# EDGAR Filing Document

**Accession Number:** 0001018975
**File Stem:** 0001018975-25-000023
**Filing Date:** 2025-10
**Character Count:** 180891
**Document Hash:** 7699ea5db6267c7370c40ef1ed4c6508
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001018975-25-000023.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0001018975-25-000023

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**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:** 251421577

**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 California Municipal Bond Fund (Series ID: S000000552)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000001516 | Nuveen California Municipal Bond Fund - Class A | NCAAX           |
| C000001519 | Nuveen California Municipal Bond Fund - Class I | NCSPX           |
| C000137687 | Class C                                         | NAKFX           |

## 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 California Municipal Bond Fund

- **b. EDGAR series identifier (if any):** S000000552

- **c. LEI of Series:** 549300P7SGEYSO3U9822

**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:** $1628618364.00

**Total Liabilities:** $12582477.00

**Net Assets:** $1616035887.00

**Delayed Delivery Securities:** $6118320.00

**Cash Not Reported:** $24788849.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1963.54000000 | **1-Year:** -7669.46000000 | **5-Year:** -31275.15000000 | **10-Year:** -412105.38000000 | **30-Year:** -533218.31000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -1246.11000000 | **10-Year:** -44347.24000000 | **30-Year:** -240281.12000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000001516 | 0.53%                | -0.61%               | 0.74%                |
| Class ID C000001519 | 0.54%                | -0.59%               | 0.76%                |
| Class ID C000137687 | 0.56%                | -0.79%               | 0.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $82817.39                | $4011922.51                                |
| Month 2  | $-3609449.53             | $-12350921.69                              |
| Month 3  | $-2332093.66             | $7132450.21                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Alameda Corridor Transportation Authority, California, Revenue Bonds, Refunding Subordinate Lien Series 2016A                                          | Alameda Corridor Transportation Authority, California, Revenue Bonds, Refunding Subordinate Lien Series 2016A                                          | CUSIP: 010869GX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50053.25     | 0.00%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Pollution Control Financing Authority, Water Furnishing Revenue Bonds, Poseidon Resources Channelside LP Desalination Project, Series 2012  | California Pollution Control Financing Authority, Water Furnishing Revenue Bonds, Poseidon Resources Channelside LP Desalination Project, Series 2012  | CUSIP: 13054WAB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5001372.00   | 0.31%             | 2037-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| California Pollution Control Financing Authority, Water Furnishing Revenue Bonds, Poseidon Resources Channelside LP Desalination Project, Series 2012  | California Pollution Control Financing Authority, Water Furnishing Revenue Bonds, Poseidon Resources Channelside LP Desalination Project, Series 2012  | CUSIP: 13054WAC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  18060000 | PA      | $17149725.43  | 1.06%             | 2045-11-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| California State, General Obligation Bonds, Various Purpose Series 2016                                                                                | California State, General Obligation Bonds, Various Purpose Series 2016                                                                                | CUSIP: 13063CZU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2522033.50   | 0.16%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority, California, Revenue Bonds, Loma Linda University Medical Center, Series 2014A                  | California Statewide Communities Development Authority, California, Revenue Bonds, Loma Linda University Medical Center, Series 2014A                  | CUSIP: 13080SEW0<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $5828672.40   | 0.36%             | 2044-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority, California, Revenue Bonds, Loma Linda University Medical Center, Series 2016A                  | California Statewide Communities Development Authority, California, Revenue Bonds, Loma Linda University Medical Center, Series 2016A                  | CUSIP: 13080SML5<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |  20750000 | PA      | $18943552.73  | 1.17%             | 2056-12-01      | Fixed         | 5.25%                 | Yes           |                  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        |   3725000 | PA      | $3743402.62   | 0.23%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Irvine, California, Limited Obligation Improvement Bonds, Reassessment District 15-2, Series 2015                                                      | Irvine, California, Limited Obligation Improvement Bonds, Reassessment District 15-2, Series 2015                                                      | CUSIP: 46360RTZ0<br>LEI: 549300PJ9FL2XGFR8J79 | Long             | DBT              | MUN               | US        |         0 | PA      | $0.00         | 0.00%             | 2042-09-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lathrop, California, Limited Obligation Improvement Bonds, Crossroads Assessment District, Series 2015                                                 | Lathrop, California, Limited Obligation Improvement Bonds, Crossroads Assessment District, Series 2015                                                 | CUSIP: 518252EU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $993924.60    | 0.06%             | 2040-09-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pico Rivera Water Authority, California, Revenue Bonds, Refunding Water System Project, Series 1999A                                                   | Pico Rivera Water Authority, California, Revenue Bonds, Refunding Water System Project, Series 1999A                                                   | CUSIP: 719889AS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2215000 | PA      | $2326497.12   | 0.14%             | 2029-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2016B                                 | San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2016B                                 | CUSIP: 79766DGE3<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10002299.00  | 0.62%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority, School Facility Revenue Bonds, Alliance for College-Ready Public Schools Project, Series 2015A                    | California School Finance Authority, School Facility Revenue Bonds, Alliance for College-Ready Public Schools Project, Series 2015A                    | CUSIP: 13059TBU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $736119.30    | 0.05%             | 2045-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| California School Finance Authority, California, Charter School Revenue Bonds, Aspire Public Schools, Refunding Series 2015A                           | California School Finance Authority, California, Charter School Revenue Bonds, Aspire Public Schools, Refunding Series 2015A                           | CUSIP: 13058TCK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1005364.58   | 0.06%             | 2045-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Orange County Water District, California, Revenue Certificates of Participation, Adjustable Rate Series 2003A                                          | Orange County Water District, California, Revenue Certificates of Participation, Adjustable Rate Series 2003A                                          | CUSIP: 684421CB4<br>LEI: 549300KBQTX6CMJ3U708 | Long             | DBT              | MUN               | US        |  13000000 | PA      | $13000000.00  | 0.80%             | 2042-08-01      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Brentwood Infrastructure Financing Authority, California, Infrastructure Revenue Bonds, Refunding Subordinated Series 2014B                            | Brentwood Infrastructure Financing Authority, California, Infrastructure Revenue Bonds, Refunding Subordinated Series 2014B                            | CUSIP: 10727XUX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200051.50    | 0.01%             | 2036-09-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority, California, Revenue Bonds, Sutter Health, Series 2016A                                               | California Health Facilities Financing Authority, California, Revenue Bonds, Sutter Health, Series 2016A                                               | CUSIP: 13032UCL0<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |  10845000 | PA      | $10903936.07  | 0.67%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority, Revenue Bonds, Providence Health & Services, Series 2014B                                            | California Health Facilities Financing Authority, Revenue Bonds, Providence Health & Services, Series 2014B                                            | CUSIP: 13033L4N4<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   1825000 | PA      | $1819212.74   | 0.11%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority, Revenue Bonds, Community Medical Centers, Series 2017A                                                         | California Municipal Finance Authority, Revenue Bonds, Community Medical Centers, Series 2017A                                                         | CUSIP: 13048TS20<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   5300000 | PA      | $5218071.01   | 0.32%             | 2047-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency, Orange County, California, Toll Road Revenue Bonds, Refunding Junior Lien Series 2014B               | San Joaquin Hills Transportation Corridor Agency, Orange County, California, Toll Road Revenue Bonds, Refunding Junior Lien Series 2014B               | CUSIP: 798111GC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3195000 | PA      | $3195229.40   | 0.20%             | 2044-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Victor Valley Union High School District, San Bernardino County, California, General Obligation Bonds, 20008 Election Series 2009A                     | Victor Valley Union High School District, San Bernardino County, California, General Obligation Bonds, 20008 Election Series 2009A                     | CUSIP: 926055GV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2056160.20   | 0.13%             | 2031-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority, Revenue Bonds, Eisenhower Medical Center, Refunding Series 2017A                                               | California Municipal Finance Authority, Revenue Bonds, Eisenhower Medical Center, Refunding Series 2017A                                               | CUSIP: 13048T4P5<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    250000 | PA      | $237928.65    | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority, California, Revenue Bonds, Sutter Health, Refunding Series 2017A                                     | California Health Facilities Financing Authority, California, Revenue Bonds, Sutter Health, Refunding Series 2017A                                     | CUSIP: 13032UNY0<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   3815000 | PA      | $3780498.28   | 0.23%             | 2048-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series 2017C                                                        | Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series 2017C                                                        | CUSIP: 5444953R3<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |   8430000 | PA      | $8376331.25   | 0.52%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority, California, Airport Revenue Bonds, Subordinate Series 2017A                                               | San Diego County Regional Airport Authority, California, Airport Revenue Bonds, Subordinate Series 2017A                                               | CUSIP: 79739GFR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2625000 | PA      | $2638584.11   | 0.16%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority, California, Airport Revenue Bonds, Subordinate Series 2017A                                               | San Diego County Regional Airport Authority, California, Airport Revenue Bonds, Subordinate Series 2017A                                               | CUSIP: 79739GGP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1976838.40   | 0.12%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority, Revenue Bonds, NorthBay Healthcare Group, Series 2017A                                                         | California Municipal Finance Authority, Revenue Bonds, NorthBay Healthcare Group, Series 2017A                                                         | CUSIP: 13048TP23<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |  11500000 | PA      | $11309910.75  | 0.70%             | 2041-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority, Revenue Bonds, NorthBay Healthcare Group, Series 2017A                                                         | California Municipal Finance Authority, Revenue Bonds, NorthBay Healthcare Group, Series 2017A                                                         | CUSIP: 13048TP49<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   3810000 | PA      | $3628617.33   | 0.22%             | 2047-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority, School Facility Revenue Bonds, Alliance for College-Ready Public Schools Project, Series 2016A                    | California School Finance Authority, School Facility Revenue Bonds, Alliance for College-Ready Public Schools Project, Series 2016A                    | CUSIP: 13059TCR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    830000 | PA      | $808383.07    | 0.05%             | 2046-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| California School Finance Authority, School Facility Revenue Bonds, Alliance for College-Ready Public Schools Project, Series 2016C                    | California School Finance Authority, School Facility Revenue Bonds, Alliance for College-Ready Public Schools Project, Series 2016C                    | CUSIP: 13059TDF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5235000 | PA      | $5191576.20   | 0.32%             | 2052-07-01      | Fixed         | 5.25%                 | Yes           |                  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: 40065NCD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6029641.80   | 0.37%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water and Power, California, Waterworks Revenue Bonds, Series 2016A                                                          | Los Angeles Department of Water and Power, California, Waterworks Revenue Bonds, Series 2016A                                                          | CUSIP: 544525UH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7730000 | PA      | $7586493.32   | 0.47%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City and County Redevelopment Agency Successor Agency, California, Special Tax Bonds, Community Facilities District 7, Hunters Point Shi | San Francisco City and County Redevelopment Agency Successor Agency, California, Special Tax Bonds, Community Facilities District 7, Hunters Point Shi | CUSIP: 79772ACS4<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |    355000 | PA      | $355554.23    | 0.02%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Signal Hill Redevelopment Agency, California, Project 1 Tax Allocation Bonds, Series 2011                                                              | Signal Hill Redevelopment Agency, California, Project 1 Tax Allocation Bonds, Series 2011                                                              | CUSIP: 826642KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40124.33     | 0.00%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Yosemite Community College District, California, General Obligation Bonds, Capital Appreciation, Election 2004, Series 2010D                           | Yosemite Community College District, California, General Obligation Bonds, Capital Appreciation, Election 2004, Series 2010D                           | CUSIP: 987388DT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $2796122.70   | 0.17%             | 2042-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Dublin, California, Special Tax Bonds, Community Facilities District 2015-1 Dublin Crossing Improvement Area 1, Series 2017                            | Dublin, California, Special Tax Bonds, Community Facilities District 2015-1 Dublin Crossing Improvement Area 1, Series 2017                            | CUSIP: 26362PAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    775000 | PA      | $787047.76    | 0.05%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bakersfield City School District, Kern County, California, General Obligation Bonds, Series 2012C                                                      | Bakersfield City School District, Kern County, California, General Obligation Bonds, Series 2012C                                                      | CUSIP: 057507HX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5570000 | PA      | $4138569.60   | 0.26%             | 2042-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority, Revenue Bonds, Children's Hospital Los Angeles, Series 2017A                                         | California Health Facilities Financing Authority, Revenue Bonds, Children's Hospital Los Angeles, Series 2017A                                         | CUSIP: 13032UNG9<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   3850000 | PA      | $3649486.23   | 0.23%             | 2047-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority Charter School Revenue Bonds, John Adams Academies, Inc. Project, Series 2015A                                  | California Municipal Finance Authority Charter School Revenue Bonds, John Adams Academies, Inc. Project, Series 2015A                                  | CUSIP: 13048DBG2<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    500000 | PA      | $456843.00    | 0.03%             | 2045-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority, Revenue Bonds, NorthBay Healthcare Group, Series 2017A                                                         | California Municipal Finance Authority, Revenue Bonds, NorthBay Healthcare Group, Series 2017A                                                         | CUSIP: 13048TN90<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1810000 | PA      | $1816174.27   | 0.11%             | 2036-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority, Revenue Bonds, NorthBay Healthcare Group, Series 2017A                                                         | California Municipal Finance Authority, Revenue Bonds, NorthBay Healthcare Group, Series 2017A                                                         | CUSIP: 13048TP31<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   6750000 | PA      | $6005170.58   | 0.37%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority, Revenue Bonds, Goodwill Industries of Sacramento Valley & Northern Nevada Project, Series 2014A                | California Municipal Finance Authority, Revenue Bonds, Goodwill Industries of Sacramento Valley & Northern Nevada Project, Series 2014A                | CUSIP: 13048TSX2<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1275000 | PA      | $1083637.80   | 0.07%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority, Statewide Community Infrastructure Program Revenue Bonds, Series 2011A                         | California Statewide Communities Development Authority, Statewide Community Infrastructure Program Revenue Bonds, Series 2011A                         | CUSIP: 13078YGQ2<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    335000 | PA      | $327519.65    | 0.02%             | 2041-09-02      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority, Statewide Community Infrastructure Program Revenue Bonds, Series 2016B                         | California Statewide Communities Development Authority, Statewide Community Infrastructure Program Revenue Bonds, Series 2016B                         | CUSIP: 13078YKZ7<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    945000 | PA      | $944299.85    | 0.06%             | 2046-09-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corporation, California, Enhanced Tobacco Settlement Asset-Backed Revenue Bonds, Series 2005A                      | Golden State Tobacco Securitization Corporation, California, Enhanced Tobacco Settlement Asset-Backed Revenue Bonds, Series 2005A                      | CUSIP: 38122NGM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4390000 | PA      | $4117327.44   | 0.25%             | 2028-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lammersville Joint Unified School District, San Joaquin County, California, Special Tax Bonds, Community Facilities District 2014-1 Improvement Area 1 | Lammersville Joint Unified School District, San Joaquin County, California, Special Tax Bonds, Community Facilities District 2014-1 Improvement Area 1 | CUSIP: 513533DK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1380170.40   | 0.09%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Temecula Public Financing Authority, California, Special Tax Bonds, Community Facilities District 16-01, Series 2017                                   | Temecula Public Financing Authority, California, Special Tax Bonds, Community Facilities District 16-01, Series 2017                                   | CUSIP: 87972YFZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $108649.29    | 0.01%             | 2037-09-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Washington Township Health Care District, California, Revenue Bonds, Series 2017A                                                                      | Washington Township Health Care District, California, Revenue Bonds, Series 2017A                                                                      | CUSIP: 940204ED8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2663411.80   | 0.16%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Acalanes Union High School District, Contra Costa County, California, General Obligation Bonds, Refunding Series 2010A                                 | Acalanes Union High School District, Contra Costa County, California, General Obligation Bonds, Refunding Series 2010A                                 | CUSIP: 004284YX7<br>LEI: 54930048GPZ32VDFID66 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $979484.70    | 0.06%             | 2026-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bell Community Housing Authority, California, Lease Revenue Bonds, Series 2005                                                                         | Bell Community Housing Authority, California, Lease Revenue Bonds, Series 2005                                                                         | CUSIP: 07786TBE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1655000 | PA      | $1601976.94   | 0.10%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brea and Olinda Unified School District, Orange County, California, Certificates of Participation Refunding, Series 2002A                              | Brea and Olinda Unified School District, Orange County, California, Certificates of Participation Refunding, Series 2002A                              | CUSIP: 106332BJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $355599.49    | 0.02%             | 2026-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| California Community College Financing Authority, Lease Revenue Bonds, Refunding Series 2003                                                           | California Community College Financing Authority, Lease Revenue Bonds, Refunding Series 2003                                                           | CUSIP: 13012EPB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1760000 | PA      | $1287873.31   | 0.08%             | 2033-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure and Economic Development Bank, Revenue Bonds, North County Center for Self-Sufficiency Corporation, Series 2004              | California Infrastructure and Economic Development Bank, Revenue Bonds, North County Center for Self-Sufficiency Corporation, Series 2004              | CUSIP: 13033WMK6<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |   1960000 | PA      | $1963425.49   | 0.12%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Public Finance Authority, Revenue Bonds, Henry Mayo Newhall Hospital, Series 2017                                                           | California Public Finance Authority, Revenue Bonds, Henry Mayo Newhall Hospital, Series 2017                                                           | CUSIP: 13057EAL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1863634.60   | 0.12%             | 2047-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority, Charter School Revenue Bonds, Rocketship Education - Obligated Group, Series 2016A                                | California School Finance Authority, Charter School Revenue Bonds, Rocketship Education - Obligated Group, Series 2016A                                | CUSIP: 13058TCQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $284241.56    | 0.02%             | 2036-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| California School Finance Authority, Charter School Revenue Bonds, Downtown College Prep - Obligated Group, Series 2016                                | California School Finance Authority, Charter School Revenue Bonds, Downtown College Prep - Obligated Group, Series 2016                                | CUSIP: 13058TDQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $246000.00    | 0.02%             | 2046-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| California School Finance Authority, Charter School Revenue Bonds, Downtown College Prep - Obligated Group, Series 2016                                | California School Finance Authority, Charter School Revenue Bonds, Downtown College Prep - Obligated Group, Series 2016                                | CUSIP: 13058TDR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $300000.00    | 0.02%             | 2051-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| California School Finance Authority, Charter School Revenue Bonds, Kepler Neighborhood School, Series 2017A                                            | California School Finance Authority, Charter School Revenue Bonds, Kepler Neighborhood School, Series 2017A                                            | CUSIP: 13058TEY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $375446.63    | 0.02%             | 2037-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| California Statewide Community Development Authority, Multifamily Housing Revenue Senior Bonds, Westgate Courtyards Apartments, Series 2001X-1         | California Statewide Community Development Authority, Multifamily Housing Revenue Senior Bonds, Westgate Courtyards Apartments, Series 2001X-1         | CUSIP: 13077VD25<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   2740000 | PA      | $2738864.27   | 0.17%             | 2034-12-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority, Revenue Bonds, Adventist Health System/West, Series 2015A                                      | California Statewide Communities Development Authority, Revenue Bonds, Adventist Health System/West, Series 2015A                                      | CUSIP: 13080SJL9<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1305000 | PA      | $1308992.91   | 0.08%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corona-Norco Unified School District, Riverside County, California, General Obligation Bonds, Capital Appreciation, Election 2006 Refunding Series 200 | Corona-Norco Unified School District, Riverside County, California, General Obligation Bonds, Capital Appreciation, Election 2006 Refunding Series 200 | CUSIP: 219764LK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $542521.40    | 0.03%             | 2039-08-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Huntington Beach, California, Special Tax Bonds, Community Facilities District 2003-1 Huntington Center, Refunding Series 2013                         | Huntington Beach, California, Special Tax Bonds, Community Facilities District 2003-1 Huntington Center, Refunding Series 2013                         | CUSIP: 446188EQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001094.80   | 0.06%             | 2033-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Independent Cities Finance Authority, California, Mobile Home Park Revenue Bonds, Palomar Estates West, Refunding Series 2015                          | Independent Cities Finance Authority, California, Mobile Home Park Revenue Bonds, Palomar Estates West, Refunding Series 2015                          | CUSIP: 45385LGR8<br>LEI: 549300ZZZYTBUL6FR983 | Long             | DBT              | MUN               | US        |    265000 | PA      | $265092.64    | 0.02%             | 2025-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indio, California, Special Tax Bonds, Community Facilities District 2004-3 Terra Lago, Improvement Area 1, Refunding Series 2015                       | Indio, California, Special Tax Bonds, Community Facilities District 2004-3 Terra Lago, Improvement Area 1, Refunding Series 2015                       | CUSIP: 455697DL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $570414.90    | 0.04%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kaweah Delta Health Care District, California, Revenue Bonds, Series 2015B                                                                             | Kaweah Delta Health Care District, California, Revenue Bonds, Series 2015B                                                                             | CUSIP: 486375HA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2815422.60   | 0.17%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Beach Unified School District, Los Angeles County, California, General Obligation Bonds, Election of 2008, Series 2009A                           | Long Beach Unified School District, Los Angeles County, California, General Obligation Bonds, Election of 2008, Series 2009A                           | CUSIP: 542433SJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30158.02     | 0.00%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2016B                        | Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2016B                        | CUSIP: 544445CC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6925000 | PA      | $6866509.37   | 0.42%             | 2046-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series 2017A                                                        | Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series 2017A                                                        | CUSIP: 544495Z64<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |   6525000 | PA      | $6528714.68   | 0.40%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Modesto, California, Special Tax Bonds, Community Facilities District 2004-1 Village One 2, Refunding Series 2014                                      | Modesto, California, Special Tax Bonds, Community Facilities District 2004-1 Village One 2, Refunding Series 2014                                      | CUSIP: 607800BX6<br>LEI: 549300PM1CEUCI5R7951 | Long             | DBT              | MUN               | US        |   1455000 | PA      | $1457653.48   | 0.09%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oakland Redevelopment Successor Agency, California, Tax Allocation Bonds, Refunding Subordinated Series 2015-TE                                        | Oakland Redevelopment Successor Agency, California, Tax Allocation Bonds, Refunding Subordinated Series 2015-TE                                        | CUSIP: 67232TAL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3250000 | PA      | $3253607.83   | 0.20%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oakland Redevelopment Successor Agency, California, Tax Allocation Bonds, Refunding Subordinated Series 2015-TE                                        | Oakland Redevelopment Successor Agency, California, Tax Allocation Bonds, Refunding Subordinated Series 2015-TE                                        | CUSIP: 67232TAM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3215000 | PA      | $3218049.43   | 0.20%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange County, California, Special Tax Bonds, Community Facilities District 2015-1 Esencia Village, Series 2015A                                       | Orange County, California, Special Tax Bonds, Community Facilities District 2015-1 Esencia Village, Series 2015A                                       | CUSIP: 68423PWC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $253140.08    | 0.02%             | 2045-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Paramount Unified School District, Los Angeles County, California, General Obligation Bonds, Election 2006 Series 2011                                 | Paramount Unified School District, Los Angeles County, California, General Obligation Bonds, Election 2006 Series 2011                                 | CUSIP: 699211HV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9440000 | PA      | $10672176.77  | 0.66%             | 2045-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Roseville, California, Special Tax Bonds, Community Facilities District 1 Westpark, Refunding Series 2015                                              | Roseville, California, Special Tax Bonds, Community Facilities District 1 Westpark, Refunding Series 2015                                              | CUSIP: 777870VT0<br>LEI: 549300OH100KESVPND17 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001356.70   | 0.06%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roseville, California, Special Tax Bonds, Community Facilities District 1 Westpark, Refunding Series 2015                                              | Roseville, California, Special Tax Bonds, Community Facilities District 1 Westpark, Refunding Series 2015                                              | CUSIP: 777870VU7<br>LEI: 549300OH100KESVPND17 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001269.70   | 0.06%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roseville, California, Special Tax Bonds, Community Facilities District 1 Westpark, Refunding Series 2015                                              | Roseville, California, Special Tax Bonds, Community Facilities District 1 Westpark, Refunding Series 2015                                              | CUSIP: 777870VV5<br>LEI: 549300OH100KESVPND17 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000737.20   | 0.06%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District, San Diego County, California, General Obligation Bonds, Refunding Series 2016                                    | San Diego Community College District, San Diego County, California, General Obligation Bonds, Refunding Series 2016                                    | CUSIP: 797272QD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2052606.20   | 0.13%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County, California, Limited Revenue Obligations, Sanford Burnham Prebys Medical Discovery Institute, Series 2015A                            | San Diego County, California, Limited Revenue Obligations, Sanford Burnham Prebys Medical Discovery Institute, Series 2015A                            | CUSIP: 79742YAN2<br>LEI: 254900MKIGRAYVDUZ926 | Long             | DBT              | MUN               | US        |   1115000 | PA      | $1119629.03   | 0.07%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2016B                                 | San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2016B                                 | CUSIP: 79766DGF0<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |  17855000 | PA      | $17547328.00  | 1.09%             | 2046-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Leandro Unified School District, Alameda County, California, General Obligation Bonds, Election 2006 Series 2010C                                  | San Leandro Unified School District, Alameda County, California, General Obligation Bonds, Election 2006 Series 2010C                                  | CUSIP: 798458NV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1535000 | PA      | $1567768.11   | 0.10%             | 2039-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Vista Community Development Commission Taxable Non-Housing Tax Allocation Revenue Bonds, California, Vista Redevelopment Project, Series 2011          | Vista Community Development Commission Taxable Non-Housing Tax Allocation Revenue Bonds, California, Vista Redevelopment Project, Series 2011          | CUSIP: 92830TFG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7600000 | PA      | $7621663.80   | 0.47%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vista Community Development Commission Taxable Non-Housing Tax Allocation Revenue Bonds, California, Vista Redevelopment Project, Series 2011          | Vista Community Development Commission Taxable Non-Housing Tax Allocation Revenue Bonds, California, Vista Redevelopment Project, Series 2011          | CUSIP: 92830TFH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7920000 | PA      | $7942334.40   | 0.49%             | 2037-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Washington Township Health Care District, Alameda County, California, General Obligation Bonds, 2012 Election Series 2013A                             | Washington Township Health Care District, Alameda County, California, General Obligation Bonds, 2012 Election Series 2013A                             | CUSIP: 940642CX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    645000 | PA      | $646338.05    | 0.04%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Governmental Purpose Second Series 2017B            | San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Governmental Purpose Second Series 2017B            | CUSIP: 79766DKK4<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |  14120000 | PA      | $14119500.15  | 0.87%             | 2047-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upland, California, Certificates of Participation, San Antonio Regional Hospital, Series 2017                                                          | Upland, California, Certificates of Participation, San Antonio Regional Hospital, Series 2017                                                          | CUSIP: 915346GB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1630000 | PA      | $1598885.58   | 0.10%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority Charter School Revenue Bonds, Bright Star Schools - Obligated Group, Series 2017                                   | California School Finance Authority Charter School Revenue Bonds, Bright Star Schools - Obligated Group, Series 2017                                   | CUSIP: 13058TGC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $448961.57    | 0.03%             | 2027-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| California School Finance Authority Charter School Revenue Bonds, Bright Star Schools - Obligated Group, Series 2017                                   | California School Finance Authority Charter School Revenue Bonds, Bright Star Schools - Obligated Group, Series 2017                                   | CUSIP: 13058TGF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $213302.95    | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Palomar Health System, California, Revenue Bonds, Refunding Series 2017                                                                                | Palomar Health System, California, Revenue Bonds, Refunding Series 2017                                                                                | CUSIP: 697528AU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3937961.00   | 0.24%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Joaquin County, California, Revenue Bonds, CSA County Service Area 31, Refunding Series 2018A                                                      | San Joaquin County, California, Revenue Bonds, CSA County Service Area 31, Refunding Series 2018A                                                      | CUSIP: 798107AD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $856593.72    | 0.05%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Hill Unified School District, Santa Clara County, California, General Obligation Bonds, Election 2012 Series 2017B                              | Morgan Hill Unified School District, Santa Clara County, California, General Obligation Bonds, Election 2012 Series 2017B                              | CUSIP: 617403EZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4040000 | PA      | $3647549.96   | 0.23%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Public Finance Authority, Revenue Bonds, Sharp HealthCare, Series 2017A                                                                     | California Public Finance Authority, Revenue Bonds, Sharp HealthCare, Series 2017A                                                                     | CUSIP: 13057EBB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15050000 | PA      | $15064961.21  | 0.93%             | 2047-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State, General Obligation Bonds, Various Purpose Series 2018                                                                                | California State, General Obligation Bonds, Various Purpose Series 2018                                                                                | CUSIP: 13063DFS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  22700000 | PA      | $22758457.04  | 1.41%             | 2047-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority, California, Revenue Bonds, Sutter Health, Series 2018A                                               | California Health Facilities Financing Authority, California, Revenue Bonds, Sutter Health, Series 2018A                                               | CUSIP: 13032URP5<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |  11100000 | PA      | $11029581.60  | 0.68%             | 2048-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State, General Obligation Bonds, Various Purpose Series 2016                                                                                | California State, General Obligation Bonds, Various Purpose Series 2016                                                                                | CUSIP: 13063CV23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $839762.84    | 0.05%             | 2046-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Manteca Unified School District, San Joaquin County, California, General Obligation Bonds, Election 2014 Series 2017B                                  | Manteca Unified School District, San Joaquin County, California, General Obligation Bonds, Election 2014 Series 2017B                                  | CUSIP: 564538FC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6225000 | PA      | $5778530.55   | 0.36%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority, Revenue Bonds, Marin General Hospital, Green Series 2018A                                      | California Statewide Communities Development Authority, Revenue Bonds, Marin General Hospital, Green Series 2018A                                      | CUSIP: 13080SUG7<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $8272779.00   | 0.51%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority, Statewide Community Infrastructure Program Revenue Bonds, Series 2018A                         | California Statewide Communities Development Authority, Statewide Community Infrastructure Program Revenue Bonds, Series 2018A                         | CUSIP: 13078YMH5<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $997628.30    | 0.06%             | 2047-09-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority, Revenue Bonds, Linxs APM Project, Senior Lien Series 2018A                                                     | California Municipal Finance Authority, Revenue Bonds, Linxs APM Project, Senior Lien Series 2018A                                                     | CUSIP: 13048VCD8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   6980000 | PA      | $6665137.09   | 0.41%             | 2047-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority, Revenue Bonds, Linxs APM Project, Senior Lien Series 2018A                                                     | California Municipal Finance Authority, Revenue Bonds, Linxs APM Project, Senior Lien Series 2018A                                                     | CUSIP: 13048VCA4<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   8595000 | PA      | $7046260.93   | 0.44%             | 2047-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Beaumont, California, Special Tax Bonds, Community Facilities District 93-1 Improvement Area 8D, Series 2018A                                          | Beaumont, California, Special Tax Bonds, Community Facilities District 93-1 Improvement Area 8D, Series 2018A                                          | CUSIP: 074433BV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1035000 | PA      | $1021753.45   | 0.06%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grossmont-Cuyamaca Community College District, California, General Obligation Bonds, Refunding Series 2018                                             | Grossmont-Cuyamaca Community College District, California, General Obligation Bonds, Refunding Series 2018                                             | CUSIP: 399267GT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2745000 | PA      | $2474368.25   | 0.15%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2018C                        | Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2018C                        | CUSIP: 544445GB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  24440000 | PA      | $24258036.87  | 1.50%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corona, California, Special Tax Bonds, Community Facilities District 2018-1 Bedford, Series 2018A                                                      | Corona, California, Special Tax Bonds, Community Facilities District 2018-1 Bedford, Series 2018A                                                      | CUSIP: 219680EL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $802589.52    | 0.05%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University, Systemwide Revenue Bonds, Series 2018A                                                                                    | California State University, Systemwide Revenue Bonds, Series 2018A                                                                                    | CUSIP: 13077DEX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3100000 | PA      | $3148888.86   | 0.19%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority, California, Revenue Bonds, Loma Linda University Medical Center, Series 2018A                  | California Statewide Communities Development Authority, California, Revenue Bonds, Loma Linda University Medical Center, Series 2018A                  | CUSIP: 13080SVN1<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   8400000 | PA      | $8089498.20   | 0.50%             | 2058-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2018D                                 | San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2018D                                 | CUSIP: 79766DLF4<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |   7170000 | PA      | $7162872.30   | 0.44%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2018C                        | Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2018C                        | CUSIP: 544445FY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1935000 | PA      | $1968357.47   | 0.12%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hacienda La Puente Unified School District, Los Angeles County, California, General Obligation Bonds, 2016 Election, Series 2017A                      | Hacienda La Puente Unified School District, Los Angeles County, California, General Obligation Bonds, 2016 Election, Series 2017A                      | CUSIP: 40450REE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6309864.40   | 0.39%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Antelope Valley Community College District, Los Angeles County, California, General Obligation Bonds, Election 2016 Series 2017A                       | Antelope Valley Community College District, Los Angeles County, California, General Obligation Bonds, Election 2016 Series 2017A                       | CUSIP: 03667PFE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8310000 | PA      | $8652262.31   | 0.54%             | 2042-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California State University, Systemwide Revenue Bonds, Series 2018A                                                                                    | California State University, Systemwide Revenue Bonds, Series 2018A                                                                                    | CUSIP: 13077DEY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15665000 | PA      | $15770876.60  | 0.98%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stockton Public Financing Authority, California, Revenue Bonds, Arch Road East Community Facility District 99-02, Series 2018A                         | Stockton Public Financing Authority, California, Revenue Bonds, Arch Road East Community Facility District 99-02, Series 2018A                         | CUSIP: 861395HU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2235000 | PA      | $2236352.18   | 0.14%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority, California, Revenue Bonds, Sutter Health, Series 2018A                                               | California Health Facilities Financing Authority, California, Revenue Bonds, Sutter Health, Series 2018A                                               | CUSIP: 13032URK6<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1263127.51   | 0.08%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Refunding Second Series 2019A                       | San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Refunding Second Series 2019A                       | CUSIP: 79766DMB2<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |   3515000 | PA      | $3447811.13   | 0.21%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Refunding Second Series 2019A                       | San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Refunding Second Series 2019A                       | CUSIP: 79766DMA4<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |   5150000 | PA      | $5151113.43   | 0.32%             | 2044-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Pollution Control Financing Authority, Water Furnishing Revenue Bonds, San Diego County Water Authority Desalination Project Pipeline, Refu | California Pollution Control Financing Authority, Water Furnishing Revenue Bonds, San Diego County Water Authority Desalination Project Pipeline, Refu | CUSIP: 13054WAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4405000 | PA      | $4453888.01   | 0.28%             | 2039-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Los Angeles County Metropolitan Transportation Authority, California, Proposition C Sales Tax Revenue Bonds, Green Senior Lien Series 2019A            | Los Angeles County Metropolitan Transportation Authority, California, Proposition C Sales Tax Revenue Bonds, Green Senior Lien Series 2019A            | CUSIP: 54466HHF6<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |   5075000 | PA      | $5196108.79   | 0.32%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority, California, Redlands Community Hospital, Revenue Bonds, Series 2016                            | California Statewide Communities Development Authority, California, Redlands Community Hospital, Revenue Bonds, Series 2016                            | CUSIP: 13080SPM0<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2458760.25   | 0.15%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cofina Class 2 Trust Tax-Exempt Class 2047, Puerto Rico. Unit Exchanged From Cusip 74529JAN5                                                           | Cofina Class 2 Trust Tax-Exempt Class 2047, Puerto Rico. Unit Exchanged From Cusip 74529JAN5                                                           | CUSIP: 19237JAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      7048 | PA      | $2054.70      | 0.00%             | 2047-08-01      | Fixed         | 0.00%                 | 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: 74529JPX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  27031000 | PA      | $24794406.40  | 1.53%             | 2058-07-01      | 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: 74529JQG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  27597000 | PA      | $8722236.07   | 0.54%             | 2046-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series 2019A                                                        | Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series 2019A                                                        | CUSIP: 5444956T6<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |   4770000 | PA      | $4758085.97   | 0.29%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency, Workforce Housing Revenue Bonds, Annadel Apartments, Series 2019A                                                 | California Community Housing Agency, Workforce Housing Revenue Bonds, Annadel Apartments, Series 2019A                                                 | CUSIP: 13013HAA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  25810000 | PA      | $20904855.96  | 1.29%             | 2049-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2019D                        | Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2019D                        | CUSIP: 544445LV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2415000 | PA      | $2497156.85   | 0.15%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dublin, California, Special Tax Bonds, Community Facilities District 2015-1 Dublin Crossing Improvement Area 2, Series 2019                            | Dublin, California, Special Tax Bonds, Community Facilities District 2015-1 Dublin Crossing Improvement Area 2, Series 2019                            | CUSIP: 26362RAL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1805720.58   | 0.11%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority, Revenue Bonds, City of Hope National Medical Center, Series 2019                                     | California Health Facilities Financing Authority, Revenue Bonds, City of Hope National Medical Center, Series 2019                                     | CUSIP: 13032UUM8<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   7850000 | PA      | $6749357.00   | 0.42%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Folsom Ranch Financing Authority, California, Special Tax Revenue Bonds, Folsom Community Facilities District 19 Mangini Ranch, Series 2019            | Folsom Ranch Financing Authority, California, Special Tax Revenue Bonds, Folsom Community Facilities District 19 Mangini Ranch, Series 2019            | CUSIP: 344414CD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $946543.60    | 0.06%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency, Municipal Certificate Revenue Bonds, Class A Series2019-1                                                           | California Housing Finance Agency, Municipal Certificate Revenue Bonds, Class A Series2019-1                                                           | CUSIP: 13033DAA3<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |   1464761 | PA      | $1496090.90   | 0.09%             | 2035-01-15      | Fixed         | 4.25%                 | 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        |   7525000 | PA      | $6647779.90   | 0.41%             | 2058-07-01      | Fixed         | 4.78%                 | 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: 74529JRK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5920000 | PA      | $5106026.05   | 0.32%             | 2053-07-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Mount San Antonio Community College District, Los Angeles County, California, General Obligation Bonds, Election of 2018, Series 2019A                 | Mount San Antonio Community College District, Los Angeles County, California, General Obligation Bonds, Election of 2018, Series 2019A                 | CUSIP: 623040KD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2290000 | PA      | $2355286.07   | 0.15%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2019E                                 | San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2019E                                 | CUSIP: 79766DRZ4<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |  18500000 | PA      | $18454033.05  | 1.14%             | 2045-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency, California, Essential Housing Revenue Bonds, Verdant at Green Valley Apartments, Series 2019A                     | California Community Housing Agency, California, Essential Housing Revenue Bonds, Verdant at Green Valley Apartments, Series 2019A                     | CUSIP: 13013FAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2850000 | PA      | $2497553.61   | 0.15%             | 2049-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2019D                        | Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2019D                        | CUSIP: 544445MA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3536727.95   | 0.22%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority, Revenue Bonds, City of Hope National Medical Center, Series 2019                                     | California Health Facilities Financing Authority, Revenue Bonds, City of Hope National Medical Center, Series 2019                                     | CUSIP: 13032UUN6<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   2700000 | PA      | $2661466.95   | 0.16%             | 2049-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2017A                                 | San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2017A                                 | CUSIP: 79766DRK7<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4910150.00   | 0.30%             | 2047-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University, Systemwide Revenue Bonds, Series 2017A                                                                                    | California State University, Systemwide Revenue Bonds, Series 2017A                                                                                    | CUSIP: 13077DAY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15325000 | PA      | $15375390.13  | 0.95%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corona-Norco Unified School District, Riverside County, California, General Obligation Bonds, Election 2014, Series 2019C                              | Corona-Norco Unified School District, Riverside County, California, General Obligation Bonds, Election 2014, Series 2019C                              | CUSIP: 219764RT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4900000 | PA      | $4289578.58   | 0.27%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority, Revenue Bonds, Adventist Health System/West, Series 2018A                                      | California Statewide Communities Development Authority, Revenue Bonds, Adventist Health System/West, Series 2018A                                      | CUSIP: 13080SWJ9<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |  10875000 | PA      | $10447020.90  | 0.65%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority, California, Lease Revenue Bonds, Series 2019E-1                                                   | Los Angeles County Public Works Financing Authority, California, Lease Revenue Bonds, Series 2019E-1                                                   | CUSIP: 54473ETT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7111435.10   | 0.44%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority, California, Airport Revenue Bonds, Subordinate Series 2019B                                               | San Diego County Regional Airport Authority, California, Airport Revenue Bonds, Subordinate Series 2019B                                               | CUSIP: 79739GMD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3950327.20   | 0.24%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2019E                                 | San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2019E                                 | CUSIP: 79766DRY7<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1030437.32   | 0.06%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2019F                        | Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2019F                        | CUSIP: 544445NR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3600000 | PA      | $3680547.12   | 0.23%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency, Municipal Certificate Revenue Bonds, Class A Series 2019-2                                                          | California Housing Finance Agency, Municipal Certificate Revenue Bonds, Class A Series 2019-2                                                          | CUSIP: 13033DAC9<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |  10175006 | PA      | $10319417.42  | 0.64%             | 2033-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California State University, Systemwide Revenue Bonds, Series 2019A                                                                                    | California State University, Systemwide Revenue Bonds, Series 2019A                                                                                    | CUSIP: 13077DHF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5210000 | PA      | $5238798.28   | 0.32%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority, Charter School Revenue Bonds, Arts in Action Charter Schools - Obligated Group, Series 2020A                      | California School Finance Authority, Charter School Revenue Bonds, Arts in Action Charter Schools - Obligated Group, Series 2020A                      | CUSIP: 13058TJE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1915000 | PA      | $1481480.58   | 0.09%             | 2059-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| University of California, General Revenue Bonds, Limited Project Series 2018O                                                                          | University of California, General Revenue Bonds, Limited Project Series 2018O                                                                          | CUSIP: 91412HDA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11620000 | PA      | $11783858.27  | 0.73%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency, California, Essential Housing Revenue Bonds, Serenity at Larkspur Apartments, Series 2020A                        | California Community Housing Agency, California, Essential Housing Revenue Bonds, Serenity at Larkspur Apartments, Series 2020A                        | CUSIP: 13013FAC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  30005000 | PA      | $19488868.60  | 1.21%             | 2050-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| California Municipal Finance Authority, Special Tax Revenue Bonds, Bold Program, Series 2020A                                                          | California Municipal Finance Authority, Special Tax Revenue Bonds, Bold Program, Series 2020A                                                          | CUSIP: 13051AAE8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    750000 | PA      | $643991.33    | 0.04%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority Charter School Revenue Bonds, Fenton Schools - Obligated Group, Series 2020A                                       | California School Finance Authority Charter School Revenue Bonds, Fenton Schools - Obligated Group, Series 2020A                                       | CUSIP: 13058TJL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2935000 | PA      | $2514760.24   | 0.16%             | 2050-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2019F                        | Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2019F                        | CUSIP: 544445NU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9925547.00   | 0.61%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure and Economic Development Bank, Lease Revenue Bonds, California State Teachers' Retirement System Headquarters Expansion, Gre | California Infrastructure and Economic Development Bank, Lease Revenue Bonds, California State Teachers' Retirement System Headquarters Expansion, Gre | CUSIP: 13034RAT0<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |   2040000 | PA      | $2056854.48   | 0.13%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority, California, Charter School Revenue Bonds, Aspire Public Schools, Refunding Series 2015A                           | California School Finance Authority, California, Charter School Revenue Bonds, Aspire Public Schools, Refunding Series 2015A                           | CUSIP: 13058TCJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $1007872.93   | 0.06%             | 2040-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District, California, Sales Tax Revenue Bonds, Series 2019A                                                       | San Francisco Bay Area Rapid Transit District, California, Sales Tax Revenue Bonds, Series 2019A                                                       | CUSIP: 797669ZE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3390000 | PA      | $3353250.37   | 0.21%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2019D                        | Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2019D                        | CUSIP: 544445LW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1695000 | PA      | $1744995.38   | 0.11%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California County Tobacco Securitization Agency, Tobacco Settlement Asset-Backed Bonds, Los Angeles County Securitization Corporation, Series 2020A    | California County Tobacco Securitization Agency, Tobacco Settlement Asset-Backed Bonds, Los Angeles County Securitization Corporation, Series 2020A    | CUSIP: 13016NEZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $304556.84    | 0.02%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transbay Joint Powers Authority, California, Tax Allocation Bonds, Senior Green Series 2020A                                                           | Transbay Joint Powers Authority, California, Tax Allocation Bonds, Senior Green Series 2020A                                                           | CUSIP: 89356CAT3<br>LEI: 549300WC0UP8WU8GYU95 | Long             | DBT              | MUN               | US        |   3120000 | PA      | $3005228.30   | 0.19%             | 2045-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside Unified School District, Riverside County, California, Special Tax Bonds, Community Facilities District 32, Series 2020                      | Riverside Unified School District, Riverside County, California, Special Tax Bonds, Community Facilities District 32, Series 2020                      | CUSIP: 769069M44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $355876.57    | 0.02%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency, California, Essential Housing Revenue Bonds, The Arbors, Series 2020A                                             | California Community Housing Agency, California, Essential Housing Revenue Bonds, The Arbors, Series 2020A                                             | CUSIP: 13013FAF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $378354.81    | 0.02%             | 2050-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| California State, General Obligation Bonds, Various Purpose Series 2020                                                                                | California State, General Obligation Bonds, Various Purpose Series 2020                                                                                | CUSIP: 13063DVZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1770000 | PA      | $1603917.18   | 0.10%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure and Economic Development Bank, Revenue Bonds, Los Angeles County Museum of Natural History Foundation, Series 2020           | California Infrastructure and Economic Development Bank, Revenue Bonds, Los Angeles County Museum of Natural History Foundation, Series 2020           | CUSIP: 13034AK82<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2612298.60   | 0.16%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority, Revenue Bonds, CommonSpirit Health, Series 2020A                                                     | California Health Facilities Financing Authority, Revenue Bonds, CommonSpirit Health, Series 2020A                                                     | CUSIP: 13032UXE3<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   3175000 | PA      | $2783565.68   | 0.17%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority, California, Revenue Bonds, Sutter Health, Refunding Series 2016B                                     | California Health Facilities Financing Authority, California, Revenue Bonds, Sutter Health, Refunding Series 2016B                                     | CUSIP: 13032UXH6<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |  17205000 | PA      | $17221091.84  | 1.07%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority, California, Revenue Bonds, Sutter Health, Refunding Series 2016B                                     | California Health Facilities Financing Authority, California, Revenue Bonds, Sutter Health, Refunding Series 2016B                                     | CUSIP: 13032UXG8<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   5360000 | PA      | $5543443.32   | 0.34%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water and Power, California, Waterworks Revenue Bonds, Series 2020C                                                          | Los Angeles Department of Water and Power, California, Waterworks Revenue Bonds, Series 2020C                                                          | CUSIP: 544525A24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7138355.00   | 0.44%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water and Power, California, Waterworks Revenue Bonds, Series 2020C                                                          | Los Angeles Department of Water and Power, California, Waterworks Revenue Bonds, Series 2020C                                                          | CUSIP: 544525A32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9990000 | PA      | $10159004.83  | 0.63%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Refunding Senior Lien Series 2020A                                                         | Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Refunding Senior Lien Series 2020A                                                         | CUSIP: 745160SJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2180000 | PA      | $2039354.25   | 0.13%             | 2047-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| California School Finance Authority, Charter School Revenue Bonds, Lifeline Education Charter School Project, Series 2020A                             | California School Finance Authority, Charter School Revenue Bonds, Lifeline Education Charter School Project, Series 2020A                             | CUSIP: 13058TKL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $640697.47    | 0.04%             | 2055-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Center City Anaheim, Series 2020A                                  | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Center City Anaheim, Series 2020A                                  | CUSIP: 126292AB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16355000 | PA      | $14153829.62  | 0.88%             | 2054-01-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Parallel-Anaheim Series 2021A                                      | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Parallel-Anaheim Series 2021A                                      | CUSIP: 126292AD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15125000 | PA      | $12819786.65  | 0.79%             | 2056-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Foothill/Eastern Transportation Corridor Agency, California, Toll Road Revenue Bonds, Refunding Senior Lien Series 2021A                               | Foothill/Eastern Transportation Corridor Agency, California, Toll Road Revenue Bonds, Refunding Senior Lien Series 2021A                               | CUSIP: 345105JH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  18840000 | PA      | $17132229.36  | 1.06%             | 2046-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Jefferson-Anaheim Series 2021A-1                                   | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Jefferson-Anaheim Series 2021A-1                                   | CUSIP: 126292AE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2550000 | PA      | $2244488.84   | 0.14%             | 2041-08-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Jefferson-Anaheim Series 2021A-2                                   | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Jefferson-Anaheim Series 2021A-2                                   | CUSIP: 126292AF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4640000 | PA      | $3289315.95   | 0.20%             | 2056-08-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| California Community Housing Agency, California, Essential Housing Revenue Bonds, Creekwood, Series 2021A                                              | California Community Housing Agency, California, Essential Housing Revenue Bonds, Creekwood, Series 2021A                                              | CUSIP: 13013FAJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4670000 | PA      | $2960577.79   | 0.18%             | 2056-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| California Housing Finance Agency, Municipal Certificate Revenue Bonds, Class A Series 2021-1                                                          | California Housing Finance Agency, Municipal Certificate Revenue Bonds, Class A Series 2021-1                                                          | CUSIP: 13033DAE5<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |  12006379 | PA      | $11330471.14  | 0.70%             | 2035-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency I, California, Essential Housing Revenue Bonds, The Mix at Center City, Series 2021A-2                                     | CMFA Special Finance Agency I, California, Essential Housing Revenue Bonds, The Mix at Center City, Series 2021A-2                                     | CUSIP: 12574TAB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  23205000 | PA      | $16763159.73  | 1.04%             | 2056-04-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| California Community Housing Agency, California, Essential Housing Revenue Bonds, Glendale Properties, Junior Series 2021A-2                           | California Community Housing Agency, California, Essential Housing Revenue Bonds, Glendale Properties, Junior Series 2021A-2                           | CUSIP: 13013FAM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15920000 | PA      | $11623254.09  | 0.72%             | 2047-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Moda at Monrovia Station, Social Series 2021A-2                    | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Moda at Monrovia Station, Social Series 2021A-2                    | CUSIP: 126292AK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19550000 | PA      | $14134732.11  | 0.87%             | 2056-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Altana Glendale, Series 2021A-2                                    | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Altana Glendale, Series 2021A-2                                    | CUSIP: 126292AM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  26965000 | PA      | $19615230.85  | 1.21%             | 2056-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| California School Finance Authority, California, Charter School Revenue Bonds, Aspire Public Schools, Refunding Series 2016                            | California School Finance Authority, California, Charter School Revenue Bonds, Aspire Public Schools, Refunding Series 2016                            | CUSIP: 13058TMA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $421673.35    | 0.03%             | 2046-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| California School Finance Authority, California, Charter School Revenue Bonds, Aspire Public Schools, Refunding Series 2016                            | California School Finance Authority, California, Charter School Revenue Bonds, Aspire Public Schools, Refunding Series 2016                            | CUSIP: 13058TLY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $449980.92    | 0.03%             | 2036-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Union South Bay, Series 2021A-2                                    | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Union South Bay, Series 2021A-2                                    | CUSIP: 126292AP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5730000 | PA      | $4404568.49   | 0.27%             | 2056-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series 2020B                                                        | Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series 2020B                                                        | CUSIP: 544532BN3<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |  32975000 | PA      | $32958726.84  | 2.04%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Pasadena Portfolio Social Bond, Mezzanine Senior Series 2021B      | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Pasadena Portfolio Social Bond, Mezzanine Senior Series 2021B      | CUSIP: 126292AS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3765000 | PA      | $2724194.74   | 0.17%             | 2056-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| California School Finance Authority, School Facility Revenue Bonds, Granada Hills Charter High School Obligated Group, Series 2021A                    | California School Finance Authority, School Facility Revenue Bonds, Granada Hills Charter High School Obligated Group, Series 2021A                    | CUSIP: 13059THD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    680000 | PA      | $542586.89    | 0.03%             | 2048-07-01      | Fixed         | 4.00%                 | Yes           |                  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: 745160TH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5110000 | PA      | $4412997.02   | 0.27%             | 2042-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Refunding Senior Lien Series 2021A                                                         | Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Refunding Senior Lien Series 2021A                                                         | CUSIP: 745160TT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $215900.05    | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series 2021B                                                        | Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series 2021B                                                        | CUSIP: 544532CP7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |   6065000 | PA      | $6058942.88   | 0.37%             | 2051-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency, California, Essential Housing Revenue Bonds, Summit at Sausalito Apartments, Series 2021A-2                       | California Community Housing Agency, California, Essential Housing Revenue Bonds, Summit at Sausalito Apartments, Series 2021A-2                       | CUSIP: 13013FBC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | PA      | $403260.76    | 0.02%             | 2050-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Waterscape Apartments, Mezzanine Lien Series 2021B                 | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Waterscape Apartments, Mezzanine Lien Series 2021B                 | CUSIP: 126292AZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2100000 | PA      | $1653950.13   | 0.10%             | 2046-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Orange City Portfolio, Mezzanine Lien Series 2021B                 | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Orange City Portfolio, Mezzanine Lien Series 2021B                 | CUSIP: 126292BC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $272859.92    | 0.02%             | 2057-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Acacia on Santa Rosa Creek, Senior Lien Series 2021A               | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Acacia on Santa Rosa Creek, Senior Lien Series 2021A               | CUSIP: 126292BD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5230000 | PA      | $4061209.54   | 0.25%             | 2056-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Riverside County Transportation Commission, California, Toll Revenue Senior Lien Bonds, RCTC 91 Express Lanes, Refunding Series 2021B-1                | Riverside County Transportation Commission, California, Toll Revenue Senior Lien Bonds, RCTC 91 Express Lanes, Refunding Series 2021B-1                | CUSIP: 76912DAX6<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |   3085000 | PA      | $2891889.80   | 0.18%             | 2040-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Riverside County Transportation Commission, California, Toll Revenue Senior Lien Bonds, RCTC 91 Express Lanes, Refunding Series 2021B-1                | Riverside County Transportation Commission, California, Toll Revenue Senior Lien Bonds, RCTC 91 Express Lanes, Refunding Series 2021B-1                | CUSIP: 76912DAZ1<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |  10815000 | PA      | $9270216.76   | 0.57%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Riverside County Transportation Commission, California, Toll Revenue Second Lien Bonds, RCTC 91 Express Lanes, Refunding Series 2021C                  | Riverside County Transportation Commission, California, Toll Revenue Second Lien Bonds, RCTC 91 Express Lanes, Refunding Series 2021C                  | CUSIP: 76912DBB3<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |  16305000 | PA      | $13833964.21  | 0.86%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Vineyard Gardens Apartments, Senior Lien Series 2021A              | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Vineyard Gardens Apartments, Senior Lien Series 2021A              | CUSIP: 126292BJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7475000 | PA      | $4958451.55   | 0.31%             | 2058-10-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, 777 Place-Pomona, Senior Lien Series 2021A-1                       | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, 777 Place-Pomona, Senior Lien Series 2021A-1                       | CUSIP: 126292BP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    920000 | PA      | $718467.01    | 0.04%             | 2047-05-01      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, 777 Place-Pomona, Senior Lien Series 2021A-2                       | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, 777 Place-Pomona, Senior Lien Series 2021A-2                       | CUSIP: 126292BQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8660000 | PA      | $5583620.73   | 0.35%             | 2057-05-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| California Health Facilities Financing Authority, Revenue Bonds, Cedars-Sinai Health System, Series 2021A                                              | California Health Facilities Financing Authority, Revenue Bonds, Cedars-Sinai Health System, Series 2021A                                              | CUSIP: 13032UB23<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6177152.80   | 0.38%             | 2048-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Monterrey Station Apartments, Senior Lien Series 2021A-1           | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Monterrey Station Apartments, Senior Lien Series 2021A-1           | CUSIP: 126292BV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1615000 | PA      | $1193908.61   | 0.07%             | 2043-07-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Monterrey Station Apartments, Senior Lien Series 2021A-1           | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Monterrey Station Apartments, Senior Lien Series 2021A-1           | CUSIP: 126292BW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4750000 | PA      | $2915962.30   | 0.18%             | 2056-07-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Westgate Phase 1-Pasadena Apartments, Senior Lien Series 2021A-1   | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Westgate Phase 1-Pasadena Apartments, Senior Lien Series 2021A-1   | CUSIP: 126292CA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3995000 | PA      | $2645673.57   | 0.16%             | 2047-06-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Westgate Phase 1-Pasadena Apartments, Senior Lien Series 2021A-2   | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Westgate Phase 1-Pasadena Apartments, Senior Lien Series 2021A-2   | CUSIP: 126292CB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16280000 | PA      | $9263399.77   | 0.57%             | 2057-06-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority, California, Airport Revenue Bonds, Subordinate Series 2021B                                               | San Diego County Regional Airport Authority, California, Airport Revenue Bonds, Subordinate Series 2021B                                               | CUSIP: 79739GNX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6903135.40   | 0.43%             | 2051-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Facilities Inc, California, Lease Revenue Bonds, Vermont Corridor County Administration Building, Series 2018A                      | Los Angeles County Facilities Inc, California, Lease Revenue Bonds, Vermont Corridor County Administration Building, Series 2018A                      | CUSIP: 54531FAX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1010471.50   | 0.06%             | 2051-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Wood Creek Apartments, Senior Lien Series 2021A-1                  | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Wood Creek Apartments, Senior Lien Series 2021A-1                  | CUSIP: 126292CE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7545000 | PA      | $4822908.11   | 0.30%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Wood Creek Apartments, Mezzanine Lien Series 2021A-2               | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Wood Creek Apartments, Mezzanine Lien Series 2021A-2               | CUSIP: 126292CF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2100000 | PA      | $1405102.65   | 0.09%             | 2058-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2022A                        | Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2022A                        | CUSIP: 544445WR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6995000 | PA      | $6960232.75   | 0.43%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2022A                        | Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2022A                        | CUSIP: 544445WS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $848403.00    | 0.05%             | 2049-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency, California, Essential Housing Revenue Bonds, Enclave Apartments, Senior Series 2022A-1                                    | CMFA Special Finance Agency, California, Essential Housing Revenue Bonds, Enclave Apartments, Senior Series 2022A-1                                    | CUSIP: 12574WAJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5675000 | PA      | $4059678.22   | 0.25%             | 2058-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority, California, Airport Revenue Bonds, Subordinate Series 2021B                                               | San Diego County Regional Airport Authority, California, Airport Revenue Bonds, Subordinate Series 2021B                                               | CUSIP: 79739GNU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2478824.50   | 0.15%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico, General Obligation Bonds, Restructured Series 2022A-1                                                                                     | Puerto Rico, General Obligation Bonds, Restructured Series 2022A-1                                                                                     | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   7070089 | PA      | $4951061.72   | 0.31%             | 2033-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority, Charter School Revenue Bonds, Aspire Public School - Obligated Group, Issue No.6, Series 2020A                    | California School Finance Authority, Charter School Revenue Bonds, Aspire Public School - Obligated Group, Issue No.6, Series 2020A                    | CUSIP: 13058TPV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    815000 | PA      | $730973.99    | 0.05%             | 2052-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Marin Healthcare District, Marin County, California, General Obligation Bonds, 2013 Election, Series 2015A                                             | Marin Healthcare District, Marin County, California, General Obligation Bonds, 2013 Election, Series 2015A                                             | CUSIP: 56782TAT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9546033.00   | 0.59%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Refunding & Subordinate Series 2022C                 | Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Refunding & Subordinate Series 2022C                 | CUSIP: 544445YA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1496779.20   | 0.09%             | 2037-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Refunding & Subordinate Series 2022C                 | Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Refunding & Subordinate Series 2022C                 | CUSIP: 544445YB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1191525.00   | 0.07%             | 2038-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Refunding & Subordinate Series 2022C                 | Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Refunding & Subordinate Series 2022C                 | CUSIP: 544445YC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1930000 | PA      | $1827965.15   | 0.11%             | 2039-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency, Orange County, California, Refunding Senior Lien Toll Road Revenue Bonds, Series 2021A               | San Joaquin Hills Transportation Corridor Agency, Orange County, California, Refunding Senior Lien Toll Road Revenue Bonds, Series 2021A               | CUSIP: 798111GN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16460000 | PA      | $14086932.17  | 0.87%             | 2050-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Township Health Care District, Alameda County, California, General Obligation Bonds, 2012 Election Series 2015B                             | Washington Township Health Care District, Alameda County, California, General Obligation Bonds, 2012 Election Series 2015B                             | CUSIP: 940642DH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8640000 | PA      | $7683177.02   | 0.48%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Township Health Care District, Alameda County, California, General Obligation Bonds, 2004 Election Series 2013B                             | Washington Township Health Care District, Alameda County, California, General Obligation Bonds, 2004 Election Series 2013B                             | CUSIP: 940642CE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3080000 | PA      | $3040293.56   | 0.19%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority, Revenue Bonds, City of Hope National Medical Center, Series 2012A                                    | California Health Facilities Financing Authority, Revenue Bonds, City of Hope National Medical Center, Series 2012A                                    | CUSIP: 13033LM61<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   6100000 | PA      | $5771674.82   | 0.36%             | 2039-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority, Revenue Bonds, CommonSpirit Health, Series 2020A                                                     | California Health Facilities Financing Authority, Revenue Bonds, CommonSpirit Health, Series 2020A                                                     | CUSIP: 13032UXB9<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |  10750000 | PA      | $10190640.95  | 0.63%             | 2040-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| River Islands Public Financing Authority, California, Special Tax Bonds, Community Facilities District 2003-1 Improvement Area 1, Refunding Series 202 | River Islands Public Financing Authority, California, Special Tax Bonds, Community Facilities District 2003-1 Improvement Area 1, Refunding Series 202 | CUSIP: 76827QGR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4180000 | PA      | $4286217.56   | 0.27%             | 2052-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series 2022C                                                        | Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series 2022C                                                        | CUSIP: 544532FW9<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |   5165000 | PA      | $5158737.95   | 0.32%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chino Valley Unified School District, San Bernardino County, California, General Obligation Bonds, 2016 Election Series 2020B                          | Chino Valley Unified School District, San Bernardino County, California, General Obligation Bonds, 2016 Election Series 2020B                          | CUSIP: 169583HB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3385000 | PA      | $3417139.22   | 0.21%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Senior Green Series 2022G                            | Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Senior Green Series 2022G                            | CUSIP: 544445C98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5050000 | PA      | $4978001.65   | 0.31%             | 2052-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2019D                        | Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2019D                        | CUSIP: 544445LR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2115963.40   | 0.13%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Community Development Authority, Health Revenue Bonds, Enloe Medical Center, Refunding Series 2022A                               | California Statewide Community Development Authority, Health Revenue Bonds, Enloe Medical Center, Refunding Series 2022A                               | CUSIP: 13080SM76<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1365000 | PA      | $1379384.37   | 0.09%             | 2052-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Municipal Financing Authority, Certificates of Participation, Palomar Health, Series 2022A                                                  | California Municipal Financing Authority, Certificates of Participation, Palomar Health, Series 2022A                                                  | CUSIP: 130493CL1<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   2950000 | PA      | $2957146.67   | 0.18%             | 2052-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series 2022B                                                        | Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series 2022B                                                        | CUSIP: 544532EX8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |   2040000 | PA      | $2040101.39   | 0.13%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Revenue Bonds, Series 2022A-1                             | Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Revenue Bonds, Series 2022A-1                             | CUSIP: 38122ND90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $296152.98    | 0.02%             | 2051-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2021D                        | Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2021D                        | CUSIP: 544445Q51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $591614.72    | 0.04%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2021D                        | Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Subordinate Lien Series 2021D                        | CUSIP: 544445S42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9680000 | PA      | $10067596.88  | 0.62%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water and Power, California, Water System Revenue Bonds, Series 2022D                                                        | Los Angeles Department of Water and Power, California, Water System Revenue Bonds, Series 2022D                                                        | CUSIP: 544525Q43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6640000 | PA      | $6644186.52   | 0.41%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Irvine Facilities Financing Authority, California, Special Tax Revenue Bonds, Great Park Infrastructure Project Series 2023A                           | Irvine Facilities Financing Authority, California, Special Tax Revenue Bonds, Great Park Infrastructure Project Series 2023A                           | CUSIP: 46360WAS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4585000 | PA      | $4797127.78   | 0.30%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority, Charter School Revenue Bonds, Stem Preparatory Schools - Obligated Group, Series 2023A                            | California School Finance Authority, Charter School Revenue Bonds, Stem Preparatory Schools - Obligated Group, Series 2023A                            | CUSIP: 13058TRV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $265517.39    | 0.02%             | 2043-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| California Housing Finance Agency, Municipal Certificate Revenue Bonds, Class A Social Certificates Series 2023-1                                      | California Housing Finance Agency, Municipal Certificate Revenue Bonds, Class A Social Certificates Series 2023-1                                      | CUSIP: 13033DAL9<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |   9606808 | PA      | $9648700.24   | 0.60%             | 2036-09-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority, Charter School Revenue Bonds, Partnerships to Uplift Communities Project, Refunding Social Series 2023            | California School Finance Authority, Charter School Revenue Bonds, Partnerships to Uplift Communities Project, Refunding Social Series 2023            | CUSIP: 13058TSF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $543780.22    | 0.03%             | 2043-08-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| California School Finance Authority, School Facility Revenue Bonds, Value Schools, Refunding Series 2023A                                              | California School Finance Authority, School Facility Revenue Bonds, Value Schools, Refunding Series 2023A                                              | CUSIP: 13059THL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $542238.16    | 0.03%             | 2040-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Refunding Subordinate Lien Private Activity Series 2 | Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Refunding Subordinate Lien Private Activity Series 2 | CUSIP: 544445SX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2255000 | PA      | $2235953.59   | 0.14%             | 2046-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Menifee, California, Special Tax Bonds, Community Facilities District 2021-1, Banner Park Series 2023A                                                 | Menifee, California, Special Tax Bonds, Community Facilities District 2021-1, Banner Park Series 2023A                                                 | CUSIP: 58680WDX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $320840.46    | 0.02%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Val Verde Unified School District, California, Special Tax Bonds, Community Facilities District 2018-2 Stratford Ranch, Improvement Area 2 Series 2023 | Val Verde Unified School District, California, Special Tax Bonds, Community Facilities District 2018-2 Stratford Ranch, Improvement Area 2 Series 2023 | CUSIP: 91882PGR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $618671.00    | 0.04%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board, Lease Revenue Bonds, California Air Resources Board, Southern California Headquarters - Mary D. Nichols Campus, G | California State Public Works Board, Lease Revenue Bonds, California Air Resources Board, Southern California Headquarters - Mary D. Nichols Campus, G | CUSIP: 13068XFJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4325000 | PA      | $3851242.96   | 0.24%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority, Revenue Bonds, University of the Pacific, Series 2023                                                     | California Educational Facilities Authority, Revenue Bonds, University of the Pacific, Series 2023                                                     | CUSIP: 130179UV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2040000 | PA      | $2121937.62   | 0.13%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority, Revenue Bonds, University of the Pacific, Series 2023                                                     | California Educational Facilities Authority, Revenue Bonds, University of the Pacific, Series 2023                                                     | CUSIP: 130179UW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3240000 | PA      | $2943402.30   | 0.18%             | 2048-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority, Charter School Revenue Bonds, Community High School Foundation Inc, Series 2017                                   | California School Finance Authority, Charter School Revenue Bonds, Community High School Foundation Inc, Series 2017                                   | CUSIP: 13058TSP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $276095.89    | 0.02%             | 2047-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| California School Finance Authority, Charter School Revenue Bonds, Community High School Foundation Inc, Series 2017                                   | California School Finance Authority, Charter School Revenue Bonds, Community High School Foundation Inc, Series 2017                                   | CUSIP: 13058TTA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $205155.19    | 0.01%             | 2047-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority, California, Airport Revenue Bonds, International Senior Series 2023B                                      | San Diego County Regional Airport Authority, California, Airport Revenue Bonds, International Senior Series 2023B                                      | CUSIP: 79739GRK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4230000 | PA      | $4187042.24   | 0.26%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority, California, Airport Revenue Bonds, International Senior Series 2023B                                      | San Diego County Regional Airport Authority, California, Airport Revenue Bonds, International Senior Series 2023B                                      | CUSIP: 79739GRM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10108011.00  | 0.63%             | 2058-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern California Public Power Authority, Southern Transmission System Renewal Project Revenue Bonds, Series 2023-1A                                 | Southern California Public Power Authority, Southern Transmission System Renewal Project Revenue Bonds, Series 2023-1A                                 | CUSIP: 842469BJ6<br>LEI: 5493003B5TD5FWUKMD34 | Long             | DBT              | MUN               | US        |  17000000 | PA      | $17004168.40  | 1.05%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series 2023D                                                        | Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series 2023D                                                        | CUSIP: 544532HT4<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5104241.50   | 0.32%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tracy, California, Special Tax Bonds, Community Facilities District 2016-1 Tracy Hills,  Improvement Area 2, Series 2023                               | Tracy, California, Special Tax Bonds, Community Facilities District 2016-1 Tracy Hills,  Improvement Area 2, Series 2023                               | CUSIP: 892376TZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1345000 | PA      | $1391876.61   | 0.09%             | 2043-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| San Francisco Airport Commission, California, Revenue Bonds, San Francisco International Airport, Refunding Second Series 2023C                        | San Francisco Airport Commission, California, Revenue Bonds, San Francisco International Airport, Refunding Second Series 2023C                        | CUSIP: 79766DVV8<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |  16055000 | PA      | $16942324.53  | 1.05%             | 2041-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| California Community Choice Financing Authority, Clean Energy Project Revenue Bonds, Green Series 2024A                                                | California Community Choice Financing Authority, Clean Energy Project Revenue Bonds, Green Series 2024A                                                | CUSIP: 13013JDR4<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |   2890000 | PA      | $3088167.88   | 0.19%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series 2023E                                                        | Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series 2023E                                                        | CUSIP: 544532JT2<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4985784.00   | 0.31%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stockton, California, Special Tax Bonds, Community Facilities District 2018-2 Westlake Villages II Improvement Area 3, Series 2024                     | Stockton, California, Special Tax Bonds, Community Facilities District 2018-2 Westlake Villages II Improvement Area 3, Series 2024                     | CUSIP: 861341TG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $377172.31    | 0.02%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stockton, California, Special Tax Bonds, Community Facilities District 2018-2 Westlake Villages II Improvement Area 3, Series 2024                     | Stockton, California, Special Tax Bonds, Community Facilities District 2018-2 Westlake Villages II Improvement Area 3, Series 2024                     | CUSIP: 861341TH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $519210.20    | 0.03%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stockton, California, Special Tax Bonds, Community Facilities District 2018-2 Westlake Villages II Improvement Area 3, Series 2024                     | Stockton, California, Special Tax Bonds, Community Facilities District 2018-2 Westlake Villages II Improvement Area 3, Series 2024                     | CUSIP: 861341TJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $637372.97    | 0.04%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Community Development Authority, Certificates of Participation, Methodist Hospital of Southern California, Series 2018            | California Statewide Community Development Authority, Certificates of Participation, Methodist Hospital of Southern California, Series 2018            | CUSIP: 13081KAX8<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1003045.30   | 0.06%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure and Economic Development Bank, Revenue Bonds, California Science Center Phase III Project, Green Series 2021B                | California Infrastructure and Economic Development Bank, Revenue Bonds, California Science Center Phase III Project, Green Series 2021B                | CUSIP: 13034AU81<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |   2435000 | PA      | $2275751.73   | 0.14%             | 2041-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Airport Commission, California, Revenue Bonds, San Francisco International Airport, Refunding Second Series 2024A                        | San Francisco Airport Commission, California, Revenue Bonds, San Francisco International Airport, Refunding Second Series 2024A                        | CUSIP: 79766DWX3<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |   2175000 | PA      | $2197456.66   | 0.14%             | 2049-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2018D                                 | San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2018D                                 | CUSIP: 79766DWA3<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5220.42      | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2018D                                 | San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2018D                                 | CUSIP: 79766DWD7<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |   9315000 | PA      | $9159190.79   | 0.57%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Public Power Authority, California, Revenue Bonds, Clean Energy Project Revenue Bonds, Series 2024A                                | Southern California Public Power Authority, California, Revenue Bonds, Clean Energy Project Revenue Bonds, Series 2024A                                | CUSIP: 84247PND9<br>LEI: 5493003B5TD5FWUKMD34 | Long             | DBT              | MUN               | US        |   3520000 | PA      | $3730881.09   | 0.23%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Burbank-Glendale-Pasadena Airport Authority, California, Airport Revenue Bonds, Senior Series 2024B                                                    | Burbank-Glendale-Pasadena Airport Authority, California, Airport Revenue Bonds, Senior Series 2024B                                                    | CUSIP: 120827EE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4375000 | PA      | $3917853.63   | 0.24%             | 2049-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| California Infrastructure and Economic Development Bank, Revenue Bonds, Adventist Health Energy Projects, Series 2024A                                 | California Infrastructure and Economic Development Bank, Revenue Bonds, Adventist Health Energy Projects, Series 2024A                                 | CUSIP: 13034A5K2<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |  32335000 | PA      | $31771530.29  | 1.97%             | 2049-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Infrastructure and Economic Development Bank, Revenue Bonds, Adventist Health Energy Projects, Series 2024A                                 | California Infrastructure and Economic Development Bank, Revenue Bonds, Adventist Health Energy Projects, Series 2024A                                 | CUSIP: 13034A5J5<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1970739.20   | 0.12%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Irvine Ranch Water District, California, Certificates of Participation, Irvine Ranch Water District Series 2016                                        | Irvine Ranch Water District, California, Certificates of Participation, Irvine Ranch Water District Series 2016                                        | CUSIP: 463641CP3<br>LEI: 2ZRS7W19IBMY48SFBI68 | Long             | DBT              | MUN               | US        |   5005000 | PA      | $5029232.21   | 0.31%             | 2046-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University, Systemwide Revenue Bonds, Series 2024A                                                                                    | California State University, Systemwide Revenue Bonds, Series 2024A                                                                                    | CUSIP: 13077DUU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1120000 | PA      | $961557.52    | 0.06%             | 2055-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Community Choice Financing Authority, Clean Energy Project Revenue Bonds, Green Series 2024B                                                | California Community Choice Financing Authority, Clean Energy Project Revenue Bonds, Green Series 2024B                                                | CUSIP: 13013JEA0<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |  22830000 | PA      | $23843565.25  | 1.48%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority, Mobile Home Park Revenue Bonds, Caritas Projects, Social Series 2024A                                          | California Municipal Finance Authority, Mobile Home Park Revenue Bonds, Caritas Projects, Social Series 2024A                                          | CUSIP: 13049SGD0<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   2900000 | PA      | $2798971.54   | 0.17%             | 2059-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Enterprise Development Authority, Revenue Bonds, Castilleja School Foundation Series 2024                                                   | California Enterprise Development Authority, Revenue Bonds, Castilleja School Foundation Series 2024                                                   | CUSIP: 13067REJ8<br>LEI: 549300544P6FSHU1HB46 | Long             | DBT              | MUN               | US        |  11780000 | PA      | $9946402.95   | 0.62%             | 2054-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Community Choice Financing Authority, Clean Energy Project Revenue Bonds, Green Series 2024C                                                | California Community Choice Financing Authority, Clean Energy Project Revenue Bonds, Green Series 2024C                                                | CUSIP: 13013JEB8<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |  14365000 | PA      | $15270086.94  | 0.94%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Department of Veterans Affairs, Home Purchase Revenue Bonds, Series 2024A                                                                   | California Department of Veterans Affairs, Home Purchase Revenue Bonds, Series 2024A                                                                   | CUSIP: 130658TY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $5398876.20   | 0.33%             | 2054-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Antioch Unified School District, Contra Costa County, California, General Obligation Bonds, Election 2024 Series 2024A                                 | Antioch Unified School District, Contra Costa County, California, General Obligation Bonds, Election 2024 Series 2024A                                 | CUSIP: 037105PB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8000000 | PA      | $7352188.80   | 0.45%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Antioch Unified School District, Contra Costa County, California, General Obligation Bonds, Election 2024 Series 2024A                                 | Antioch Unified School District, Contra Costa County, California, General Obligation Bonds, Election 2024 Series 2024A                                 | CUSIP: 037105NZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6375000 | PA      | $5630496.26   | 0.35%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Community Choice Financing Authority, Clean Energy Project Revenue Bonds, Green Series 2023E                                                | California Community Choice Financing Authority, Clean Energy Project Revenue Bonds, Green Series 2023E                                                | CUSIP: 13013JEP7<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |  12110000 | PA      | $12984724.68  | 0.80%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority, Revenue Bonds, CommonSpirit Health, Series 2020A                                                     | California Health Facilities Financing Authority, Revenue Bonds, CommonSpirit Health, Series 2020A                                                     | CUSIP: 13032UY36<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   1235000 | PA      | $1323107.62   | 0.08%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority, Revenue Bonds, CommonSpirit Health, Series 2020A                                                     | California Health Facilities Financing Authority, Revenue Bonds, CommonSpirit Health, Series 2020A                                                     | CUSIP: 13032UY44<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |  35085000 | PA      | $29527592.14  | 1.83%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| El Dorado Irrigation District, California, Certificates of Participation, Revenue Bonds, Series 2024A                                                  | El Dorado Irrigation District, California, Certificates of Participation, Revenue Bonds, Series 2024A                                                  | CUSIP: 283059GL1<br>LEI: 54930090GZM9I8KVSN04 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2142930.75   | 0.13%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santa Barbara Finance Authority, California, Lease Revenue Bonds, Public Safety and Parks Projects, Series 2024                                        | Santa Barbara Finance Authority, California, Lease Revenue Bonds, Public Safety and Parks Projects, Series 2024                                        | CUSIP: 801260BC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3380000 | PA      | $2893268.85   | 0.18%             | 2054-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Housing Authority, California, Multifamily Housing Revenue Bonds, Clarendon Apartments, Senior Series 2024A                                | Los Angeles Housing Authority, California, Multifamily Housing Revenue Bonds, Clarendon Apartments, Senior Series 2024A                                | CUSIP: 544562DQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4325000 | PA      | $3903153.34   | 0.24%             | 2061-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Los Angeles Housing Authority, California, Multifamily Housing Revenue Bonds, Clarendon Apartments, Senior Series 2024A                                | Los Angeles Housing Authority, California, Multifamily Housing Revenue Bonds, Clarendon Apartments, Senior Series 2024A                                | CUSIP: 544562DN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2480000 | PA      | $2129061.15   | 0.13%             | 2054-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Central Valley Energy Authority, California, Commodity Supply Revenue Bonds, Prepaid Pacific Life Insurance, Series 2025                               | Central Valley Energy Authority, California, Commodity Supply Revenue Bonds, Prepaid Pacific Life Insurance, Series 2025                               | CUSIP: 15569DAA0<br>LEI: 254900G5IPQ9MA3FRJ55 | Long             | DBT              | MUN               | US        |  11270000 | PA      | $12114103.84  | 0.75%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Airport Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2025A                                  | San Francisco Airport Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2025A                                  | CUSIP: 79766DXP9<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |   2330000 | PA      | $2350935.75   | 0.15%             | 2055-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Francisco Airport Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2025A                                  | San Francisco Airport Commission, California, Revenue Bonds, San Francisco International Airport, Second Series 2025A                                  | CUSIP: 79766DXQ7<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |   6130000 | PA      | $6343203.85   | 0.39%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| San Joaquin Valley Clean Energy Authority, California, Clean Energy Project Revenue Bonds, Green Series 2025A                                          | San Joaquin Valley Clean Energy Authority, California, Clean Energy Project Revenue Bonds, Green Series 2025A                                          | CUSIP: 79811YAK4<br>LEI: 254900VA5DFN33OVGH87 | Long             | DBT              | MUN               | US        |   7145000 | PA      | $7928372.80   | 0.49%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority, Revenue Bonds, University of the Pacific, Refunding Series 2015                                           | California Educational Facilities Authority, Revenue Bonds, University of the Pacific, Refunding Series 2015                                           | CUSIP: 130179YB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $185778.00    | 0.01%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority, Revenue Bonds, University of the Pacific, Refunding Series 2015                                           | California Educational Facilities Authority, Revenue Bonds, University of the Pacific, Refunding Series 2015                                           | CUSIP: 130179YC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2815000 | PA      | $2826838.20   | 0.17%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series 2025A                                                        | Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series 2025A                                                        | CUSIP: 544532PV0<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    465000 | PA      | $466392.21    | 0.03%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure and Economic Development Bank, Revenue Bonds, UCSF Clinical and Life Sciences Building, Series 2025                          | California Infrastructure and Economic Development Bank, Revenue Bonds, UCSF Clinical and Life Sciences Building, Series 2025                          | CUSIP: 13034A7C8<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2067452.20   | 0.13%             | 2059-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles County, California, Tax and Revenue Anticipation Notes, Series 2025-26                                                                     | Los Angeles County, California, Tax and Revenue Anticipation Notes, Series 2025-26                                                                     | CUSIP: 544657JC4<br>LEI: 254900NGUPWO7FB6II89 | Long             | DBT              | MUN               | US        |  38460000 | PA      | $39414423.36  | 2.44%             | 2026-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles, California, General Obligation Bonds, Tax & Revenue Anticipation Notes, Series 2025                                                       | Los Angeles, California, General Obligation Bonds, Tax & Revenue Anticipation Notes, Series 2025                                                       | CUSIP: 544351SF7<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |  31210000 | PA      | $31964442.45  | 1.98%             | 2026-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Community Choice Financing Authority, Clean Energy Project Revenue Bonds, Green Series 2025D                                                | California Community Choice Financing Authority, Clean Energy Project Revenue Bonds, Green Series 2025D                                                | CUSIP: 13013JGR1<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |  20000000 | PA      | $21035006.00  | 1.30%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority, Academic Facilities Revenue Bonds, Scripps College Series 2025                                                 | California Municipal Finance Authority, Academic Facilities Revenue Bonds, Scripps College Series 2025                                                 | CUSIP: 130491AS2<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   3250000 | PA      | $3202942.28   | 0.20%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority, California, Lease Revenue Bonds, Series 2025J                                                     | Los Angeles County Public Works Financing Authority, California, Lease Revenue Bonds, Series 2025J                                                     | CUSIP: 54473EZP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5920000 | PA      | $6170266.82   | 0.38%             | 2050-12-01      | 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