# EDGAR Filing Document

**Accession Number:** 0000798737
**File Stem:** 0001752724-23-018112
**Filing Date:** 2023-1
**Character Count:** 320486
**Document Hash:** 2a5c8b541944271bb0d1a46511b673ce
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-018112.hdr.sgml**: 20230130

**ACCESSION NUMBER**: 0001752724-23-018112

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230130

**DATE AS OF CHANGE**: 20230130

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB MUNICIPAL INCOME FUND, INC.
- **CENTRAL INDEX KEY:** 0000798737
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04791
- **FILM NUMBER:** 23567709

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN MUNICIPAL INCOME FUND INC
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE MUNICIPAL INCOME FUND INC/NY/
- **DATE OF NAME CHANGE:** 20010629

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE MUNICIPAL INCOME FUND INC/NY
- **DATE OF NAME CHANGE:** 20010629

## Series and Classes Contracts Data

### AB National Portfolio (Series ID: S000010351)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000028628 | Class A       | ALTHX           |
| C000028630 | Class C       | ALNCX           |
| C000069625 | Advisor Class | ALTVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AB MUNICIPAL INCOME FUND, INC.

- **b. Investment Company Act file number:** 811-04791

- **c. CIK number of Registrant:** 0000798737

- **d. LEI of Registrant:** 549300HSXPZXR4NTL020

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

  - **Telephone number:** 212-969-1000

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

- **a. Name of Series:** AB National Portfolio

- **b. EDGAR series identifier (if any):** S000010351

- **c. LEI of Series:** SRO6BPH5H2VR656V2N60

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $1718120345.81

**Total Liabilities:** $42344057.19

**Net Assets:** $1675776288.62

**Delayed Delivery Securities:** $36462438.28

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -116201.98000000 | **1-Year:** -86502.38000000 | **5-Year:** -243834.05000000 | **10-Year:** -251026.97000000 | **30-Year:** -214912.83000000

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

- **3-Month:** -119729.75000000 | **1-Year:** -130972.63000000 | **5-Year:** -185295.57000000 | **10-Year:** -221961.47000000 | **30-Year:** -248694.84000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000028628 | -3.82%               | -1.04%               | 4.31%                |
| Class ID C000028630 | -3.88%               | -1.10%               | 4.14%                |
| Class ID C000069625 | -3.69%               | -1.12%               | 4.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4423939.03             | $-71604620.83                              |
| Month 2  | $-7318458.85             | $-17616058.53                              |
| Month 3  | $-2367930.75             | $71696264.41                               |

**Designated Index Information**

- **Index Name:** Bloomberg Municipal Bond Unhedged

- **Index Identifier:** LMBITR:IND

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Hastings Campus Housing Finance Authority                                        | HASTINGS CAMPUS HSG FIN AUTH CA CAMPUS HSG REVENUE                                                                             | CUSIP: 418338AB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3100000 | PA      | $2541362.95   | 0.15%             | 2061-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2C1M1   IRS USD R F  3.32000 IS2C1M1 CCPINFLATIONZERO / Short: SS2C1M1   IRS USD P V 12MUSCPI IS2C1N2 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  17500000 | OU      | $-745739.22   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                  | CUSIP: 59261APQ4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1045000 | PA      | $1074944.89   | 0.06%             | 2024-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                 | ENERGY N W WA ELEC REVENUE                                                                                                     | CUSIP: 29270C4L6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10029935.00  | 0.60%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                                                                 | CUSIP: 91412G5N1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1720000 | PA      | $1740280.69   | 0.10%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS281C9   IRS USD R V 12MUSCPI IS281D0 CCPINFLATIONZERO / Short: BS281C9   IRS USD P F  2.58500 IS281C9 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5645000 | OU      | $494916.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                          | CUSIP: 74526QPP1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   1895000 | PA      | $1894067.47   | 0.11%             | 2031-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                          | CUSIP: 167505YL4<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3413367.60   | 0.20%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                      | NEW JERSEY ST EDUCTNL FACS AUTH REVENUE                                                                                        | CUSIP: 646067EE4<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    725000 | PA      | $702162.28    | 0.04%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                                | GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE                                                                                       | CUSIP: 40065NCG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1365000 | PA      | $1379364.17   | 0.08%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292BR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1337735.00   | 0.08%             | 2057-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                                                                      | CUSIP: 6262072R4<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    375000 | PA      | $375961.50    | 0.02%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                                                                 | CUSIP: 64971W4U1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2670429.75   | 0.16%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Highway & Transportation Authority                                   | PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE                                                                         | CUSIP: 745190ZR2<br>LEI: 549300J6QBXVWJXB7Y41 | Long             | DBT              | MUN               | US        |   1915000 | PA      | $1896111.40   | 0.11%             | 2034-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WASHINGTON DC ARPTS AUTH DULLES TOLL ROAD REVENUE                                                                          | CUSIP: 592643DH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2990000 | PA      | $2670356.74   | 0.16%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MISSOURI ST HLTH & EDUCTNL FACS AUTH                                                                                           | CUSIP: 60635H3C1<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |   2900000 | PA      | $2332397.21   | 0.14%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292BJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1245000 | PA      | $809355.08    | 0.05%             | 2058-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kansas City Industrial Development Authority                                     | KANSAS CITY MO INDL DEV AUTH SENIOR LIVING FACS REVENUE                                                                        | CUSIP: 48504LAG8<br>LEI: 549300QWDXL46XQC8110 | Long             | DBT              | MUN               | US        |    288000 | PA      | $222090.36    | 0.01%             | 2046-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                          | BUILD NYC RESOURCE CORP NY REVENUE                                                                                             | CUSIP: 12008ELT1<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |   7015000 | PA      | $7048203.40   | 0.42%             | 2045-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                      | WASHINGTON ST HSG FIN COMMISSION                                                                                               | CUSIP: 93978TS59<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |   2313963 | PA      | $2074067.71   | 0.12%             | 2035-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ohio Higher Educational Facility Commission                                      | OHIO ST HGR EDUCTNL FAC COMMISSION                                                                                             | CUSIP: 67756DE69<br>LEI: 5493007MQT6NGNN6BR81 | Long             | DBT              | MUN               | US        |   7195000 | PA      | $7611720.73   | 0.45%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland State Transportation Authority                                          | MARYLAND ST TRANSPRTN AUTH TRANSPRTN FACS PROJ REVENUE                                                                         | CUSIP: 574300NW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5095000 | PA      | $5582739.76   | 0.33%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland Department of Transportation                                   | MARYLAND ST DEPT OF TRANSPRTN                                                                                                  | CUSIP: 57421FAU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1059606.50   | 0.06%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Geisinger Authority                                                              | GEISINGER PA AUTH HLTH SYS REVENUE                                                                                             | CUSIP: 368497JY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6250000 | PA      | $6807212.50   | 0.41%             | 2043-04-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                                                                      | CUSIP: 626207Z23<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    105000 | PA      | $107809.37    | 0.01%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                         | ARIZONA ST INDL DEV AUTH ECON DEV REVENUE                                                                                      | CUSIP: 040523AF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3725000 | PA      | $2607500.00   | 0.16%             | 2050-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HLTHCARE FACS REVENUE                                                                                       | CUSIP: 74444KBC7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    500000 | PA      | $527697.00    | 0.03%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE                                                                           | CUSIP: 650028YR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15500000 | PA      | $17204818.65  | 1.03%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Polk County Industrial Development Authority                                     | POLK CNTY FL INDL DEV AUTH                                                                                                     | CUSIP: 731120NQ0<br>LEI: 549300UTRO4TAORRAL04 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $999566.10    | 0.06%             | 2033-01-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                      | WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE                                                                         | CUSIP: 939783YZ3<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $824122.80    | 0.05%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                   | CUSIP: 64542UFJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $348769.49    | 0.02%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                                                                   | CUSIP: 6461395C5<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   4750000 | PA      | $4898386.68   | 0.29%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spokane County School District No 81 Spokane                                     | SPOKANE CNTY WA SCH DIST #81 SPOKANE                                                                                           | CUSIP: 848712PU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1926435.60   | 0.11%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3E5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    510513 | PA      | $512662.87    | 0.03%             | 2023-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 13013FBH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1641090.80   | 0.10%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                    | CUSIP: 452152Q61<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1039851.90   | 0.06%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                  | CUSIP: 59261AJ24<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1002886.60   | 0.06%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE                                                                               | CUSIP: 38611TBL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7860000 | PA      | $8494019.04   | 0.51%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kansas City Industrial Development Authority                                     | KANSAS CITY MO INDL DEV AUTH SENIOR LIVING FACS REVENUE                                                                        | CUSIP: 48504LAF0<br>LEI: 549300QWDXL46XQC8110 | Long             | DBT              | MUN               | US        |    360000 | PA      | $312998.58    | 0.02%             | 2037-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV CORP ECON DEV REVENUE                                                                                     | CUSIP: 57420NCC3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   1035000 | PA      | $1074721.75   | 0.06%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH REVENUE                                                                                            | CUSIP: 64577BL44<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   1560000 | PA      | $1626495.94   | 0.10%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMB FINANCIAL CORP                                                               | UMB FINANCIAL CORP                                                                                                             | CUSIP: 000000000<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |    740705 | NS      | $737437.91    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Pennsylvania Turnpike Commission Oil Franchise Tax Revenue                       | PENNSYLVANIA ST TURNPIKE COMMISSION OIL FRANCHISE TAX REVENU                                                                   | CUSIP: 709221VG7<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1594043.70   | 0.10%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FINCORP TX RETIREMENT FAC REVENUE                                                                    | CUSIP: 64542UFR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3954740 | PA      | $1820340.33   | 0.11%             | 2061-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                      | BROWARD CNTY FL ARPT SYS REVENUE                                                                                               | CUSIP: 114894YP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1340000 | PA      | $1399745.24   | 0.08%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Seattle WA                                                               | PORT OF SEATTLE WA REVENUE                                                                                                     | CUSIP: 735389Q84<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1850524.40   | 0.11%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Greater Orlando Aviation Authority                                               | GTR ORLANDO FL AVIATION AUTH ARPT FACS REVENUE                                                                                 | CUSIP: 3922742G0<br>LEI: 549300CP6PUG5S184F61 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5103915.00   | 0.30%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                                 | MARICOPA CNTY INDL DEV AUTH EXEMPT FACS REVENUE                                                                                | CUSIP: 56678TAA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $796818.90    | 0.05%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Columbia Housing Authority/SC                                                    | COLUMBIA SC HSG AUTH MF HSG REVENUE                                                                                            | CUSIP: 198409AE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $96917.79     | 0.01%             | 2032-11-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                  | HAWAII ST                                                                                                                      | CUSIP: 419792LQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5150398.00   | 0.31%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                     | CLARK CNTY NV SCH DIST                                                                                                         | CUSIP: 181059K47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4305000 | PA      | $3646639.36   | 0.22%             | 2037-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST                                                                                                                 | CUSIP: 20772JQ54<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2123198.20   | 0.13%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital Trust Agency Inc                                                         | CAPITAL TRUST AGY FL EDUCTNL FACS REVENUE                                                                                      | CUSIP: 14054CCY3<br>LEI: 549300F49UWS7X0OGQ59 | Long             | DBT              | MUN               | US        |   1585000 | PA      | $1449985.10   | 0.09%             | 2030-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Manteca Unified School District                                                  | MANTECA CA UNIF SCH DIST SPL TAX                                                                                               | CUSIP: 564547EK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11910000 | PA      | $8402388.28   | 0.50%             | 2031-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PENNSYLVANIA ST ECON DEV FING AUTH UPMC REVENUE                                                                                | CUSIP: 70870JEM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4845660.00   | 0.29%             | 2047-11-15      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KANSAS ST DEV FIN AUTH REVENUE                                                                                                 | CUSIP: 48542RSK1<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   2405000 | PA      | $2072172.05   | 0.12%             | 2027-05-01      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Douglas County Housing Partnership                                               | DOUGLAS CNTY CO HSG PARTNERSHIP                                                                                                | CUSIP: 25889FAB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1864645.75   | 0.11%             | 2041-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cumberland County Municipal Authority                                            | CUMBERLAND CNTY PA MUNI AUTH                                                                                                   | CUSIP: 230614PA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1875000 | PA      | $1514706.19   | 0.09%             | 2038-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                     | CUSIP: 74442PSF3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   6750000 | PA      | $6074558.55   | 0.36%             | 2041-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| West Virginia Economic Development Authority                                     | WEST VIRGINIA ST ECON DEV AUTH SOL WST DISP FACS                                                                               | CUSIP: 95648VBJ7<br>LEI: 549300WW88TKKF5H1220 | Long             | DBT              | MUN               | US        |    435000 | PA      | $424031.08    | 0.03%             | 2045-07-01      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FIN AUTH STUDENT HSG REVENUE                                                                                | CUSIP: 13049YDR9<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1016407.90   | 0.06%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chattanooga Health Educational & Housing Facility Board                          | CHATTANOOGA TN HLTH EDUCTNL &HSG FAC BRD REVENUE                                                                               | CUSIP: 162410EK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    495000 | PA      | $457363.02    | 0.03%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Detroit MI                                                               | DETROIT MI                                                                                                                     | CUSIP: 2510935R7<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    275000 | PA      | $223610.20    | 0.01%             | 2034-04-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA Wastewater System Revenue                                 | LOS ANGELES CA WSTWTR SYS REVENUE                                                                                              | CUSIP: 53945CAN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9310000 | PA      | $9421330.84   | 0.56%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | MIAMI-DADE CNTY FL AVIATION REVENUE                                                                                            | CUSIP: 59333P4D7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2528607.00   | 0.15%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                                                                   | CUSIP: 59447PYR6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   2485000 | PA      | $2509867.40   | 0.15%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palm Beach County Health Facilities Authority                                    | PALM BEACH CNTY FL HLTH FACS AUTH                                                                                              | CUSIP: 69650MAX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $213030.20    | 0.01%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Special Health Care District                                     | MARICOPA CNTY AZ SPL HLTH CARE DIST                                                                                            | CUSIP: 56756TAR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6526477.20   | 0.39%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                                                                 | CUSIP: 64971XL55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3244881.90   | 0.19%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                   | CUSIP: 64542UGC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $937951.50    | 0.06%             | 2052-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Plymouth Educational Center Charter School                                       | PLYMOUTH MI EDUCTNL CENTER CHRT SCH PUBLIC SCH ACADEMY REVEN                                                                   | CUSIP: 729693AM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1220000.00   | 0.07%             | 2030-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Louisiana Stadium & Exposition District                                          | LOUISIANA STADIUM & EXPOSITION DIST LA                                                                                         | CUSIP: 546410CF6<br>LEI: 5493000QEHWDGVGH7J62 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1003553.20   | 0.06%             | 2023-07-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                                                                       | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4637025.00   | 0.28%             | 2052-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency                                                      | CMFA SPL FIN AGY CA ESSENTIAL HSG REVENUE                                                                                      | CUSIP: 12574WAJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1533200.40   | 0.09%             | 2058-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Tobacco Settlement Financing Authority                                   | BUCKEYE OH TOBACCO SETTLEMENT FING AUTH                                                                                        | CUSIP: 118217CZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15925000 | PA      | $14590910.20  | 0.87%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Memphis-Shelby County Airport Authority                                          | MEMPHIS-SHELBY CNTY TN ARPT AUTH ARPT REVENUE                                                                                  | CUSIP: 586111NW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3594004.40   | 0.21%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLLWAY AUTH REVENUE                                                                                                      | CUSIP: 66285WCB0<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   7200000 | PA      | $4100124.24   | 0.24%             | 2036-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                     | CUSIP: 74442PTL9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   5500000 | PA      | $3491545.20   | 0.21%             | 2056-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH EXEMPT FAC REVENUE                                                                                         | CUSIP: 45470DAA5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   3720000 | PA      | $2798180.28   | 0.17%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                    | CUSIP: 4521522K6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2087799.40   | 0.12%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PENNSYLVANIA ST ECON DEV FING AUTH REVENUE                                                                                     | CUSIP: 70869PHX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001930.70   | 0.06%             | 2042-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Industrial Development Authority of the County of Pima/The                       | PIMA CNTY AZ INDL DEV AUTH EDU REVENUE                                                                                         | CUSIP: 72177MTM9<br>LEI: 549300QDTQ25545R4K19 | Long             | DBT              | MUN               | US        |   1355000 | PA      | $1258418.45   | 0.08%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2C596   IRS USD R F  3.46600 IS2C596 CCPINFLATIONZERO / Short: SS2C596   IRS USD P V 12MUSCPI IS2C5A7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  17700000 | OU      | $-596717.62   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Parish of St John the Baptist LA                                                 | SAINT JOHN THE BAPTIST PARISH LA REVENUE                                                                                       | CUSIP: 79020FAY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $335242.10    | 0.02%             | 2037-06-01      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 13013FAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $765557.70    | 0.05%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ontario Redevelopment Financing Authority                                        | ONTARIO CA REDEV FING AUTH                                                                                                     | CUSIP: 68304EBQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $224646.84    | 0.01%             | 2023-08-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                               | CUSIP: 5742188F3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $350945.57    | 0.02%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                | PHILADELPHIA PA AUTH FOR INDL DEV                                                                                              | CUSIP: 71781PBK5<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |   3100000 | PA      | $3031378.09   | 0.18%             | 2040-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                        | CENTRL TX REGL MOBILITY AUTH REVENUE                                                                                           | CUSIP: 155498FK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1670458.56   | 0.10%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST                                                                                                                 | CUSIP: 20772JP22<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2650126.00   | 0.16%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                        | CUSIP: 6461367J4<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   7585000 | PA      | $6928861.85   | 0.41%             | 2045-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                  | CUSIP: 97712D4N3<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    335000 | PA      | $333862.98    | 0.02%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Highway & Transportation Authority                                   | PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE                                                                         | CUSIP: 745190UR7<br>LEI: 549300J6QBXVWJXB7Y41 | Long             | DBT              | MUN               | US        |   1370000 | PA      | $1352730.33   | 0.08%             | 2041-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Capital Grant Receipts Revenue                         | CHICAGO IL TRANSIT AUTH CAPITAL GRANT RECPTS REVENUE                                                                           | CUSIP: 167723HC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2545739.76   | 0.15%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                          | CUSIP: 167505TG1<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   2350000 | PA      | $2334934.15   | 0.14%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                              | CUSIP: 74529JRH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1339000 | PA      | $1209680.05   | 0.07%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | ILLINOIS ST TOLL HIGHWAY AUTH                                                                                                  | CUSIP: 452252PW3<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |  15000000 | PA      | $15999373.50  | 0.95%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                           | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                        | CUSIP: 13080SVM3<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    785000 | PA      | $791105.34    | 0.05%             | 2048-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Omaha Public Power District                                                      | OMAHA NE PUBLIC PWR DIST ELEC REVENUE                                                                                          | CUSIP: 682001BZ4<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |   2775000 | PA      | $2845483.34   | 0.17%             | 2032-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                         | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                                                                                 | CUSIP: 650116CX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6500000 | PA      | $6320629.90   | 0.38%             | 2030-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lees Summit Industrial Development Authority                                     | LEES SUMMIT MO INDL DEV AUTH SENIOR LIVING FACS REVENUE                                                                        | CUSIP: 524292BH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2700000 | PA      | $2230853.13   | 0.13%             | 2056-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA ST DEV FIN CORP EDUCTNL FACS REVENUE                                                                                   | CUSIP: 34061UFX1<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $990425.80    | 0.06%             | 2050-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | Long: BS2I1H4   IRS USD R V 00MSOFR IS2I1I5 CCPOIS / Short: BS2I1H4   IRS USD P F  3.06600 IS2I1H4 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  10000000 | OU      | $253274.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grays Harbor County Public Hospital District No 2                                | GRAYS HARBOR CNTY WA PUBLIC HOSP DIST #2                                                                                       | CUSIP: 389610AE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5650000 | PA      | $5754122.72   | 0.34%             | 2048-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    860808 | PA      | $880607.79    | 0.05%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Katy Independent School District                                                 | KATY TX INDEP SCH DIST                                                                                                         | CUSIP: 486063P61<br>LEI: 254900H9QSKVP2HWVL72 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $998677.90    | 0.06%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                                                                      | CUSIP: 6262072T0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    390000 | PA      | $385770.45    | 0.02%             | 2059-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Irving Hospital Authority                                                        | IRVING TX HOSP AUTH                                                                                                            | CUSIP: 463794KH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1785000 | PA      | $1810597.79   | 0.11%             | 2044-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Centerra Metropolitan District No 1                                              | CENTERRA CO MET DIST #1 SPL REVENUE                                                                                            | CUSIP: 15200XAL7<br>LEI: 549300SHE5ZPSMGZH793 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $997279.20    | 0.06%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Columbia Housing Authority/SC                                                    | COLUMBIA SC HSG AUTH MF HSG REVENUE                                                                                            | CUSIP: 198409AF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1174195.06   | 0.07%             | 2039-11-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2BYW9   IRS USD R F  2.90900 IS2BYW9 CCPINFLATIONZERO / Short: SS2BYW9   IRS USD P V 12MUSCPI IS2BYX0 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8280000 | OU      | $-372547.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                    | CUSIP: 452152WX5<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   2680000 | PA      | $2712491.52   | 0.16%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                      | BROWARD CNTY FL ARPT SYS REVENUE                                                                                               | CUSIP: 114894ZM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5500000 | PA      | $5018049.30   | 0.30%             | 2026-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE                                                                                      | CUSIP: 544445YH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $766454.90    | 0.05%             | 2049-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                                                                           | CUSIP: 64990EW78<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2122178.80   | 0.13%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                                                   | CUSIP: 167593X80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3910525.60   | 0.23%             | 2053-01-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morongo Band of Mission Indians/The                                              | MORONGO BAND OF MISSION INDIANS CA REVENUE                                                                                     | CUSIP: 61773RAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4506678.00   | 0.27%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX                                                                        | CUSIP: 89602HAT4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4655078.50   | 0.28%             | 2056-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA FIN AUTH IN WSTWTR UTIL REVENUE                                                                                        | CUSIP: 45505MDF0<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   5875000 | PA      | $6063259.68   | 0.36%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Airport System Revenue                                        | HOUSTON TX ARPT SYS REVENUE                                                                                                    | CUSIP: 4423487H5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $505814.46    | 0.03%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morris-Union Jointure Commission                                                 | MORRIS-UNION JOINTURE COMMISSION NJ                                                                                            | CUSIP: 618355BH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2055000 | PA      | $2084657.35   | 0.12%             | 2025-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                        | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP RETMNT FAC REVENU                                                                   | CUSIP: 87638REN3<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |   3785000 | PA      | $1514000.00   | 0.09%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Securitization Authority of Northern California                          | TOBACCO SECURITIZATION AUTH NTHRN CA TOBACCO SETTLEMENT REVE                                                                   | CUSIP: 888794CA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $153540.40    | 0.01%             | 2060-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Jefferson County Board of Education/AL                                           | JEFFERSON CNTY AL BRD OF EDU PUBLIC SCH WARRANTS                                                                               | CUSIP: 472649AV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3010000 | PA      | $3166339.70   | 0.19%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kansas City Industrial Development Authority                                     | KANSAS CITY MO INDL DEV AUTH SENIOR LIVING FACS REVENUE                                                                        | CUSIP: 48504LAD5<br>LEI: 549300QWDXL46XQC8110 | Long             | DBT              | MUN               | US        |   1168739 | PA      | $882685.57    | 0.05%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS283G7   IRS USD R V 12MUSCPI IS283H8 CCPINFLATIONZERO / Short: BS283G7   IRS USD P F  2.61250 IS283G7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5645000 | OU      | $488794.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Houston TX Airport System Revenue                                        | HOUSTON TX ARPT SYS REVENUE                                                                                                    | CUSIP: 4423487R3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4650000 | PA      | $4675795.41   | 0.28%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                  | CUSIP: 97712D4C7<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    250000 | PA      | $211186.98    | 0.01%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Aviation Revenue                      | MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE                                                                                  | CUSIP: 592647HS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1934045.40   | 0.12%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Jefferson AL Sewer Revenue                                             | JEFFERSON CNTY AL SWR REVENUE WARRANTS                                                                                         | CUSIP: 472682RL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3208535.70   | 0.19%             | 2042-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX                                                                        | CUSIP: 89602HAA5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2885866.80   | 0.17%             | 2046-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                                | GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE                                                                                       | CUSIP: 40065NCE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $416597.06    | 0.02%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                         | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                                                                                 | CUSIP: 650116DA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $910345.20    | 0.05%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Columbia Housing Authority/SC                                                    | COLUMBIA SC HSG AUTH MF HSG REVENUE                                                                                            | CUSIP: 198409AG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $485316.80    | 0.03%             | 2024-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                                                                           | CUSIP: 64990EW86<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10508907.00  | 0.63%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi Business Finance Corp                                                | MISSISSIPPI ST BUSINESS FIN CORP EXEPT FACS REVENUE                                                                            | CUSIP: 60528DAA6<br>LEI: 549300DYV074JUDKBQ77 | Long             | DBT              | MUN               | US        |    225000 | PA      | $225697.46    | 0.01%             | 2047-07-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                     | CUSIP: 74442PAU9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1002381.60   | 0.06%             | 2045-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chambersburg Area Municipal Authority                                            | CHAMBERSBURG PA AREA MUNI AUTH EDU FAC REVENUE                                                                                 | CUSIP: 157881AC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2350000 | PA      | $2290267.47   | 0.14%             | 2038-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH SF MTGE REVENUE                                                                                               | CUSIP: 462467Y62<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4899322.50   | 0.29%             | 2052-01-01      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | WASHINGTON ST HLTH CARE FACS AUTH                                                                                              | CUSIP: 93978HXY6<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    265000 | PA      | $286452.09    | 0.02%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                                                                              | CUSIP: 79625GDV2<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1583409.90   | 0.09%             | 2046-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange County School Board                                                       | ORANGE CNTY FL SCH BRD COPS                                                                                                    | CUSIP: 684517RX5<br>LEI: 549300SEFJ368NVQXL34 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5276038.00   | 0.31%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chattanooga Health Educational & Housing Facility Board                          | CHATTANOOGA TN HLTH EDUCTNL &HSG FAC BRD REVENUE                                                                               | CUSIP: 162410FF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1675000 | PA      | $1683332.46   | 0.10%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    169883 | PA      | $174149.07    | 0.01%             | 2031-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH NY BRIDGE & TUNNELAUTH PAYROLL MOBILITY TAX                                                                         | CUSIP: 89602HEW3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4019385.60   | 0.24%             | 2026-04-01      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                              | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                    | CUSIP: 13058TGZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3090000 | PA      | $2946530.06   | 0.18%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Westchester County Local Development Corp                                        | WESTCHESTER CNTY NY LOCAL DEV CORP REVENUE                                                                                     | CUSIP: 95737TCD6<br>LEI: 549300KOSU8OC75V9238 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2001095.80   | 0.12%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLLWAY AUTH REVENUE                                                                                                      | CUSIP: 66285WSQ0<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1045760.30   | 0.06%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                           | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                        | CUSIP: 13080SVN1<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1090000 | PA      | $1098444.45   | 0.07%             | 2058-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                          | Freddie Mac Multifamily ML Certificates                                                                                        | CUSIP: 35833JAJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    985223 | PA      | $742143.19    | 0.04%             | 2038-06-25      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2AU39   IRS USD R V 12MUSCPI IS2AU40 CCPINFLATIONZERO / Short: BS2AU39   IRS USD P F  2.68000 IS2AU39 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $748402.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2I1D0   IRS USD R V 00MSOFR IS2I1E1 CCPOIS / Short: BS2I1D0   IRS USD P F  3.06300 IS2I1D0 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $255731.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                                | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                               | CUSIP: 13033DAJ4<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |    984942 | PA      | $850492.86    | 0.05%             | 2036-08-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Airport System Revenue                                        | HOUSTON TX ARPT SYS REVENUE                                                                                                    | CUSIP: 4423487V4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1315832.70   | 0.08%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2EEU6   IRS USD R V 00MSOFR IS2EEV7 CCPOIS / Short: BS2EEU6   IRS USD P F  1.84750 IS2EEU6 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15000000 | OU      | $1845061.29   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                                                                      | CUSIP: 6262072N3<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    150000 | PA      | $154235.81    | 0.01%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI EDUCTNL FAC REVENUE                                                                                         | CUSIP: 74443DHG9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2018910.80   | 0.12%             | 2042-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Washington OH                                                          | WASHINGTON CNTY OH HOSP REVENUE                                                                                                | CUSIP: 938154DX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $986645.90    | 0.06%             | 2052-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kansas City Industrial Development Authority                                     | KANSAS CITY MO INDL DEV AUTH SENIOR LIVING FACS REVENUE                                                                        | CUSIP: 48504LAE3<br>LEI: 549300QWDXL46XQC8110 | Long             | DBT              | MUN               | US        |    521604 | PA      | $24733.73     | 0.00%             | 2046-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| North Broward Hospital District                                                  | NORTH BROWARD FL HOSP DIST                                                                                                     | CUSIP: 657883DJ0<br>LEI: 549300HZL14T4Q7UDP41 | Long             | DBT              | MUN               | US        |   5230000 | PA      | $5385583.61   | 0.32%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Geisinger Authority                                                              | GEISINGER PA AUTH HLTH SYS REVENUE                                                                                             | CUSIP: 368497JT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3820000 | PA      | $3707102.57   | 0.22%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp                                     | NEW YORK ST ENVRNMNTL FACS CORP SOL WST DISP REVENUE                                                                           | CUSIP: 649852AS9<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1894474.40   | 0.11%             | 2050-09-01      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                      | CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                | CUSIP: 20775DST0<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $8721900.00   | 0.52%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arlington Higher Education Finance Corp                                          | ARLINGTON TX HGR EDU FIN CORP EDU REVENUE                                                                                      | CUSIP: 041806GP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1484858.31   | 0.09%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Tampa FL                                                                 | TAMPA FL CAPITAL IMPT CIGARETTE TAX ALLOCATION                                                                                 | CUSIP: 875146AW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $489349.60    | 0.03%             | 2038-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Detroit MI                                                               | DETROIT MI                                                                                                                     | CUSIP: 251093S84<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1466925.80   | 0.09%             | 2044-04-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Cuyahoga OH                                                            | CUYAHOGA CNTY OH HOSP REVENUE                                                                                                  | CUSIP: 2322655Q7<br>LEI: 549300GHDK9DGLUNJU89 | Long             | DBT              | MUN               | US        |   8000000 | PA      | $8102417.60   | 0.48%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| St Johns County Industrial Development Authority                                 | SAINT JOHNS CNTY FL INDL DEV AUTH REVENUE                                                                                      | CUSIP: 790417AR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $882836.70    | 0.05%             | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Samoa Economic Development Authority                                    | AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE                                                                                    | CUSIP: 02936TAG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1490000 | PA      | $1652562.13   | 0.10%             | 2038-09-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | WASHINGTON ST HLTH CARE FACS AUTH                                                                                              | CUSIP: 93978HXH3<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    430000 | PA      | $442779.04    | 0.03%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                | NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE                                                                        | CUSIP: 64972HR95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14800000 | PA      | $15852817.24  | 0.95%             | 2036-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Detroit MI                                                               | DETROIT MI                                                                                                                     | CUSIP: 2510935K2<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    500000 | PA      | $463831.15    | 0.03%             | 2025-04-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPOSITION AUTH IL REVENUE                                                                                          | CUSIP: 592250DM3<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6004858.80   | 0.36%             | 2050-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southeast Energy Authority A Cooperative District                                | SOUTHEAST ENERGY AUTH AL COMMODITY SPLY REVENUE                                                                                | CUSIP: 84136FBM8<br>LEI: 25490090A3RLJHITY273 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1999515.00   | 0.12%             | 2053-01-01      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 13013FAU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $655508.10    | 0.04%             | 2056-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                          | CUSIP: 167505SX5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1812100.86   | 0.11%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH REVENUE                                                                                                       | CUSIP: 46247SBU7<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    985000 | PA      | $734228.26    | 0.04%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily VRD Certificates                                               | FEDERAL HOME LOAN MTGE CORP VA MF VARIABLE RATE CTFS                                                                           | CUSIP: 31350ACQ9<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   5435000 | PA      | $4415654.34   | 0.26%             | 2036-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                     | CLARK CNTY NV SCH DIST                                                                                                         | CUSIP: 181059K39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6725000 | PA      | $5869080.33   | 0.35%             | 2036-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YQK8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4005000 | PA      | $3519158.66   | 0.21%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                    | Long: IS1WUB4   IRS USD R V 01MMUNIP IS1WUC5 VANILLA / Short: IS1WUB4   IRS USD P F  1.12500 IS1WUB4 VANILLA                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  22105000 | OU      | $2479684.21   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Henderson KY                                                             | HENDERSON KY EXEMPT FACS REVENUE                                                                                               | CUSIP: 425099AC2<br>LEI: 549300UJ32J1O26W1T80 | Long             | DBT              | MUN               | US        |   1025000 | PA      | $973950.70    | 0.06%             | 2032-01-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HLTHCARE FACS REVENUE                                                                                       | CUSIP: 74444KBE3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    500000 | PA      | $520450.70    | 0.03%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HOTEL REVENUE                                                                                               | CUSIP: 74447DAC1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1064421.03   | 0.06%             | 2052-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                          | Freddie Mac Multifamily ML Certificates                                                                                        | CUSIP: 3137H9JQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2700000 | PA      | $189776.79    | 0.01%             | 2036-09-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | LOUISIANA PUB FACS AUTH REVENUE                                                                                                | CUSIP: 546399DS2<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |   1730000 | PA      | $1790037.23   | 0.11%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                      | CUSIP: 837151RS0<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   4525000 | PA      | $4575922.99   | 0.27%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                  | CUSIP: 97712D4Q6<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    335000 | PA      | $328371.59    | 0.02%             | 2038-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sacramento County Water Financing Authority                                      | SACRAMENTO CNTY CA WTR FING AUTH REVENUE                                                                                       | CUSIP: 78615RCV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8075000 | PA      | $6963225.93   | 0.42%             | 2039-06-01      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                      | CUSIP: 837151ZZ5<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4282802.00   | 0.26%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Florida Water Management District                                          | S FL WTR MGMT DIST COPS                                                                                                        | CUSIP: 83786PCS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5270059.50   | 0.31%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                                                                           | CUSIP: 709224P37<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   2655000 | PA      | $2807296.91   | 0.17%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                          | CUSIP: 167505XC5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    150000 | PA      | $149669.43    | 0.01%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                        | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP RETMNT FAC REVENU                                                                   | CUSIP: 87638RKD8<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |   2118415 | PA      | $1487869.41   | 0.09%             | 2054-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Union County Utilities Authority                                                 | UNION CNTY NJ UTILITIES AUTH RESOURCE RECOVERY FAC LEASE REV                                                                   | CUSIP: 906363AB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4215000 | PA      | $4222702.07   | 0.25%             | 2031-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE                                                                                       | CUSIP: 67884XCX3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   2360000 | PA      | $2223092.86   | 0.13%             | 2044-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI STUDENT HSG REVENUE                                                                                         | CUSIP: 74439YBF7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   3315000 | PA      | $3362299.41   | 0.20%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade County Expressway Authority                                           | MIAMI-DADE CNTY FL EXPRESSWAY AUTH TOLL SYS REVENUE                                                                            | CUSIP: 593338AR7<br>LEI: 549300NSQPQSO55VM780 | Long             | DBT              | MUN               | US        |   3750000 | PA      | $3841974.75   | 0.23%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fayetteville State University                                                    | FAYETTEVILLE NC ST UNIV                                                                                                        | CUSIP: 312810EZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $389017.46    | 0.02%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | WASHINGTON ST HLTH CARE FACS AUTH                                                                                              | CUSIP: 93978HXF7<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    450000 | PA      | $470163.33    | 0.03%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                                | GUAM GOVT LTD OBLG REVENUE                                                                                                     | CUSIP: 40065HDN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $581025.21    | 0.03%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Village of Pingree Grove IL Special Service Area No 7                            | PINGREE GROVE IL SPL SVC AREA #7 SPL TAX REVENUE                                                                               | CUSIP: 72342GAB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2317000 | PA      | $2187986.89   | 0.13%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                         | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                                                                                 | CUSIP: 650116CQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3525000 | PA      | $3279308.56   | 0.20%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Joplin Industrial Development Authority                                          | JOPLIN MO INDL DEV AUTH HLTH FACS REVENUE                                                                                      | CUSIP: 480639BL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1485000 | PA      | $1501489.74   | 0.09%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brevard County Health Facilities Authority                                       | BREVARD CNTY FL HLTH FACS AUTH HLTH CARE FACS REVENUE                                                                          | CUSIP: 10741LDJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1543524.60   | 0.09%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048VBV9<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   3910000 | PA      | $4008528.48   | 0.24%             | 2036-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny County Airport Authority                                               | ALLEGHENY CNTY PA ARPT AUTH ARPT REVENUE                                                                                       | CUSIP: 01728LFC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1934457.00   | 0.12%             | 2037-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES CA DEPT OF WTR & PWR WTRWKS REVENUE                                                                                | CUSIP: 544525SH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1900000 | PA      | $1926693.10   | 0.11%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kansas City Industrial Development Authority                                     | KANSAS CITY MO INDL DEV AUTH                                                                                                   | CUSIP: 48503SGQ6<br>LEI: 549300QWDXL46XQC8110 | Long             | DBT              | MUN               | US        |    455000 | PA      | $386201.86    | 0.02%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES                                                                                    | CUSIP: 89602RGA7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2105044.20   | 0.13%             | 2054-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bucks County Industrial Development Authority                                    | BUCKS CNTY PA INDL DEV AUTH HOSP REVENUE                                                                                       | CUSIP: 11861MAV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1033047.40   | 0.06%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sterling Ranch Community Authority Board                                         | STERLING RANCH CMNTY AUTH BRD CO SUPPORTED REVENUE                                                                             | CUSIP: 85950NAQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1175000 | PA      | $1182992.47   | 0.07%             | 2042-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                                | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                               | CUSIP: 13033DAH8<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |   2467334 | PA      | $140446.85    | 0.01%             | 2035-03-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                        | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP RETMNT FAC REVENU                                                                   | CUSIP: 87638REV5<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |   1850000 | PA      | $740000.00    | 0.04%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                            | NEW YORK ST URBAN DEV CORP REVENUE                                                                                             | CUSIP: 650035ZP6<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5017503.00   | 0.30%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                  | CUSIP: 97712D4P8<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    320000 | PA      | $315629.15    | 0.02%             | 2037-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Abilene Convention Center Hotel Development Corp                                 | ABILENE TX CONVENTION CENTER HOTEL DEV CORP HOTEL REVENUE                                                                      | CUSIP: 00344PAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $420602.15    | 0.03%             | 2050-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Housing & Community Development Authority                                | INDIANA ST HSG & CMNTY DEV AUTH MF HSG REVENUE                                                                                 | CUSIP: 45506CBB2<br>LEI: 549300QRKDYVNHT1OE86 | Long             | DBT              | MUN               | US        |    900000 | PA      | $871472.07    | 0.05%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                  | HAWAII ST                                                                                                                      | CUSIP: 419792LR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |         0 | PA      | $0.00         | 0.00%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| St Croix Chippewa Indians of Wisconsin                                           | ST CROIX CHIPPEWA INDIANS OF WISCONSIN                                                                                         | CUSIP: 788400AA7<br>LEI: 5493006ZQ04VD450FS17 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $760724.40    | 0.05%             | 2041-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                                                                  | CUSIP: 13063CGA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8000000 | PA      | $8179369.60   | 0.49%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                  | CUSIP: 59261AQE0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   5500000 | PA      | $5642802.55   | 0.34%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L4C8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   3875000 | PA      | $1729218.75   | 0.10%             | 2051-11-01      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Louisville/Jefferson County Metropolitan Government                              | LOUISVILLE & JEFFERSON CNTY KY MET GOVT HLTH SYS REVENUE                                                                       | CUSIP: 54659LBN3<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |   2330000 | PA      | $2437166.95   | 0.15%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                         | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                                                                                 | CUSIP: 650116FP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2007421.20   | 0.12%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                      | WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE                                                                         | CUSIP: 939783ZB5<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |    365000 | PA      | $283157.15    | 0.02%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berks County Industrial Development Authority                                    | BERKS CNTY PA INDL DEV AUTH HLTH SYS REVENUE                                                                                   | CUSIP: 08451PAX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $406517.88    | 0.02%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                                                                   | CUSIP: 59447TH97<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1631853.60   | 0.10%             | 2039-06-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA DEV FIN CORP SURFACE TRANPRTN FAC REVENUE                                                                              | CUSIP: 34061YAH3<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $888855.50    | 0.05%             | 2049-01-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Park Creek Metropolitan District                                                 | PARK CREEK CO MET DIST REVENUE                                                                                                 | CUSIP: 700387DJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1348149.79   | 0.08%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS TX UNIV REVENUES                                                                                                 | CUSIP: 91514AJX4<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |   2980000 | PA      | $3433326.24   | 0.20%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Health Care Facilities Financing Authority                            | NEW JERSEY ST HLTH CARE FACS FING AUTH ST CONTRACT                                                                             | CUSIP: 64580ABW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5280323.50   | 0.32%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Glendale AZ                                                              | GLENDALE AZ COPS                                                                                                               | CUSIP: 37828AAG4<br>LEI: 5493002BC35ZY7XRQ949 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1624505.60   | 0.10%             | 2030-07-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                                                                    | CUSIP: 64966QFN5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1825000 | PA      | $1822818.21   | 0.11%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048VCC0<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   4300000 | PA      | $4419542.15   | 0.26%             | 2035-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital Trust Agency Inc                                                         | CAPITAL TRUST AGY FL REVENUE                                                                                                   | CUSIP: 14052WDN4<br>LEI: 549300F49UWS7X0OGQ59 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2658781.80   | 0.16%             | 2056-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                      | CUSIP: 837151RP6<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2050909.20   | 0.12%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                                                                    | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2253103.25   | 0.13%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Salt Verde Financial Corp                                                        | SALT VERDE AZ FINANCIAL CORP SENIOR GAS REVENUE                                                                                | CUSIP: 79575EAJ7<br>LEI: 549300VEWOZY6TQOIF03 | Long             | DBT              | MUN               | US        |   3685000 | PA      | $3736542.46   | 0.22%             | 2023-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Tempe AZ                                                                 | TEMPE AZ COPS                                                                                                                  | CUSIP: 87971LAP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $770587.90    | 0.05%             | 2032-07-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Washington Economic Development Finance Authority                                | WASHINGTON ST ECON DEV FIN AUTH ENVRNMNYL FACS REVENUE                                                                         | CUSIP: 93975YAN1<br>LEI: 549300TQ7IXFA28IYO51 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10014328.00  | 0.60%             | 2042-12-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                                | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                               | CUSIP: 13033DAE5<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |    975666 | PA      | $879844.19    | 0.05%             | 2035-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                                                                      | CUSIP: 626207Z56<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1353494.61   | 0.08%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Detroit MI                                                               | DETROIT MI                                                                                                                     | CUSIP: 2510933Q1<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    835000 | PA      | $850792.94    | 0.05%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH REVENUE                                                                                                       | CUSIP: 46247SBT0<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    550000 | PA      | $423775.06    | 0.03%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Hamilton OH                                                            | HAMILTON CNTY OH HOSP FACS REVENUE                                                                                             | CUSIP: 407272Y49<br>LEI: 549300TO1E3N4E4YIO28 | Long             | DBT              | MUN               | US        |   3045000 | PA      | $3051275.14   | 0.18%             | 2050-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLLWAY AUTH REVENUE                                                                                                      | CUSIP: 66285WPN0<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1761975.37   | 0.11%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA ST DEV FIN CORP                                                                                                        | CUSIP: 340618DE4<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |  12760000 | PA      | $12707476.01  | 0.76%             | 2056-12-01      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                   | CUSIP: 64542UFP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $122287.97    | 0.01%             | 2037-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs-Economic Development Authority                               | SOUTH CAROLINA ST JOBS-ECON DEV AUTH SOL WST DISP REVENUE                                                                      | CUSIP: 83704DAM8<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1037455.72   | 0.06%             | 2051-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292BD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1592903.80   | 0.10%             | 2056-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kalamazoo Economic Development Corp                                              | KALAMAZOO MI ECON DEV CORP                                                                                                     | CUSIP: 483228DY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1619068.60   | 0.10%             | 2055-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                        | CUSIP: 6461362B6<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5283458.00   | 0.32%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE                                                                           | CUSIP: 650028XB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7480000 | PA      | $7343804.16   | 0.44%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                                                               | CUSIP: 57582PCU2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4250000 | PA      | $3995481.95   | 0.24%             | 2037-05-01      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH REVENUE                                                                                            | CUSIP: 64577BL36<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2099594.60   | 0.13%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                  | CUSIP: 59261APW1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   2610000 | PA      | $2740340.27   | 0.16%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Development Authority of Burke County/The                                        | BURKE CNTY GA DEV AUTH POLL CONTROL REVENUE                                                                                    | CUSIP: 121342NR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7350000 | PA      | $6899953.62   | 0.41%             | 2040-01-01      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth  | PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC                                                                   | CUSIP: 74527JAC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3550000 | PA      | $3677328.56   | 0.22%             | 2026-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                                | California Housing Finance Agency                                                                                              | CUSIP: 13033DAK1<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |   2265367 | PA      | $139202.98    | 0.01%             | 2036-08-20      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                  | CUSIP: 59261AM20<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   2515000 | PA      | $2453798.73   | 0.15%             | 2035-11-01      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YFK0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1180000 | PA      | $1189634.82   | 0.07%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HOTEL REVENUE                                                                                               | CUSIP: 74447DAG2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1601314.66   | 0.10%             | 2062-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Infirmary Health System Special Care Facilities Financing Authority of Mobile    | INFIRMARY HLTH SYS AL SPL CARE FACS FING AUTH REVENUE                                                                          | CUSIP: 45663NBU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2558113.25   | 0.15%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Medford Hospital Facilities Authority                                            | MEDFORD OR HOSP FACS AUTH REVENUE                                                                                              | CUSIP: 584283HD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4566486.00   | 0.27%             | 2050-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Housing & Economic Development Authority                               | WISCONSIN ST HSG & ECON DEV AUTH MF HSG                                                                                        | CUSIP: 97689RER1<br>LEI: 549300AT0SEG8YQT2K79 | Long             | DBT              | MUN               | US        |    255000 | PA      | $218443.17    | 0.01%             | 2040-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Greater Orlando Aviation Authority                                               | GTR ORLANDO FL AVIATION AUTH ARPT FACS REVENUE                                                                                 | CUSIP: 392275BL6<br>LEI: 549300CP6PUG5S184F61 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2248217.50   | 0.13%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                      | CUSIP: 837151RT8<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   6250000 | PA      | $6234255.00   | 0.37%             | 2056-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MISSOURI ST HLTH & EDUCTNL FACS AUTH                                                                                           | CUSIP: 60635H3E7<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    400000 | PA      | $365776.76    | 0.02%             | 2048-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE                                                                                      | CUSIP: 544445F53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2775415.20   | 0.17%             | 2047-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2EGQ6   IRS USD R V 00MSOFR IS2EGR7 CCPOIS / Short: BS2EGQ6   IRS USD P F  1.73700 IS2EGQ6 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  17000000 | OU      | $2252315.99   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Highway & Transportation Authority                                   | PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE                                                                         | CUSIP: 745190ZS0<br>LEI: 549300J6QBXVWJXB7Y41 | Long             | DBT              | MUN               | US        |   2015000 | PA      | $1993276.69   | 0.12%             | 2036-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                              | CUSIP: 74529JRJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $149064.38    | 0.01%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                                                                   | CUSIP: 59447TM26<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $105618.63    | 0.01%             | 2065-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Columbia Housing Authority/SC                                                    | COLUMBIA SC HSG AUTH MF HSG REVENUE                                                                                            | CUSIP: 198409AH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $94402.75     | 0.01%             | 2039-11-01      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Highway & Transportation Authority                                   | PUERTO RICO HIGHWAY & TRANSPRTN AUTH HIGHWAY REVENUE                                                                           | CUSIP: 745181F85<br>LEI: 549300J6QBXVWJXB7Y41 | Long             | DBT              | MUN               | US        |    190000 | PA      | $193157.86    | 0.01%             | 2031-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                           | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                        | CUSIP: 13080SML5<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $994422.50    | 0.06%             | 2056-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Port of Seattle WA                                                               | PORT OF SEATTLE WA REVENUE                                                                                                     | CUSIP: 735389J25<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |   2175000 | PA      | $1939819.43   | 0.12%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                    | CUSIP: 4521525R8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   7030000 | PA      | $6552842.27   | 0.39%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HLTHCARE FACS REVENUE                                                                                       | CUSIP: 74444KBD5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    500000 | PA      | $524849.20    | 0.03%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery County Industrial Development Authority/PA                            | MONTGOMERY CNTY PA INDL DEV AUTH                                                                                               | CUSIP: 61360PCM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $423143.34    | 0.03%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Children's Trust Fund                                                            | THE CHILDRENS TRUST FUND PR TOBACCO SETTLEMENT REVENUE                                                                         | CUSIP: 16876QBL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  30000000 | PA      | $1982640.00   | 0.12%             | 2057-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lower Alabama Gas District/The                                                   | LOWER AL GAS DIST GAS PROJ REVENUE                                                                                             | CUSIP: 547804AM6<br>LEI: 549300YTI1NTDG2OVU42 | Long             | DBT              | MUN               | US        |  20000000 | PA      | $19930330.00  | 1.19%             | 2050-12-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Moon Industrial Development Authority                                            | MOON INDL DEV AUTH PA REVENUE                                                                                                  | CUSIP: 61543RAU0<br>LEI: 549300CGX4T1GTNHL435 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $842675.50    | 0.05%             | 2050-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA DEV FIN CORP HLTHCAREFACS REVENUE                                                                                      | CUSIP: 34061QBD8<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2348972.40   | 0.14%             | 2037-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                                | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                               | CUSIP: 13033DAC9<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |    562745 | PA      | $546219.53    | 0.03%             | 2033-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fayetteville State University                                                    | FAYETTEVILLE NC ST UNIV                                                                                                        | CUSIP: 312810EX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $141687.25    | 0.01%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chambersburg Area Municipal Authority                                            | CHAMBERSBURG PA AREA MUNI AUTH EDU FAC REVENUE                                                                                 | CUSIP: 157881AD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4749526.00   | 0.28%             | 2043-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                         | ARIZONA ST INDL DEV AUTH REVENUE                                                                                               | CUSIP: 04052ABH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5097603 | PA      | $4905462.80   | 0.29%             | 2033-05-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Martin County Health Facilities Authority                                        | MARTIN CNTY FL HLTH FACS AUTH                                                                                                  | CUSIP: 573903FZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $960879.10    | 0.06%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Reno NV                                                                  | RENO NV SALES TAX REVENUE                                                                                                      | CUSIP: 759861EJ2<br>LEI: 549300M4R5WWSUWY8D52 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $293768.00    | 0.02%             | 2058-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marshall Creek Community Development District                                    | MARSHALL CREEK FL CDD SPL ASSMNT                                                                                               | CUSIP: 57231NAH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $109333.92    | 0.01%             | 2045-05-01      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HOTEL REVENUE                                                                                               | CUSIP: 74447DAF4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1376286.45   | 0.08%             | 2052-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292AY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1264945.40   | 0.08%             | 2056-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS21YN0   IRS USD R V 12MUSCPI IS21YO1 CCPINFLATIONZERO / Short: BS21YN0   IRS USD P F  1.23000 IS21YN0 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  37280000 | OU      | $6594511.02   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | WASHINGTON ST HLTH CARE FACS AUTH                                                                                              | CUSIP: 93978HXW0<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    170000 | PA      | $184807.44    | 0.01%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2D0M7   IRS USD R V 03MLIBOR IS2D0N8 CCPVANILLA / Short: BS2D0M7   IRS USD P F  1.36250 IS2D0M7 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  33000000 | OU      | $4310289.82   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Niagara Area Development Corp                                                    | NIAGARA NY AREA DEV CORP SOLID WASTE DISP FAC REVENUE                                                                          | CUSIP: 653542AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3235000 | PA      | $2914478.46   | 0.17%             | 2042-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                  | CUSIP: 59261APY7<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1037618.70   | 0.06%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3Q8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |      6304 | PA      | $5790.37      | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                                                                       | CUSIP: 64972GDQ4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4101013.20   | 0.24%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FIN AUTH STUDENT HSG REVENUE                                                                                | CUSIP: 13049YDT5<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1011102.60   | 0.06%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                  | KENTUCKY ST ECON DEV FIN AUTH                                                                                                  | CUSIP: 49126KHT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3015000 | PA      | $3030049.37   | 0.18%             | 2050-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alameda Corridor Transportation Authority                                        | ALAMEDA CA CORRIDOR TRANSPRTN AUTH REVENUE                                                                                     | CUSIP: 010869JN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $1923320.80   | 0.11%             | 2048-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2D890   IRS USD R F  3.32300 IS2D890 CCPINFLATIONZERO / Short: SS2D890   IRS USD P V 12MUSCPI IS2D8A1 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  14020000 | OU      | $-594888.37   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| State of Hawaii Airports System Revenue                                          | HAWAII ST ARPTS SYS REVENUE                                                                                                    | CUSIP: 419794H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7855000 | PA      | $8029018.88   | 0.48%             | 2051-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                                                                          | CUSIP: 73358XAX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   4635000 | PA      | $4248308.44   | 0.25%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | ILLINOIS ST TOLL HIGHWAY AUTH                                                                                                  | CUSIP: 452252MT3<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |  15000000 | PA      | $15634497.00  | 0.93%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kane Cook & DuPage Counties School District No U-46 Elgin                        | KANE COOK & DU PAGE CNTYS IL SCH DIST #46 ELGIN                                                                                | CUSIP: 483836TV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2433171.84   | 0.15%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Overland Park KS Sales Tax Revenue                                       | OVERLAND PARK KS SALES TAX SPL OBLIG REVENUE                                                                                   | CUSIP: 69030SAF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1185000 | PA      | $1202554.23   | 0.07%             | 2042-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                      | VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE                                                                                   | CUSIP: 928104PX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2500104.30   | 0.15%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas State Public Finance Authority Charter School Finance Corp                 | TEXAS ST PUBLIC FIN AUTH CHRTSCH FIN CORP REVENUE                                                                              | CUSIP: 88276PEB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1945000 | PA      | $2002270.33   | 0.12%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                        | CENTRL TX REGL MOBILITY AUTH REVENUE                                                                                           | CUSIP: 155498FL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1349095.67   | 0.08%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292BT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $638235.50    | 0.04%             | 2056-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FIN AUTH STUDENT HSG REVENUE                                                                                | CUSIP: 13049YDX6<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    915000 | PA      | $909525.56    | 0.05%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                          | CUSIP: 167505XA9<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    345000 | PA      | $347087.01    | 0.02%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Allen OH Hospital Facilities Revenue                                   | ALLEN CNTY OH HOSP FACS REVENUE                                                                                                | CUSIP: 01757LGX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4490000 | PA      | $4366186.45   | 0.26%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                  | CUSIP: 59261AK89<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1654203.60   | 0.10%             | 2050-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arlington County Industrial Development Authority                                | ARLINGTON CNTY VA INDL DEV AUTH HOSP FAC REVENUE                                                                               | CUSIP: 041438HA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    515000 | PA      | $516648.21    | 0.03%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH HLTH FAC REVENUE                                                                                           | CUSIP: 45471CBP2<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1146469.03   | 0.07%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                                                                          | CUSIP: 73358WTS3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10214339.00  | 0.61%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT WTR & PWR REVENUE                                                                                          | CUSIP: 544495ZW7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |   5630000 | PA      | $5710077.18   | 0.34%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Industrial Development Authority of the County of Pima/The                       | PIMA CNTY AZ INDL DEV AUTH SENIOR LIVING REVENUE                                                                               | CUSIP: 72178AAJ1<br>LEI: 549300QDTQ25545R4K19 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1025868.20   | 0.06%             | 2057-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HLTHCARE SYS REVENUE                                                                                        | CUSIP: 74447GAB6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |  15000000 | PA      | $15522697.50  | 0.93%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                  | CUSIP: 59261AJM0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1041403.10   | 0.06%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas State Public Finance Authority Charter School Finance Corp                 | TEXAS ST PUBLIC FIN AUTH CHRTSCH FIN CORP REVENUE                                                                              | CUSIP: 88276PDZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1427641.52   | 0.09%             | 2032-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Development Authority of Appling County                                          | APPLING CNTY GA DEV AUTH                                                                                                       | CUSIP: 038315EW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2159169.16   | 0.13%             | 2038-01-01      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| Tennergy Corp/TN                                                                 | TENNERGY CORP TN GAS REVENUE                                                                                                   | CUSIP: 880397CF9<br>LEI: 5493008K3JJFBSC4C235 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5222150.00   | 0.31%             | 2053-10-01      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI EXEMPT FACS REVENUE                                                                                         | CUSIP: 74443QAB8<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   3395000 | PA      | $3421495.26   | 0.20%             | 2024-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cumberland County Municipal Authority                                            | CUMBERLAND CNTY PA MUNI AUTH                                                                                                   | CUSIP: 230614NY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $332319.46    | 0.02%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Finance Authority                                             | TOBACCO SETTLEMENT FIN AUTH WV ASSET BACKED                                                                                    | CUSIP: 88880LAW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1716385.20   | 0.10%             | 2049-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                  | CUSIP: 59261ADQ7<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1011642.50   | 0.06%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cherry Hill Community Development Authority                                      | CHERRY HILL VA CMNTY DEV AUTHSPL ASSMNT                                                                                        | CUSIP: 164631AC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1415000 | PA      | $1386170.51   | 0.08%             | 2045-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                                                                   | CUSIP: 59447PF48<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |  11225000 | PA      | $11500311.09  | 0.69%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                                                                    | CUSIP: 64966QFK1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   3900000 | PA      | $3916660.80   | 0.23%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Overland Park KS Sales Tax Revenue                                       | OVERLAND PARK KS SALES TAX SPL OBLIG REVENUE                                                                                   | CUSIP: 69030SAE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $158531.09    | 0.01%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA FIN AUTH IN WSTWTR UTIL REVENUE                                                                                        | CUSIP: 45505MDE3<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   4570000 | PA      | $4721388.11   | 0.28%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                                                                           | CUSIP: 64990FPV0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $5706052.20   | 0.34%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency VIII                                                 | CMFA SPL FIN AGY VIII CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 12574VAB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $757837.90    | 0.05%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH POLL CONTROL REVENUE                                                                                       | CUSIP: 45505VAE6<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    525000 | PA      | $450002.02    | 0.03%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                         | NATIONAL FIN AUTH NH MUNI CTFS                                                                                                 | CUSIP: 63607WAC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7958885 | PA      | $7616377.22   | 0.45%             | 2036-09-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                                | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                               | CUSIP: 13033DAG0<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |   4934669 | PA      | $4843209.00   | 0.29%             | 2035-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| County of Washington OH                                                          | WASHINGTON CNTY OH HOSP REVENUE                                                                                                | CUSIP: 938154DW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1985942.20   | 0.12%             | 2042-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                         | NATIONAL FIN AUTH NH MUNI CTFS                                                                                                 | CUSIP: 63607WAD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6200000 | PA      | $149339.40    | 0.01%             | 2036-09-20      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | Long: SS2F2Q1   IRS USD R F  2.14250 IS2F2Q1 CCPOIS / Short: SS2F2Q1   IRS USD P V 00MSOFR IS2F2R2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  20000000 | OU      | $-1134092.41  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2CQM6   IRS USD R F  3.29000 IS2CQM6 CCPINFLATIONZERO / Short: SS2CQM6   IRS USD P V 12MUSCPI IS2CQN7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  14020000 | OU      | $-421925.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Development Authority of the County of Pima/The                       | PIMA CNTY AZ INDL DEV AUTH SENIOR LIVING REVENUE                                                                               | CUSIP: 72178AAM4<br>LEI: 549300QDTQ25545R4K19 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000998.20   | 0.06%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Align Affordable Housing Bond Fund LP                                            | ALIGN CAP SER 2022-1 TRUST VIRGINIA                                                                                            | CUSIP: 01630QAA6<br>LEI: 549300B2I0LUTCXK9B86 | Long             | DBT              | MUN               | US        |    883785 | PA      | $801331.13    | 0.05%             | 2052-08-01      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                                                                   | CUSIP: 646140DH3<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   7200000 | PA      | $7722486.72   | 0.46%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | MIAMI-DADE CNTY FL AVIATION REVENUE                                                                                            | CUSIP: 59333PR75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4300000 | PA      | $4368809.89   | 0.26%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Glendale AZ                                                              | GLENDALE AZ COPS                                                                                                               | CUSIP: 37828AAN9<br>LEI: 5493002BC35ZY7XRQ949 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1480758.20   | 0.09%             | 2036-07-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                     | CUSIP: 74442PTM7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $671909.00    | 0.04%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     14545 | PA      | $12118.06     | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Berks County Municipal Authority/The                                             | BERKS CNTY PA MUNI AUTH                                                                                                        | CUSIP: 084538JA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1879731.00   | 0.11%             | 2040-02-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                      | CUSIP: 837151PS2<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   4750000 | PA      | $4856885.45   | 0.29%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292AP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3300000 | PA      | $2512261.62   | 0.15%             | 2056-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Housing & Economic Development Authority                               | WISCONSIN ST HSG & ECON DEV AUTH MF HSG                                                                                        | CUSIP: 97689REQ3<br>LEI: 549300AT0SEG8YQT2K79 | Long             | DBT              | MUN               | US        |   1170000 | PA      | $994682.29    | 0.06%             | 2039-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL EDU FACS FIN CORP TX SENIOR LIVING REVENUE                                                                   | CUSIP: 64542PEQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $900000.00    | 0.05%             | 2053-12-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PR Custodial Trust                                                               | GO PIB 2002A-74514LGL5 ASSURED CUSTODIAL TRUST                                                                                 | CUSIP: 38018PAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     61409 | PA      | $62679.00     | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                              | CUSIP: 74529JQD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1595000 | PA      | $1158378.64   | 0.07%             | 2029-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sarasota County Health Facilities Authority                                      | SARASOTA CNTY FL HLTH FACS AUTH RETMNT FAC REVENUE                                                                             | CUSIP: 80329UBA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $987477.48    | 0.06%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa Tobacco Settlement Authority                                                | TOBACCO SETTLEMENT AUTH IA TOBACCO SETTLEMENT REVENUE                                                                          | CUSIP: 888805CH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4725000 | PA      | $4691381.15   | 0.28%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                                                                           | CUSIP: 709225FK7<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1122919.20   | 0.07%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                          | Freddie Mac Multifamily ML Certificates                                                                                        | CUSIP: 3137H9JP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1600000 | PA      | $93091.84     | 0.01%             | 2036-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                                                                     | CUSIP: 13077DQP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1494398.60   | 0.09%             | 2035-11-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH SPL FAC REVENUE                                                                                    | CUSIP: 64578CCE9<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   3320000 | PA      | $3340996.01   | 0.20%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs-Economic Development Authority                               | SOUTH CAROLINA ST JOBS-ECON DEV AUTH ECON DEV REVENUE                                                                          | CUSIP: 837031D91<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |   1620000 | PA      | $1081299.13   | 0.06%             | 2052-06-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                  | CUSIP: 59261AJ32<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1049477.70   | 0.06%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2COQ6   IRS USD R F  3.39000 IS2COQ6 CCPINFLATIONZERO / Short: SS2COQ6   IRS USD P V 12MUSCPI IS2COR7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  31250000 | OU      | $-685723.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission Oil Franchise Tax Revenue                       | PENNSYLVANIA ST TURNPIKE COMMISSION OIL FRANCHISE TAX REVENU                                                                   | CUSIP: 709221VH5<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3174548.10   | 0.19%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                      | CUSIP: 837151ZY8<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $8795815.00   | 0.52%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                  | CUSIP: 97712D4M5<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    305000 | PA      | $304107.20    | 0.02%             | 2035-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                  | CUSIP: 59261APM3<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1563149.90   | 0.09%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048VBY3<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |  12250000 | PA      | $12384371.48  | 0.74%             | 2043-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fayetteville State University                                                    | FAYETTEVILLE NC ST UNIV                                                                                                        | CUSIP: 312810EY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $337554.17    | 0.02%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292BU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $657809.00    | 0.04%             | 2058-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kane Cook & DuPage Counties School District No U-46 Elgin                        | KANE COOK & DU PAGE CNTYS IL SCH DIST #46 ELGIN                                                                                | CUSIP: 483836TW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1873411.75   | 0.11%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                                                                   | CUSIP: 6461396S9<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5368514.00   | 0.32%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs-Economic Development Authority                               | SOUTH CAROLINA ST JOBS-ECON DEV AUTH HOSP FACS REVENUE                                                                         | CUSIP: 83703EMR3<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |   2855000 | PA      | $2987895.11   | 0.18%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp                                                | TOBACCO SETTLEMENT FING CORP NJ                                                                                                | CUSIP: 888808HT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12185000 | PA      | $11776439.39  | 0.70%             | 2046-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Public Energy Authority                                                 | KENTUCKY ST PUBLIC ENERGY AUTH GAS SPLY REVENUE                                                                                | CUSIP: 74440DDS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1943834.00   | 0.12%             | 2052-08-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Port of Portland OR Airport Revenue                                              | PORT OF PORTLAND OR ARPT REVENUE                                                                                               | CUSIP: 7352402R3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4494030.50   | 0.27%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Public Energy Authority                                                 | KENTUCKY ST PUBLIC ENERGY AUTH GAS SPLY REVENUE                                                                                | CUSIP: 74440DCZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2978291.70   | 0.18%             | 2050-12-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS20V36   IRS USD R V 12MUSCPI IS20V47 CCPINFLATIONZERO / Short: BS20V36   IRS USD P F   .73500 IS20V36 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  30890000 | OU      | $6557338.78   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 13013FBB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $651282.90    | 0.04%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Memphis-Shelby County Airport Authority                                          | MEMPHIS-SHELBY CNTY TN ARPT AUTH ARPT REVENUE                                                                                  | CUSIP: 586111NV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3031722.00   | 0.18%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | WASHINGTON ST HLTH CARE FACS AUTH                                                                                              | CUSIP: 93978HYF6<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |   1740000 | PA      | $1554458.23   | 0.09%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                  | CUSIP: 59261AE78<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1002813.00   | 0.06%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bexley Community Development District                                            | BEXLEY CDD FL SPL ASSMNT REVENUE                                                                                               | CUSIP: 088570AC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1680180.43   | 0.10%             | 2036-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Black Belt Energy Gas District                                                   | BLACK BELT ENERGY GAS DIST AL GAS PROJECT REVENUE                                                                              | CUSIP: 09182TAM9<br>LEI: 549300I8V0Z68JQCB679 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2969922.60   | 0.18%             | 2052-10-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                                                                           | CUSIP: 64990FPP3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10132111.00  | 0.60%             | 2036-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City & County of Denver CO Airport System Revenue                                | DENVER CITY & CNTY CO ARPT REVENUE                                                                                             | CUSIP: 249182LE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    820000 | PA      | $874326.23    | 0.05%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency VIII                                                 | CMFA SPL FIN AGY VIII CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 12574VAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2566858.80   | 0.15%             | 2056-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                         | NATIONAL FIN AUTH NH MUNI CTFS                                                                                                 | CUSIP: 63607WAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5098311 | PA      | $4914852.34   | 0.29%             | 2034-01-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Infirmary Health System Special Care Facilities Financing Authority of Mobile    | INFIRMARY HLTH SYS AL SPL CARE FACS FING AUTH REVENUE                                                                          | CUSIP: 45663NBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2135000 | PA      | $2070961.10   | 0.12%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI EDU REVENUE                                                                                                 | CUSIP: 74442EBB5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   3465000 | PA      | $3494539.13   | 0.21%             | 2045-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                                                   | CUSIP: 167593Y48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10900000 | PA      | $11467694.89  | 0.68%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wilson County Health & Educational Facilities Board                              | WILSON CNTY TN HLTH & EDUCTNL FACS BRD MF REVENUE                                                                              | CUSIP: 972178AE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $936991.90    | 0.06%             | 2024-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA FIN AUTH MIDWESTERN DISASTER RELIEF REVENUE                                                                            | CUSIP: 45470CAF6<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1085000 | PA      | $965536.18    | 0.06%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bexar County Hospital District                                                   | BEXAR CNTY TX HOSP DIST                                                                                                        | CUSIP: 088365GT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9000000 | PA      | $9406113.30   | 0.56%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST THRUWAY AUTH GEN REVENUE JUNIOR INDEBTEDNESS OBL                                                                   | CUSIP: 650010AT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2070000 | PA      | $2163816.54   | 0.13%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                      | CUSIP: 837151YR4<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1453344.90   | 0.09%             | 2038-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                                                                 | CUSIP: 64971WMZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4128426.80   | 0.25%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                                                   | CUSIP: 167593L67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2020222.00   | 0.12%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    600471 | PA      | $614510.67    | 0.04%             | 2029-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI STUDENT HSG REVENUE                                                                                         | CUSIP: 74439YBX8<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    775000 | PA      | $780386.10    | 0.05%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2F2S3   IRS USD R V 00MSOFR IS2F2T4 CCPOIS / Short: BS2F2S3   IRS USD P F  2.11950 IS2F2S3 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  35000000 | OU      | $3487966.19   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                                                                      | CUSIP: 6262072Q6<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102328.31    | 0.01%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | WASHINGTON ST HLTH CARE FACS AUTH                                                                                              | CUSIP: 93978HXU4<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    440000 | PA      | $471646.96    | 0.03%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                         | CONNECTICUT ST SPL TAX OBLIG REVENUE                                                                                           | CUSIP: 207758A37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1551438.56   | 0.09%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority                                           | ILLINOIS ST HSG DEV AUTH MF HSG REVENUE                                                                                        | CUSIP: 45203LDQ3<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1505938.35   | 0.09%             | 2025-12-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HOSP REVENUE                                                                                                | CUSIP: 74442CEE0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2117084.80   | 0.13%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2H9L1   IRS USD R F  2.54000 IS2H9L1 CCPOIS / Short: SS2H9L1   IRS USD P V 00MSOFR IS2H9M2 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  30000000 | OU      | $-1348454.13  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292AR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1480000 | PA      | $964890.14    | 0.06%             | 2056-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     19776 | PA      | $15836.33     | 0.00%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                  | CUSIP: 59261AWX1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1049938.80   | 0.06%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Knox County Industrial Development Board                                         | KNOX CNTY TN INDL DEV BRD SOL WST DISPOSAL REVENUE                                                                             | CUSIP: 499534AC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000941.60   | 0.06%             | 2052-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                                                                    | CUSIP: 64966QFP0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   3755000 | PA      | $3720814.10   | 0.22%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   7301578 | PA      | $3322218.07   | 0.20%             | 2043-11-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                  | CUSIP: 59259YM48<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5041166.00   | 0.30%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Main Street Natural Gas Inc                                                      | MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE                                                                              | CUSIP: 56035DDP4<br>LEI: 549300NY5M0QVZ6X4U26 | Long             | DBT              | MUN               | US        |   3650000 | PA      | $3471875.26   | 0.21%             | 2052-08-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH POLL CONTROL REVENUE                                                                                       | CUSIP: 45505VAD8<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1295000 | PA      | $1152414.15   | 0.07%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                        | CUSIP: 6461364G3<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1053199.20   | 0.06%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Stadium Authority                                                       | MARYLAND ST STADIUM AUTH REVENUE                                                                                               | CUSIP: 574296CR8<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3287592.60   | 0.20%             | 2050-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292CM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1602411.20   | 0.10%             | 2059-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Maricopa County Special Health Care District                                     | MARICOPA CNTY AZ SPL HLTH CARE DIST                                                                                            | CUSIP: 56756TAS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7800000 | PA      | $8459060.22   | 0.50%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FIN AUTH STUDENT HSG REVENUE                                                                                | CUSIP: 13049YDU2<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2268339.98   | 0.14%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584XJZ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2385000 | PA      | $2447904.14   | 0.15%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Howard Bend Levee District                                                       | HOWARD BEND MO LEVEE DIST                                                                                                      | CUSIP: 442499CC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $192925.79    | 0.01%             | 2025-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ohio Higher Educational Facility Commission                                      | OHIO ST HGR EDUCTNL FAC COMMISSION                                                                                             | CUSIP: 67756DF27<br>LEI: 5493007MQT6NGNN6BR81 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4153012.40   | 0.25%             | 2052-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North East Texas Regional Mobility Authority                                     | NORTH EAST TX REGL MOBILITY AUTH                                                                                               | CUSIP: 659231AN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3330000 | PA      | $3326267.40   | 0.20%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT WTR & PWR REVENUE                                                                                          | CUSIP: 544495A46<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10141071.00  | 0.61%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                    | CUSIP: 452152Q20<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   8700000 | PA      | $9071813.64   | 0.54%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Finance Authority                                             | TOBACCO SETTLEMENT FIN AUTH WV ASSET BACKED                                                                                    | CUSIP: 88880LAV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    922297 | PA      | $836997.79    | 0.05%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | WASHINGTON ST HLTH CARE FACS AUTH                                                                                              | CUSIP: 93978HYA7<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    245000 | PA      | $262928.61    | 0.02%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                               | CUSIP: 5742188E6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $299101.79    | 0.02%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH MIDWSTRN DISASTER AREA REVENUE                                                                                | CUSIP: 46246SAV7<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9632806.00   | 0.57%             | 2050-12-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                  | CUSIP: 97712D4G8<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |     30000 | PA      | $29997.74     | 0.00%             | 2026-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 13013FAL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4062873.50   | 0.24%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | WASHINGTON ST HLTH CARE FACS AUTH                                                                                              | CUSIP: 93978HYB5<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    425000 | PA      | $376418.17    | 0.02%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV CORP PRIV ACTIVITY REVENUE                                                                                | CUSIP: 57422JBZ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1036871.20   | 0.06%             | 2052-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                    | CUSIP: 4521522Y6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10391362.00  | 0.62%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Capital Grant Receipts Revenue                         | CHICAGO IL TRANSIT AUTH CAPITAL GRANT RECPTS REVENUE                                                                           | CUSIP: 167723HE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1083176.60   | 0.06%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Pollution Control Financing Authority                                 | CALIFORNIA ST POLL CONTROL FING AUTH WTR FURNISHING REVENUE                                                                    | CUSIP: 13054WAB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5795000 | PA      | $5665726.30   | 0.34%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| E-470 Public Highway Authority                                                   | E-470 CO PUBLIC HIGHWAY AUTH                                                                                                   | CUSIP: 26822LMV3<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1980304.00   | 0.12%             | 2039-09-01      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     20567 | PA      | $15819.11     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wilson County Health & Educational Facilities Board                              | WILSON CNTY TN HLTH & EDUCTNL FACS BRD MF REVENUE                                                                              | CUSIP: 972178AD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $751821.60    | 0.04%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cape Coral Health Facilities Authority                                           | CAPE CORAL FL HLTH FACS AUTH                                                                                                   | CUSIP: 13937TCF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $924185.80    | 0.06%             | 2040-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH REVENUE                                                                                                    | CUSIP: 45506DGU3<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1930000 | PA      | $1953420.55   | 0.12%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Aviation Revenue                      | MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE                                                                                  | CUSIP: 592647HR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2429620.25   | 0.14%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                  | CUSIP: 97712JBQ5<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |   1375000 | PA      | $1381308.91   | 0.08%             | 2035-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana Gasoline & Fuels Tax Revenue                                  | LOUISIANA ST GAS & FUELS TAX REVENUE                                                                                           | CUSIP: 546475SH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4843305.90   | 0.29%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH REVENUE                                                                                                       | CUSIP: 46247SBS2<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    820000 | PA      | $665274.53    | 0.04%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                  | CUSIP: 97712D4D5<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    215000 | PA      | $174750.00    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chattanooga Health Educational & Housing Facility Board                          | CHATTANOOGA TN HLTH EDUCTNL &HSG FAC BRD REVENUE                                                                               | CUSIP: 162410EJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $321589.61    | 0.02%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Geisinger Authority                                                              | GEISINGER PA AUTH HLTH SYS REVENUE                                                                                             | CUSIP: 368497JV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4536355.00   | 0.27%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2DII9   IRS USD R F  3.06350 IS2DII9 CCPINFLATIONZERO / Short: SS2DII9   IRS USD P V 12MUSCPI IS2DIJ0 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8300000 | OU      | $-264944.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                                                                   | CUSIP: 59447TXA6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4913165.50   | 0.29%             | 2049-09-01      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Hotel Occupancy Tax & Special Revenue                         | HOUSTON TX HOTEL OCCUPANCY TAX & SPL REVENUE                                                                                   | CUSIP: 44237NHR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2553159.50   | 0.15%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLLWAY AUTH REVENUE                                                                                                      | CUSIP: 66285WNL6<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |  10585000 | PA      | $10938481.84  | 0.65%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                                | GUAM GOVT                                                                                                                      | CUSIP: 40065BCQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $267438.65    | 0.02%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2CQK4   IRS USD R F  3.72000 IS2CQK4 CCPINFLATIONZERO / Short: SS2CQK4   IRS USD P V 12MUSCPI IS2CQL5 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  12930000 | OU      | $-390773.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                  | CUSIP: 97712JBR3<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |   2600000 | PA      | $2601181.44   | 0.16%             | 2036-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX                                                                        | CUSIP: 89602HAL1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1450153.00   | 0.09%             | 2040-05-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Department of Aviation                                        | ATLANTA GA ARPT REVENUE                                                                                                        | CUSIP: 04780MF61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $15450412.50  | 0.92%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS23W54   IRS USD R V 12MUSCPI IS23W65 CCPINFLATIONZERO / Short: BS23W54   IRS USD P F  1.58700 IS23W54 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10715000 | OU      | $1784101.18   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Tempe Industrial Development Authority                                           | TEMPE AZ INDL DEV AUTH REVENUE                                                                                                 | CUSIP: 87972MAW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1094349.72   | 0.07%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV CORP PRIV ACTIVITY REVENUE                                                                                | CUSIP: 57422JBY3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5210612.00   | 0.31%             | 2047-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arkansas Development Finance Authority                                           | ARKANSAS DEV FIN AUTH ENVIRONMENTAL REVENUE                                                                                    | CUSIP: 04110FAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $494868.10    | 0.03%             | 2052-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority                                      | CALIFORNIA ST EDUCTNL FACS AUTH REVENUE                                                                                        | CUSIP: 1301787X8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4067477.60   | 0.24%             | 2045-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST                                                                                                                 | CUSIP: 20772JG48<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |   2350000 | PA      | $2470569.10   | 0.15%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | MIAMI-DADE CNTY FL AVIATION REVENUE                                                                                            | CUSIP: 59333PL30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1725027.74   | 0.10%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                               | CUSIP: 5742188K2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2960000 | PA      | $3027727.17   | 0.18%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292BY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $973395.00    | 0.06%             | 2058-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Delaware State Economic Development Authority                                    | DELAWARE ST ECON DEV AUTH REVENUE                                                                                              | CUSIP: 246387RS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $553542.28    | 0.03%             | 2046-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST SPL OBLG REVENUE                                                                                              | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2238138.97   | 0.13%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Mission Economic Development Corp                                                | MISSION TX ECON DEV CORP REVENUE                                                                                               | CUSIP: 605156AC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4352353.20   | 0.26%             | 2031-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH REVE                                                                   | CUSIP: 54628CAU6<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3571971.90   | 0.21%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                          | Freddie Mac Multifamily ML Certificates                                                                                        | CUSIP: 35833JAK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1281298 | PA      | $973483.02    | 0.06%             | 2038-01-25      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2DIG7   IRS USD R V 12MUSCPI IS2DIH8 CCPINFLATIONZERO / Short: BS2DIG7   IRS USD P F  4.02750 IS2DIG7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3730000 | OU      | $110394.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS23XF1   IRS USD R V 12MUSCPI IS23XG2 CCPINFLATIONZERO / Short: BS23XF1   IRS USD P F  1.57200 IS23XF1 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10715000 | OU      | $1798634.15   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority                                           | ILLINOIS ST HSG DEV AUTH MF HSG REVENUE                                                                                        | CUSIP: 45203LDS9<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    150000 | PA      | $152729.19    | 0.01%             | 2038-11-01      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs-Economic Development Authority                               | SOUTH CAROLINA ST JOBS-ECON DEV AUTH HOSP REVENUE                                                                              | CUSIP: 83703FLP5<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1014820.90   | 0.06%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                        | CUSIP: 6461362D2<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   2175000 | PA      | $2291814.47   | 0.14%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | MET GOVT NASHVILLE & DAVIDSONCNTY TN HLTH & EDUCTNL FAC BRD                                                                    | CUSIP: 592041WF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4325000 | PA      | $4456650.41   | 0.27%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Beaumont Navigation District                                                | PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE                                                                              | CUSIP: 73360CAE4<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |    850000 | PA      | $769809.98    | 0.05%             | 2026-01-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                                                                | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $897934.80    | 0.05%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                                                                 | CUSIP: 64971WEV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5111951.50   | 0.31%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA ST DEV FIN CORP EDUCTNL FACS LEASE REVENUE                                                                             | CUSIP: 34062FAC4<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1043063.90   | 0.06%             | 2057-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI STUDENT HSG REVENUE                                                                                         | CUSIP: 74439YBY6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    750000 | PA      | $755212.35    | 0.05%             | 2058-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Knox County Industrial Development Board                                         | KNOX CNTY TN INDL DEV BRD SOL WST DISPOSAL REVENUE                                                                             | CUSIP: 499534AB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001008.70   | 0.06%             | 2042-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| City of Detroit MI Sewage Disposal System Revenue                                | DETROIT MI SWR DISP SYS REVENUE                                                                                                | CUSIP: 251237W66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4854904.50   | 0.29%             | 2032-07-01      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                                                                       | CUSIP: 6789083U6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    785000 | PA      | $771414.87    | 0.05%             | 2023-07-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                                | GUAM GOVT LTD OBLG REVENUE                                                                                                     | CUSIP: 40065HDQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    790000 | PA      | $809094.30    | 0.05%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                      | Washington State Housing Finance Commission                                                                                    | CUSIP: 93978TS67<br>LEI: 549300YL1HU59NREG764 | Long             | ABS-MBS          | CORP              | US        |   1961785 | PA      | $101323.24    | 0.01%             | 2035-12-20      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Port of Los Angeles                                                              | LOS ANGELES CA HARBOR DEPT                                                                                                     | CUSIP: 544552WF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5790000 | PA      | $5906528.38   | 0.35%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX                                                                        | CUSIP: 89602HDP9<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5386872.50   | 0.32%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                          | NORTH CAROLINA ST GRANT ANTICIPATION REVENUE                                                                                   | CUSIP: 658268DH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5226173.00   | 0.31%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                         | NATIONAL FIN AUTH NH MUNI CTFS                                                                                                 | CUSIP: 63607WAE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3992005 | PA      | $3678072.02   | 0.22%             | 2036-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2BFX7   IRS USD R V 12MUSCPI IS2BFY8 CCPINFLATIONZERO / Short: BS2BFX7   IRS USD P F  2.78200 IS2BFX7 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10500000 | OU      | $682007.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                                                                          | CUSIP: 73358WTT1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   3750000 | PA      | $3827188.13   | 0.23%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                   | CUSIP: 45204FHC2<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   3010275 | PA      | $2165991.00   | 0.13%             | 2060-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2J2W9   IRS USD R V 00MSOFR IS2J2X0 CCPOIS / Short: BS2J2W9   IRS USD P F  3.59100 IS2J2W9 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  34000000 | OU      | $-566975.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Capital Grant Receipts Revenue                         | CHICAGO IL TRANSIT AUTH CAPITAL GRANT RECPTS REVENUE                                                                           | CUSIP: 167723HD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2682163.00   | 0.16%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Health Facilities Authority                                              | ARIZONA ST HLTH FACS AUTH                                                                                                      | CUSIP: 040507PQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3440000 | PA      | $3511737.76   | 0.21%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                        | CUSIP: 6461364E8<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1759007.75   | 0.10%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YQJ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2002001.80   | 0.12%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA ST DEV FIN CORP EDUCTNL FACS REVENUE                                                                                   | CUSIP: 34061ULK2<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $913485.60    | 0.05%             | 2057-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                             | COLORADO ST HLTH FACS AUTH REVENUE                                                                                             | CUSIP: 19648FPQ1<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1013374.30   | 0.06%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Halifax Hospital Medical Center                                                  | HALIFAX FL HOSP MED CTR                                                                                                        | CUSIP: 405815LG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2190000 | PA      | $2241893.80   | 0.13%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                   | CUSIP: 64542UFQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    970000 | PA      | $830192.74    | 0.05%             | 2036-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Municipal Light & Power Revenue                               | SEATTLE WA MUNI LIGHT & PWR REVENUE                                                                                            | CUSIP: 812643WB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5177750.00   | 0.31%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MISSOURI ST HLTH & EDUCTNL FACS AUTH                                                                                           | CUSIP: 60635H2S7<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |   2695000 | PA      | $2617180.53   | 0.16%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | WASHINGTON ST HLTH CARE FACS AUTH                                                                                              | CUSIP: 93978HXX8<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    265000 | PA      | $288825.33    | 0.02%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES CA DEPT OF WTR & PWR WTRWKS REVENUE                                                                                | CUSIP: 544525RJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9115000 | PA      | $9132768.78   | 0.54%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                                                                 | CUSIP: 64971WR69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10680119.00  | 0.64%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Detroit MI                                                               | DETROIT MI                                                                                                                     | CUSIP: 2510935J5<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    400000 | PA      | $381865.64    | 0.02%             | 2024-04-01      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLLWAY AUTH REVENUE                                                                                                      | CUSIP: 66285WNM4<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5151079.00   | 0.31%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol Industrial Development Board                                             | BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE                                                                                   | CUSIP: 11023PAB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2785000 | PA      | $2601600.51   | 0.16%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                  | CUSIP: 59261AJR9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5115277.50   | 0.31%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2D7J3   IRS USD R V 00MSOFR IS2D7K4 CCPOIS / Short: BS2D7J3   IRS USD P F  1.28000 IS2D7J3 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  17850000 | OU      | $3065150.06   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MISSOURI ST HLTH & EDUCTNL FACS AUTH                                                                                           | CUSIP: 60635H3D9<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |   2965000 | PA      | $2240524.49   | 0.13%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                  | CUSIP: 59261AH26<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $985154.10    | 0.06%             | 2043-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency                                                      | CMFA SPL FIN AGY CA ESSENTIAL HSG REVENUE                                                                                      | CUSIP: 12574WAA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $811514.40    | 0.05%             | 2056-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA FIN AUTH IN WSTWTR UTIL REVENUE                                                                                        | CUSIP: 45505MDD5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1875000 | PA      | $1937450.63   | 0.12%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX                                                                        | CUSIP: 89602HAJ6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1504050.20   | 0.09%             | 2036-05-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | WASHINGTON ST HLTH CARE FACS AUTH                                                                                              | CUSIP: 93978HXK6<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    500000 | PA      | $510759.85    | 0.03%             | 2050-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE                                                                               | CUSIP: 38611TBM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10767948.00  | 0.64%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | WASHINGTON ST HLTH CARE FACS AUTH                                                                                              | CUSIP: 93978HXZ3<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    225000 | PA      | $242587.08    | 0.01%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                                                                    | CUSIP: 64966QZY9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   5205000 | PA      | $4477789.67   | 0.27%             | 2027-08-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    483854 | PA      | $420548.67    | 0.03%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Essex County Improvement Authority                                               | ESSEX CNTY NJ IMPT AUTH CHRT SCH REVENUE                                                                                       | CUSIP: 29681CBG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1429526.26   | 0.09%             | 2051-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2EQS8   IRS USD R F  3.73500 IS2EQS8 CCPINFLATIONZERO / Short: SS2EQS8   IRS USD P V 12MUSCPI IS2EQT9 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  20860000 | OU      | $137805.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| County of Trimble KY                                                             | TRIMBLE CNTY KY POLL CONTROL REVENUE                                                                                           | CUSIP: 896224BA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1255933.95   | 0.07%             | 2044-09-01      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| Village of Pingree Grove IL Special Service Area No 7                            | PINGREE GROVE IL SPL SVC AREA #7 SPL TAX REVENUE                                                                               | CUSIP: 72342GAD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    671000 | PA      | $671343.55    | 0.04%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnstown Plaza Metropolitan District                                            | JOHNSTOWN PLAZA MET DIST CO                                                                                                    | CUSIP: 479706AA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    976000 | PA      | $771098.07    | 0.05%             | 2046-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Montgomery County Higher Education and Health Authority                          | MONTGOMERY CNTY PA HGR EDU & HLTH AUTH                                                                                         | CUSIP: 613603G94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2000582.60   | 0.12%             | 2057-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Higher Educational Facilities Financial Authority                        | FLORIDA ST HGR EDUCTNL FACS FINANCIAL AUTH REVENUE                                                                             | CUSIP: 34073TGF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1175083.09   | 0.07%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Finance Authority                                                       | National Finance Authority                                                                                                     | CUSIP: 63607WAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $205661.60    | 0.01%             | 2036-10-01      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WASHINGTON DC ARPTS AUTH DULLES TOLL ROAD REVENUE                                                                          | CUSIP: 592643DR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6975000 | PA      | $6326859.29   | 0.38%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Moon Industrial Development Authority                                            | MOON INDL DEV AUTH PA REVENUE                                                                                                  | CUSIP: 61543RAT3<br>LEI: 549300CGX4T1GTNHL435 | Long             | DBT              | MUN               | US        |   5375000 | PA      | $4591271.25   | 0.27%             | 2045-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS281O1   IRS USD R V 12MUSCPI IS281P2 CCPINFLATIONZERO / Short: BS281O1   IRS USD P F  2.56500 IS281O1 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11290000 | OU      | $998732.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| American Samoa Economic Development Authority                                    | AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE                                                                                    | CUSIP: 02936TAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $341236.19    | 0.02%             | 2035-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                                | GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE                                                                                       | CUSIP: 40065NCD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2036546.40   | 0.12%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa-Hillsborough County Expressway Authority                                   | TAMPA-HILLSBOROUGH CNTY FL EXPRESSWAY AUTH                                                                                     | CUSIP: 875301GM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2640000 | PA      | $2707549.42   | 0.16%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Parish of St John the Baptist LA                                                 | SAINT JOHN THE BAPTIST PARISH LA REVENUE                                                                                       | CUSIP: 79020FAX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $580116.18    | 0.03%             | 2037-06-01      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH REVE                                                                   | CUSIP: 54628CAM4<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   3790000 | PA      | $3986540.68   | 0.24%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                          | Freddie Mac Multifamily ML Certificates                                                                                        | CUSIP: 35833TAA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1983218 | PA      | $1542610.92   | 0.09%             | 2041-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Maricopa County Special Health Care District                                     | MARICOPA CNTY AZ SPL HLTH CARE DIST                                                                                            | CUSIP: 56756TAQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1092429.70   | 0.07%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade Seaport Department                                          | MIAMI-DADE CNTY FL SEAPORT REVENUE                                                                                             | CUSIP: 59335KDE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9500000 | PA      | $8846012.40   | 0.53%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI RETMNT CMNTYS REVENUE                                                                                       | CUSIP: 74446CAD2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    500000 | PA      | $491572.60    | 0.03%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Tempe AZ                                                                 | TEMPE AZ COPS                                                                                                                  | CUSIP: 87971LAT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1830034.00   | 0.11%             | 2036-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE                                                                                      | CUSIP: 544445F79<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5327480.00   | 0.32%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                      | NEW JERSEY ST EDUCTNL FACS AUTH REVENUE                                                                                        | CUSIP: 646067EF1<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    285000 | PA      | $271640.57    | 0.02%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumter County Industrial Development Authority/AL                                | SUMTER CNTY AL INDL DEV AUTH EXEMPT FACS REVENUE                                                                               | CUSIP: 86651LAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4650000 | PA      | $4327980.53   | 0.26%             | 2052-07-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | LOUISIANA PUB FACS AUTH REVENUE                                                                                                | CUSIP: 546399DB9<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21379.60     | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chester County Industrial Development Authority                                  | CHESTER CNTY PA INDL DEV AUTH                                                                                                  | CUSIP: 165588FK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $983136.70    | 0.06%             | 2032-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Turnpike System                                                    | TEXAS ST TRANSPRTN COMMISSION CENTRAL TX TURNPIKE SYS REVENU                                                                   | CUSIP: 88283KAX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10196758.00  | 0.61%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                  | KENTUCKY ST ECON DEV FIN AUTH LOUISVILLE ARENA PROJ REVENUE                                                                    | CUSIP: 49127KBW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1250363.75   | 0.07%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport     | SAN FRANCISCO CALIF CITY &CNTY ARPTS COMMN INTL ARPT REV                                                                       | CUSIP: 79766DMA4<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |  17000000 | PA      | $17439856.30  | 1.04%             | 2044-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marshall Creek Community Development District                                    | MARSHALL CREEK FL CDD SPL ASSMNT                                                                                               | CUSIP: 57231NAD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1338355.42   | 0.08%             | 2032-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                                               | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                               | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |  61249544 | NS      | $61249544.11  | 3.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange County Health Facilities Authority                                        | ORANGE CNTY FL HLTH FACS AUTH REVENUE                                                                                          | CUSIP: 68450LGM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $851915.90    | 0.05%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Greater Orlando Aviation Authority                                               | GTR ORLANDO FL AVIATION AUTH ARPT FACS REVENUE                                                                                 | CUSIP: 392274W44<br>LEI: 549300CP6PUG5S184F61 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1263024.12   | 0.08%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arlington County Industrial Development Authority                                | ARLINGTON CNTY VA INDL DEV AUTH HOSP FAC REVENUE                                                                               | CUSIP: 041438HD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    690000 | PA      | $661260.74    | 0.04%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia Gas Works Co                                                        | PHILADELPHIA PA GAS WKS REVENUE                                                                                                | CUSIP: 71783MAY1<br>LEI: 549300H8UJ7V5WU5IA90 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2079970.20   | 0.12%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 126292BQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $677101.70    | 0.04%             | 2057-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                                | GUAM GOVT LTD OBLG REVENUE                                                                                                     | CUSIP: 40065HDM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1840000 | PA      | $1893536.82   | 0.11%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                      | VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE                                                                                   | CUSIP: 928104MN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2100000 | PA      | $2228999.43   | 0.13%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX                                                                        | CUSIP: 89602HDR5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5489693.50   | 0.33%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FIN AUTH STUDENT HSG REVENUE                                                                                | CUSIP: 13049YDS7<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1215000 | PA      | $1230624.29   | 0.07%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Detroit MI                                                               | DETROIT MI                                                                                                                     | CUSIP: 2510934S6<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1050218.80   | 0.06%             | 2031-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX                                                              | HARRIS CNTY TX                                                                                                                 | CUSIP: 414005E38<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1251587.20   | 0.07%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                          | CUSIP: 167505TK2<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1543936.51   | 0.09%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | WASHINGTON ST HLTH CARE FACS AUTH                                                                                              | CUSIP: 93978HXG5<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    700000 | PA      | $728195.23    | 0.04%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Detroit MI                                                               | DETROIT MI                                                                                                                     | CUSIP: 2510935H9<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    375000 | PA      | $370641.11    | 0.02%             | 2023-04-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| State of Louisiana Gasoline & Fuels Tax Revenue                                  | LOUISIANA ST GAS & FUELS TAX REVENUE                                                                                           | CUSIP: 546475SJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4620000 | PA      | $4947684.59   | 0.30%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Parish of St John the Baptist LA                                                 | SAINT JOHN THE BAPTIST PARISH LA REVENUE                                                                                       | CUSIP: 79020FAW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $475974.29    | 0.03%             | 2037-06-01      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Center District                                                        | WISCONSIN CENTER DIST WI TAX REVENUE                                                                                           | CUSIP: 976595JE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $995777.50    | 0.06%             | 2061-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Parish of St James LA                                                            | SAINT JAMES PARISH LA REVENUE                                                                                                  | CUSIP: 790103AV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    555000 | PA      | $593144.98    | 0.04%             | 2040-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPOSITION AUTH IL REVENUE                                                                                          | CUSIP: 592250EW0<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $898109.90    | 0.05%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GA                                                                                                           | CUSIP: 62620HEN8<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2054529.20   | 0.12%             | 2063-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                           | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                        | CUSIP: 13080SMJ0<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1399512.94   | 0.08%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oneida County Local Development Corp                                             | ONEIDA CO NY LOCAL DEV CORP REVENUE                                                                                            | CUSIP: 682440CN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3200000 | PA      | $3612343.36   | 0.22%             | 2051-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                        | CENTRL TX REGL MOBILITY AUTH REVENUE                                                                                           | CUSIP: 155498FM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1397664.99   | 0.08%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                           | CUSIP: 57584YAH2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5052785.50   | 0.30%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Health Facilities Authority                                              | ARIZONA ST HLTH FACS AUTH                                                                                                      | CUSIP: 040507PP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9175000 | PA      | $9376861.93   | 0.56%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                         | CONNECTICUT ST SPL TAX OBLIG REVENUE                                                                                           | CUSIP: 207758NZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6445000 | PA      | $6458253.50   | 0.39%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                  | CUSIP: 59261AJ65<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1568530.65   | 0.09%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Glendale AZ                                                              | GLENDALE AZ COPS                                                                                                               | CUSIP: 37828AAM1<br>LEI: 5493002BC35ZY7XRQ949 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1496932.60   | 0.09%             | 2035-07-01      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Central Plains Energy Project                                                    | CENTRL PLAINS ENERGY PROJ NE GAS PROJ REVENUE                                                                                  | CUSIP: 154871CD7<br>LEI: SVQOT7V5CPLIGNP5BE29 | Long             | DBT              | MUN               | US        |   2620000 | PA      | $2752601.34   | 0.16%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | WASHINGTON ST HLTH CARE FACS AUTH                                                                                              | CUSIP: 93978HXV2<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    305000 | PA      | $329756.51    | 0.02%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Portland OR Airport Revenue                                              | PORT OF PORTLAND OR ARPT REVENUE                                                                                               | CUSIP: 735240Q89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5100774.00   | 0.30%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Memphis-Shelby County Airport Authority                                          | MEMPHIS-SHELBY CNTY TN ARPT AUTH ARPT REVENUE                                                                                  | CUSIP: 586111NX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2334042.68   | 0.14%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota Higher Education Facilities Authority                                  | MINNESOTA ST HGR EDU FACS AUTH REVENUE                                                                                         | CUSIP: 60416HK86<br>LEI: 549300DI4V4CIPMX7K35 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1053882.70   | 0.06%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                  | HAWAII ST                                                                                                                      | CUSIP: 419792MN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3112599.60   | 0.19%             | 2031-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Colorado                                                                | COLORADO ST COPS                                                                                                               | CUSIP: 196711UZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5941664.00   | 0.35%             | 2041-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carson City NV                                                                   | CARSON CITY NV HOSP REVENUE                                                                                                    | CUSIP: 145810DU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1965000 | PA      | $1997267.27   | 0.12%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                   | CUSIP: 64542UGA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $796400.20    | 0.05%             | 2057-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                   | CUSIP: 45204FFX8<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6169948.80   | 0.37%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    564263 | PA      | $308781.75    | 0.02%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                      | BROWARD CNTY FL ARPT SYS REVENUE                                                                                               | CUSIP: 114894YR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1210000 | PA      | $1110604.19   | 0.07%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2FIY1   IRS USD R V 00MSOFR IS2FIZ2 CCPOIS / Short: BS2FIY1   IRS USD P F  2.56850 IS2FIY1 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  19500000 | OU      | $1197793.07   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                          | CUSIP: 167505WZ5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    235000 | PA      | $236943.40    | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Newark Higher Education Finance Corp                                             | NEWARK HGR EDU FIN CORP TX REVENUE                                                                                             | CUSIP: 650348AR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4253080.00   | 0.25%             | 2057-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Jefferson AL                                                           | JEFFERSON CNTY AL                                                                                                              | CUSIP: 472628RC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1077735.40   | 0.06%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                  | CUSIP: 59261ANE3<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1755000 | PA      | $1805290.23   | 0.11%             | 2024-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland Department of Transportation                                   | MARYLAND ST DEPT OF TRANSPRTN                                                                                                  | CUSIP: 57421FAT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1064067.10   | 0.06%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                         | CONNECTICUT ST SPL TAX OBLIG REVENUE                                                                                           | CUSIP: 207758A60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1099216.90   | 0.07%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund               | OHIO ST WTR DEV AUTH WTR POLLCONTROL REVENUE                                                                                   | CUSIP: 67766WZA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1095000 | PA      | $1222341.27   | 0.07%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                            | CUSIP: 13048VCD8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   2075000 | PA      | $2086117.02   | 0.12%             | 2047-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Align Affordable Housing Bond Fund LP                                            | ALIGN CAP SER 2021-3 TRUST                                                                                                     | CUSIP: 01631GAA7<br>LEI: 549300B2I0LUTCXK9B86 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2588267.10   | 0.15%             | 2051-12-01      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI EXEMPT FACS REVENUE                                                                                         | CUSIP: 74443QAC6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1795000 | PA      | $1827444.27   | 0.11%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                         | ARIZONA ST INDL DEV AUTH EDU REVENUE                                                                                           | CUSIP: 04052BSU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1575000 | PA      | $1513247.56   | 0.09%             | 2062-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Salt Lake City UT Airport Revenue                                        | SALT LAKE CITY UT ARPT REVENUE                                                                                                 | CUSIP: 795576FY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3265000 | PA      | $3303708.53   | 0.20%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Howard Bend Levee District                                                       | HOWARD BEND MO LEVEE DIST                                                                                                      | CUSIP: 442499CE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $178572.87    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3F2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    620998 | PA      | $629511.51    | 0.04%             | 2025-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2CZ96   IRS USD R V 12MUSCPI IS2CZA7 CCPINFLATIONZERO / Short: BS2CZ96   IRS USD P F  2.98850 IS2CZ96 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8450000 | OU      | $377411.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hidalgo County Regional Mobility Authority                                       | HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI                                                                   | CUSIP: 42934ABV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $649143.60    | 0.04%             | 2042-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                             | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     16948 | PA      | $14412.38     | 0.00%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Louisville/Jefferson County Metropolitan Government                              | LOUISVILLE & JEFFERSON CNTY KY MET GOVT HLTH SYS REVENUE                                                                       | CUSIP: 54659LBR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2670000 | PA      | $2768307.80   | 0.17%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                                                                   | CUSIP: 6461395U5<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |  11000000 | PA      | $11449139.90  | 0.68%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minneapolis-St Paul Metropolitan Airports Commission                             | MINNEAPOLIS-SAINT PAUL MN MET ARPTS COMMISSION ARPT REVENUE                                                                    | CUSIP: 603827L46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4612635.90   | 0.28%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH REVENUE                                                                                                       | CUSIP: 46247SBR4<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    555000 | PA      | $502412.92    | 0.03%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                      | CUSIP: 837151XC8<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1836225.80   | 0.11%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Village of Pingree Grove IL Special Service Area No 7                            | PINGREE GROVE IL SPL SVC AREA #7 SPL TAX REVENUE                                                                               | CUSIP: 72342GAC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    381000 | PA      | $378247.16    | 0.02%             | 2025-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                 | CUSIP: 13013FAR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1625149.40   | 0.10%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | WASHINGTON ST HLTH CARE FACS AUTH                                                                                              | CUSIP: 93978HXJ9<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    455000 | PA      | $412559.65    | 0.02%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol Industrial Development Board                                             | BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE                                                                                   | CUSIP: 11023PAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1325000 | PA      | $1213104.02   | 0.07%             | 2042-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                          | CUSIP: 167505XB7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    155000 | PA      | $155438.59    | 0.01%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** AB MUNICIPAL INCOME FUND, INC.

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer