# EDGAR Filing Document

**Accession Number:** 0001018975
**File Stem:** 0001018975-25-000020
**Filing Date:** 2025-10
**Character Count:** 92944
**Document Hash:** 81971ba045692ea7192db32a3aff9774
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001018975-25-000020.hdr.sgml**: 20251027

**ACCESSION NUMBER**: 0001018975-25-000020

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251027

**DATE AS OF CHANGE**: 20251027

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NUVEEN MULTISTATE TRUST II /MA/
- **CENTRAL INDEX KEY:** 0001018975

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07755
- **FILM NUMBER:** 251417989

**BUSINESS ADDRESS:**
- **STREET 1:** C/O NUVEEN INVESTMENTS
- **STREET 2:** 333 WEST WACKER DRIVE 33RD FLOOR
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3129177783

**MAIL ADDRESS:**
- **STREET 1:** NUVEEN INVESTMENTS
- **STREET 2:** 333 WEST WACKER DRIVE 33RD FLOOR
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NUVEEN FLAGSHIP MULTISTATE TRUST II
- **DATE OF NAME CHANGE:** 19960716

## Series and Classes Contracts Data

### Nuveen Massachusetts Municipal Bond Fund (Series ID: S000000555)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000001528 | Nuveen Massachusetts Municipal Bond Fund - Class A | NMAAX           |
| C000001531 | Nuveen Massachusetts Municipal Bond Fund - Class I | NBMAX           |
| C000137689 | Class C                                            | NAAGX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Nuveen Multistate Trust II

- **b. Investment Company Act file number:** 811-07755

- **c. CIK number of Registrant:** 0001018975

- **d. LEI of Registrant:** 549300IEL53UNMUSWW03

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

  - **Street Address 1:** 333 W. Wacker Dr

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-917-7700

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

- **a. Name of Series:** Nuveen Massachusetts Municipal Bond Fund

- **b. EDGAR series identifier (if any):** S000000555

- **c. LEI of Series:** 549300HER1PK4YZO0796

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2025-08-31

**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:** $404810480.00

**Total Liabilities:** $1606715.00

**Net Assets:** $403203765.00

**Cash Not Reported:** $656083.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -58.90000000 | **1-Year:** -855.47000000 | **5-Year:** -2910.53000000 | **10-Year:** -120029.23000000 | **30-Year:** -183334.29000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -184.16000000 | **10-Year:** -7936.96000000 | **30-Year:** -5599.57000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000001528 | 0.40%                | -0.72%               | 0.63%                |
| Class ID C000001531 | 0.53%                | -0.70%               | 0.65%                |
| Class ID C000137689 | 0.45%                | -0.79%               | 0.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-515381.30              | $1366395.92                                |
| Month 2  | $-1710923.83             | $-2312497.88                               |
| Month 3  | $-315399.54              | $1414682.11                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation, Series 2002A                                                  | Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation, Series 2002A                                                  | CUSIP: 57583FZE4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2100000 | PA      | $2334844.05   | 0.58%             | 2042-01-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts State, Special Obligation Dedicated Tax Revenue Bonds, Refunding Series 2005                                                             | Massachusetts State, Special Obligation Dedicated Tax Revenue Bonds, Refunding Series 2005                                                             | CUSIP: 576002BP3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3380835.60   | 0.84%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2016                                                           | Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2016                                                           | CUSIP: 40065FCH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    920000 | PA      | $899432.57    | 0.22%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government of Guam, Business Privilege Tax Bonds, Refunding Series 2015D                                                                               | Government of Guam, Business Privilege Tax Bonds, Refunding Series 2015D                                                                               | CUSIP: 40065NCJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1004940.30   | 0.25%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Boston Medical Center Issue, Green Bonds, Series 2015D                                        | Massachusetts Development Finance Agency, Revenue Bonds, Boston Medical Center Issue, Green Bonds, Series 2015D                                        | CUSIP: 57583U6R4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7800000 | PA      | $7300923.24   | 1.81%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, The Lowell General Hospital, Series 2013G                                                     | Massachusetts Development Finance Agency, Revenue Bonds, The Lowell General Hospital, Series 2013G                                                     | CUSIP: 57583UVQ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3800000 | PA      | $3453578.70   | 0.86%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Berkshire Retirement Community Lennox, Series 2015                                            | Massachusetts Development Finance Agency, Revenue Bonds, Berkshire Retirement Community Lennox, Series 2015                                            | CUSIP: 57584XBA8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    560000 | PA      | $560489.55    | 0.14%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2016-I                                                                | Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2016-I                                                                | CUSIP: 57584XMT5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1935000 | PA      | $1943373.13   | 0.48%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guam Government, Limited Obligation Section 30 Revenue Bonds, Series 2016A                                                                             | Guam Government, Limited Obligation Section 30 Revenue Bonds, Series 2016A                                                                             | CUSIP: 40065HDV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1964779.80   | 0.49%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Refunding Senior Series 2015C                                              | Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Refunding Senior Series 2015C                                              | CUSIP: 576000SE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $650010.86    | 0.16%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2017A                                                                 | Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2017A                                                                 | CUSIP: 57584XU74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6020000 | PA      | $6019809.77   | 1.49%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2011                                                                    | Hudson, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2011                                                                    | CUSIP: 443852SS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1740000 | PA      | $1742391.46   | 0.43%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Martha's Vineyard Land Bank, Massachusetts, Revenue Bonds, Refunding Green Series 2014                                                                 | Martha's Vineyard Land Bank, Massachusetts, Revenue Bonds, Refunding Green Series 2014                                                                 | CUSIP: 573100CZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1019483.40   | 0.25%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority, Student Loan Revenue Bonds, Issue I Series 2014                                                         | Massachusetts Educational Financing Authority, Student Loan Revenue Bonds, Issue I Series 2014                                                         | CUSIP: 57563RLR8<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001281.40   | 0.25%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2015C                                                                         | Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2015C                                                                         | CUSIP: 57582REW2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3000014.70   | 0.74%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Tufts University, Series 2015Q                                                                | Massachusetts Development Finance Agency, Revenue Bonds, Tufts University, Series 2015Q                                                                | CUSIP: 57583U4J4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    875000 | PA      | $875447.13    | 0.22%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, MCPHS University Issue, Series 2015H                                                          | Massachusetts Development Finance Agency, Revenue Bonds, MCPHS University Issue, Series 2015H                                                          | CUSIP: 57583U5G9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    550000 | PA      | $515264.86    | 0.13%             | 2035-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, MCPHS University Issue, Series 2015H                                                          | Massachusetts Development Finance Agency, Revenue Bonds, MCPHS University Issue, Series 2015H                                                          | CUSIP: 57583U5H7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    235000 | PA      | $235175.87    | 0.06%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Baystate Medical Center Issue, Series 2014N                                                   | Massachusetts Development Finance Agency, Revenue Bonds, Baystate Medical Center Issue, Series 2014N                                                   | CUSIP: 57583UN79<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5700000 | PA      | $5666620.23   | 1.41%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Southcoast Health System Obligated Group Issue, Series 2013F                                  | Massachusetts Development Finance Agency, Revenue Bonds, Southcoast Health System Obligated Group Issue, Series 2013F                                  | CUSIP: 57583UUA4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000473.40   | 0.25%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Sterling and Francine Clark Art Institute, Series 2016                                        | Massachusetts Development Finance Agency, Revenue Bonds, Sterling and Francine Clark Art Institute, Series 2016                                        | CUSIP: 57584XB91<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2415000 | PA      | $2213925.89   | 0.55%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2016A                                                                 | Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2016A                                                                 | CUSIP: 57584XD57<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1403182.20   | 0.35%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2016A                                                                 | Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2016A                                                                 | CUSIP: 57584XD65<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1510000 | PA      | $1509887.20   | 0.37%             | 2042-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care Obligated Group Issue, Series 2017K                                | Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care Obligated Group Issue, Series 2017K                                | CUSIP: 57584XF63<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    890000 | PA      | $896441.11    | 0.22%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Lahey Health System Obligated Group Issue, Series 2015F                                       | Massachusetts Development Finance Agency, Revenue Bonds, Lahey Health System Obligated Group Issue, Series 2015F                                       | CUSIP: 57584XFU0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |         0 | PA      | $0.00         | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Lahey Health System Obligated Group Issue, Series 2015F                                       | Massachusetts Development Finance Agency, Revenue Bonds, Lahey Health System Obligated Group Issue, Series 2015F                                       | CUSIP: 57584XFW6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3280000 | PA      | $3260403.97   | 0.81%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Partners HealthCare System Issue, Series 2016Q                                                | Massachusetts Development Finance Agency, Revenue Bonds, Partners HealthCare System Issue, Series 2016Q                                                | CUSIP: 57584XJB8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1122939.75   | 0.28%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Partners HealthCare System Issue, Series 2016Q                                                | Massachusetts Development Finance Agency, Revenue Bonds, Partners HealthCare System Issue, Series 2016Q                                                | CUSIP: 57584XJG7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4710000 | PA      | $4642270.20   | 1.15%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Boston College, Series 2017T                                                                  | Massachusetts Development Finance Agency, Revenue Bonds, Boston College, Series 2017T                                                                  | CUSIP: 57584XK34<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1020000 | PA      | $1028482.01   | 0.26%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Boston College, Series 2017T                                                                  | Massachusetts Development Finance Agency, Revenue Bonds, Boston College, Series 2017T                                                                  | CUSIP: 57584XK59<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2350000 | PA      | $2385025.34   | 0.59%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Authority, Revenue Bonds, Suffolk University, Refunding Series 2017                                                  | Massachusetts Development Finance Authority, Revenue Bonds, Suffolk University, Refunding Series 2017                                                  | CUSIP: 57584XM65<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    700000 | PA      | $702293.69    | 0.17%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Authority, Revenue Bonds, Suffolk University, Refunding Series 2017                                                  | Massachusetts Development Finance Authority, Revenue Bonds, Suffolk University, Refunding Series 2017                                                  | CUSIP: 57584XM73<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $500754.15    | 0.12%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2016-I                                                                | Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2016-I                                                                | CUSIP: 57584XMU2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1508701.05   | 0.37%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Dana-Farber Cancer Institute Issue, Series 2016N                                              | Massachusetts Development Finance Agency, Revenue Bonds, Dana-Farber Cancer Institute Issue, Series 2016N                                              | CUSIP: 57584XNZ0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6100000 | PA      | $6025639.78   | 1.49%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Merrimack College, Series 2017                                                                | Massachusetts Development Finance Agency, Revenue Bonds, Merrimack College, Series 2017                                                                | CUSIP: 57584XQ61<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    700000 | PA      | $702461.27    | 0.17%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2017A                                                                 | Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2017A                                                                 | CUSIP: 57584XU66<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1616255.20   | 0.40%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Berklee College of Music, Series 2016                                                         | Massachusetts Development Finance Agency, Revenue Bonds, Berklee College of Music, Series 2016                                                         | CUSIP: 57584XUT6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1260000 | PA      | $1266963.89   | 0.31%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Berklee College of Music, Series 2016                                                         | Massachusetts Development Finance Agency, Revenue Bonds, Berklee College of Music, Series 2016                                                         | CUSIP: 57584XUU3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5165000 | PA      | $5125819.34   | 1.27%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Lesley University, Series 2016                                                                | Massachusetts Development Finance Agency, Revenue Bonds, Lesley University, Series 2016                                                                | CUSIP: 57584XVR9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2055000 | PA      | $2061843.97   | 0.51%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Boston Medical Center Issue, Series 2016E                                                     | Massachusetts Development Finance Agency, Revenue Bonds, Boston Medical Center Issue, Series 2016E                                                     | CUSIP: 57584XWL1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2020955.00   | 0.50%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority, Revenue Bonds, Series 2014A                                                                                              | Massachusetts Port Authority, Revenue Bonds, Series 2014A                                                                                              | CUSIP: 575896MD4<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   1780000 | PA      | $1780897.30   | 0.44%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority, Revenue Bonds, Series 2015A                                                                                              | Massachusetts Port Authority, Revenue Bonds, Series 2015A                                                                                              | CUSIP: 575896PW9<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   1425000 | PA      | $1424953.97   | 0.35%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority, Revenue Bonds, Refunding Series 2017A                                                                                    | Massachusetts Port Authority, Revenue Bonds, Refunding Series 2017A                                                                                    | CUSIP: 575896SP1<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1478106.15   | 0.37%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority, General Revenue Bonds, Series 2016B                                                                           | Massachusetts Water Resources Authority, General Revenue Bonds, Series 2016B                                                                           | CUSIP: 576051NV4<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1025108.30   | 0.25%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Reading, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2012                                                             | North Reading, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2012                                                             | CUSIP: 661802WH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001030.10   | 0.25%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority, Project Revenue Bonds, Senior Series 2015-1                                                            | University of Massachusetts Building Authority, Project Revenue Bonds, Senior Series 2015-1                                                            | CUSIP: 914440QM7<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   3355000 | PA      | $3357853.09   | 0.83%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Emmanuel College, Series 2016A                                                                | Massachusetts Development Finance Agency, Revenue Bonds, Emmanuel College, Series 2016A                                                                | CUSIP: 57584XPY1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2273015.25   | 0.56%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State, Transportation Fund Revenue Bonds, Rail Enhancement & Accelerated Bridge Programs, Series 2017A                                   | Massachusetts State, Transportation Fund Revenue Bonds, Rail Enhancement & Accelerated Bridge Programs, Series 2017A                                   | CUSIP: 57604TGH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8180000 | PA      | $8189132.97   | 2.03%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Refunding Series 2017                                                 | Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Refunding Series 2017                                                 | CUSIP: 40065FDE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2805000 | PA      | $2815586.91   | 0.70%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency Revenue Refunding Bonds, NewBridge on the Charles, Inc. Issue, Series 2017                                    | Massachusetts Development Finance Agency Revenue Refunding Bonds, NewBridge on the Charles, Inc. Issue, Series 2017                                    | CUSIP: 57584X4M0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1910000 | PA      | $1663940.43   | 0.41%             | 2042-10-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency Revenue Refunding Bonds, NewBridge on the Charles, Inc. Issue, Series 2017                                    | Massachusetts Development Finance Agency Revenue Refunding Bonds, NewBridge on the Charles, Inc. Issue, Series 2017                                    | CUSIP: 57584X4N8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    275000 | PA      | $255200.22    | 0.06%             | 2047-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Wheaton College, Series 2017H                                                                 | Massachusetts Development Finance Agency, Revenue Bonds, Wheaton College, Series 2017H                                                                 | CUSIP: 57584X5H0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1007300.00   | 0.25%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Partners HealthCare System Issue, Series 2017S-1                                              | Massachusetts Development Finance Agency, Revenue Bonds, Partners HealthCare System Issue, Series 2017S-1                                              | CUSIP: 57584X8U8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2200000 | PA      | $2251269.46   | 0.56%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care Obligated Group Issue, Series 2017L                                | Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care Obligated Group Issue, Series 2017L                                | CUSIP: 57584YAF6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    400000 | PA      | $347857.52    | 0.09%             | 2037-07-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care Obligated Group Issue, Series 2017L                                | Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care Obligated Group Issue, Series 2017L                                | CUSIP: 57584YAH2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1855000 | PA      | $1799516.58   | 0.45%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2017B                                                 | Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2017B                                                 | CUSIP: 57584YAN9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5007467.00   | 1.24%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2017B                                                 | Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2017B                                                 | CUSIP: 57584YAP4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6887248.90   | 1.71%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Southcoast Health System Obligated Group Issue, Series 2013F                                  | Massachusetts Development Finance Agency, Revenue Bonds, Southcoast Health System Obligated Group Issue, Series 2013F                                  | CUSIP: 57583UTX6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1752122.40   | 0.43%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guam Government, Limited Obligation Section 30 Revenue Bonds, Series 2016A                                                                             | Guam Government, Limited Obligation Section 30 Revenue Bonds, Series 2016A                                                                             | CUSIP: 40065HDP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1178436.69   | 0.29%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation, Refunding Series 2016                                         | Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation, Refunding Series 2016                                         | CUSIP: 57584XRT0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2345000 | PA      | $2360149.40   | 0.59%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Subordinated Series 2017A-2                                                       | Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Subordinated Series 2017A-2                                                       | CUSIP: 575579E52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2050000 | PA      | $2052292.72   | 0.51%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2018                                                                  | Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2018                                                                  | CUSIP: 57584YFJ3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1921861.00   | 0.48%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Woods Hole Oceanographic Institution, Series 2018                                             | Massachusetts Development Finance Agency, Revenue Bonds, Woods Hole Oceanographic Institution, Series 2018                                             | CUSIP: 57584YGR4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6210000 | PA      | $6054283.63   | 1.50%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Woods Hole Oceanographic Institution, Series 2018                                             | Massachusetts Development Finance Agency, Revenue Bonds, Woods Hole Oceanographic Institution, Series 2018                                             | CUSIP: 57584YGP8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1020703.00   | 0.25%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Woods Hole Oceanographic Institution, Series 2018                                             | Massachusetts Development Finance Agency, Revenue Bonds, Woods Hole Oceanographic Institution, Series 2018                                             | CUSIP: 57584YGN3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1025414.60   | 0.25%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boston Water and Sewer Commission, Massachusetts, General Revenue Bonds, Senior Series 2018A                                                           | Boston Water and Sewer Commission, Massachusetts, General Revenue Bonds, Senior Series 2018A                                                           | CUSIP: 101029VM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3898361.60   | 0.97%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2018J-2                                                               | Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2018J-2                                                               | CUSIP: 57584YJW0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2100000 | PA      | $2018482.62   | 0.50%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Brandeis University Issue, Series 2018R                                                       | Massachusetts Development Finance Agency, Revenue Bonds, Brandeis University Issue, Series 2018R                                                       | CUSIP: 57584YLJ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1026122.80   | 0.25%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Brandeis University Issue, Series 2018R                                                       | Massachusetts Development Finance Agency, Revenue Bonds, Brandeis University Issue, Series 2018R                                                       | CUSIP: 57584YLG2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1195000 | PA      | $1236700.96   | 0.31%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Brandeis University Issue, Series 2018R                                                       | Massachusetts Development Finance Agency, Revenue Bonds, Brandeis University Issue, Series 2018R                                                       | CUSIP: 57584YLH0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    840000 | PA      | $864828.30    | 0.21%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2018J-2                                                               | Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2018J-2                                                               | CUSIP: 57584YJV2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1966720.00   | 0.49%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2016-I                                                                | Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2016-I                                                                | CUSIP: 57584XML2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1675000 | PA      | $1699819.15   | 0.42%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Series 2008U-6E                                                            | Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Series 2008U-6E                                                            | CUSIP: 57583RWD3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5000000.00   | 1.24%             | 2042-10-01      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Wellforce Issue, Series 2019A                                                                 | Massachusetts Development Finance Agency, Revenue Bonds, Wellforce Issue, Series 2019A                                                                 | CUSIP: 57584YQJ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $467453.90    | 0.12%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Orchard Cove, Inc., Refunding Series 2019                                                     | Massachusetts Development Finance Agency, Revenue Bonds, Orchard Cove, Inc., Refunding Series 2019                                                     | CUSIP: 57584YRF8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    400000 | PA      | $403093.32    | 0.10%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Suffolk University, Refunding Series 2019                                                     | Massachusetts Development Finance Agency, Revenue Bonds, Suffolk University, Refunding Series 2019                                                     | CUSIP: 57584YSA8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    610000 | PA      | $611939.62    | 0.15%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1                                                             | Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1                                                             | CUSIP: 74529JPV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3177000 | PA      | $3032045.24   | 0.75%             | 2040-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1                                                             | Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1                                                             | CUSIP: 74529JPW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4725000 | PA      | $4243183.25   | 1.05%             | 2053-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Atrius Health Issue, Series 2019A                                                             | Massachusetts Development Finance Agency, Revenue Bonds, Atrius Health Issue, Series 2019A                                                             | CUSIP: 57584YSJ9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6590007.60   | 1.63%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Taxable Restructured Cofina Project Series 2019A-2                               | Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Taxable Restructured Cofina Project Series 2019A-2                               | CUSIP: 74529JRL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5840000 | PA      | $5159207.26   | 1.28%             | 2058-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Pentucket Regional School District, Massachusetts, General Obligation Bonds, Series 2019                                                               | Pentucket Regional School District, Massachusetts, General Obligation Bonds, Series 2019                                                               | CUSIP: 709699JS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1950000 | PA      | $1521290.75   | 0.38%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowell, Massachusetts, Collegiate Charter School Revenue Bonds, Series 2019                                                                            | Lowell, Massachusetts, Collegiate Charter School Revenue Bonds, Series 2019                                                                            | CUSIP: 547649AB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2065000 | PA      | $2026709.94   | 0.50%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowell, Massachusetts, Collegiate Charter School Revenue Bonds, Series 2019                                                                            | Lowell, Massachusetts, Collegiate Charter School Revenue Bonds, Series 2019                                                                            | CUSIP: 547649AC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1590337.18   | 0.39%             | 2049-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State, Transportation Fund Revenue Bonds, Rail Enhancement & Accelerated Bridge Programs, Series 2019A                                   | Massachusetts State, Transportation Fund Revenue Bonds, Rail Enhancement & Accelerated Bridge Programs, Series 2019A                                   | CUSIP: 57604THJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5540000 | PA      | $5552695.46   | 1.38%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority, Revenue Bonds, Series 2019C                                                                                              | Massachusetts Port Authority, Revenue Bonds, Series 2019C                                                                                              | CUSIP: 575896VH5<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3423442.75   | 0.85%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2019                                                  | Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2019                                                  | CUSIP: 57584YVG1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    745000 | PA      | $791093.08    | 0.20%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2020A                                                          | Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2020A                                                          | CUSIP: 40065FDF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2385514.75   | 0.59%             | 2050-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Milford Regional Medical Center Issue, Series 2020G                                           | Massachusetts Development Finance Agency, Revenue Bonds, Milford Regional Medical Center Issue, Series 2020G                                           | CUSIP: 57584YE54<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $110766.28    | 0.03%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Milford Regional Medical Center Issue, Series 2020G                                           | Massachusetts Development Finance Agency, Revenue Bonds, Milford Regional Medical Center Issue, Series 2020G                                           | CUSIP: 57584YF46<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $110766.28    | 0.03%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Senior Social Series 2020A                                                 | Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Senior Social Series 2020A                                                 | CUSIP: 576000YY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3020000 | PA      | $3043225.01   | 0.75%             | 2050-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority, Revenue Bonds, Series 2021E                                                                                              | Massachusetts Port Authority, Revenue Bonds, Series 2021E                                                                                              | CUSIP: 575896YJ8<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2478824.50   | 0.61%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Subordinated Series 2021A-1                                                       | Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Subordinated Series 2021A-1                                                       | CUSIP: 575579L47<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |   2165000 | PA      | $2109602.20   | 0.52%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust, State Revolving Fund Bonds, Green 23B Series 2021                                                                     | Massachusetts Clean Water Trust, State Revolving Fund Bonds, Green 23B Series 2021                                                                     | CUSIP: 575829HZ2<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1712143.79   | 0.42%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Refunding Senior Lien Series 2021B                                                         | Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Refunding Senior Lien Series 2021B                                                         | CUSIP: 745160TG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3079960.50   | 0.76%             | 2037-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts State, Transportation Fund Revenue Bonds, Refunding Series 2021A                                                                         | Massachusetts State, Transportation Fund Revenue Bonds, Refunding Series 2021A                                                                         | CUSIP: 57604TKA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5130.15      | 0.00%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Company, MMWEC, Revenue Bonds, Project 2015A, Series 2021A                                                  | Massachusetts Municipal Wholesale Electric Company, MMWEC, Revenue Bonds, Project 2015A, Series 2021A                                                  | CUSIP: 575766AS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1310000 | PA      | $1252158.26   | 0.31%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Company, MMWEC, Revenue Bonds, Project 2015A, Series 2021A                                                  | Massachusetts Municipal Wholesale Electric Company, MMWEC, Revenue Bonds, Project 2015A, Series 2021A                                                  | CUSIP: 575766AT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1314633.04   | 0.33%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Company, MMWEC, Revenue Bonds, Project 2015A, Series 2021A                                                  | Massachusetts Municipal Wholesale Electric Company, MMWEC, Revenue Bonds, Project 2015A, Series 2021A                                                  | CUSIP: 575766AU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1781995.00   | 0.44%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico, General Obligation Bonds, Restructured Series 2022A-1                                                                                     | Puerto Rico, General Obligation Bonds, Restructured Series 2022A-1                                                                                     | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2479474.50   | 0.61%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Matching Fund Special Purpose Securitization Corporation, Virgin Islands, Revenue Bonds, Series 2022A                                                  | Matching Fund Special Purpose Securitization Corporation, Virgin Islands, Revenue Bonds, Series 2022A                                                  | CUSIP: 57665NAG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1510000 | PA      | $1504515.38   | 0.37%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational Technical School District, Massachusetts, General Obligation Bonds, School Series 2022                      | Northeast Metropolitan Regional Vocational Technical School District, Massachusetts, General Obligation Bonds, School Series 2022                      | CUSIP: 664262BA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1685000 | PA      | $1494840.00   | 0.37%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Salem Community Corporation Issue, Refunding Briarwood Retirement Community Series 2022       | Massachusetts Development Finance Agency, Revenue Bonds, Salem Community Corporation Issue, Refunding Briarwood Retirement Community Series 2022       | CUSIP: 57584Y2X6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $871454.20    | 0.22%             | 2050-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority, Project Revenue Bonds, Senior Series 2022-1                                                            | University of Massachusetts Building Authority, Project Revenue Bonds, Senior Series 2022-1                                                            | CUSIP: 914440UF7<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   5550000 | PA      | $4922374.37   | 1.22%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Quincy, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2022B                                                                   | Quincy, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2022B                                                                   | CUSIP: 748508H43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3062780.70   | 0.76%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Northeastern University, Series 2022                                                          | Massachusetts Development Finance Agency, Revenue Bonds, Northeastern University, Series 2022                                                          | CUSIP: 57584Y3V9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2080000 | PA      | $2125215.25   | 0.53%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Andover, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2022                                                                   | Andover, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2022                                                                   | CUSIP: 034286GQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    825000 | PA      | $778444.26    | 0.19%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority, Project Revenue Bonds, Senior Series 2022-1                                                            | University of Massachusetts Building Authority, Project Revenue Bonds, Senior Series 2022-1                                                            | CUSIP: 914440UG5<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   9000000 | PA      | $9006927.30   | 2.23%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Special Obligation Bonds, Commonwealth Contract  Assistance, Series 2015A                                    | Massachusetts Development Finance Agency, Special Obligation Bonds, Commonwealth Contract  Assistance, Series 2015A                                    | CUSIP: 57584FEC0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1826437.40   | 0.45%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2019A                                                                         | Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2019A                                                                         | CUSIP: 57582RVY9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1775000 | PA      | $1783519.65   | 0.44%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency, Housing Bonds, Sustainability Green Series 2022C-1                                                               | Massachusetts Housing Finance Agency, Housing Bonds, Sustainability Green Series 2022C-1                                                               | CUSIP: 57587GQW8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2685000 | PA      | $2690146.34   | 0.67%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2022C                                                                         | Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2022C                                                                         | CUSIP: 57582RY34<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7251531.00   | 1.80%             | 2047-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Webster, Massachusetts, General Obligation Bonds, Qualified School Project, Chapter 70B, Loan Series 2022                                              | Webster, Massachusetts, General Obligation Bonds, Qualified School Project, Chapter 70B, Loan Series 2022                                              | CUSIP: 948101TL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3440000 | PA      | $3235042.74   | 0.80%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Merrimack College, Series 2022                                                                | Massachusetts Development Finance Agency, Revenue Bonds, Merrimack College, Series 2022                                                                | CUSIP: 57584Y4J5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $933161.90    | 0.23%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Boston Medical Center Issue, Series 2023G                                                     | Massachusetts Development Finance Agency, Revenue Bonds, Boston Medical Center Issue, Series 2023G                                                     | CUSIP: 57584Y4T3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  11000000 | PA      | $10398191.10  | 2.58%             | 2052-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Senior Series 2023A-1                                                             | Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Senior Series 2023A-1                                                             | CUSIP: 575579R25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3525000 | PA      | $3622972.79   | 0.90%             | 2053-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2019C                                                                         | Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2019C                                                                         | CUSIP: 57582RWX0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   8335000 | PA      | $8429062.98   | 2.09%             | 2045-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State, General Obligation Bonds, Consolidated Series 2022E                                                                               | Massachusetts State, General Obligation Bonds, Consolidated Series 2022E                                                                               | CUSIP: 57582R2F2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  15000000 | PA      | $15117744.00  | 3.75%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Baystate Medical Center Issue, Series 2014N                                                   | Massachusetts Development Finance Agency, Revenue Bonds, Baystate Medical Center Issue, Series 2014N                                                   | CUSIP: 57583UN53<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000912.90   | 0.25%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Subordinated Series 2017A-2                                                       | Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Subordinated Series 2017A-2                                                       | CUSIP: 575579B97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3065000 | PA      | $3067136.31   | 0.76%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2018A                                                                         | Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2018A                                                                         | CUSIP: 57582RRN8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5022792.00   | 1.25%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Wentworth Institute of Technology, Series 2017                                                | Massachusetts Development Finance Agency, Revenue Bonds, Wentworth Institute of Technology, Series 2017                                                | CUSIP: 57584XJ36<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2773267.50   | 0.69%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lincoln, Massachusetts, General Obligation Bonds, School Series 2019                                                                                   | Lincoln, Massachusetts, General Obligation Bonds, School Series 2019                                                                                   | CUSIP: 533849PU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7400000 | PA      | $6600012.64   | 1.64%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Mass General Brigham, Series 2024D                                                            | Massachusetts Development Finance Agency, Revenue Bonds, Mass General Brigham, Series 2024D                                                            | CUSIP: 57584Y7X1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6089639.40   | 1.51%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Boston Children's Hospital Series 2024T                                                       | Massachusetts Development Finance Agency, Revenue Bonds, Boston Children's Hospital Series 2024T                                                       | CUSIP: 57585BAB4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10262522.00  | 2.55%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Quincy, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2022B                                                                   | Quincy, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2022B                                                                   | CUSIP: 748508H50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1514026.20   | 0.38%             | 2051-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Taunton, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2024                                                                   | Taunton, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2024                                                                   | CUSIP: 8766728J8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5535000 | PA      | $4737659.45   | 1.18%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational Technical School District, Massachusetts, General Obligation Bonds, School Series 2024                      | Northeast Metropolitan Regional Vocational Technical School District, Massachusetts, General Obligation Bonds, School Series 2024                      | CUSIP: 664262CD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1965000 | PA      | $1758689.93   | 0.44%             | 2046-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Northeastern University, Series 2024A                                                         | Massachusetts Development Finance Agency, Revenue Bonds, Northeastern University, Series 2024A                                                         | CUSIP: 57585BBG2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2345000 | PA      | $2447929.79   | 0.61%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Senior Sustainability Series 2024B                                                | Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Senior Sustainability Series 2024B                                                | CUSIP: 575579W37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5185776.00   | 1.29%             | 2054-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Middlesex School, Series 2024                                                                 | Massachusetts Development Finance Agency, Revenue Bonds, Middlesex School, Series 2024                                                                 | CUSIP: 57585BBQ0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1220000 | PA      | $1052619.66   | 0.26%             | 2054-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, CHF Merrimack, Inc. Merrimack College Student Housing Project, Series 2024A                   | Massachusetts Development Finance Agency, Revenue Bonds, CHF Merrimack, Inc. Merrimack College Student Housing Project, Series 2024A                   | CUSIP: 57585BBR8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $495832.05    | 0.12%             | 2034-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, CHF Merrimack, Inc. Merrimack College Student Housing Project, Series 2024A                   | Massachusetts Development Finance Agency, Revenue Bonds, CHF Merrimack, Inc. Merrimack College Student Housing Project, Series 2024A                   | CUSIP: 57585BBT4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    200000 | PA      | $178018.52    | 0.04%             | 2054-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts State, Transportation Fund Revenue Bonds, Rail Enhancement Program, Series 2024B                                                         | Massachusetts State, Transportation Fund Revenue Bonds, Rail Enhancement Program, Series 2024B                                                         | CUSIP: 57604TLH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5815000 | PA      | $5888791.19   | 1.46%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Longmeadow, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2024                                                           | East Longmeadow, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2024                                                           | CUSIP: 273533UX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3389578.80   | 0.84%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2025                                                                  | Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2025                                                                  | CUSIP: 57585BDY1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    680000 | PA      | $674306.36    | 0.17%             | 2044-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust, State Revolving Fund Bonds, Sustainability Green 26B Series 2025                                                      | Massachusetts Clean Water Trust, State Revolving Fund Bonds, Sustainability Green 26B Series 2025                                                      | CUSIP: 575829NP7<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2385121.50   | 0.59%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust, State Revolving Fund Bonds, Sustainability Green 26B Series 2025                                                      | Massachusetts Clean Water Trust, State Revolving Fund Bonds, Sustainability Green 26B Series 2025                                                      | CUSIP: 575829NQ5<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2450000 | PA      | $2579987.69   | 0.64%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Issue Series 2025N-1                                                           | Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Issue Series 2025N-1                                                           | CUSIP: 57585BEX2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2065000 | PA      | $2052649.44   | 0.51%             | 2050-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Refunding Series 2025B-2                                                   | Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Refunding Series 2025B-2                                                   | CUSIP: 57585BGQ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4545000 | PA      | $4657812.81   | 1.16%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Authority, Revenue Bonds, Olin College, Refunding Series 2023G                                                       | Massachusetts Development Finance Authority, Revenue Bonds, Olin College, Refunding Series 2023G                                                       | CUSIP: 57585BHQ4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3043688.70   | 0.75%             | 2051-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Boston, Massachusetts, General Obligation Bonds, Series 2025A                                                                                          | Boston, Massachusetts, General Obligation Bonds, Series 2025A                                                                                          | CUSIP: 100853N63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3800000 | PA      | $3953552.68   | 0.98%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boston, Massachusetts, General Obligation Bonds, Series 2025A                                                                                          | Boston, Massachusetts, General Obligation Bonds, Series 2025A                                                                                          | CUSIP: 100853N48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4375000 | PA      | $4594017.31   | 1.14%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Senior Series 2025B                                                               | Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Senior Series 2025B                                                               | CUSIP: 5755792B2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2045000 | PA      | $2117248.42   | 0.53%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust, State Revolving Fund Bonds, Green 26A Series 2025                                                                     | Massachusetts Clean Water Trust, State Revolving Fund Bonds, Green 26A Series 2025                                                                     | CUSIP: 575829NK8<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1060054.00   | 0.26%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greater Fall River Regional Vocational Technical School District, Massachusetts, State Qualified General Obligation Bonds, School Project Loan, Chapte | Greater Fall River Regional Vocational Technical School District, Massachusetts, State Qualified General Obligation Bonds, School Project Loan, Chapte | CUSIP: 391712AW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4060000 | PA      | $4172222.46   | 1.03%             | 2044-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government of Guam, Business Privilege Tax Bonds, Refunding Series 2025G                                                                               | Government of Guam, Business Privilege Tax Bonds, Refunding Series 2025G                                                                               | CUSIP: 40065NDA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $542904.05    | 0.13%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Beth Israel Lahey Health Inc Series 2025N                                                     | Massachusetts Development Finance Agency, Revenue Bonds, Beth Israel Lahey Health Inc Series 2025N                                                     | CUSIP: 57585BNY0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2317854.60   | 0.57%             | 2044-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-31

**Name of Applicant:** Nuveen Multistate Trust II

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting