR9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $500321.65    | 0.01%             | 2031-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XD57<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5745000 | PA      | $5593919.71   | 0.17%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-M        | CUSIP: 57584Y7J2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  12770000 | PA      | $14418539.32  | 0.43%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG-231-REF          | CUSIP: 57587GZW8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2606663.75   | 0.08%             | 2043-12-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| City of Framingham MA                                                       | FRAMINGHAM                 | CUSIP: 351695BB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $877942.71    | 0.03%             | 2035-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RK47<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   8595000 | PA      | $8849491.07   | 0.26%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleton MA                                                        | MIDDLETON TWN              | CUSIP: 596731HH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2635000 | PA      | $1902741.14   | 0.06%             | 2042-12-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RN77<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2685000 | PA      | $2060725.69   | 0.06%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL-REF                 | CUSIP: 547647UP0<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |    705000 | PA      | $695298.92    | 0.02%             | 2048-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XL82<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2120000 | PA      | $2151416.49   | 0.06%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YHH5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2443308.75   | 0.07%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                       | BURLINGTON TWN-REF         | CUSIP: 121835N32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2565000 | PA      | $1864531.85   | 0.06%             | 2050-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4400000 | PA      | $4325822.60   | 0.13%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-234         | CUSIP: 57587GE92<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   7885000 | PA      | $7832510.34   | 0.23%             | 2054-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMNWL-D      | CUSIP: 57582R4C7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5228977.50   | 0.16%             | 2050-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-C           | CUSIP: 57563UAA0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2268182.25   | 0.07%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RD52<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2175000 | PA      | $2257919.92   | 0.07%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BKD9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  20795000 | PA      | $24521717.70  | 0.73%             | 2055-11-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MASSACHUSETTS ST BAY       | CUSIP: 575579L96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1043273.00   | 0.03%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BPA0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1613594.33   | 0.05%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Dedham MA                                                           | DEDHAM TWN                 | CUSIP: 2436673H3<br>LEI: 549300T2RPE961NCRY75 | Long             | DBT              | MUN               | US        |    880000 | PA      | $843382.76    | 0.03%             | 2036-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YM63<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    340000 | PA      | $336338.27    | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Somerville MA                                                       | SOMERVILLE                 | CUSIP: 8352405D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4980000 | PA      | $3763290.88   | 0.11%             | 2041-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Guam Power Authority                                                        | GUAM PWR AUTH-A-REF        | CUSIP: 400653KK6<br>LEI: 549300IPOV320QCKW060 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61528.13     | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26A      | CUSIP: 575829NG7<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   3750000 | PA      | $4328821.50   | 0.13%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG FIN AGY          | CUSIP: 57587GMT9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    600000 | PA      | $611297.70    | 0.02%             | 2037-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                              | UNIV OF MASSACHUSETTS      | CUSIP: 914437TU2<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1652602.49   | 0.05%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                         | WEYMOUTH TWN               | CUSIP: 962201GU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3178994.50   | 0.10%             | 2050-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-K           | CUSIP: 57585BNA2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1362831.55   | 0.04%             | 2045-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109QD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $605668.67    | 0.02%             | 2041-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWJ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3450000 | PA      | $3478473.20   | 0.10%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $483949.30    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1447661 | PA      | $1436582.48   | 0.04%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -REF        | CUSIP: 57584Y2T5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1016225.50   | 0.03%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNE7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1585000 | PA      | $1603124.00   | 0.05%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-C-REF        | CUSIP: 57582R4W3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4135000 | PA      | $4619749.36   | 0.14%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109QC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $626678.94    | 0.02%             | 2040-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDJ4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    520000 | PA      | $549885.75    | 0.02%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1455000 | PA      | $1422649.53   | 0.04%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XL74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1319479.72   | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Southbridge MA                                                      | SOUTHBRIDGE TWN -REF       | CUSIP: 841246TK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $306863.65    | 0.01%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57584Y6G9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    480000 | PA      | $464041.87    | 0.01%             | 2039-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Bristol MA                                                        | BRISTOL CO                 | CUSIP: 109889FQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6517148.40   | 0.19%             | 2051-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-234         | CUSIP: 57587GE84<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   9075000 | PA      | $9115239.46   | 0.27%             | 2049-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Town of Dedham MA                                                           | DEDHAM TWN                 | CUSIP: 2436673G5<br>LEI: 549300T2RPE961NCRY75 | Long             | DBT              | MUN               | US        |    880000 | PA      | $864206.99    | 0.03%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXJ9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1527792.90   | 0.05%             | 2043-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| City of Easthampton MA                                                      | EASTHAMPTON MA             | CUSIP: 277317NR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1190000 | PA      | $1119926.49   | 0.03%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Lynn MA                                                             | LYNN-A                     | CUSIP: 551563CS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $359383.08    | 0.01%             | 2044-03-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57586VCH4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2802853.48   | 0.08%             | 2059-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG-231-REF          | CUSIP: 57587GZR9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    565000 | PA      | $601329.22    | 0.02%             | 2034-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Town of Tyngsborough MA                                                     | TYNGSBOROUGH TWN           | CUSIP: 902392KS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1710000 | PA      | $1492891.90   | 0.04%             | 2041-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWP2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    645000 | PA      | $648684.05    | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X8M6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5395000 | PA      | $5638970.53   | 0.17%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEN4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2230593.00   | 0.07%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E VAR-PTNRS-P1        | CUSIP: 57586EHT1<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   7800000 | PA      | $7800000.00   | 0.23%             | 2027-07-01      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-M        | CUSIP: 57584Y7K9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   9270000 | PA      | $10496250.43  | 0.31%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57587GNZ4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1575000 | PA      | $1487241.16   | 0.04%             | 2064-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| City of Brockton MA                                                         | BROCKTON                   | CUSIP: 111746LA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    830000 | PA      | $777711.74    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL-REF                 | CUSIP: 547647UU9<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   5550000 | PA      | $5396978.73   | 0.16%             | 2053-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BMD7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2121478.80   | 0.06%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-LINDEN      | CUSIP: 57584YMH9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4040000 | PA      | $4163357.76   | 0.12%             | 2038-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Springfield Water & Sewer Commission/MA                                     | SPRINGFIELD WTR/SWR-C      | CUSIP: 850777GZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1039041.14   | 0.03%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-A            | CUSIP: 57582RQZ2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4189997.20   | 0.13%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHM3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1585000 | PA      | $1666050.40   | 0.05%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YN54<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  24620000 | PA      | $27704691.50  | 0.83%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -REF        | CUSIP: 57584Y2R9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    600000 | PA      | $603651.66    | 0.02%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RVX1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10955000 | PA      | $11379827.23  | 0.34%             | 2044-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                        | BRAINTREE TWN-REF          | CUSIP: 1050255V8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2160000 | PA      | $1847649.96   | 0.06%             | 2036-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Collegiate Charter School of Lowell                                         | LOWELL COLLEGIATE          | CUSIP: 547649AB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1386786.65   | 0.04%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Arlington MA                                                        | ARLINGTON TWN              | CUSIP: 041609P51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2790000 | PA      | $2145777.56   | 0.06%             | 2040-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLQ9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    580000 | PA      | $640904.64    | 0.02%             | 2033-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BJM1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1210000 | PA      | $1307734.73   | 0.04%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -I-REF      | CUSIP: 57584YP52<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1452161.76   | 0.04%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Needham MA                                                          | NEEDHAM-REF                | CUSIP: 6398465Y6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $167167.06    | 0.00%             | 2036-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E-VAR-J2-MA INST      | CUSIP: 57585KSV1<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |  18355000 | PA      | $18355000.00  | 0.55%             | 2031-07-01      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-223         | CUSIP: 57587GLP8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    355000 | PA      | $297092.29    | 0.01%             | 2036-12-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| City of Easthampton MA                                                      | EASTHAMPTON MA             | CUSIP: 277317NS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2200000 | PA      | $2036756.48   | 0.06%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS-A-REF         | CUSIP: 575579ZN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6478500.70   | 0.19%             | 2028-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-XL0709      | CUSIP: 88035R3C6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2945000 | PA      | $2945000.00   | 0.09%             | 2054-01-01      | Variable      | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYK9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4190000 | PA      | $3880287.35   | 0.12%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306J46<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   2410000 | PA      | $2438849.15   | 0.07%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BJK5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1168501.51   | 0.03%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584Y4U0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    300000 | PA      | $273412.62    | 0.01%             | 2052-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BGM4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1243892.36   | 0.04%             | 2041-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YR43<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1398014.12   | 0.04%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA ST BAY AUTH-SER B       | CUSIP: 575579Z59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4785000 | PA      | $5494415.49   | 0.16%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Watertown MA                                                        | WATERTOWN                  | CUSIP: 942044A73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $700528.44    | 0.02%             | 2054-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RVP8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1996439.34   | 0.06%             | 2033-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496YK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5335000 | PA      | $3574116.56   | 0.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA CMWLTH-A                | CUSIP: 57604TMC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12560000 | PA      | $13186334.54  | 0.39%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                        | BRAINTREE TWN-REF          | CUSIP: 1050255R7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1755000 | PA      | $1519950.92   | 0.05%             | 2032-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RP26<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6700000 | PA      | $4068542.17   | 0.12%             | 2051-04-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170UU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $112167.77    | 0.00%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YF79<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53212.43     | 0.00%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lawrence MA                                                         | LAWRENCE                   | CUSIP: 520229CL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2165000 | PA      | $2041501.26   | 0.06%             | 2051-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                  | NE MET REGL VOCATIONA      | CUSIP: 664262CM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2767226.10   | 0.08%             | 2054-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-REF      | CUSIP: 57584XCG4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1284954.90   | 0.04%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7740000 | PA      | $7295720.13   | 0.22%             | 2050-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | JPM-PUTTERS-XF1904         | CUSIP: 88035PCU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2705000 | PA      | $2705000.00   | 0.08%             | 2032-05-01      | Variable      | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YL64<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1208665.80   | 0.04%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-D         | CUSIP: 57582RPC4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1910000 | PA      | $1957704.73   | 0.06%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMW5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5890000 | PA      | $6116495.83   | 0.18%             | 2060-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Town of Northbridge MA                                                      | NORTHBRIDGE TOWN MA        | CUSIP: 663804HZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $906993.60    | 0.03%             | 2039-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m5y_04/16/26_3.50%_RBC   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $321663.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Taunton MA                                                          | TAUNTON                    | CUSIP: 8766728G4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2610000 | PA      | $2487122.24   | 0.07%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B           | CUSIP: 57585BAM0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   9375000 | PA      | $10355212.50  | 0.31%             | 2036-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BFX1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2770000 | PA      | $3155438.30   | 0.09%             | 2033-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-3        | CUSIP: 57586VCP6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |  21525000 | PA      | $21904694.54  | 0.65%             | 2029-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RC79<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3380000 | PA      | $3684254.08   | 0.11%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRUST 22      | CUSIP: 575829FQ4<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   4865000 | PA      | $5157030.38   | 0.15%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MASSACHUSETTS ST SCH       | CUSIP: 576000YY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7160000 | PA      | $7369721.41   | 0.22%             | 2050-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG52<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    415000 | PA      | $446868.76    | 0.01%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                         | WEYMOUTH TOWN              | CUSIP: 962201FE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2370000 | PA      | $1751204.14   | 0.05%             | 2041-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BQE1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  14410000 | PA      | $16000165.12  | 0.48%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                              | MA ST CLG BLDG AUTH-A      | CUSIP: 575832Y87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1335000 | PA      | $902928.32    | 0.03%             | 2043-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Northbridge MA                                                      | NORTHBRIDGE TOWN MA        | CUSIP: 663804HY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $922817.50    | 0.03%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Needham MA                                                          | NEEDHAM-REF                | CUSIP: 6398466A7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $165938.54    | 0.00%             | 2038-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | PUERTO RICO AQUEDUCT       | CUSIP: 745160TT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4125000 | PA      | $3779321.70   | 0.11%             | 2042-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-E         | CUSIP: 57582RUL8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6520000 | PA      | $6842715.88   | 0.20%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-L           | CUSIP: 57584YLW7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1080224.21   | 0.03%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                         | WEYMOUTH TOWN              | CUSIP: 962201EZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $214287.10    | 0.01%             | 2036-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-LINDEN      | CUSIP: 57584YMJ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  15865000 | PA      | $16065833.45  | 0.48%             | 2046-11-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-C-3         | CUSIP: 57586VFK4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   6265000 | PA      | $6274634.94   | 0.19%             | 2030-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YSZ3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1448627.49   | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Orange MA                                                           | ORANGE TWN                 | CUSIP: 685066DZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $380273.20    | 0.01%             | 2036-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XHE4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4950000 | PA      | $4730751.14   | 0.14%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-2         | CUSIP: 57585BGR3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  13490000 | PA      | $12828505.71  | 0.38%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                           | EASTON MA                  | CUSIP: 277587D32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1155000 | PA      | $943570.90    | 0.03%             | 2038-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YW21<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2160000 | PA      | $1843640.57   | 0.06%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EAST LONGMEADOW MA                                                          | E LONGMEADOW TWN           | CUSIP: 273533US6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9521680.00   | 0.28%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGENCY          | CUSIP: 57585BBQ0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3950000 | PA      | $3720881.83   | 0.11%             | 2054-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV VAR-BOSTON-U6C      | CUSIP: 57583RWB7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   8890000 | PA      | $8890000.00   | 0.27%             | 2042-10-01      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-242         | CUSIP: 57587GV51<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2765021.88   | 0.08%             | 2050-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Greater Fall River Vocational School District                               | GREATER FALL REGL SD       | CUSIP: 391712AU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3370000 | PA      | $3677134.05   | 0.11%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286ER1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1025000 | PA      | $765377.96    | 0.02%             | 2041-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306F40<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   4550000 | PA      | $3413302.62   | 0.10%             | 2044-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MASSACHUSETTS ST WTR       | CUSIP: 576051XN1<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   2170000 | PA      | $2261544.27   | 0.07%             | 2045-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNG2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1370000 | PA      | $1379742.34   | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bridgewater-Raynham Regional School District/MA                             | BRIDGEWATER-RAYNHAM        | CUSIP: 108691LS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $868912.50    | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER -REF             | CUSIP: 981306YD9<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   2025000 | PA      | $1878118.25   | 0.06%             | 2032-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Lincoln MA                                                          | LINCOLN-SCH                | CUSIP: 533849PK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1087682.65   | 0.03%             | 2040-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170PL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    825000 | PA      | $593919.23    | 0.02%             | 2043-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV-P-BOSTON UNIV       | CUSIP: 57583FFX4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1585000 | PA      | $1759301.18   | 0.05%             | 2039-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA ST-A                    | CUSIP: 57582R2Z8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1195000 | PA      | $1253366.07   | 0.04%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Norwood MA                                                          | NORWOOD TWN                | CUSIP: 669555G81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3015191.10   | 0.09%             | 2042-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XQ79<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2110000 | PA      | $2111284.15   | 0.06%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNX2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3850000 | PA      | $4237973.74   | 0.13%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-A-1      | CUSIP: 57585BGT9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  46345000 | PA      | $52726599.91  | 1.58%             | 2055-05-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    999981 | PA      | $1022783.57   | 0.03%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Town of Brookline MA                                                        | BROOKLINE MA               | CUSIP: 1137456L2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3800000 | PA      | $3760782.86   | 0.11%             | 2035-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57586VDM2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    500000 | PA      | $500242.30    | 0.01%             | 2044-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-T1-VAR      | CUSIP: 57584YPF0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  12575000 | PA      | $12579166.10  | 0.38%             | 2049-07-01      | Floating      | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG45<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    505000 | PA      | $546732.24    | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL MA -REF             | CUSIP: 547647PB7<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   2100000 | PA      | $2016601.65   | 0.06%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Brookline MA                                                        | BROOKLINE TWN -REF         | CUSIP: 1137457T4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6755000 | PA      | $5067459.15   | 0.15%             | 2041-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BME5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $559551.10    | 0.02%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJU6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3385000 | PA      | $3417659.83   | 0.10%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marthas Vineyard Land Bank                                                  | MARTHAS VINEYARD-REF       | CUSIP: 573100DW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $512918.85    | 0.02%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTB5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1079112.38   | 0.03%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSSETS-B            | CUSIP: 57582RV60<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    245000 | PA      | $213909.30    | 0.01%             | 2041-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-2         | CUSIP: 57585BGQ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  20000000 | PA      | $21298868.00  | 0.64%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGENCY-A        | CUSIP: 57585BBR8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1475348.76   | 0.04%             | 2034-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Town of Middleton MA                                                        | MIDDLETON TWN              | CUSIP: 596731HB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $155213.89    | 0.00%             | 2036-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584X4P3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   8530000 | PA      | $8240614.63   | 0.25%             | 2057-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNS3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1897239.58   | 0.06%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BJZ2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1050539.20   | 0.03%             | 2044-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B           | CUSIP: 57585BAL2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $117174.44    | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-242         | CUSIP: 57587GV44<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2600000 | PA      | $2590569.54   | 0.08%             | 2045-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNJ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    705000 | PA      | $710126.83    | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582R6W1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3735000 | PA      | $4238327.48   | 0.13%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306R62<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    545000 | PA      | $517431.18    | 0.02%             | 2048-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                              | MA CLG REF-SER B           | CUSIP: 575832KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1695000 | PA      | $1923577.36   | 0.06%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57584Y6E4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    545000 | PA      | $537622.23    | 0.02%             | 2037-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-A-REF        | CUSIP: 57582TDA7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2875000 | PA      | $3414610.48   | 0.10%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                    | MIDDLEBOROUGH TWN          | CUSIP: 596051XQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1120373.24   | 0.03%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Lynn MA                                                             | LYNN                       | CUSIP: 551563FR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2170000 | PA      | $2039013.38   | 0.06%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Stoneham MA                                                         | STONEHAM                   | CUSIP: 861827A29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4080000 | PA      | $3598067.14   | 0.11%             | 2035-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MASSACHUSETTS ST BAY       | CUSIP: 575579K97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $129565.08    | 0.00%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 748508Z92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $471495.16    | 0.01%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A        | CUSIP: 575579V20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5486263.50   | 0.16%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Gardner MA                                                          | GARDNER                    | CUSIP: 365604UA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1160000 | PA      | $764789.39    | 0.02%             | 2046-08-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-C            | CUSIP: 57582TDS8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  11155000 | PA      | $11866517.21  | 0.35%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASS CMNWLTH-A             | CUSIP: 57604TLG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14775000 | PA      | $15480116.19  | 0.46%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-C            | CUSIP: 57582TDQ2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3885000 | PA      | $4183584.39   | 0.13%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109QJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2115000 | PA      | $1441357.70   | 0.04%             | 2046-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-D-REF       | CUSIP: 57584Y7W3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2090000 | PA      | $2233083.70   | 0.07%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Walpole MA                                                          | WALPOLE TWN                | CUSIP: 933033WY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1665415.80   | 0.05%             | 2038-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RH25<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    750000 | PA      | $693536.70    | 0.02%             | 2038-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XC74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $507168.10    | 0.02%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASSACHUSETTS ST-A         | CUSIP: 57604TFG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5162.76      | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MASSACHUSETTS ST BAY       | CUSIP: 575579L62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $169813.78    | 0.01%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BPB8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10756195.00  | 0.32%             | 2050-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL-REF                 | CUSIP: 547647UG0<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   2365000 | PA      | $2381410.03   | 0.07%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-234         | CUSIP: 57587GE76<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1315000 | PA      | $1321542.91   | 0.04%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | EXCHANGE-SER B             | CUSIP: 745160TG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $258583.08    | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDK1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    200000 | PA      | $213993.70    | 0.01%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-E                | CUSIP: 57582TAR3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2990000 | PA      | $3123769.01   | 0.09%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-C         | CUSIP: 57582RWU6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10420350.00  | 0.31%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Islands Transportation & Infrastructure Corp                         | VIRGIN ISLANDS TRANSP      | CUSIP: 927686AK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2232731.00   | 0.07%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582R7A8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  14605000 | PA      | $15968606.05  | 0.48%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XYD7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $11933519.00  | 0.36%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GRA5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4540000 | PA      | $4662202.27   | 0.14%             | 2066-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Town of Ashland MA                                                          | ASHLAND TWN                | CUSIP: 044357WT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2890000 | PA      | $2213009.99   | 0.07%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-H           | CUSIP: 57584X5J6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    300000 | PA      | $300601.08    | 0.01%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                         | WEYMOUTH TWN               | CUSIP: 962201GJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $386651.23    | 0.01%             | 2040-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNP9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2345000 | PA      | $2649229.75   | 0.08%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Assessment Revenue               | MA BAY TRANS AUTH-A-1      | CUSIP: 575577NY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1790000 | PA      | $1588003.15   | 0.05%             | 2041-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A        | CUSIP: 575579V53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2460000 | PA      | $2651666.96   | 0.08%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                | MASSACHUSETTS ST PORT      | CUSIP: 575896UH6<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6147562.80   | 0.18%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XGZ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    965000 | PA      | $965718.44    | 0.03%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YEW5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    280000 | PA      | $284319.08    | 0.01%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN-K1              | CUSIP: 57584XAN1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    300000 | PA      | $290715.84    | 0.01%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Everett MA                                                          | EVERETT MA                 | CUSIP: 299839J35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $243605.99    | 0.01%             | 2037-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Somerville MA                                                       | SOMERVILLE                 | CUSIP: 835241FE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1755000 | PA      | $1354779.09   | 0.04%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL MA -REF             | CUSIP: 547647PF8<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1331805.00   | 0.04%             | 2040-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMN-C        | CUSIP: 57582TAF9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   8650000 | PA      | $9945641.12   | 0.30%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTC3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1690000 | PA      | $1800284.33   | 0.05%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                      | PR SALES TAX FING-A1       | CUSIP: 74529JQE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2065000 | PA      | $1692229.50   | 0.05%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Town of Rowley MA                                                           | ROWLEY-MUNI LN             | CUSIP: 779749LP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1625000 | PA      | $1449188.49   | 0.04%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YR76<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1788700.90   | 0.05%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286KF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1079477.23   | 0.03%             | 2044-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -237        | CUSIP: 57587GL94<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    750000 | PA      | $737813.78    | 0.02%             | 2054-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-A            | CUSIP: 57582TCS9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  22250000 | PA      | $23359830.00  | 0.70%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dennis-Yarmouth Regional School District                                    | DENNIS-YARMOUTH REGL       | CUSIP: 248613JC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3615000 | PA      | $2430222.07   | 0.07%             | 2046-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-DEXTER      | CUSIP: 57584XEE7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000634.70   | 0.03%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306R70<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1135000 | PA      | $1072079.46   | 0.03%             | 2049-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | EXCHANGE-SER B             | CUSIP: 745160TH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9025000 | PA      | $8268697.78   | 0.25%             | 2042-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-223         | CUSIP: 57587GLQ6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   3615000 | PA      | $3098732.45   | 0.09%             | 2039-06-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YDJ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2060000 | PA      | $2077388.67   | 0.06%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | MA ST DEPT TRANSPRTN       | CUSIP: 57563CFL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  33300000 | PA      | $33300000.00  | 1.00%             | 2039-01-01      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RQJ8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6850000 | PA      | $7066521.65   | 0.21%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XT92<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1540178.70   | 0.05%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26B      | CUSIP: 575829NR3<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3830393.00   | 0.11%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A-1      | CUSIP: 575579Q67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2355000 | PA      | $2536477.24   | 0.08%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Revere MA                                                           | REVERE                     | CUSIP: 761440P91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1860000 | PA      | $1391988.66   | 0.04%             | 2041-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m10y_4/30/2026_3.70%_RBC | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $397586.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL-REF                 | CUSIP: 547647QK6<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1715000 | PA      | $1241249.60   | 0.04%             | 2042-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASSACHUSETTS CMNWLTH      | CUSIP: 57604TKC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  29690000 | PA      | $30560374.23  | 0.91%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YMV8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100427.08    | 0.00%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWC9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    505000 | PA      | $518324.88    | 0.02%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -I-REF      | CUSIP: 57584YP45<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1221735.36   | 0.04%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLL0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1115000 | PA      | $1183528.79   | 0.04%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-REF        | CUSIP: 57584YRQ4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1574897.34   | 0.05%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E-VAR-J1-MA INST      | CUSIP: 57585KSW9<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |    650000 | PA      | $650000.00    | 0.02%             | 2031-07-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3280975.95   | 0.10%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMNWL-D      | CUSIP: 57582R4E3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  17000000 | PA      | $17733359.60  | 0.53%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496XU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1190958.86   | 0.04%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FING AGY-A          | CUSIP: 57584FKR0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1015000 | PA      | $929641.85    | 0.03%             | 2039-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDG0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    575000 | PA      | $592420.55    | 0.02%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Wakefield MA                                                        | WAKEFIELD TWN              | CUSIP: 931065UV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    860000 | PA      | $828229.54    | 0.02%             | 2047-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496XX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2365287.30   | 0.07%             | 2039-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH-A-REF      | CUSIP: 57604TJW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4545000 | PA      | $4151746.60   | 0.12%             | 2039-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Wind Power Cooperative Corp                                       | BERKSHIRE WIND PWR-2       | CUSIP: 084719BC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1120000 | PA      | $1157795.74   | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-225         | CUSIP: 57587GSH9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |  13155000 | PA      | $13845680.91  | 0.41%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV-P-BOSTON UNIV       | CUSIP: 57583RCC7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1223352.29   | 0.04%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWY1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6190000 | PA      | $6611591.00   | 0.20%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XL90<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1522198.35   | 0.05%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YW39<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2040000 | PA      | $1412698.98   | 0.04%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GCC7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1175000 | PA      | $983613.30    | 0.03%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YC64<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1995000 | PA      | $1806908.61   | 0.05%             | 2038-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MASSACHUSETTS ST BAY       | CUSIP: 575579J32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6020000 | PA      | $6233275.96   | 0.19%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-L           | CUSIP: 57584YMA4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    910000 | PA      | $891514.81    | 0.03%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMG0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $569530.10    | 0.02%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                           | EASTON MA                  | CUSIP: 277587D24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $218557.21    | 0.01%             | 2037-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XVH1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1220000 | PA      | $1229020.31   | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Stoneham MA                                                         | STONEHAM                   | CUSIP: 861827A45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4245000 | PA      | $3618063.59   | 0.11%             | 2037-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-N        | CUSIP: 57584XNZ0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    610000 | PA      | $613351.28    | 0.02%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Ludlow MA                                                           | LUDLOW TWN MA              | CUSIP: 549696SG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $188020.75    | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A-1      | CUSIP: 575579Q91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6340000 | PA      | $5933964.84   | 0.18%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Taunton MA                                                          | TAUNTON                    | CUSIP: 8766728M1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1810000 | PA      | $1705964.64   | 0.05%             | 2054-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-C            | CUSIP: 57582TDM1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9715000 | PA      | $10777612.13  | 0.32%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R6D3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4525000 | PA      | $5148032.77   | 0.15%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4600000 | PA      | $4543427.82   | 0.14%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57586VDQ3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1205000 | PA      | $1182204.05   | 0.04%             | 2059-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTT6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1065000 | PA      | $1078927.86   | 0.03%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -C-1        | CUSIP: 57586N6R7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $7433136.00   | 0.22%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192FR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6010000 | PA      | $6228250.15   | 0.19%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                           | EASTON MA                  | CUSIP: 277587E31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2390000 | PA      | $1698335.67   | 0.05%             | 2046-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                        | BRAINTREE TWN              | CUSIP: 1050254D9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $372085.62    | 0.01%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YHJ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   9855000 | PA      | $9289166.31   | 0.28%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J1          | CUSIP: 57584YJG5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5055000 | PA      | $5167771.49   | 0.15%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496YC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6600000 | PA      | $4645178.34   | 0.14%             | 2044-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| City of Peabody MA                                                          | PEABODY                    | CUSIP: 70457PDJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $114406.62    | 0.00%             | 2037-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RN93<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3730000 | PA      | $2243534.57   | 0.07%             | 2050-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Foxborough MA                                                       | FOXBOROUGH-PURP LN         | CUSIP: 351640TG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1389780.05   | 0.04%             | 2041-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MASSACHUSETTS ST SCH       | CUSIP: 576000YU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6595000 | PA      | $7093815.46   | 0.21%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR-PUTTER-XM1079         | CUSIP: 88035ERE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4000000.00   | 0.12%             | 2044-12-01      | Variable      | 2.90%                 | Yes           |                  2 | On Loan: No      |
| City of Lynn MA                                                             | LYNN                       | CUSIP: 551563FU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7495000 | PA      | $6981124.81   | 0.21%             | 2054-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26A      | CUSIP: 575829NK8<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1725000 | PA      | $1920814.24   | 0.06%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BJV1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1090603.50   | 0.03%             | 2040-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XT50<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4540000 | PA      | $4672936.65   | 0.14%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RD29<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   8310000 | PA      | $7601486.91   | 0.23%             | 2039-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWH8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1325000 | PA      | $1335810.28   | 0.04%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -T          | CUSIP: 57585BAC2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   8445000 | PA      | $7925649.39   | 0.24%             | 2054-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RH82<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2275000 | PA      | $1922941.02   | 0.06%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                       | FALL RIVER MA              | CUSIP: 3062972R2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $116371.32    | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XMS7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1810000 | PA      | $1828458.74   | 0.05%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASS DEV FIN AGY-K         | CUSIP: 57584XF30<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1017587.20   | 0.03%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                       | BURLINGTON TWN-REF         | CUSIP: 121835M74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1360000 | PA      | $1038612.01   | 0.03%             | 2046-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMK1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1126201.00   | 0.03%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDH8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    600000 | PA      | $626689.86    | 0.02%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-3         | CUSIP: 57585BDA3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    900000 | PA      | $900419.13    | 0.03%             | 2029-12-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASS HSG FIN AGY           | CUSIP: 57587AZ35<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   8340000 | PA      | $6199235.42   | 0.19%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-225         | CUSIP: 57587GSF3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   6490000 | PA      | $6948400.38   | 0.21%             | 2042-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XD65<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3330000 | PA      | $3341116.21   | 0.10%             | 2042-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Central Berkshire Regional School District/MA                               | CENT BERKSHIRE             | CUSIP: 152645GT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $640139.40    | 0.02%             | 2040-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNY0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6500000 | PA      | $6973265.00   | 0.21%             | 2044-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XGX3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    165000 | PA      | $165142.10    | 0.00%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNM6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4384159.20   | 0.13%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Leominster MA                                                       | LEOMINSTER                 | CUSIP: 526408S34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $104787.38    | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Somerset MA                                                         | SOMERSET TWN               | CUSIP: 834834SN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2860000 | PA      | $2714844.42   | 0.08%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-G         | CUSIP: 57582RLK0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1515000 | PA      | $1188286.16   | 0.04%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584YT82<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    735000 | PA      | $735047.04    | 0.02%             | 2026-01-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26B      | CUSIP: 575829NS1<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   3325000 | PA      | $3623514.51   | 0.11%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E-VAR-Y-HARVARD       | CUSIP: 57585KKV9<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |  46330000 | PA      | $46330000.00  | 1.39%             | 2035-07-01      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| City of Easthampton MA                                                      | EASTHAMPTON MA             | CUSIP: 277317NT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $63779.63     | 0.00%             | 2039-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306R21<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1870000 | PA      | $1831109.61   | 0.05%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNQ7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1230000 | PA      | $1404619.16   | 0.04%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV FIN      | CUSIP: 57584XZZ7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3000495.30   | 0.09%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MA SCH BLDG-B-SENIOR       | CUSIP: 576000UN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $919837.53    | 0.03%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Department of Transportation                                  | MA TPK CAB-SR-SER A        | CUSIP: 576018AK1<br>LEI: 549300CGDCL8XZK3KN03 | Long             | DBT              | MUN               | US        |   7110000 | PA      | $6707578.27   | 0.20%             | 2028-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                         | WEYMOUTH TWN               | CUSIP: 962201GF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $131174.18    | 0.00%             | 2037-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E FACS AUTH           | CUSIP: 57586CT21<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   2955000 | PA      | $3498653.51   | 0.10%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXC4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    250000 | PA      | $253657.05    | 0.01%             | 2033-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV-P-BOSTON UNIV       | CUSIP: 57583FFZ9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  11130000 | PA      | $12008971.72  | 0.36%             | 2059-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306N33<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    300000 | PA      | $287289.24    | 0.01%             | 2046-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWH0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3100000 | PA      | $3125787.04   | 0.09%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GUM5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1840000 | PA      | $1872071.57   | 0.06%             | 2057-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV-B-ZERO CPN       | CUSIP: 57583RXQ3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1630000 | PA      | $1355094.14   | 0.04%             | 2032-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Gloucester MA                                                       | GLOUCESTER                 | CUSIP: 379713MH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $648412.51    | 0.02%             | 2042-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXG5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    580000 | PA      | $596970.39    | 0.02%             | 2035-12-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 7485082A5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $310242.35    | 0.01%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GFS9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4195000 | PA      | $4136887.50   | 0.12%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY                     | CUSIP: 748508XQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5155000 | PA      | $3288401.82   | 0.10%             | 2046-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER -REF             | CUSIP: 981306YF4<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1715000 | PA      | $1535532.97   | 0.05%             | 2034-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Collegiate Charter School of Lowell                                         | LOWELL COLLEGIATE          | CUSIP: 547649AA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $402029.08    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH-A-REF      | CUSIP: 57604TKB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $699571.16    | 0.02%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XT43<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    275000 | PA      | $279241.96    | 0.01%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-LINDEN      | CUSIP: 57584YMF3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1740000 | PA      | $1794185.51   | 0.05%             | 2028-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Town of Stoneham MA                                                         | STONEHAM                   | CUSIP: 861827ZZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3586708.80   | 0.11%             | 2034-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNT1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3335000 | PA      | $3786776.11   | 0.11%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                  | NE MET REGL VOCATIONA      | CUSIP: 664262CJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $186213.70    | 0.01%             | 2051-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GCH6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2350000 | PA      | $1526670.69   | 0.05%             | 2063-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2380000 | PA      | $2469257.14   | 0.07%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XD32<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    290000 | PA      | $293091.52    | 0.01%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Framingham MA                                                       | FRAMINGHAM                 | CUSIP: 351695BF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1215000 | PA      | $955940.98    | 0.03%             | 2039-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YT66<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    445000 | PA      | $426395.17    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-C         | CUSIP: 57582RWW2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2065039.40   | 0.06%             | 2044-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A-REF               | CUSIP: 748508E38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5365000 | PA      | $6074074.35   | 0.18%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170PC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $412091.67    | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582R6U5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    500000 | PA      | $577646.15    | 0.02%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleton MA                                                        | MIDDLETON TWN              | CUSIP: 596731GZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3015000 | PA      | $2659551.40   | 0.08%             | 2034-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-G           | CUSIP: 57583UVQ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    150000 | PA      | $144249.26    | 0.00%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH -C               | CUSIP: 57582RA71<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10120000 | PA      | $7840013.59   | 0.23%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 9332543K8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1530000 | PA      | $1239640.73   | 0.04%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marthas Vineyard Land Bank                                                  | MARTHAS VINEYARD-REF       | CUSIP: 573100DU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $513822.80    | 0.02%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J2          | CUSIP: 57584YJJ9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    110000 | PA      | $115945.40    | 0.00%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASS CMNWLTH-A             | CUSIP: 57604TLF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2941685.88   | 0.09%             | 2051-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XUR0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1013720.10   | 0.03%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YX79<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4640000 | PA      | $4071210.70   | 0.12%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Peabody MA                                                          | PEABODY                    | CUSIP: 70457PGA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $277541.07    | 0.01%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582RMQ6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3775000 | PA      | $3888185.83   | 0.12%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X6Y2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2665000 | PA      | $2721735.98   | 0.08%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Brookline MA                                                        | BROOKLINE TWN -REF         | CUSIP: 1137457R8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5725000 | PA      | $4621007.03   | 0.14%             | 2039-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSSETS-B            | CUSIP: 57582RV78<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   8450000 | PA      | $8421198.18   | 0.25%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHD3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5872156.50   | 0.18%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A-1         | CUSIP: 57563WAC2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  11500000 | PA      | $11499537.70  | 0.34%             | 2060-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLK2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1245000 | PA      | $1301708.75   | 0.04%             | 2028-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BJW9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1080659.60   | 0.03%             | 2041-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YX53<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1930000 | PA      | $1460395.30   | 0.04%             | 2056-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-3         | CUSIP: 57586VDV2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4690000 | PA      | $4723299.47   | 0.14%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                      | PR SALES TAX FING-A1       | CUSIP: 74529JQD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    402000 | PA      | $355930.16    | 0.01%             | 2029-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-F               | CUSIP: 57582TFF4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10596510.00  | 0.32%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV FIN      | CUSIP: 57584XZV6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1235000 | PA      | $1242464.46   | 0.04%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 9332543H5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1217655.18   | 0.04%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJF9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4910000 | PA      | $4943847.09   | 0.15%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                       | BURLINGTON TWN-REF         | CUSIP: 121835M33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    620000 | PA      | $495814.25    | 0.01%             | 2042-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E VAR-PTNRS-P2        | CUSIP: 57586EHU8<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   5390000 | PA      | $5390000.00   | 0.16%             | 2027-07-01      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XUM1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    305000 | PA      | $309948.26    | 0.01%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Acton & Boxborough Regional School District/MA                              | ACTON & BOXBOURGH MA       | CUSIP: 005050HK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $811118.25    | 0.02%             | 2050-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BFV5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2635000 | PA      | $2974732.13   | 0.09%             | 2032-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASS CMNWLTH-A             | CUSIP: 57604TKZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4385000 | PA      | $4733867.09   | 0.14%             | 2044-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MASSACHUSETTS ST SCH       | CUSIP: 576000WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9965000 | PA      | $10285151.53  | 0.31%             | 2044-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | PUERTO RICO AQUEDUCT-      | CUSIP: 745160UE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2365000 | PA      | $2166811.11   | 0.06%             | 2042-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYG8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3095000 | PA      | $2693560.55   | 0.08%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Medford MA                                                          | MEDFORD                    | CUSIP: 584190VY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $178143.33    | 0.01%             | 2041-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | CVI-SUBSER CW NT           | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   4142537 | PA      | $2651223.44   | 0.08%             | 2043-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                       | FALL RIVER                 | CUSIP: 306297X49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2335000 | PA      | $2191130.14   | 0.07%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Samoa Economic Development Authority                               | AMERICAN SAMOA -B          | CUSIP: 02936TAW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100478.34    | 0.00%             | 2045-09-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWD7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    535000 | PA      | $551377.05    | 0.02%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MA SCH BLDG AUTH-A         | CUSIP: 576000E33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10600000 | PA      | $11371354.58  | 0.34%             | 2050-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-CABS-SER      | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   5862404 | PA      | $4219692.74   | 0.13%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Town of Swampscott MA                                                       | SWAMPSCOTT TWN             | CUSIP: 869648ZN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1879482.75   | 0.06%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Revere MA                                                           | REVERE                     | CUSIP: 761440Q33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1437126.00   | 0.04%             | 2043-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109PZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    840000 | PA      | $689348.10    | 0.02%             | 2037-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582RMW3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3540000 | PA      | $3606461.73   | 0.11%             | 2042-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MA SCH BLDG AUTH-A         | CUSIP: 576000E66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1675073.55   | 0.05%             | 2055-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YDH9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1604604.95   | 0.05%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASS CMNWLTH-B             | CUSIP: 57604TLH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2450000 | PA      | $2565097.33   | 0.08%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Norwood MA                                                          | NORWOOD TWN                | CUSIP: 669555H56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6770382.50   | 0.20%             | 2047-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |  10351321 | PA      | $9559249.30   | 0.29%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YC56<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1980000 | PA      | $1812761.87   | 0.05%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-H           | CUSIP: 57584X5K3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1510000 | PA      | $1457178.99   | 0.04%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XQ87<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3860000 | PA      | $3776758.71   | 0.11%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHL5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2955000 | PA      | $3118050.40   | 0.09%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1204526 | PA      | $1156685.24   | 0.03%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-N        | CUSIP: 57584XNY3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  18305000 | PA      | $18493314.52  | 0.55%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV FIN      | CUSIP: 57584Y2Y4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6915000 | PA      | $8011715.54   | 0.24%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GUN3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   3430000 | PA      | $3489604.14   | 0.10%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m5y_04/23/26_3.38%_JPM   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $57145.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RH33<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3605000 | PA      | $3279567.64   | 0.10%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY                     | CUSIP: 748508YE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $197571.06    | 0.01%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R5R3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  41355000 | PA      | $43102017.16  | 1.29%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XHB0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1285802.87   | 0.04%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A          | CUSIP: 57586N5L1<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4354481.50   | 0.13%             | 2054-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496XY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2296817.40   | 0.07%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMV7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3375000 | PA      | $3533705.66   | 0.11%             | 2055-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWE5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    560000 | PA      | $577141.26    | 0.02%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV-B-ZERO CPN       | CUSIP: 57583RXW0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4080000 | PA      | $2587855.06   | 0.08%             | 2038-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMH8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $572883.15    | 0.02%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2675000 | PA      | $2679088.20   | 0.08%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4300000 | PA      | $4163582.93   | 0.12%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-B         | CUSIP: 57582R7V2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    240000 | PA      | $255609.72    | 0.01%             | 2045-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -I-REF      | CUSIP: 57584YP78<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    105000 | PA      | $112815.78    | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57584Y6F1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    765000 | PA      | $746859.33    | 0.02%             | 2038-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XVR9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1164882.21   | 0.03%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Tyngsborough MA                                                     | TYNGSBOROUGH TWN           | CUSIP: 902392LC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4410000 | PA      | $4187731.59   | 0.13%             | 2051-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XRV5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    210000 | PA      | $178786.73    | 0.01%             | 2042-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587AY85<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2635000 | PA      | $2082175.95   | 0.06%             | 2049-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YM71<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    355000 | PA      | $349930.60    | 0.01%             | 2030-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG-231-REF          | CUSIP: 57587GZT5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    600000 | PA      | $635022.06    | 0.02%             | 2035-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-27

**Name of Applicant:** VANGUARD MASSACHUSETTS TAX-EXEMPT FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer